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Bloomberg or Preqin, if you have a subscription. If you don't, then you should look at public pension funds' reported returns. If you dig deep enough on their websites, many of them are statutorily required to have a list of quarterly marks for every fund in which they are invested. Bloomberg and Preqin basically just scrape these public disclosures for you so that it's much easier to find.
For example: https://www.erb.nm.gov/wp-content/uploads/2022/08/Q4-2021-Private-Equit…
ERB, Calpers, any others?
Not so familiar with US / North America.
Pretty much every state has a public pension, a teachers pension etc. Big ones include Texas Teachers, Illinois Teachers, Pennsylvania Public School Employee Retirement System, State of Wisconsin Investment Board, Florida State Board of Administration and so on.
I'm less familiar with the European pensions but I know I've seen some of the British ones as data sources in Bloomberg so if you're looking specifically for European funds, you might have a better time there.
Thank you
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