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Reports - 2020.06.18 - 33329
Oakland County Employees' Retirement System Asset / Manager Summary - June 5, 2020 Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce SSgA S&P 5001 $38,988 5.5%$35,278 5.0%($3,710) SSgA S&P 500 EW 1 $34,340 4.9%$35,278 5.0%$938 5/31 MV T. Rowe Price Enhanced 500 $76,768 10.9%$70,556 10.0%($6,212) TimesSquare Mid Growth $15,991 2.3%$13,229 1.9%($2,762) Great Lakes Small/Mid Core $13,680 1.9%$13,229 1.9%($451) Reinhart Small/Mid Core $13,566 1.9%$13,229 1.9%($337) Russell MidCap Value ETF $11,475 1.6%$13,229 1.9%$1,754 Loomis, Sayles Small Growth $24,263 3.4%$26,459 3.8%$2,196 LMCG Small Value $22,729 3.2%$26,459 3.8%$3,730 ABS Global L/S Equity1 $44,436 6.3%$35,278 5.0%($9,158) Total US Equity $296,236 42.0%$282,225 40.0%($14,011)2.5% added to allocation (unallocated other assets) Lazard Intl Equity $36,525 5.2%$38,806 5.5%$2,281 Pictet Intl Equity1 $41,498 5.9%$38,806 5.5%($2,692) Berkley Street Emerging Mkts.1 $20,255 2.9%$17,639 2.5%($2,616) Total Intl Equity $98,278 13.9%$95,251 13.5%($3,027)1% added to allocation (unallocated other assets) CS McKee Core Fixed $109,753 15.6%$126,112 17.9%$16,359 Loomis, Sayles Core Plus $79,018 11.2%$70,556 10.0%($8,462) Templeton Global Fixed1 $34,295 4.9%$35,278 5.0%$983 Churcill Direct Lending1 $12,913 1.8%$15,000 2.1%$2,087 $15MM Commitment Total Fixed Income $235,979 33.4%$246,947 35.0%$10,968 3% added to allocation (unallocated other assets) MS Prime Property RE1 $37,781 5.4%$40,375 5.7%$2,594 Prudential PRISA II VA RE1 $19,855 2.8%$14,111 2.0%($5,744) Private VA Real Estate Funds1,2 $16,070 2.3%$16,070 2.3%$0 Total Real Estate $73,706 10.4%$70,556 10.0%($3,150) Hamilton Lane $1,300 0.2%$5,292 0.8%$3,992 $10MM Commitment Portfolio Advisors $0 0.0%$5,292 0.8%$5,292 $10MM Commitment Total Private Equity $1,300 0.2%$10,583 1.5%$9,283 Allocation from Intl Equity Cash Account $63 0.0%$0 0.0%($63) Total Fund $705,562 100.0%$705,562 100.0%$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, JPM European Property Fund, Valstone and Walton Street. Current Allocation Target Allocation Comments Target Allocation = 20% target less Churchill. Target Allocation = 10% RE target less VA mgrs. 5/31 MV