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Reports - 2020.04.30 - 33117
Oakland County Employees' Retirement System Asset / Manager Summary - April 30, 2020 Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce SSgA S&P 5001 $32,989 4.9%$33,549 5.0%$560 SSgA S&P 500 EW 1 $28,687 4.3%$33,549 5.0%$4,862 3/31 MV T. Rowe Price Enhanced 500 $68,620 10.2%$67,098 10.0%($1,522) TimesSquare Mid Growth $13,606 2.0%$12,581 1.9%($1,025) Great Lakes Small/Mid Core $11,171 1.7%$12,581 1.9%$1,410 Reinhart Small/Mid Core $10,836 1.6%$12,581 1.9%$1,745 Russell MidCap Value ETF $9,663 1.4%$12,581 1.9%$2,918 Loomis, Sayles Small Growth $20,284 3.0%$25,162 3.8%$4,878 LMCG Small Value $19,024 2.8%$25,162 3.8%$6,138 ABS Global L/S Equity1 $46,382 6.9%$33,549 5.0%($12,833) Total US Equity $261,262 38.9%$268,392 40.0%$7,130 2.5% added to allocation (unallocated other assets) Lazard Intl Equity $31,745 4.7%$43,614 6.5%$11,869 Pictet Intl Equity1 $37,059 5.5%$40,259 6.0%$3,200 Berkley Street Emerging Mkts.1 $18,075 2.7%$16,775 2.5%($1,300) Total Intl Equity $86,879 12.9%$100,647 15.0%$13,768 2.5% added to allocation (unallocated other assets) CS McKee Core Fixed $121,633 18.1%$119,196 17.8%($2,437) Loomis, Sayles Core Plus $77,790 11.6%$67,098 10.0%($10,692) Templeton Global Fixed1 $34,380 5.1%$33,549 5.0%($831) Churcill Direct Lending1 $13,920 2.1%$15,000 2.2%$1,080 $15MM Commitment Total Fixed Income $247,723 36.9%$234,843 35.0%($12,880)3% added to allocation (unallocated other assets) MS Prime Property RE1 $37,781 5.6%$33,678 5.0%($4,103) Prudential PRISA II VA RE1 $19,855 3.0%$13,420 2.0%($6,435) AEW Partners VIII 1 $3,038 0.5%$5,000 0.7%$1,962 $5MM Commitment Dune IV1 $1,076 0.2%$5,000 0.7%$3,924 $5MM Commitment; 1st call expected 3Q19 Alidade IV1 $5,047 0.8%$5,000 0.7%($47)$5MM Commitment Walton Street Capital1 $3,656 0.5%$5,000 0.7%$1,344 $5MM Commitment Private Investments1,2 $3,907 0.6%$0 0.0%($3,907) Total Real Estate $74,360 11.1%$67,098 10.0%($7,262) Cash Account $757 0.1%$0 0.0%($757) Total Fund $670,981 100.0%$670,981 100.0%$0 Market values from Northern Trust as of 4/23/20. 1. Market values not updated daily by Northern Trust.PE Secondaries have been added to the portfolio; HL and PA $10MM each 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. 3/31 MV