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Reports - 2020.03.23 - 32836
Oakland County Employees' Retirement System Asset / Manager Summary - March 19, 2020 Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce SSgA S&P 5001 $37,650 5.5%$33,938 5.0%($3,712) SSgA S&P 500 EW 1 $35,236 5.2%$33,938 5.0%($1,298) T. Rowe Price Enhanced 500 $60,822 9.0%$67,876 10.0%$7,054 TimesSquare Mid Growth $12,247 1.8%$12,727 1.9%$480 Great Lakes Small/Mid Core $10,748 1.6%$12,727 1.9%$1,979 Reinhart Small/Mid Core $10,670 1.6%$12,727 1.9%$2,057 Wedge Capital Mid Value $9,712 1.4%$12,727 1.9%$3,015 Loomis, Sayles Small Growth $18,599 2.7%$25,453 3.8%$6,854 LMCG Small Value $18,504 2.7%$25,453 3.8%$6,949 ABS Global L/S Equity1 $47,361 7.0%$33,938 5.0%($13,423) Total US Equity $261,549 38.5%$271,502 40.0%$9,953 2.5% added to allocation (unallocated other assets) Lazard Intl Equity $30,288 4.5%$44,119 6.5%$13,831 Pictet Intl Equity1 $45,258 6.7%$40,725 6.0%($4,533) Berkley Street Emerging Mkts.1 $17,374 2.6%$16,969 2.5%($405) Total Intl Equity $92,920 13.7%$101,813 15.0%$8,893 2.5% added to allocation (unallocated other assets) CS McKee Core Fixed $124,279 18.3%$120,751 17.8%($3,528) Loomis, Sayles Core Plus $76,284 11.2%$67,876 10.0%($8,409) Templeton Global Fixed1 $36,546 5.4%$33,938 5.0%($2,608) Churcill Direct Lending1 $13,919 2.1%$15,000 2.2%$1,081 $15MM Commitment Total Fixed Income $251,028 37.0%$237,564 35.0%($13,464)3% added to allocation (unallocated other assets) MS Prime Property RE1 $37,554 5.5%$34,300 5.1%($3,254) Prudential PRISA II VA RE1 $19,653 2.9%$13,575 2.0%($6,078) AEW Partners VIII 1 $2,907 0.4%$5,000 0.7%$2,093 $5MM Commitment Dune IV1 $871 0.1%$5,000 0.7%$4,129 $5MM Commitment; 1st call expected 3Q19 Alidade IV1 $4,643 0.7%$5,000 0.7%$357 $5MM Commitment Walton Street Capital1 $3,658 0.5%$5,000 0.7%$1,342 $5MM Commitment Private Investments1,2 $3,932 0.6%$0 0.0%($3,932) Total Real Estate $73,218 10.8%$67,876 10.0%($5,343) Cash Account $40 0.0%$0 0.0%($40) Total Fund $678,755 100.0%$678,755 100.0%$0 Market values from Northern Trust as of 3/12/20. 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.