Fresno City Retirement Systems 1-24-2018

J-D2_NEPC-WorkPlan

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 FOIAlts.com and e-mail foialts@gmail.com 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.