So, about this other recent development we were following, the San Diego County Employees’ Retirement Association has issued a statement about its investment and interaction with the hedge fund WG Trading.

You can read the full pdf here. It is surprisingly detailed compared to past similar releases.

Key highlights:

  • Remember, yesterday I wondered why the pension system reported having $150 million of assets invested in the hedge fund in 2007 and only about $76 million in 2008. Turns out, the retirement system had pulled $75 million out of the hedge fund in Oct. 2007. Good move.
  • SDCERA’s consultant on these hedge funds had actually gone to Greenwich, Conn. to meet with WG Trading officials in October of last year. The trip did not go well:

    In addition to a general lack of operational transparency, [WG Trading Principal Paul] Greenwood refused to provide access to key references such as third party brokers. SDCERA also followed up with WG Trading by requesting additional information, but was not provided with a sufficient response.

    So SDCERA officials claim that they decided to drop their relationship with the fund and ask for San Diego County’s money back. Another good move, I guess, except that it took them until December to decide to actually withdraw the money.

  • It’s unclear when or if the remaining $78 million invested with WG Trading will be redeemed by the county pension and you can bet they will probably call — actually probably have called — some lawyers.

So that helps. We’ll keep trying to get them on the phone.

Just a thought: This is just like 2006 when they complained that the hedge fund Amaranth was secretive and misleading about how they deployed the county’s pension investment. Sheesh. Complaining about a hedge fund being secretive is like complaining about an anchovy being salty. Come on! You know that they’re salty when you buy them.

If they leave a bad taste in your mouth (and I’m actually a fan of anchovies) then you shouldn’t have started eating them in the first place.

The fact is they took a risk and this is the downside of that.

SCOTT LEWIS

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