Breakdown of Asset Classes with Managers : Louisiana State Employees' Retirement System (LASERS)

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Asset Allocation

Breakdown of Asset Classes with Managers

Performance

Policy

Consultant

Investments - Asset Allocation - Breakdown of Asset Classes
(information as of December 31, 2011)

Domestic Equity

Style	Manager	Contract Expiration	Mkt Val $(Million)
Large Cap Value	Aronson Johnson Ortiz	05/14/17	$218.3
Large Cap Index Fund - S&P 500	LASERS Internal Management		$1,116.4
Mid Cap Index Fund - S&P 400	LASERS Internal Management		$343.8
Small Cap Index Fund - S&P 600	LASERS Internal Management		$252.1
Small Cap Growth	Rice Hall James	07/31/15	$222.5
Small Cap Value	Thomson, Horstmann & Bryant	05/31/16	$85.8
Small Cap Value	LSV Asset Mangement	05/31/16	$122.8
Microcap Core	THB Microcap Trust	05/31/16	$20.7

International Equity

Style	Manager	Contract Expiration	Mkt Val $(Million)
Int'l Large Cap Value	Mondrian Investment Partners	12/31/15	$164.3
Int'l Large Cap Core - MSCI	LASERS Internal Management		$847.7
Terror-Free International Fund	LASERS Internal Management		$24.2
International Small Cap	Mondrian Investment Partners	02/14/16	$167.1
Emerging Markets	City of London	08/31/14	$277.6
	LSV Emerging Markets	08/31/14	$282.0
	Westwood Global	10/05/14	$135.8

Fixed Income

Style	Manager	Contract Expiration	Mkt Val $(Million)
US Investment Grade	Loomis Sayles	12/31/14	$192.5
US Investment Grade	Orleans Capital	12/31/14	$149.0
US Mortgages	J.P. Morgan	09/30/15	$319.4
US Mortgages - Opportunisitc	Marathon	09/14/15	$226.9
US High Yield Bonds	J.P. Morgan	06/30/12	$219.6
US High Yield Bonds	Nomura	06/30/12	$226.4
Global Fixed Income	Mondrian Investment Partners	09/30/14	$406.7

Alternative Assets

Style	Manager	Contract Expiration	Mkt Val $(Million)
Fund of Funds	PAAMCO	Open	$235.6
	K2 Advisors	Open	$223.8
	GAM	Open	$84.4
Multi-Strat	Stark Investments	Open	$21.8
Risk Parity	Bridgewater Associates- All Weather	Open	$529.3
Global Macro	Bridgewater Associates- Pure Alpha	Open	$192.4
Global Macro	Bridgewater- Pure Alpha Major Markets	Open	$76.8
Commodities	Gresham Investment Management	Open	$74.5

Private Equity

Manager	Contract Expiration	Mkt Val $(Million)
Adams Street 2005 Non-US	12/31/20	$11.5
Adams Street Partners 2002	12/31/14	$10.3
Adams Street Partners 2005	12/31/20	$24.2
Adams Street 2007 US Fund	12/31/18	$16.7
Adams Street 2007 Non-US Fund	12/31/18	$9.7
Adams Street 2007 Direct	12/31/18	$4.0
Adams Street 2009 US Fund	12/31/20	$8.5
Adams Street 2009 Non-US Developed	12/31/20	$3.0
Adams Street 2009 Non-US Emerging	12/31/20	$0.8
Adams Street 2009 Direct	12/31/20	$2.7
Brinson	12/31/13	$49.8
Adams Street V	07/15/12	$9.5
Apollo Inv Fund VII	12/17/18	$35.2
Apollo European Fund II	03/31/18	$ -
Brinson Secondary	12/31/13	$0.1
Drug Royalty Fund II	07/16/19	$7.9
Energy Spectrum Fund V	04/01/17	$4.8
Energy Spectrum Fund VI	12/31/20	$04.1
Louisiana Growth Fund	11/12/13	$28.7
Louisiana Growth Fund II	06/30/17	$53.9
Goldman Sachs PEP IX	12/31/16	$71.2
John Hancock	OPEN	$0.4
HIPEP III - Direct	12/31/10	$2.0
HIPEP III - Partnership	12/31/11	$9.3
HarbourVest VI - Buyout	06/30/13	$10.1
HarbourVest VI - Direct	06/30/11	$4.4
HarbourVest VI - Partnership	06/30/13	$69.0
HIPEP Direct IV	12/31/11	$1.7
HIPEP Partnership IV	12/31/14	$21.7
Huff Alternative Fund	10/16/11	$11.9
Mesirow III	04/06/17	$21.2
Mesirow IV	11/21/18	$37.1
Mesirow V	11/05/20	$10.8
Newsone Mezzanine II	03/05/20	$15.2
Oaktree European Fund III	03/31/22	$6.9
Pantheon Europe VI	12/19/20	$22.0
Pantheon VI	07/12/17	$39.2
Pantheon VII	04/28/19	$32.4
Parish Capital II	05/12/19	$41.2
Parish Europe Fund II	12/15/22	$10.6
Pathway Capital Management	OPEN	$0.0
Private Advisors	07/31/28	$5.4
Quellos II	12/04/16	$40.8
Quellos III	12/29/18	$40.3
Siguler GUFF DOF III	12/31/19	$167.1
Sterling Partners	12/31/21	$ -
TCW Energy Fund XIV	11/07/17	$36.8
TCW-EIG Energy Fund XV	06/06/20	$14.2
Vista Equity Partners	03/31/22	$1.9
Williams Capital	01/09/14	$15.3