ESBD_File_255490_Public Markets Fund Investment Types.xlsx

XLSX spreadsheet 40 KB Posted

Attached to
Master Custodian and Securities Lending Services
Solicitation number
CC-2200001
Issued by
Texas

About this file

Written by GovTribe AI ·

The file is an Excel spreadsheet from the Teacher Retirement System of Texas (TRS) detailing investment fund information across multiple investment categories including Hedge Funds, Public Strategic Partner Networks (SPNs), and Risk Parity investments. The document provides comprehensive data on various investment funds, managers, investment dates, capital invested, capital received, market values, and net returns for the period ending June 30, 2021.

The spreadsheet includes detailed performance metrics for multiple investment managers, with capital investments ranging from tens of millions to billions of dollars. Notable fund managers include Blackstone Alternative Solutions, Goldman Sachs & Co. LLC, Marshall Wace LLP, Two Sigma Advisers, Wellington Management Company LLP, and Bridgewater Associates. The investment performance shows significant variation, with some funds achieving 1-year net returns over 40% and others experiencing negative returns. The document appears to be an internal tracking and performance evaluation tool for TRS's diverse investment portfolio across different investment strategies and fund types.

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ESBD_File_255490_CC_2200001_Addendum_1.pdf PDF
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ESBD_File_255490_Non-Disclosure Agreement.docx DOCX document
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ESBD_File_255490_CC-2200001_Addendum_1_TRS_General_Terms_Conditions.docx DOCX document
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Sheet1

Fund NameSSB Fund IDEMV - 6/30ManagerFund Name – NOT REPORTEDManangerSSB Fund IDPlease indicate if this should be EXCLUDED
Avenue Gabriel FundTR1O64,234,966ERROR:#REF!okNeed Starboard, and any other manager with NAV listed at the topmost level
Blackstone Lone Mountain FundTAPL96,340,652ERROR:#REF!one Blackstone LMFAvenue Gabriel FundAvenue Capital ManagementTR1O
Blackstone Lone Mountain FundTAPI51,133,857ERROR:#REF!BLACKSTONE LMF CLASS ABlackstone Alternative SolutionsTAPLYes--Should just be 1 Blackstone LMF Fund, not the separate pieces disclosed
Blackstone Big Sky Fund Class ATAQSB01165,168,184ERROR:#REF!one Blackstone Big SkyBLACKSTONE LMF SelectBlackstone Alternative SolutionsTAPIYes—see above
Fir Tree Austin Opp FundTR8Y134,245,034ERROR:#REF!okBlackstone Big Sky Fund Class ABlackstone Alternative SolutionsTAQSB01Yes--Should just be 1 Blackstone Big Sky Fund, not the separate pieces disclosed
Project LegatoTR5JB0251,879,876ERROR:#REF!okFir Tree Austin Opp FundFir Tree PartnersTR8Y
Project OwlTAQUB0714,044,658ERROR:#REF!excludeProject LegatoSenator Investment GroupTR5JB02Yes—but you need to list Senator Tiger
PROJECT SNOWBIRDTAQUB0675,264,584ERROR:#REF!excludeProject OwlBlackstone Alternative SolutionsTAQUB07Yes
Llama Vendor Receivables Select SPVTAQUB05936,596ERROR:#REF!excludeMarathon Strategic Opps ProgramMarathon Asset Management LLPTRCVA549
Marathon Strategic Opps ProgramTRCVA54968,652,717ERROR:#REF!okGS Mezzanine Partners VIIGoldman Sachs & Co. LLCTAANB02
GS Mezzanine Partners VIITAANB0229,275,645ERROR:#REF!one groupGS RE Credit Partners IIIGoldman Sachs & Co. LLCTAANB01
GS RE Credit Partners IIITAANB0113,828,069ERROR:#REF!one groupGS Sr Loan Partners III LevGoldman Sachs & Co. LLCTAANB03
GS Sr Loan Partners III LevTAANB03138,171,979ERROR:#REF!one groupGS Sr Loan Partners III UnlevGoldman Sachs & Co. LLCTAANB04
GS Sr Loan Partners III UnlevTAANB0474,105,299ERROR:#REF!one groupGS Loan Partners IVGoldman Sachs & Co. LLCTAANB05
GS Loan Partners IVTAANB0541,716,725ERROR:#REF!one groupGSO DIRECT LENDING FUNDGSO Capital Partners LPTAQWB01
GSMBD CoinvestTAAMB0146,240,688ERROR:#REF!one groupDelivery HeroLuxor Capital Group, LPTAQVB01Yes but you need to list Luxor Cardinal
GSO DIRECT LENDING FUNDTAQWB01471,097,825ERROR:#REF!okGSMBD CoinvestGoldman Sachs & Co. LLCTAAMB01
Delivery HeroTAQVB01151,895,343ERROR:#REF!okMagnetar Longhorn CoinvestMagnetar Financial LLCTAFMYes--Should just be 1 Magnetar Fund, not the separate pieces disclosed
Magnetar Longhorn FundMagnetar Financial LLCTAAUYes--Should just be 1 Magnetar Fund, not the separate pieces disclosed
Magnetar Longhorn CoinvestTAFM48,459,327ERROR:#REF!one groupBAA Cascade Fund Class ABlackRock Alternative AdvisorsTASIYes--Should just be 1 BAA Fund, not the separate pieces disclosed
Magnetar Longhorn FundTAAU210,112,681ERROR:#REF!one groupBAA Cascade Fund Select ClassBlackRock Alternative AdvisorsTAS4Yes--Should just be 1 BAA Fund, not the separate pieces disclosed
OT Treaty Oak Fund, LPOrchard Global Asset ManagementTAAFYes—I think—need to confirm legal--Should just be 1 OT Fund, not the separate pieces disclosed
BAA Cascade Fund Class ATASI81,762,119ERROR:#REF!Treaty Oak Special Opps FundOrchard Global Asset ManagementTAFNYes—I think—need to confirm legal--Should just be 1 OT Fund, not the separate pieces disclosed
BAA Cascade Fund Select ClassTAS45,882,498ERROR:#REF!TSSP Adjacent OpportunitiesTPG Sixth Street PartnersTR8Z
OT Treaty Oak Fund, LPTAAF159,619,320ERROR:#REF!TSSP Capital SolutionsTPG Sixth Street PartnersTR3O
Treaty Oak Special Opps FundTAFN67,801,057ERROR:#REF!TSSP - TICP IIITSSP Institutional Credit III Management, LLCTAF6
TSSP Adjacent OpportunitiesTR8Z32,619,082ERROR:#REF!
TSSP Capital SolutionsTR3O78,405,029ERROR:#REF!
TSSP - TICP IIITAF613,162,228ERROR:#REF!

External Public

Teacher Retirement System of Texas
Long Oriented
6/30/21
ManagerInvestment DateCapital InvestedCapital ReceivedMarket Value1 Year Net Return
(%)3 Year Net Return
Adelphi Capital Partners1/30/15600,001,878(454,817,498)604,575,511.3622.8917.25
Apollo SPN Management9/29/151,327,764,435(772,777,393)1,057,252,981.8927.7212.31
Arrowstreet Capital, Limited Partnership7/31/171,080,000,000(299,700,000)1,467,789,021.0250.4116.80
Arrowstreet Capital, LP10/30/20- 0(100,000,000)661,919,042.75- 0- 0
Avenue Capital Management10/7/16103,849,745(17,413,163)66,105,372.5111.12(16.54)
Baker Brothers12/29/20- 0- 0174,857,331.61- 0- 0
Baring International Investment Limited11/1/08919,554,866(957,555,028)916,461,065.4127.958.39
BlackRock Alternative Advisors8/1/17156,210,868(29,719,525)140,553,391.0431.78- 0
BlackRock Alternative Advisors4/3/1941,414,349(10,105,255)44,848,342.4614.84- 0
Blackstone Alternative Solutions10/31/16698,341,900(378,035,799)469,059,877.8725.1712.56
Blackstone Alternative Solutions4/1/2097,359,262(1,497,807)104,485,273.146.00- 0
Blackstone Alternative Solutions4/1/2063,819,576(5,711,388)53,369,001.63(8.26)- 0
Blueshift Asset Management, LLC12/31/20- 0- 0100,433,614.01- 0- 0
Brandes Investment Partners, LP10/1/09510,272,085(320,271,950)428,883,846.2412.29(0.36)
Cantillon Capital Management LLC2/1/10731,395,992(1,452,399,256)1,081,155,313.1733.3319.90
Deer Park Road Management7/31/20500,000,000- 0559,093,831.22- 0- 0
Fir Tree Partners12/18/18216,861,678(172,661,998)85,861,932.0481.04- 0
Goldman Sachs & Co. LLC1/30/1837,815,588(7,437,545)39,601,472.8930.8512.03
Goldman Sachs & Co. LLC1/26/1822,930,007(7,582,347)17,615,156.6712.016.11
Goldman Sachs & Co. LLC2/2/18180,805,012(54,259,254)177,326,959.4450.7510.44
Goldman Sachs & Co. LLC2/2/1880,880,374(12,644,061)80,840,032.3314.486.06
Goldman Sachs & Co. LLC5/11/20162,707,491(34,747,375)134,594,271.0010.50- 0
Goldman Sachs & Co. LLC4/10/1886,579,437(45,763,370)44,180,822.43(2.35)1.37
Hillhouse Capital10/31/18350,000,000(245,000,000)371,244,614.0117.82- 0
J.P. Morgan Investment Management Inc.10/1/08917,436,408(1,347,938,374)664,949,887.6947.1116.84
KKR Associates TV SPN5/1/151,253,681,958(868,659,620)696,260,345.5324.989.01
Luxor Capital Group, LP8/22/1882,099,330- 0192,588,675.6026.79- 0
Magnetar Financial LLC3/22/19100,840,800(67,183,675)55,331,244.1536.60- 0
Magnetar Financial LLC10/19/18242,584,158(26,237,624)296,081,266.3731.31- 0
Marathon Asset Management LLP10/23/14226,142,814(202,793,548)69,111,795.5716.4612.23
Marshall Wace LLP11/30/181,200,000,000(600,000,000)1,170,680,997.0542.70- 0
Marshall Wace LLP11/29/19600,000,000(60,000,000)865,206,820.9754.44- 0
Marshall Wace, LLP10/30/15750,000,000- 01,462,095,451.9242.4613.02
Monashee Investment Management4/30/21- 0- 069,992,379.95- 0- 0
Monashee Investment Management2/6/20250,000,000- 0353,289,382.1935.55- 0
Morgan Stanley Investment Management Inc10/1/081,014,893,751(1,014,994,808)777,254,870.2648.967.68
Neuberger Berman Asia Limited9/1/12447,452,856(535,452,856)521,718,908.5836.1013.74
Neuberger Berman Investment Advisers LLC6/1/08- 0- 0671,245,531.8436.4212.71
Numeric Investors LLC1/31/18800,000,001(283,204,115)714,394,283.4950.2612.88
Oasis Capital Partners10/4/1986,699(8,511)108,535,237.67(87.76)- 0
Orchard Global Asset Management11/5/18230,805,004(10,866,356)237,829,231.0014.72- 0
Orchard Global Asset Management10/1/1870,000,000(6,474,159)73,720,652.5119.04- 0
P2 Capital Partners, LLC6/1/10650,000,000(635,000,000)530,312,120.7364.855.27
Parvus Asset Management (UK) LLP6/1/13653,943,108(241,631,931)901,322,372.8729.255.55
Senator Investment Group3/16/2050,000,000(56,311,527)9,451,102.9332.82- 0
Sixth Street Partners4/13/2115,017,345- 015,017,345.01- 0- 0
Starboard Value LP11/1/11460,727,009(445,727,010)890,990,574.8143.6723.26
The Rock Creek Group, LP9/30/11113,364,272(290,283,430)63,428,205.5548.6713.32
The Rock Creek Group, LP10/1/20- 0- 035,225,563.69- 0- 0
The Rock Creek Group, LP12/3/19- 0- 029,677,304.6037.63- 0
The Rock Creek Group, LP7/1/091,097,000,000(992,000,000)688,504,997.0350.7910.07
The WindAcre Partnership LLC4/23/20400,000,000- 0630,672,132.0053.03- 0
Theleme Partners LLP9/30/19368,663,479(109,805,317)532,511,796.99111.45- 0
TPG Sixth Street Partners4/23/19106,764,861(5,830,106)113,076,065.2318.53- 0
TPG Sixth Street Partners6/5/1981,798,890(7,485,386)109,096,256.6443.70- 0
TSSP Institutional Credit III Management, LLC2/24/2057,899,781(3,925,249)58,350,828.3413.26- 0
Two Sigma Advisers, LP9/1/12356,000,000- 01,502,044,077.0943.5921.22
Two Sigma Advisers, LP3/28/19400,000,000(175,000,000)473,398,370.4354.81- 0
Two Sigma Advisers, LP4/28/21150,000,000- 0270,338,086.08- 0- 0
Vaughan Nelson Investment Management, L.P.4/1/10440,429,999(427,300,775)555,425,753.7043.8114.16
Wellington Management Company LLP9/6/1862,538,657- 071,715,203.8633.20- 0
Wellington Management Company LLP11/10/14173,002,892(239,347,760)247,302,841.40335.2571.29
Wellington Management Company LLP6/5/17169,635,808(118,093,308)235,823,013.98133.7243.15
Wellington Management Company LLP5/8/20131,795,790- 0194,342,785.6275.98- 0
Wellington Management Company LLP1/31/14663,455,828(400,448,828)640,322,546.3936.2410.64
Wellington Management Company LLP11/1/091,462,609,362(2,318,234,566)780,032,152.4540.4512.97
WMQS Global Equity Active Extension Onshore Fund LP5/31/18750,000,000(100,000,000)1,008,907,803.1136.6314.38

Hedge Fund

Teacher Retirement System of Texas
Hedge Fund
6/30/21
Investment FundManagerInvestment DateCapital InvestedCapital ReceivedMarket Value1 Year Net Return
(%)3 Year Net Return
Aeolus Property Spire and Keystone FundAeolus Investment Management, LLC12/19/14679,139,529468,271,375221,120,391(2.43)(0.28)
AHL Davy Crockett FundMan Investments USA2/2/15603,000,00025,000,000843,042,61530.1313.42
BFAM Asian Opportunities FundBFAM Partners Cayman Ltd.4/28/17250,000,000- 0330,500,86121.117.69
Blackstone Aqua FundBlackstone Alternative Solutions L.L.C.1/31/20232,950,031631,298303,933,08536.18- 0
Bridgewater Pure AlphaBridgewater Associates, LP3/1/09416,125,384226,085,586254,696,25413.59(0.77)
Citadel Presidio FundCitadel Advisors LLC9/30/14535,000,000170,684,500694,706,85315.1513.50
Element Capital US FeederElement Capital Management LLC12/31/14380,000,00081,219,963523,318,5811.854.86
Exoduspoint Partners FundExodusPoint Capital Management, LP8/31/18500,000,000- 0594,822,9427.35- 0
Fir Tree - Cap Opportunity FundFir Tree, Inc.5/1/12330,000,000122,276,878340,639,09729.718.21
Fir Tree SOF IV SFir Tree, Inc.4/1/20150,000,00056,377,262136,508,03425.16- 0
Fortress DBSO FundFortress Investment Group8/1/19500,000,000- 0617,801,96024.19- 0
Glen Point Global Macro FundGlen Point Capital LLP3/31/17400,000,00050,490,965398,661,55822.381.94
Horizon PortfolioHorizon Asset Management2/1/12475,000,000356,074,691220,629,263(0.36)(2.23)
Lost Pines ARTwo Sigma Advisers, LP6/30/20240,000,000- 0236,623,242(4.82)- 0
Lost Pines AR MacroTwo Sigma Advisers, LP7/29/20200,000,000- 0209,924,082- 0- 0
Lost Pines Risk PremiaTwo Sigma Advisers, LP6/30/20125,000,000- 0140,900,39212.72- 0
Luxor Capital PartnersLuxor Capital Group, LP8/1/12300,000,00068,243,952535,128,43627.3517.52
Madrone (DAVINCI/UPSILON)RenaissanceRe Fund Management Ltd.10/1/13460,030,71583,121,671449,911,754(1.90)5.14
Magnetar Constellation FundMagnetar Financial LLC10/1/13475,000,000351,466778,255,84630.7611.72
Man 1783 FundMan Solutions Ltd1/28/21500,000,000- 0511,553,050- 0- 0
Millennium PartnersMillennium Management LLC2/28/14600,000,000- 01,027,213,98621.8613.65
MW Market Neutral TOPS (US) FundMarshall Wace, LLP5/30/14235,000,000- 0505,847,74321.8711.00
Oasis InvestmentOasis Management Company Ltd.8/31/18400,000,000- 0646,280,93344.87- 0
PDT Mosaic FundPDT Partners LLC6/30/16235,000,000- 0247,807,0141.180.79
Pharo Gaia FundPharo Global Advisors Limited12/31/15254,750,000- 0349,204,1612.696.07
Pharo Macro FundPharo Global Advisors Limited12/31/15257,000,0009,995,884280,586,5983.783.55
Reservoir StrategicReservoir Strategic Partners Fund Management, LP11/1/11500,000,000308,484,587285,969,67230.4311.25
Senator Global Opportunity FundSenator Investment Group, LLC10/31/16350,000,00066,000,000524,734,25842.1317.02
Soroban Opportunities FundSoroban Capital Partners, LLC9/30/14524,025,957100,000,000775,667,04640.2515.77
Systematica TexSYS FundSystematica Investments Limited4/1/09588,000,000103,000,000583,481,30518.4213.88
Texas Emerging Mgrs HF ProgramThe Rock Creek Group, LP9/1/12418,404,087124,956,818401,472,43124.207.61
Tilden Park Investment FundTilden Park Capital Management LP4/2/15550,000,000- 0654,246,6596.240.45
Whitebox Caja Blanca fundWhitebox Advisors6/1/17250,804,47922,000,000257,991,73910.783.14
Wolverine Flagship Fund Trading LimitedWolverine Asset Management LLC11/1/07340,000,000100,000,000569,627,30922.6110.64

Public SPNs

Teacher Retirement System of Texas
Public Strategic Partner Networks
6/30/21
Investment FundManagerInvestment DateCapital InvestedCapital ReceivedMarket Value1 Year Net Return (%)3 Year Net Return (%)
BlackRock SPNBlackRock Financial Management, Inc.6/1/083,810,412,3882,560,412,3882,747,263,22026.7613.69
JP Morgan SPNJP Morgan Investment Management, Inc.6/1/0845,755,469,66544,505,469,6652,860,508,65131.9514.03
Morgan Stanley SPNMorgan Stanley Investment Management, Inc.6/1/087,320,832,1666,070,832,1662,497,159,57629.1912.83

Risk Parity

Teacher Retirement System of Texas
Risk Parity
6/30/21
Investment FundManagerInvestment DateCapital InvestedCapital ReceivedMarket Value1 Year Net Return (%)3 Year Net Return (%)
AQR Global Risk PremiumAQR Capital Management, LLC1/1/121,418,000,000600,000,0001,246,361,62920.788.27
Bridgewater All Weather IIBridgewater Associates, LP1/1/121,038,025,7221,235,683,074112,359,29024.4512.98
Bridgewater All Weather-PlusBridgewater Associates, LP11/1/171,349,315,840100,000,0001,585,682,21527.2011.84
Invesco Balanced-Risk AllocInvesco Trust Company12/31/151,203,906,4313,906,4311,841,987,82637.5513.13

File details come from the government source that posted it. Updated .