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HomeMy WebLinkAboutReports - 2019.01.09 - 31262Oakland County Employees' Retirement System - VEBA Asset / Manager Summary - January 17, 2019 Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce SSgA S&P 5001 $63,857 5.3%$60,314 5.0%($3,543) SSgA S&P 500 EW 1 $56,319 4.7%$60,314 5.0%$3,995 T. Rowe Price Enhanced 500 $120,302 10.0%$120,628 10.0%$326 Munder Mid Growth $23,852 2.0%$22,618 1.9%($1,234) TimesSquare Mid Growth $25,462 2.1%$22,618 1.9%($2,844) Seizert Capital Mid Value $22,384 1.9%$22,618 1.9%$234 Wedge Capital Mid Value $23,242 1.9%$22,618 1.9%($624) Loomis, Sayles Small Growth $51,617 4.3%$45,236 3.8%($6,381) LMCG Small Value $42,595 3.5%$45,236 3.8%$2,641 ABS Global L/S Equity1 $52,591 4.4%$60,314 5.0%$7,723 Total US Equity $482,221 40.0%$482,514 40.0%$293 Lazard Intl Equity $73,689 6.1%$75,393 6.3%$1,704 Pictet Intl Equity $70,507 5.8%$75,393 6.3%$4,886 Berkley Street Emerging Mkts.$29,640 2.5%$30,157 2.5%$517 Total Intl Equity $173,836 14.4%$180,943 15.0%$7,107 CS McKee Core Fixed $234,367 19.4%$216,257 17.9%($18,110) Loomis, Sayles Core Plus $103,150 8.6%$120,628 10.0%$17,478 Templeton Global Fixed $81,858 6.8%$60,314 5.0%($21,544) Churcill Direct Lending1 $21,296 1.8%$25,000 2.1%$3,704 $25MM Commitment Total Fixed Income $440,671 36.5%$422,199 35.0%($18,472) MS Prime Property RE1 $60,777 5.0%$51,440 4.3%($9,337) Prudential PRISA II VA RE1 $25,434 2.1%$24,126 2.0%($1,308) Macquire Infrastructure1,2 $8,709 0.7%$12,063 1.0%$3,354 AEW Partners VIII 1 $2,669 0.2%$10,000 0.8%$7,331 $10MM Commitment Dune IV1 $0 0.0%$10,000 0.8%$10,000 $10MM Commitment Alidade IV1 $2,263 0.2%$3,000 0.2%$737 $3MM Commitment Walton Street Capital1 $6,379 0.5%$10,000 0.8%$3,621 $10MM Commitment Private Investments1,3 $3,101 0.3%$0 0.0%($3,101) Total Real Estate $109,332 9.1%$120,628 10.0%$11,296 Cash Account $224 0.0%$0 0.0%($224) Total Fund $1,206,284 100.0%$1,206,284 100.0%$0 Market values from Northern Trust as of 1/7/19. 1. Market values not updated daily by Northern Trust. 2. Includes investments in the Euro Fund and US II. 3. Currently represents investment with Valstone. Target Allocation = 20% target less Churchill. Target Allocation = 10% RE target less VA mgrs. Current Allocation Target Allocation Comments