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Reports - 2020.06.18 - 33326
Oakland County Employees' Retirement System - VEBA Asset / Manager Summary - June 5, 2020 Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce SSgA S&P 5001 $73,494 5.7%$64,592 5.0%($8,902) SSgA S&P 500 EW 1 $63,774 4.9%$64,592 5.0%$818 5/31 MV T. Rowe Price Enhanced 500 $141,854 11.0%$129,183 10.0%($12,671) TimesSquare Mid Growth $32,860 2.5%$24,222 1.9%($8,638) Great Lakes Small/Mid Core $23,775 1.8%$24,222 1.9%$447 Reinhart Small/Mid Core $23,319 1.8%$24,222 1.9%$903 Russell MidCap Value ETF $20,965 1.6%$24,222 1.9%$3,257 Loomis, Sayles Small Growth $55,527 4.3%$48,444 3.8%($7,083) LMCG Small Value $42,892 3.3%$48,444 3.8%$5,552 ABS Global L/S Equity1 $55,741 4.3%$64,592 5.0%$8,851 Total US Equity $534,201 41.4%$516,733 40.0%($17,468)2.5% added to allocation (unallocated other assets) Lazard Intl Equity $79,016 6.1%$71,051 5.5%($7,965) Pictet Intl Equity1 $65,340 5.1%$71,051 5.5%$5,711 Berkley Street Emerging Mkts.1 $35,734 2.8%$32,296 2.5%($3,438) Total Intl Equity $180,090 13.9%$174,397 13.5%($5,693)1% added to allocation (unallocated other assets) CS McKee Core Fixed $243,062 18.8%$243,366 18.8%$304 Loomis, Sayles Core Plus $118,558 9.2%$129,183 10.0%$10,625 Templeton Global Fixed1 $72,531 5.6%$64,592 5.0%($7,939) Churcill Direct Lending1 $19,073 1.5%$15,000 1.2%($4,073)$15MM Commitment Total Fixed Income $453,224 35.1%$452,141 35.0%($1,083)3% added to allocation (unallocated other assets) MS Prime Property RE1 $66,186 5.1%$75,179 5.8%$8,993 Prudential PRISA II VA RE1 $27,674 2.1%$25,837 2.0%($1,837) Private VA Real Estate Funds1,2 $28,168 2.2%$28,168 2.2%$0 Total Real Estate $122,028 9.4%$129,183 10.0%$7,155 Hamilton Lane $2,275 0.2%$9,689 0.8%$7,414 $17.5MM Commitment Portfolio Advisors $0 0.0%$9,689 0.8%$9,689 $17.5MM Commitment Total Private Equity $2,275 0.2%$19,377 1.5%$17,102 Allocation from Intl Equity Cash Account $14 0.0%$0 0.0%($14) Total Fund $1,291,832 100.0%$1,291,832 100.0%$0 Market values from Northern Trust as of 5/5/20. 1. Market values not updated daily by Northern Trust. 2. Currently represents investment with AEW VIII, Alidade IV, Dune IV, Macquire (US and Euro), Valstone and Walton Street. Current Allocation Target Allocation Comments 5/31 MV Target Allocation = 20% target less Churchill. Target Allocation = 10% RE target less VA mgrs.