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Reports - 2020.01.23 - 33081
Oakland County Employees' Retirement System Asset / Manager Summary - January 23, 2020 Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce SSgA S&P 5001 $41,041 5.4%$38,124 5.0%($2,917) SSgA S&P 500 EW 1 $39,437 5.2%$38,124 5.0%($1,313) T. Rowe Price Enhanced 500 $81,296 10.7%$76,247 10.0%($5,049) TimesSquare Mid Growth $16,107 2.1%$14,296 1.9%($1,811) Great Lakes Small/Mid Core $16,044 2.1%$14,296 1.9%($1,748) Reinhart Small/Mid Core $16,381 2.1%$14,296 1.9%($2,085) Wedge Capital Mid Value $15,143 2.0%$14,296 1.9%($847) Loomis, Sayles Small Growth $25,962 3.4%$28,593 3.8%$2,631 LMCG Small Value $27,807 3.6%$28,593 3.8%$786 ABS Global L/S Equity1 $46,262 6.1%$38,124 5.0%($8,138) Total US Equity $325,480 42.7%$304,988 40.0%($20,492)2.5% added to allocation (unallocated other assets) Lazard Intl Equity $41,294 5.4%$49,561 6.5%$8,267 Pictet Intl Equity1 $51,804 6.8%$45,748 6.0%($6,056) Berkley Street Emerging Mkts.1 $22,630 3.0%$19,062 2.5%($3,568) Total Intl Equity $115,728 15.2%$114,371 15.0%($1,357)2.5% added to allocation (unallocated other assets) CS McKee Core Fixed $122,876 16.1%$137,494 18.0%$14,618 Loomis, Sayles Core Plus $75,693 9.9%$76,247 10.0%$554 Templeton Global Fixed1 $36,623 4.8%$38,124 5.0%$1,501 Churcill Direct Lending1 $13,739 1.8%$15,000 2.0%$1,261 $15MM Commitment Total Fixed Income $248,931 32.6%$266,865 35.0%$17,934 3% added to allocation (unallocated other assets) MS Prime Property RE1 $37,553 4.9%$40,998 5.4%$3,445 Prudential PRISA II VA RE1 $19,653 2.6%$15,249 2.0%($4,404) AEW Partners VIII 1 $2,907 0.4%$5,000 0.7%$2,093 $5MM Commitment Dune IV1 $958 0.1%$5,000 0.7%$4,042 $5MM Commitment; 1st call expected 3Q19 Alidade IV1 $4,193 0.5%$5,000 0.7%$807 $5MM Commitment Walton Street Capital1 $3,547 0.5%$5,000 0.7%$1,453 $5MM Commitment Private Investments1,2 $3,481 0.5%$0 0.0%($3,481) Total Real Estate $72,292 9.5%$76,247 10.0%$3,955 Cash Account $40 0.0%$0 0.0%($40) Total Fund $762,471 100.0%$762,471 100.0%$0 Market values from Northern Trust as of 1/16/20. 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.