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Reports - 2019.07.12 - 32067
Oakland County Employees' Retirement System Asset / Manager Summary - July 18, 2019 Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce SSgA S&P 5001 $37,001 5.0%$37,289 5.0%$288 SSgA S&P 500 EW 1 $36,224 4.9%$37,289 5.0%$1,065 T. Rowe Price Enhanced 500 $72,579 9.7%$74,577 10.0%$1,998 TimesSquare Mid Growth $14,373 1.9%$13,983 1.9%($390) Great Lakes Small/Mid Core $14,875 2.0%$13,983 1.9%($892) Reinhart Small/Mid Core $15,105 2.0%$13,983 1.9%($1,122) Wedge Capital Mid Value $14,342 1.9%$13,983 1.9%($359) Loomis, Sayles Small Growth $23,859 3.2%$27,966 3.8%$4,107 LMCG Small Value $25,036 3.4%$27,966 3.8%$2,930 ABS Global L/S Equity1 $43,237 5.8%$37,289 5.0%($5,948) Total US Equity $296,631 39.8%$298,309 40.0%$1,678 Lazard Intl Equity $38,575 5.2%$48,475 6.5%$9,900 Pictet Intl Equity1 $48,555 6.5%$44,746 6.0%($3,809) Berkley Street Emerging Mkts.1 $19,473 2.6%$18,644 2.5%($829) Total Intl Equity $106,603 14.3%$111,866 15.0%$5,263 CS McKee Core Fixed $136,067 18.2%$134,155 18.0%($1,912) Loomis, Sayles Core Plus $82,688 11.1%$74,577 10.0%($8,111) Templeton Global Fixed1 $37,176 5.0%$37,289 5.0%$113 Churcill Direct Lending1 $12,386 1.7%$15,000 2.0%$2,614 $15MM Commitment Total Fixed Income $268,317 36.0%$261,021 35.0%($7,296) MS Prime Property RE1 $44,210 5.9%$39,662 5.3%($4,548) Prudential PRISA II VA RE1 $18,804 2.5%$14,915 2.0%($3,889) AEW Partners VIII 1 $2,203 0.3%$5,000 0.7%$2,797 $5MM Commitment Dune IV1 $0 0.0%$5,000 0.7%$5,000 $5MM Commitment; 1st call expected 3Q19 Alidade IV1 $3,397 0.5%$5,000 0.7%$1,603 $5MM Commitment Walton Street Capital1 $3,293 0.4%$5,000 0.7%$1,707 $5MM Commitment Private Investments1,2 $2,315 0.3%$0 0.0%($2,315) Total Real Estate $74,222 10.0%$74,577 10.0%$355 Cash Account $0 0.0%$0 0.0%$0 Total Fund $745,773 100.0%$745,773 100.0%$0 Market values from Northern Trust as of 7/11/19. 1. Market values not updated daily by Northern Trust. 2. Currently represents investment with JPM European Property Fund and Valstone. Current Allocation Target Allocation Comments Target Allocation = 20% target less Churchill. Target Allocation = 10% RE target less VA mgrs.