Fresno City Retirement Systems 1-24-2018


Fixed Income Analysis November 2017

Northern Trust Monthly Asset Allocation Overview November 30 and December 31, 2017

Northern Trust Monthly Portfolio Performance Reports as of Nov 30 and Dec 31, 2017

Acadian Perspectives The Emerging Opportunity in China A-Shares White Paper January 2018

PCCP-AMP Capital Announcement

Investment Manager Monitoring and Evaluation Review Market Update – November 30, 2017

China A Shares

On-Site Due Diligence Report on Monroe Capital (Direct Lending) and Heitman (REIT)

Review, Discussion and Consideration of PCCP, LLC Value Add RE Fund

Reports on Asset Allocation

NEPC PE Concept and Framework

Presentation on Cliffwater Private Assets Advisory Services

Adams Street Partners Customized SMA Presentation

Nebraska Investment Council

Register on and e-mail for documents from the latest meeting including:

Document #1

  • DC Best Practices presentation from State Street Global Advisors

Document #2

  • Presentation by plan’s law firm on Long Term investments (discussion of private equity funds terms and conditions, investment process, case law, etc.)

Document #3

  • Presentation by Aon on Private Markets Secondaries

Document #4

  • Asset allocation analysis by Aon and “changes that can be made to the return-seeking portfolio to enhance long-term return forecasts (and/or reduce portfolio volatility)….at least at the margin”
  • Forecasted returns by asset class, forecasted volatilities and Aon’s view on whether the asset class is worth of consideration, plus comments on each asset class
  • Three changes to asset allocation policy worth considering
  • Five new potential asset allocation scenarios examined
    • Modify equities allocation
    • Credit
    • Reducing equity/increasing alts
    • etc.

Oregon Public Employees Retirement Fund (OPERF) Oregon Investment Council Regular Meeting March 15, 2017 Public Book

3.15.2017 OIC Regular Meeting – PUBLIC BOOK. (SECURED)

Page 9 – 18

Oregon Investment Program 2016 Review and 2017 Goals

Page 21 – 25

Apollo Investment Fund IX, L.P.

TorreyCove Consultant Memorandum

Page 26 – 29

Fixed Income Policy Update, OPERF Fixed Income Portfolio

Page 30 – 33

Securities Lending Update

Page 34 – 59

State Street Securities Finance Presentation

Page 60 – 69

State Street Cash Management Overview Presentation

Page 70 – 84

State Street Global Credit Research Overview Presentation

Page 87 – 93

Overlay Review

Page 94 – 119

Russell Investments Overlay Update

Page 121 – 136

OPERF Current Project Update

Page 138 – 147

2016 Q4 OPERF Risk Dashboard


Page 148 – 175

Callan Quarterly Performance Review

Page 177 – 181

Asset Allocations