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Reports - 2019.10.17 - 32351
Oakland County Employees' Retirement System Asset / Manager Summary - October 17, 2019 Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce SSgA S&P 5001 $37,629 5.1%$37,159 5.0%($470) SSgA S&P 500 EW 1 $36,613 4.9%$37,159 5.0%$546 T. Rowe Price Enhanced 500 $71,984 9.7%$74,318 10.0%$2,334 TimesSquare Mid Growth $14,285 1.9%$13,935 1.9%($350) Great Lakes Small/Mid Core $14,670 2.0%$13,935 1.9%($735) Reinhart Small/Mid Core $14,991 2.0%$13,935 1.9%($1,056) Wedge Capital Mid Value $14,234 1.9%$13,935 1.9%($299) Loomis, Sayles Small Growth $22,412 3.0%$27,869 3.8%$5,457 LMCG Small Value $24,994 3.4%$27,869 3.8%$2,875 ABS Global L/S Equity1 $44,563 6.0%$37,159 5.0%($7,404) Total US Equity $296,375 39.9%$297,271 40.0%$896 Lazard Intl Equity $37,483 5.0%$48,307 6.5%$10,824 Pictet Intl Equity1 $48,270 6.5%$44,591 6.0%($3,679) Berkley Street Emerging Mkts.1 $19,657 2.6%$18,579 2.5%($1,078) Total Intl Equity $105,410 14.2%$111,477 15.0%$6,067 CS McKee Core Fixed $139,594 18.8%$133,635 18.0%($5,959) Loomis, Sayles Core Plus $74,485 10.0%$74,318 10.0%($167) Templeton Global Fixed1 $35,904 4.8%$37,159 5.0%$1,255 Churcill Direct Lending1 $13,511 1.8%$15,000 2.0%$1,489 $15MM Commitment Total Fixed Income $263,494 35.5%$260,112 35.0%($3,382) MS Prime Property RE1 $44,867 6.0%$39,454 5.3%($5,413) Prudential PRISA II VA RE1 $19,025 2.6%$14,864 2.0%($4,161) AEW Partners VIII 1 $2,799 0.4%$5,000 0.7%$2,201 $5MM Commitment Dune IV1 $437 0.1%$5,000 0.7%$4,563 $5MM Commitment; 1st call expected 3Q19 Alidade IV1 $3,842 0.5%$5,000 0.7%$1,158 $5MM Commitment Walton Street Capital1 $3,488 0.5%$5,000 0.7%$1,512 $5MM Commitment Private Investments1,2 $3,428 0.5%$0 0.0%($3,428) Total Real Estate $77,886 10.5%$74,318 10.0%($3,568) Cash Account $12 0.0%$0 0.0%($12) Total Fund $743,177 100.0%$743,177 100.0%$0 Market values from Northern Trust as of 10/11/19. 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.