HomeMy WebLinkAboutReports - 2020.12.17 - 33749Market UpdateRussell Indices Style Returns *Equities Month 3 M YTD 1 Year 3 Yr Ann 5 Yr Ann VBGVBGS&P 500 Total Return10.95 3.89 14.02 17.46 13.17 13.99Russell Midcap Index13.82 12.32 11.86 14.43 10.26 11.75Russell 2000 Index18.43 16.87 10.41 13.59 7.09 10.25Russell 1000 Growth Index10.24 1.48 32.40 36.40 21.47 19.56Russell 1000 Value Index13.45 9.21 (1.00) 1.72 5.25 8.44Russell 3000 Index12.17 5.75 15.68 19.02 13.20 13.95MSCI EAFE NR15.50 8.01 3.03 6.37 3.26 6.19MSCI EM NR9.25 9.71 10.20 18.43 4.92 10.72Fixed IncomeMonth3 MYTD1 YearMod. Adj. DurationYield to WorstCurrencies11/30/2012/31/1912/31/18U.S. Aggregate0.98 0.48 7.36 7.28 6.23 1.15Euro Spot1.19 1.12 1.15U.S. Corporate Investment Grade 2.79 2.31 9.41 9.76 8.86 1.80British Pound Spot1.33 1.33 1.28U.S. Corporate High Yield3.96 3.41 5.13 7.24 3.65 4.70Japanese Yen Spot104.31 108.61 109.69Global Aggregate1.82 1.55 7.75 8.38 7.42 0.86Swiss Franc Spot0.91 0.97 0.98Key Rates11/30/2012/31/1912/31/1812/31/1712/31/16Commodities11/30/2012/31/1912/31/18US Generic Govt 3 Mth0.07 1.54 2.35 1.38 0.50Oil45.34 56.03 49.90US Generic Govt 2 Yr0.15 1.57 2.49 1.88 1.19Gasoline2.14 2.59 2.26US Generic Govt 10 Yr0.84 1.92 2.68 2.41 2.44Natural Gas2.88 2.72 2.90US Generic Govt 30 Yr1.57 2.39 3.01 2.74 3.07Gold1,780.90 1,555.20 1,187.30ICE LIBOR USD 3M0.23 1.91 2.81 1.69 1.00Silver22.59 18.35 16.50Euribor 3 Month ACT/360(0.53) (0.38) (0.31) (0.33) (0.32)Copper343.80 283.05 267.40Bankrate 30Y Mortgage Rates Na 2.94 3.86 4.51 3.85 4.06Corn426.00 411.25 419.25Prime3.25 4.75 5.50 4.50 3.75BBG Commodity TR Idx158.74 172.00 159.72Source: Bloomberg & Investment Metrics. For informational purposes only and should not be regarded as investment advice. Information is based on sources and data believed to be reliable, butAndCo Consulting cannot guarantee the accuracy, adequacy or completeness of the information. The material provided herein is valid only as of the date of distribution and not as of any future date.*Heat maps are displayed utilizing a 9-color scale, with green as the highest return for the time period noted and red as the lowest return for the time period noted. Color scales within each time period are mutually exclusive.Levels (%)Levels25.5 28.4YTD 2019Index Returns (%)LevelsS -3.1 10.4 23.1 S 22.436.4M 0.3 11.9 29.4 M 27.0 30.5 35.5November 30, 2020Index Returns (%)L -1.0 16.1 32.4 L 26.5 31.436.0830.0119.9217.7314.029.759.188.81-0.18-3.61-7.53-36.47-50.0-40.0-30.0-20.0-10.00.010.020.030.040.0YTD Sector Returns50.2932.6932.0931.4829.3229.0027.9427.6126.3524.5820.8211.810.010.020.030.040.050.060.02019 Sector Returns
Oakland County Employees' Retirement System - Superseding Trust
Asset / Manager Summary - December 17, 2020
Asset Class / Manager MV ($000)%MV ($000)%Add/Reduce
SSgA S&P 5001 $11,371 64.6%$10,557 60.0%($814)
Total US Equity $11,371 64.6%$10,557 60.0%($814)
CS McKee Core Fixed $6,224 35.4%$7,038 40.0%$814
Total Fixed Income $6,224 35.4%$7,038 40.0%$814
Cash Account $0 0.0%$0 0.0%$0
Total Fund $17,595 100.0%$17,595 100.0%$0
Market values from Northern Trust as of 12/10/20.
1. Market values not updated daily by Northern Trust.
11/30 MV; Transfer $600k to CS McKee
Current Allocation Target Allocation
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