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Amaranth losses may hit San Diego pension fund (just $85 million)
Market Watch ^ | 9/19/06 | Alistair Barr

Posted on 09/20/2006 12:04:34 PM PDT by BurbankKarl

SAN FRANCISCO (MarketWatch) - Losses of more than $3 billion suffered by Amaranth Advisors LLC this month may not just hit the wealthy individuals and big Wall Street institutions that have historically invested in hedge funds. Pensioners and state workers could also feel the effects.

Amaranth could suffer year-to-date losses of 35% after natural gas trades went awry, founder Nicholas Maounis said in a letter to investors that was obtained by MarketWatch on Monday.

The Greenwich, Conn.-based hedge fund, which had almost $10 billion in assets earlier this year, counted at least one public pension fund among its investors. The San Diego County Employees Retirement Association (SDCERA), which oversees more than $7 billion on behalf of retirees and employees of the county, invested $175 million in Amaranth last year, according to hedge fund industry publication Alpha magazine.

SDCERA, has been one of the best performing state pension funds of the past five years, partly thanks to its focus on hedge funds and other so-called alternative investments. Chief Investment Officer David Deutsche is regarded in the pension world as a major proponent of hedge fund investing.

But with Amaranth down about 35% so far in 2006, SDCERA may have lost more than $50 million on its investment in the hedge fund this year.

Deutsche and SDCERA Chief Executive Brian White didn't return calls seeking comment on Tuesday.

(Excerpt) Read more at marketwatch.com ...


TOPICS: Business/Economy; News/Current Events; US: California
KEYWORDS: amaranth

1 posted on 09/20/2006 12:04:36 PM PDT by BurbankKarl
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To: BurbankKarl

WSJ is reporting:

Amaranth Advisors, the hedge fund facing billions of losses in bad natural-gas bets, has sold its entire energy portfolio to Citadel Investments and J.P. Morgan Chase & Co. after a lengthy process of trying to offload the investments that began before news of its woes broke on Monday, people familiar with the matter said.

Spokesmen at Citadel, J.P. Morgan and Amaranth either didn't return calls or declined comment.

Other firms that declined to buy the positions included Citigroup Inc. and Goldman Sachs Group Inc., say other traders and Wall Street officials with knowledge of the talk.


2 posted on 09/20/2006 12:06:13 PM PDT by BurbankKarl
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To: BurbankKarl

Someone dabbling in hedge funds with pension money? Must be someone not worried about being accountable to the employees.


3 posted on 09/20/2006 12:07:02 PM PDT by NonValueAdded (Treaty Fetishism: "[The] belief that a piece of paper will alter the behavior of thugs." R. Lowry.)
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To: NonValueAdded
Must be someone not worried about being accountable to the employees.

The very definition of a pension fund these days.

4 posted on 09/20/2006 12:07:58 PM PDT by Wolfie
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To: NonValueAdded
Someone dabbling in hedge funds with pension money?

This happens all the time. Pension funds are big boys, presumably run by professionals. If run properly, the SD pension funds have probably made more from investing in other hedge funds than they lost on their Amaranth position. Sustaining a loss is a risk of investing.
5 posted on 09/20/2006 12:10:26 PM PDT by conservative in nyc
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To: conservative in nyc

Yeah, they are probably still ahead but it is a risky investment style and all those fantastic gains can be quickly wiped out. It doesn't matter, though. PBGC will make sure we the taxpayer make good for any losses. That's what rankles me about it.


6 posted on 09/20/2006 12:18:40 PM PDT by NonValueAdded (Treaty Fetishism: "[The] belief that a piece of paper will alter the behavior of thugs." R. Lowry.)
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To: BurbankKarl

Apparently those Amaranth guys were betting that some big hurricanes were going to hit, and they lost the bet.


7 posted on 09/20/2006 12:31:54 PM PDT by HAL9000 (Happy 10th Anniversary FreeRepublic.com - Est. Sept. 23, 1996 - Thanks Jim!)
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To: HAL9000

They gave back everything they made and then some.


8 posted on 09/20/2006 12:34:04 PM PDT by Eric in the Ozarks (BTUs are my Beat.)
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To: NonValueAdded
If the pension fund was fully invested in natural gas-related hedge funds, their strategy would be risky. But if the pension fund is diversified among asset classes and asset types, they are doing what they should be doing. A pension fund shouldn't just be investing in bonds, and should own some riskier investments in an attempt to get a higher return.

The PBGC won't make good for all losses. Richer employees (like airline pilots) lose a lot when the PBGC takes over.
9 posted on 09/20/2006 12:40:32 PM PDT by conservative in nyc
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To: BurbankKarl

What's most amusing is the guy who did this, was up 3 Billion for the year before the bottom fell out.....
and now $5 Billion in the hole later..he's STILL GOT HIS JOB!!!!

If you can't get fired for losing $5 BILLION dollars... what the hell can you get fired for?

As long as its other peoples money, I guess it doesn't matter... I'm sure he'll still be driving his luxury car home tonight.


10 posted on 09/20/2006 12:42:51 PM PDT by HamiltonJay
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To: HamiltonJay

They said that they need him to sell all the natural gas.....he had over 100,000 positions as of last week.


11 posted on 09/20/2006 1:11:45 PM PDT by BurbankKarl
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To: HAL9000; Grampa Dave; Dog Gone; Ernest_at_the_Beach; BOBTHENAILER

I saw a bulletin on MarketWatch.com a couple of hours ago that 3M had some of it's pension invested in Amaranth, too!


12 posted on 09/20/2006 1:15:07 PM PDT by SierraWasp (With government as your savior from disaster, it must first be your master!!!)
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To: SierraWasp

Wonder if the left wingers who control Cal Pers got caught in this little loss?


13 posted on 09/20/2006 11:46:04 PM PDT by Grampa Dave (There's a dwindling market for Marxist Homosexual Lunatic lies/wet dreams posing as news.)
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To: BurbankKarl

Yea... he's gonna be able to sell the turds....

Me thinks hes got pics of some of the execs in compromising positions.....


14 posted on 09/21/2006 7:42:28 AM PDT by HamiltonJay
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