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Reports - 2019.09.19 - 32237
Oakland County Employees' Retirement System Asset / Manager Summary - September 19, 2019 Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce SSgA S&P 5001 $36,937 5.0%$37,153 5.0%$216 SSgA S&P 500 EW 1 $35,416 4.8%$37,153 5.0%$1,737 T. Rowe Price Enhanced 500 $72,101 9.7%$74,306 10.0%$2,205 TimesSquare Mid Growth $14,382 1.9%$13,932 1.9%($450) Great Lakes Small/Mid Core $14,800 2.0%$13,932 1.9%($868) Reinhart Small/Mid Core $15,170 2.0%$13,932 1.9%($1,238) Wedge Capital Mid Value $14,305 1.9%$13,932 1.9%($373) Loomis, Sayles Small Growth $23,146 3.1%$27,865 3.8%$4,719 LMCG Small Value $25,146 3.4%$27,865 3.8%$2,719 ABS Global L/S Equity1 $44,940 6.0%$37,153 5.0%($7,787) Total US Equity $296,343 39.9%$297,224 40.0%$881 Lazard Intl Equity $37,420 5.0%$48,299 6.5%$10,879 Pictet Intl Equity1 $46,776 6.3%$44,584 6.0%($2,192) Berkley Street Emerging Mkts.1 $19,402 2.6%$18,577 2.5%($826) Total Intl Equity $103,598 13.9%$111,459 15.0%$7,861 CS McKee Core Fixed $140,072 18.9%$133,612 18.0%($6,460) Loomis, Sayles Core Plus $74,750 10.1%$74,306 10.0%($444) Templeton Global Fixed1 $37,806 5.1%$37,153 5.0%($653) Churcill Direct Lending1 $13,509 1.8%$15,000 2.0%$1,491 $15MM Commitment Total Fixed Income $266,137 35.8%$260,071 35.0%($6,066) MS Prime Property RE1 $44,243 6.0%$39,445 5.3%($4,798) Prudential PRISA II VA RE1 $19,025 2.6%$14,861 2.0%($4,164) AEW Partners VIII 1 $2,612 0.4%$5,000 0.7%$2,388 $5MM Commitment Dune IV1 $437 0.1%$5,000 0.7%$4,563 $5MM Commitment; 1st call expected 3Q19 Alidade IV1 $3,841 0.5%$5,000 0.7%$1,159 $5MM Commitment Walton Street Capital1 $3,379 0.5%$5,000 0.7%$1,621 $5MM Commitment Private Investments1,2 $3,435 0.5%$0 0.0%($3,435) Total Real Estate $76,972 10.4%$74,306 10.0%($2,666) Cash Account $10 0.0%$0 0.0%($10) Total Fund $743,060 100.0%$743,060 100.0%$0 Market values from Northern Trust as of 9/10/19. 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.