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Reports - 2020.03.19 - 33086
Oakland County Employees' Retirement System - VEBA Asset / Manager Summary - March 19, 2020 Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce SSgA S&P 5001 $70,981 5.8%$60,931 5.0%($10,050) SSgA S&P 500 EW 1 $65,438 5.4%$60,931 5.0%($4,507) T. Rowe Price Enhanced 500 $112,393 9.2%$121,862 10.0%$9,469 TimesSquare Mid Growth $25,136 2.1%$22,849 1.9%($2,287) Great Lakes Small/Mid Core $18,684 1.5%$22,849 1.9%$4,165 Reinhart Small/Mid Core $18,335 1.5%$22,849 1.9%$4,514 Wedge Capital Mid Value $17,741 1.5%$22,849 1.9%$5,108 Loomis, Sayles Small Growth $42,802 3.5%$45,698 3.8%$2,896 LMCG Small Value $34,899 2.9%$45,698 3.8%$10,799 ABS Global L/S Equity1 $59,011 4.8%$60,931 5.0%$1,920 Total US Equity $465,420 38.2%$487,447 40.0%$22,027 2.5% added to allocation (unallocated other assets) Lazard Intl Equity $65,470 5.4%$76,164 6.3%$10,694 Pictet Intl Equity1 $71,292 5.9%$76,164 6.3%$4,872 Berkley Street Emerging Mkts.1 $30,653 2.5%$30,465 2.5%($188) Total Intl Equity $167,415 13.7%$182,793 15.0%$15,378 2.5% added to allocation (unallocated other assets) CS McKee Core Fixed $251,225 20.6%$218,724 17.9%($32,501) Loomis, Sayles Core Plus $114,370 9.4%$121,862 10.0%$7,492 Templeton Global Fixed1 $77,293 6.3%$60,931 5.0%($16,362) Churcill Direct Lending1 $20,747 1.7%$25,000 2.1%$4,253 $25MM Commitment Total Fixed Income $463,635 38.0%$426,516 35.0%($37,119)3% added to allocation (unallocated other assets) MS Prime Property RE1 $65,788 5.4%$52,303 4.3%($13,485) Prudential PRISA II VA RE1 $27,416 2.2%$24,372 2.0%($3,044) Macquire Infrastructure1,2 $7,118 0.6%$12,186 1.0%$5,068 AEW Partners VIII 1 $5,813 0.5%$10,000 0.8%$4,187 $10MM Commitment Dune IV1 $1,743 0.1%$10,000 0.8%$8,257 $10MM Commitment; 1st call expected 3Q19 Alidade IV1 $2,786 0.2%$3,000 0.2%$214 $3MM Commitment Walton Street Capital1 $7,310 0.6%$10,000 0.8%$2,690 $10MM Commitment Private Investments1,3 $4,042 0.3%$0 0.0%($4,042) Total Real Estate $122,016 10.0%$121,862 10.0%($154) Cash Account $132 0.0%$0 0.0%($132) Total Fund $1,218,618 100.0%$1,218,618 100.0%$0 Market values from Northern Trust as of 3/12/20. 1. Market values not updated daily by Northern Trust. 2. Includes investments in the Euro Fund and US II. 3. Currently represents investment with Valstone. Current Allocation Target Allocation Comments Target Allocation = 20% target less Churchill. Target Allocation = 10% RE target less VA mgrs.