INVESTMENT MANAGEMENT AGREEMENT (2)
DODGE & COX
INVESTMENT MANAGERS
SAN FRANCISCO
INVESTMENT MANAGEMENT AGREEMENT
Dodge & Cox, a California corporation ("we" or "us"), agrees to manage investments for the City of Clearwater
Employees' Pension Fund ("you") on the following terms:
Our Appointment
Our Services
Transactions for
Your Account
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1.
You appoint us to manage an investment account for you effective when we and you
have both signed this agreement. We will manage the securities and/or cash for you
held in an account by your designated custodian or trustee ("Custodian"). We will
confirm to you or your agent the securities and/or cash under management in the
account. You or the Custodian for your account will promptly notify us in writing
of any increase or reduction in the amount of your account's assets subject to our
investment discretion.
2.
We will make all decisions to buy, sell or hold securities, cash or other investments
for your account in our sole discretion and without first consulting you. You give us
full power and authority to carry out these decisions by giving instructions, on your
behalf, to brokers and dealers and the Custodian for your account. You also
authorize us to provide a copy of this agreement to any broker or dealer with or
through which transactions for your account are to be effected as evidence of our
authority under this agreement.
Your investment objectives and any special instructions or limits that you want us to
follow in managing your account are written on Schedule B. You will let us know
in writing if you want to change our instructions. You also will let us know if your
[mancial circumstances or investment objectives change in a way that should cause
us to change how we are managing your account.
We acknowledge that we have read and fully understand your investment policy
and the limitations and prohibitions regarding investments contained therein. In
the event that we should purchase any security in violation of your investment
policy and as a result of any sale thereof realize a loss as measured by the initial
purchase price of the security, we shall make you whole for any such losses.
3.
We will arrange for securities transactions for your account to be executed through
brokers or dealers that we believe will provide best execution for you. In choosing
a broker or dealer, we will consider the broker or dealer's execution capability,
reputation and access to the markets for the securities being traded for you. We will
seek competitive commission rates, but not necessarily the lowest rates available.
Consistent with obtaining best execution, we also may place transactions for your
account to brokers who provide research services to us and who may charge higher
commissions than other brokers. These research services may be of use to us in
managing assets other than your account.
1
Additions and
Withdrawals
Investments in
Dodge & Cox
Mutual Funds
Custody of Your
Account Assets
Reports We Will
Provide to You
DODGE & COX
INVESTMENT MANAGERS
SAN FRANCISCO
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If we decide to purchase or sell the same securities for you and for other clients at
about the same time, we may combine your order with orders of other clients to
allow us to negotiate better prices or lower commission rates and other transaction
charges than we could get for your order alone. If we do this, we will allocate
securities to your account in accordance with our established procedures. If we
cannot fill all the combined orders at prices or for transaction charges that we
believe are desirable, we will allocate the securities we do buy or sell as part of the
combined orders by following our order allocation procedures.
If you instruct us in writing to use particular brokers or dealers to execute
transactions for your account, we will do so, but we will not seek better execution
services or prices for you from other brokers or dealers and you may pay higher
prices or transaction costs as a result. We also may not be able to seek better
execution services for you by combining your orders with other client orders.
4.
You may make additions to your accountat any time. You may withdraw account
assets upon notice to us, subject to the usual and customary securities settlement
procedures.
5.
If Schedule B authorizes us to purchase, sell or reinvest in shares of a Dodge & Cox
mutual fund ("Dodge & Cox Fund") for your account, you acknowledge that you
have received and read the Fund's current prospectus ("prospectus") and are aware
of the various management fees and expenses which will be incurred through that
investment. Should there be any material change to the prospectus, we will provide
you with a new one when available. You have been informed about and understand
our advisory relationship with the Dodge & Cox Fund; the Dodge & Cox Fund pays
an advisory fee to us in connection with that relationship; and that the advisory fees
otherwise payable under this agreement to us will be reduced in accordance with
Schedule A by the account's managed investment in the Dodge & Cox Fund.
6.
Your account assets will be held by the independent Custodian you have chosen.
We will not have custody of any of your assets in your account. You will pay the
fees of the Custodian.
You give us authority to instruct the Custodian, on your behalf, to purchase, sell,
redeem or exchange any security, cash or other investments for your account.
You will instruct the Custodian to send you monthly statements showing the assets
in and all transactions for your account during the month, and to provide us with
copies of those statements.
7.
We will provide you written confirmations of transactions and quarterly statements
showing the assets in your account, cost, income rate and current market value at
quarter end.
We shall provide you with monthly and quarterly statements of the status of the
Account, including performance figures for the month. In addition, we shall
2
INVESTMENT MANAGERS
DODGE & COX
Our Fees
How We will Value 9.
the Investments
Confidentiality 10,
Our Other 11.
Accounts
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SAN FRANCISCO
provide quarterly written reviews of the performance of the Account, presented in
person to you semi-annually, using the most recently published performance
presentation standards of AIMR, and such other periodic reports or information as
you may reasonably request. All performance reports shall be net of all fees and
transaction costs and shall be time weighted.
8.
The fees you will pay for our services will be a percentage of the market value of the
assets in your account on the last trading day of each calendar quarter. Our fee
schedule, which may be amended upon written notice to you, is shown on Schedule
A. Our fees are payable at the end of each quarter for our services in the prior three
months. In any partial quarter, our fees will be prorated based on the number of
days that we managed your account.
If we buy shares of mutual funds (except any Dodge & Cox Fund) or other pooled
cash management funds for you, they will be included in calculating the value of
your account when we determine our fees. You should understand that the same
assets will also be subject to additional advisory and other fees and expenses (which
are described in the prospectuses or similar documents of those funds) paid by the
funds but ultimately borne by the investor.
Please indicate below how you wish to pay our fees (if left blank, we will assume
that the first option is selected):
o The Custodian will deduct from your account and pay us our fees each quarter
after we submit a bill to the Custodian. We will send you and the Custodian at
the same time a bill showing the amount of our fees, the account value on
which we based our fees, and how we calculated our fees. You are
responsible for verifying fee computations since custodians are not typically
asked to perform this task. The Custodian will send you a quarterly statement
showing all amounts paid from your account, including our fees.
1&1 You wish to be billed directly by us and will pay our fees within 30 days of
receiving our bill.
Securities or other investments in your account will be valued in a manner that we
believe in good faith reflects their fair market value on the valuation date. Such
valuation may include the closing price listed on a national securities exchange or
on NASDAQ, pricing services or other sources as we deem appropriate.
Except as you otherwise agree or as is required by law, we will keep confidential all
information concerning your identity, financial affairs or investments.
We manage investments for other clients and may give them advice or take actions
for them, for our own accounts, or for accounts of persons related to us, that is
different from the advice we give you or actions we take for you. Weare not
obligated to buy, sell or recommend for you any security or other investment that we
may buy, sell or recommend for any other clients or for our own accounts.
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Risk
Legal Actions
Proxy Voting
Term of This
Agreement
INVESTMENT MANAGERS
SAN FRANCISCO
DODGE & COX
12.
13.
14.
15.
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Conflicts may arise in the allocation of investment opportunities among accounts
that we advise. We will seek to allocate investment opportunities believed
appropriate for your account and other accounts advised by us among such accounts
equitably and consistent with the best interests of all accounts involved. But, there
can be no assurance that a particular investment opportunity that comes to our
attention will be allocated in any particular manner.
If we obtain material, non-public information about a security or its issuer that we
may not lawfully use or disclose, we will not disclose the information to you or use
it for your benefit.
We cannot guarantee the future performance of your account, promise any specific
level of performance or promise that our investment decisions, strategies or overall
management of your account will be successful.
The investment decisions we will make for you are subject to various market,
currency, economic, political and business risks, and will not necessarily be
profitable. In managing your account, we will not consider any other securities,
cash or other investments you own unless you have told us to do so in your written
instructions to us on Schedule B.
Except as may otherwise be provided by law, we will not be liable to you for any
loss (i) that you may suffer as a result of our good faith decisions or actions where
we exercise the degree of care, skill, prudence and diligence that a prudent person
acting in a fiduciary capacity would use; (ii) caused by following your instructions;
or (iii) caused by the Custodian, any broker or dealer to which we direct transactions
for your account or by any other person. Federal and state securities laws impose
liabilities under certain circumstances on persons who act in good faith, and this
agreement does not waive or limit your rights under those laws.
Unless we otherwise agree, we will not be expected or required to take any action
other than providing investment-related advice with regard to any legal proceedings,
including bankruptcies or class actions, involving securities held or formerly held in
your account or the issuers of those securities.
We will vote all proxies for securities held for your account. You agree to instruct
the Custodian to promptly send us all proxies and related shareholder
communications for the securities held in your account.
This agreement will continue in effect until we cancel it by giving thirty (30) days
prior written notice to you or you giving us ten (10) days prior written notice.
Termination of this agreement will not affect (i) the validity of any action we have
previously taken; (ii) your or our liabilities or obligations for transactions started
before termination; or (iii) your obligation to pay our fees through the date of
termination. Upon termination, we will have no obligation to recommend or take
any action with regard to the securities, cash or other investments in your account.
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DODGE & COX
Representations
16.
Your Death or 17.
Disability
Non-Assignability 18.
Governing Law 19.
Notices 20.
pflword/tmm/agreemen/master/nerisin I
INVESTMENT MANAGERS
SAN FRANCISCO
By signing this agreement, you represent and confirm (i) that you have full power
and authority to enter into this agreement, (ii) that the terms of this agreement do not
violate any obligation by which you are bound, whether arising by contract,
operation oflaw, or otherwise, (iii) that this agreement has been duly authorized and
will be binding upon you in accordance with its terms, and (iv) if this agreement is
being signed on behalf of a corporation, partnership, trust or other business or legal
entity, you represent that applicable law and governing documents authorize and
permit this agreement. If this agreement is entered into by a trustee or other
fiduciary, you agree to provide us with copies of the governing instruments
authorizing establishment of your account. You undertake to advise us of any
material change in your authority or the propriety of maintaining your account.
We represent to you that we are registered as an investment adviser under the
Investment Advisers Act of 1940 ("Advisers Act") and we are authorized and
empowered to enter into this agreement. We agree to maintain our registration
under the Adviser's Act during the term of this Agreement.
If you are a natural person, your death, disability or incompetency will not
automatically terminate or change the terms of this agreement. However, your
executor, trustee, guardian, attorney-in-fact or other authorized representative may
cancel this agreement by giving written notice to us.
This agreement may not be assigned (within the meaning of the Advisers Act) by
you or us except in writing signed by both you and us.
In any action arising under this Agreement venue shall be in state court in Pinellas
County, Florida. Should any action be necessary to enforce the terms of this
Agreement, the prevailing party shall be made whole, including any costs and
legal fees. However, nothing in this agreement will be construed contrary to the
Advisers Act or any rule or order of the Securities and Exchange Commission under
the Advisers Act.
You may send notices or other information to us in person, by U.S. mail, overnight
courier or facsimile transmission (with a hard copy sent by U.S. mail) at the address
shown below or another address we give you in writing. We will send reports and
notices to you in person, by U.S. mail or overnight courier or by facsimile
transmission (with a hard copy sent by U.S. mail) at the address shown below or
another address that you give us in writing. -
Ifto us:
Dodge & Cox
One Sansome Street, 35th Floor
San Francisco, CA 94104
Attention: Dana M. Emery
Telephone: 415.981.1710
Facsimile: 415.986.1192
Copy to: Thomas M. Mistele, General Counsel
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DODGE & COX
Counterparts
21.
Miscellaneous
22.
Non-Discrimination 23.
Prohibition Against 24.
Contingent Fees
Errors and 25.
Omissions Insnrance
Audits
26.
Disclosure
27.
pflword/tmm/agreemen/master/nerisin 1
INVESTMENT MANAGERS
SAN FRANCISCO
If to you:
Finance Director
City of Clearwater
P.O. Box 4748
Clearwater, FL 33758-4748
Telephone: 727.562.4534
Facsimile: 727.562.4535
This agreement may be executed in any number of counterparts, each of which will
be deemed an original, but all of which together will constitute one and the same
agreement.
If any provision of this agreement is or becomes inconsistent with any applicable
law or rule, the provision will be deemed rescinded or modified to comply with such
law or rule. In all other respects this agreement will continue in full force and effect.
No term of this agreement may be waived or changed except in writing signed by
both you and us. Failure to insist on strict compliance with this agreement or with
any of its terms or any continued conduct will not be considered a waiver by either
you or us of our rights under the agreement. This agreement contains the entire
understanding between you and us regarding your account.
We shall not discriminate in our employment practices during the term of this
Agreement on the basis of race, creed, color, sex, age, physical handicap, marital
status or national origin.
We warrant that we have not employed or retained any company or
person, other than a bona fide employee working solely for Dodge & Cox, to
solicit and secure this Agreement and that it has not paid or agreed to pay any
person, company, corporation, individual, or firm other than a bona fide employee
working solely for Dodge & Cox, any fee, commission, percentage, gift, or other
consideration contingent upon or resulting from the award or making of this
Agreement.
We shall for the term of this Agreement maintain an errors and omissions
insurance policy sufficient to compensate you for any losses resulting from
violations of law, misrepresentations, or violation of any fiduciary duty. We shall
furnish you with proof of our errors and omissions insurance as well as a blanket
fidelity bond, satisfying the requirements of section 412 of ERISA and applicable
to you and your agents, servants and employees.
It is agreed that upon notice of five (5) business days, you may audit all of our
records that relate to this Agreement. Such audit shall be conducted during
business hours.
We agree to disclose, in writing, within 10 business days, if we become the
subject of an investigation by the Securities and Exchange Commission for
alleged breach of federal securities laws, any investigation by the U. S.
Department of Justice for allegations relating to violation of federal securities
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DODGE & COX
INVESTMENT MANAGERS
SAN FRANCISCO
laws or related allegations of fraud, or if we are named as the defendant in any
civil action alleging fraud, negligence or breach of fiduciary responsibility.
Key Personnel
28.
Any portfolio manager assigned by us to performance under this Agreement may
not be removed by us without notice to you.
Disclosure
Statement
29.
You have received and reviewed a copy of Part II of our Form ADV, as well as a
copy of this agreement and our Privacy Notice, at least 48 hours prior to executing
this agreement. You have the right to terminate this agreement without penalty
within five business days after entering into this agreement.
By our signatures, the parties agree to the terms ofthis agreement on thiS~ay of January, 2004.
Countersigned:
CITY OF CLEARWATER, FLORIDA
SEE ATTACHED SIGNATURE PAGE
By:
Brian Aungst
Mayor-Commissioner
William B. Horn, II
City Manager
Approved as to form:
Attest:
Pension Attorney
Cynthia E. Goudeau
City Clerk
DODGE & COX
By:
ana M. Emery
Senior Vice President
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pf/word/tmm/agreemenlmaster/nerisin 1
City of Clearwater's signature page for:
Investment Management Agreement with Dodge & Cox
BOARD OF TRUSTEES OF THE EMPLOYEES'
PENSION PLAN OF THE CITY OF
CLEARWATER, FLORIDA
By:
itn~ ~
Chairperson
Approved as to form:
Attest:
. ~-''''
DODGE & COX
INVESTMENT MANAGERS
SAN FRANCISCO
SCHEDULE A
INVESTMENT ADVISORY FEES
RE: City of Clearwater Employees' Pension Fund
Account No. 3882
Date: January.a3.-, 2004
Investment Advisory Fees. Dodge & Cox's annual fees for services provided under this agreement
will be as follows:
Fixed Income Account
Assets Fees
First $10 million .40 of 1 %
Next $25 million .30 of 1 %
Next $25 million .20 of 1%
Next $65 million .15 of 1 %
Next $575 million .120fl%
Thereafter .10 of 1%
DODGE & COX
INVESTMENT MANAGERS
SAN FRANCISCO
SCHEDULE B
RE: City of Clearwater Employees' Pension Fund
Account No. 3882
Date: January -23.-, 2004
Investment Restrictions and Guidelines. The investment restrictions and guidelines to be followed by
Dodge & Cox in managing your account are set forth below.
Income Account
It is our understanding that the attached "Statement of Investment Objectives and Guidelines - City of
Clearwater Employees' Pension Fund" adopted January 1, 2003 as interpreted by the attached letter
dated December 4, 2003 from Robert B. Thompson to Steve Moskun shall apply to your account.
~
DODGE
& COX
December 4,2003
Investment Managers
Mr. Steve Moskun
City of Clearwater, Florida
Finance Department
P.O. Box 4748
Clearwater, FL 33758-4748
Re: Statement ofInvestment Objectives and Guidelines, City of Clearwater Employees'
Pension Fund, adopted 1I2112003-Dodge & Cox confirmation of understanding
Dear Steve:
This letter confirms our understanding of the following provisions of the above referenced
investment policy statement:
Page/Reference Investment Guideline Interpretation
p. 3, Authorized Investments, "Common stocks, preferred We interpret this guideline to
letter H stocks and bonds and other permit investment in cumulative
evidence of indebtedness issued capital securities, equipment trust
or guaranteed by a corporation certificates, enhanced equipment
organized under the laws of the trust certificates, pass-through-
United States..." certificates, and REIT debt
investments.
p. 19, Appendix A, Item llC, 4th "No holding shall be made by a We interpret this guideline to
bullet point Fixed Income Manager which exclude U.S. government-related
would cause a holding to exceed issues from this restriction (e.g.,
15% of the issue outstanding." agency-guaranteed mortgage
securities). In addition, for multi-
tranched issues (e.g., asset-
backed securities), we interpret
this guideline to apply at the issue
level, not the individual tranche
level.
p. 19, Appendix A, Item llC, 6th "No more than 10% of an As Dodge & Cox does not
bullet point investment manager's portfolio, typically invest in these types of
valued at market, shall be investments (instead using the
invested in certificates of deposit, custodian's STIF vehicle), we
time deposits, bankers interpret this guideline to restrict
acceptances, commercial paper, cash investments of any type to
or related investments of a single 10% of the portfolio's market
issuer financial institution or value.
financial institution holding
company family."
ESTABLISHED 1930
One Sansome Street / 35th Floor / San Francisco, California 94104/415-981-1710
~
DODGE & COX
Investment Man.aQers
To acknowledge and accept the above interpretatIons, ple~se sign below and return the letter in
the enclosed self-addressed stamped envelope. We have included a second copy for your records.
Thank you for your confidence in Dodge & Cox. We look forward to a long and successful
relationship with the City of Clearwater.
Sincerely,
~\(\
I ;
.~
Robert B. Thompson
Acknowledged and Accepted:
City of Clearwater Employees' Pension Fund
By:
~t 7/L-
1-4oy+ HQ.h\; f +On
V ,'ce. /VI ....~_o.~
CI/,,3/03
Name:
Title:
Date:
Cc:
Dodge & Cox file
Janelle R. Sundahl
Thomas M. Mistele
ESTABLISHED 1930
One Sansome Street / 35th Floor / San Francisco, California 94104/ 415-981-1710
STATEMENT OF INVESTMENT
OBJECTNES AND GUIDELINES
CITY OF CLEARWATER EMPLOYEES'
PENSION FUND
Current
Adopted 1/21/03
PURPOSE
The purpose of this Statement of Investment Objectives and Guidelines is to assist the City of
Clearwater Employees' Pension Fund (hereafter referred to as the Fund) in more effectively
supervising and monitoring the investment ofthe Fund's assets.
In the various sections of this policy document, the Fund defines its investment program by:
. stating in a written document the Fund's attitudes, expectations and objectives in the
investment of Fund assets.
. setting forth an investment "structure" for managing assets. This structure includes
various asset classes and investment management styles that, in aggregate, are
expected to produce a prudent level of diversification and investment return over
time.
. providing guidelines for each investment portfolio that control the level of risk
assumed in the portfolio and ensure that assets are managed in accordance with
stated objectives,
. encouraging criteria to monitor and evaluate the performance results achieved by the
investment managers.
This Statement represents the Fund's current philosophy regarding the investment of Fund assets.
In addition, although the Fund shall utilize this Policy Statement in making decisions concerning
the Fund, it shall not necessarily be bound solely by its contents.
PRUDENCE AND ETHICAL STANDARDS
The standard of prudence to be applied by the trustees shall be the "Prudent Person" rule, which
states: "Investments shall be made with judgment and care, under circumstances then prevailing,
which persons of prudence, discretion and intelligence exercise in the management of their own
affairs, not for speculation, but for investment, considering the probable safety oftheir capital as
well as the probable income derived." The "Prudent Person" rule shall be applied in the context of
managing the overall portfolio.
The trustees shall also be governed by the fiduciary standard set forth in the Employee Retirement
Income Security Act of 1974 at 29U.S.C. s. 1104 (a) (1) (A) - (C).
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Funding Philosophy
The Fund's funding objectives for the Fund is to be as fully funded as possible so that:
. the ability to pay all benefits and expense obligations from the Fund when due is
ensured;
. there will be no principal erosion of contributed funds or the purchasing power
thereof.
. a "funding cushion" is maintained within the Fund for unexpected developments
and for possible future increases in benefit structure and expense levels;
. the Fund assets should earn sufficient total rate of return over time to reduce the
Fund's dependency on contributions to meet all benefit and expense obligations.
Investment results within the Fund are considered to be the major critical element in achieving
these funding objectives stated above while reliance on contributions is a secondary element.
Liquiditv Posture
Liquidity considerations are low in the short-term and intermediate-term resulting in an immaterial
impact upon investment policy, objectives and guidelines.
Authorized Investments
The following is a list of authorized investments:
. Invest and reinvest the assets of the pension fund in annuity (including group annuity
contracts of the pension investment type) and life insurance contracts of legal reserve life
insurance companies licensed to do business in the State of Florida, in amounts sufficient
to provide, in whole or in part, benefits to which all of the participants shall be or become
entitled under the provisions of the Fund, and pay the initial and subsequent premiums
thereon
. Invest and reinvest the assets of the pension fund in:
a. Time deposits, savings accounts, money market accounts, funds, certificates of
deposits, or money market certificates of a national bank, a state bank, or a savings,
building and loan association insured by the Federal Deposit Insurance Corporation or
collateralized by United States Government Agency securities.
2
. ,
b. Negotiable direct obligations of, or obligations the principal and interest of which are
unconditionally guaranteed by, and which carry the full faith and credit of the United
States Government and its agencies. Investments in this category would include but not
be limited to the following: United States Treasury Bills, Notes and Bonds, and securities
issued by the Small Business Administration, Government National Mortgage
Association (Ginnie Mae), Veterans Administration, and Federal Housing
Administration.
c. Fully collateralized United States Agency obligations which carry an implied guarantee
and the implied full faith and credit of the United States government. Investments in this
category would include but not be limited to the following: obligations of the Federal
Home Loan Banks System (FHLB) or its distinct banks and Financing Corporation
(FICO).
d. Other United States Agency obligations which carry an implied guarantee
(Government Sponsored Entities) and the implied full faith and credit of the United States
Government. Investments in this category would include but not be limited to the
following: obligations ofthe Federal Farm Credit Bank, Federal National Mortgage
Association (Fannie Mae), Federal Home Loan Mortgage Corporation (Freddie Mac),
Student Loan Marketing Association (Sallie Mae), Financial Assistance Corporation and
Federal Agriculture Mortgage Corporation (Farmer Mac).
e. Collateralized Mortgage Obligations (CMO) and/or Real Estate Mortgage Investment
Conduits (REMIC), rated investment grade or equivalent by Standard and Poor's,
Moody's Fitch, or other recognized national rating agencies which are backed by
securities otherwise authorized in this ordinance and which are guaranteed as to the
timely payment of principal and interest by the U.S. Government or its agencies,
f. County bonds containing a pledge of the full faith and credit of the county involved,
bonds of the Florida Development Commission, or of any other state agency, which have
been approved as to legal and fiscal sufficiency by the state board of administration.
g. Obligations of any municipal authority issued pursuant to the laws of this state;
provided, however, that for each of the five years next preceding the date of investment,
the income of such authority available for fixed charges shall have been not less than one
and one-half times its average annual fixed charge requirements over the life of its
obligations.
h. Common stocks, preferred stocks and bonds and other evidence of indebtedness issued
or guaranteed by a corporation organized under the laws of the United States, any state, or
organized territory of the United States or the District of Columbia or any non-U.S.
corporation, provided:
1. The corporation is listed on anyone or more of the recognized national or
international stock exchanges and/or in the case of bonds and mortgage backed
3
securities, traded among dealers and investors in a recognized and agreed upon
conventional format;
2. All corporate bonds shall carry an investment grade rating as established either
by Standard & Poor's, Moody's, Fitch or other recognized rating agencies; and
3. Not more than five percent of the assets of the pension fund shall be invested in
the common stock or capital stock of anyone issuing company nor shall the
aggregate investment anyone issuing company exceed five percent of the
outstanding capital stock ofthat company; nor shall the non-U.S. investments
exceed ten percent of the pension fund's assets at cost; nor shall the aggregate of
the investments under this subparagraph at cost exceed sixty-five percent of the
pension fund's assets at cost.
Illiquid Investments
The Fund will not invest in illiquid investments. Illiquid investments being defined as an
investment for which there is no generally recognized market or generally accepted pricing
mechanism. Once an investment becomes illiquid the money manager will notify the plan of the
illiquid investment. Included in that notification will be how the money manager will handle the
illiquid investment.
Investment Management Structure
The Fund has reviewed the investment program for the City of Clearwater Employees' Pension
Fund. The result ofthe review is an updated, long-term strategic asset allocation Fund.
Initially, four distinct asset classes were considered for inclusion in the portfolio:
Domestic Equities
InternationallNon US Equities
Domestic Fixed Income
Cash
After a thorough review, a permanent commitment to these four asset classes will be made to
ensure diversification at the Fund level. The Fund may consider investments in other asset classes
which offer potential enhancement to total return at risks no greater than the exposures under the
initially selected asset classes.
It is not the intention of the Fund to become involved in day-to-day investment decisions.
Therefore, the assets will be allocated to professional investment managers in a manner consistent
with the Policy's objectives.
Each asset class will have its own investment managers. Diversification of the U.S. Market Equity
commitment will be achieved through the employment of managers of complementary investment
styles, Growth and Value. In the U.S. Fixed Income market a core bond managers will be utilized
to stabilize the fund. In the International Equity market a diversified non-U.S. managers will be
hired and achieve diversification. Cash and cash equivalents will be managed either by the
Investment Managers or the custodian. In addition the City uses the pooling concept to meet the
4
immediate cash needs of the city and to maximize the interest earnings. The Fund will keep
sufficient funds in the City's pooled cash account to meet the current obligations of the Fund.
The guidelines for the allocation of assets, at cost, to investment managers are as follows:
Lower Limit Upper Limit Cost or Market
U.S. Market Equities 40% 65% Cost
Growth 10% 35% Cost
Value 10% 35% Cost
Fixed Income 30% 50.0% Cost
International Equity 5.0% 10.0% Cost
Because the asset classes do not move in concert, deviations from the normal commitments will
occur through normal market activity. The Upper and Lower Limits define the ranges within which
market activity will be allowed to shift the allocations. The ranges are designed to allow for a
reasonable period of time to elapse before rebalancing the portfolio. When the investments are out
of policy the assets will be moved from the over-allocated to the under-allocated in a prudent
manor.
When in market equilibrium, cash flows will be deployed in a manner that returns the portfolio to
its normal commitments.
Internal Controls
As part of the city's annual financial audit the external CPA firm will review the internal controls of
the Fund. The hiring or termination of all money managers, consultants or safekeeping custodians
must be made by the trustees. No individual associated with the Fund may authorize any
movement of monies or securities with out the approval of the trustees, if required, or by the
approval of the Pension Investment Committee if trustee approval is not required. An instance not
requiring trustee approval is rebalancing the portfolio. Internal controls will be designed to prevent
losses of funds which might arise from fraud, error, and misrepresentation by third parties or
imprudent actions by the trustees or city employees.
Makeup of The Investment Committee
The Pension Investment Committee shall be made up (at a minimum) of the following: Finance
Director (Treasurer for the Trustees), Assistant Finance Director, and the Cash & Investments
Manager. The Treasurer for the Trustees shall appoint/remove other Finance professionals as
needs warrant. One representative for each of the unions will also serve on the Investment
Committee. The Financial Director or their designee will chair the committee.
The City Treasurer will make a recommendation to the Trustees as to any changes in the makeup
of the committee.
5
Continuing Education
The annual budget for the pension Fund will include sufficient funding for the trustees and
members of the Pension Investment Committee to participate in pension education opportunities.
These educational opportunities will include education on the individual's duties and
responsibilities as well as investments in general. The chief investment officer will complete no
less than 8 hours of continuing educational opportunities on pension investments each fiscal year.
Investment Return Objectives
In formulating investment return objectives for the Fund objectives for the Fund assets, the Fund
placed primary emphasis on the following goals:
· Achieve investment performance that exceeds the rate of inflation over time thereby
providing a real rate of return.
· Achieve investment results of at least the actuarial rate of return.
· Achieve investment performance that is materially above average when compared
to:
Other investment managers
Other investment manager peers of related investment style
Other public retirement plans
Several capital market indices
For each actual valuation the Trustees will determine the expected rate of return of the current year,
next several years and the long term. Based upon the above and the following the expected annual
rate of return for the current year is 7.5%. The expected rate of return for the foreseeable future is
also 7.5%.
1. Total Fund Return Objectives
The following minimum comparative objectives have been established for the total Fund:
. The total fund should rank in the upper fiftieth (50th) percentile compared to a
recognized performance measure company's total public plan sponsor database
measured over a minimum period of three (3) or maximum five (5) years.
. The Fund's overall annualized total return should perform at least at the upper
fiftieth (50th) percentile compared to investment style peers of similar type as
6
found in recognized performance measure company's style database for each
asset class segment.
. The Fund's overall annualized total return (which is defined as all price changes
plus all income and/or dividends) should exceed the actuarial assumption over a
rolling three or maximum of year period.
. The Fund's overall annualized total return should exceed the returns that would
have collectively been achieved if the Fund had been fully invested in the
appropriate percentage of :
Standard & Poor's 500 Stock Index
Lehman Brothers Aggregate Bond Index
Morgan Stanley Capital International EAFE Index
This is a custom benchmark that will be calculated relative to the actual
collective asset class mix of the Fund measured over a minimum of three (3)
or maximum of five (5) years.
2. Equity Segment Return Objectives
A. The following minimum performance goals have been established for the Fund's
domestic equity segment:
· The domestic equity segment total return should perform at least at
the upper fiftieth (50th) percentile compared to the a recognized
performance measure company's total U.S. equity database
measured over a minimum period of three (3) or maximum of (5)
years.
· The individual domestic equity managers total return should perform
at least at the upper fifth (50th) percentile compared to investment
style peers of similar type as found in a recognized performance
measure company's total U.S. equity database measured over a
minimum period ofthree (3) or maximum of(5) years.
· The total domestic equity segment total return should exceed the
total return of the Standard & Poor's 500 Stock Index by at least one
(1) percentage point per year measured over a minimum period of
three (3) or maximum of(5) years.
7
b. The following minimum performance goals have been established for the Fund's
international equity segment:
· The international equity segment total return should perform at least
at the upper fiftieth (50th) percentile compared to recognized
performance measure company's total non U.S. equity database
measured over a minimum period of three (3) or maximum of (5)
years.
· The individual international equity managers total return should
perform at least at the upper fiftieth (50th) percentile compared to
the investment style peers of similar type as found in a recognized
performance measure company's total non U.S. equity database
measured over a minimum period of three (3) or maximum of (5)
years.
· The international equity segment total return should exceed the total
return of the Morgan Stanley Capital International Europe, Australia,
Far East Index (CIEAFE) by at least two (2) percentage points per
year over a minimum of three (3) or maximum of(5) years.
3. Fixed Income Segment Return Objectives
A. The following minimum performance goals have been established for the Fund's
domestic fixed-income segment:
· The domestic fixed-income segment total return should perform at
least at the upper fiftieth (50th) percentile compared to the
recognized performance measure company's total domestic fixed
income database measured over a minimum period of three (3) or
maximum of(5) years.
· The individual domestic fixed income managers total return should
perform at least at the upper fiftieth (50th) percentile compared to
investment style peers of similar type as found in a recognized
performance measure company's total domestic fixed income
database measured over a minimum period of three (3) or maximum
of (5) years.
· The domestic fixed income segment total returns should exceed the
total return of the Lehman Brothers Aggregate Bond Index by at
8
least one-half (.5) percentage point per year measured over a
minimum period of three (3) or maximum of(5) years,
4. Responsibilities ofthe Third Party Custodian
A third party custodian will hold all Fund assets other than commingled accounts.
In order to maximize the Fund's return, no money should be allowed to remain idle.
Dividends, interest, proceeds from sales, new contributions and all other monies are to be
invested or reinvested promptly. If funds are not reinvested, then they will be placed in
money market instruments or a money market fund immediately by the designated cash
manager working in concert with the custodian.
The custodian will be responsible for performing the following functions:
· Accept daily instructions from the investment managers;
· Advise investment managers daily of changes in cash equivalent balances;
· Immediately advise investment managers of additions or withdrawals from
account;
· Notify investment managers of tenders, rights, fractional shares or other
dispositions of holdings;
· Resolve any problems that investment managers may have relating to
custodial account;
· Safekeeping of securities;
· Interest and dividend collection;
· Daily cash sweep of idle principal and income cash balance;
· Process all investment manager transactions on a delivery vs. payment basis;
· Collect proceeds from maturing securities;
· Provide monthly statements by investment manager account;
9
. No withdrawal of securities, in whole or in part shall be made except by an
authorized member of the committee or the committee's designee.
RESPONSillILITIES OF INVESTMENT MANAGERS
The duties and responsibilities of each of the registered investment advisors retained by the Fund
include:
1. Managing the assets under its management in accordance with the policy guidelines
and objectives expressed herein, or expressed in a separate written agreement when
deviation is deemed prudent and desirable.
2. Exercising full investment discretion within the guidelines and objectives stated
herein. Such discretion includes decisions to buy, hold or sell securities in amounts
and proportions reflective of the manager's current investment strategy and
compatible with investment objectives.
3. Promptly informing the Fund regarding all significant matters pertaining to the
investment ofthe fund assets, for example:
· changes in investment strategy, portfolio structure and market value
of managed assets;
· the manager's progress in meeting the investment objectives set forth
in this document; and
· significant changes in the ownership, affiliations, organizational
structure, financial condition, professional personnel staffing and
clientele of the investment management organizations.
4. No deviation from guidelines and objectives established in the Statement should
occur until after such communication has occurred and the Fund has approved such
deviation in writing,
5. The Fund formally delegates full authority to each investment manager for
exercising all proxy and related actions of the Fund's investment assets assigned to
it. Each manager shall promptly vote all proxies and related actions in a manner
consistent with the long-term interests of the Fund and its Participants and
Beneficiaries. Each investment manager shall keep detailed records of all said
voting of proxies and related actions and will comply with all regulatory obligations
10
related thereto. The Fund shall periodically audit and review each investment
manager's policies and actions in this area.
6. Each Investment Manager shall utilize the same due care, skill, prudence and
diligence under the circumstances then prevailing that experienced, investment
professionals acting in a like capacity, as a fiduciary, and fully familiar with such
matters would use in like activities for like Funds with like aims, while maintaining
appropriate diversification to avoid the risks of large losses, in accordance and
compliance with all applicable laws, rules and regulations from local, state, federal
and international political entities as it pertains to fiduciary duties and
responsibilities.
EVALUATION AND REVIEW
On a timely basis, but not less than four times a year, the Fund will review actual investment results
achieved by each manager (with a perspective toward a five-year time horizon) to determine
whether:
· the investment managers performed in adherence to the investment philosophy and
policy guidelines set forth herein; and
· the investment managers performed satisfactorily when compared with:
the objectives set forth in Appendix "A", as a primary consideration,
their own previously stated investment style,
other investment managers, both in asset class and in style group,
other retirement Funds,
several different market indices.
In addition to reviewing each investment manager's results, the Fund will re-evaluate, from time to
time, its progress in achieving the total fund, equity, fixed-income, international, and cash and
equivalents segment objectives previously outlined. The periodic re-evaluation also will involve an
evaluation of the continued appropriateness of: (1) the manager structure set forth in Appendix
"A"; (2) the allocation of assets among the managers; and (3) the investment objectives for the
Fund's assets.
11
The Fund may appoint investment consultants to assist in the on-going evaluation process. The
consultants selected by the Fund are expected to be familiar with the investment practices of other
similar retirement plans and will be responsible for suggesting appropriate changes in the Fund's
investment program over time.
Filing of Investment Policy
Upon adoption by the trustees, the investment policy shall be promptly filed with the Department of
Management Services, the City Clerk, and the consulting actuary. The effective date of changes to
the Investment policy will be 31 days after the filing date with the city.
12
APPENDIX A:
FUND SEGMENT AND INDNIDUAL MANAGER GUIDELINES
13
CITY OF CLEARWATER EMPLOYEES PENSION FUND
INVESTMENT STRUCTURE
J anuarv. 2003
Investment Manager
Target
Allocation
Domestic Equity Specialist Manager
Value Orientation
10% - 40%
Domestic Equity Specialist Manager
Growth Orientation
10%-40%
International Equity Specialist Manager
5% -10%
Domestic Fixed Income Specialist Manager
Core Fixed Income Orientation
30% - 50%
14
APPENDIX A: FUND SEGMENT AND INDIVIDUAL MANAGER GUIDELINES
1. Manager Structure
The Fund will retain investment managers that specialize in the use of particular asset
classes. The targeted distribution of Fund assets among specialist managers will be as
illustrated on the previous page. The Fund believes that the established structure:
· is consistent with the practices of other similar-sized retirement funds; and
· offers an appropriate "blend" of investment styles that will produce a
sufficient level of diversification and investment return over time.
2. Cash Flow Allocation
The allocation of assets is consistent with the Fund's desire to diversify its investment
management program.
The Fund intends to review on a periodic basis the allocation of assets among its investment
managers. To the extent that it is practically possible, it is expected that any cash flow will
be allocated to or taken from the managers in the same proportions that each manager's
assets represent to total fund assets in the target asset allocation outlined previously.
3. Trustee Utilization Restrictions
All domestic Fund assets, in any form, shall be solely and exclusively: (a) settled at, (b)
held in custody at, and (c) safe-kept only at custodians designated by the Fund at its sole
discretion. International Fund assets may be held in commingled accounts provided that all
of the normal protection of the Fund's assets is provided for.
4. Transaction Agent Assignment Restrictions
Assignment of specific brokerage firms, dealers, financial institutions, and other transaction
execution agents to all investment managers shall be the sole responsibility of the Fund.
From time to time, the Fund at its sole discretion may specify certain transaction agents that
investment transactions shall be executed through.
5. Short Selling and Related Restrictions
There shall be no: short selling, non-collateralized and/or non-delivered repurchase
agreements, use of financial futures or options, non-marketable direct investments in equity
15
or debt private placements or lease-backs or any other specialized investment activity
without the prior written consent of the Fund.
6, Liquidity and Marketability Restrictions
Liquidity and marketability frequently are perceived to be a function of the quality and the
market capitalization of each security holding. From the Fund's perspective, liquidity and
marketability also may be a function of a manager's aggregate holdings in a particular
security. The Plan believes that an investment manager should not buy or hold a security
for the Funds portfolio if the aggregate holdings among all of that manager's other accounts
in that same security would restrict the manager's ability to expeditiously liquidate the
position at any time.
From a total Fund perspective, the Fund believes the collective holdings among all Fund
managers accounts in that same security would restrict all managers collective ability to
expeditiously liquidate their respective positions in that same security. Therefore, the Fund
retains the sole right to limit any manager's holding of any security in the Fund at any time
in order to prevent the potential for said Fund's collective liquidation and market risk.
7. Usage of Custodian STIF on all Idle Cash Restrictions
Any idle cash not invested by the investment managers shall be invested daily via an
automatic sweep STIF managed by the Custodian or by others in behalf of each investment
manager. It is the Fund's objective to have no idle cash at any time in any manager's
portfolios.
8. Usage of Cross Asset Segment Investment Guideline Restrictions
When a manager's holdings include Fund assets outside of their primary assigned asset
segment assignment (e.g. a primary domestic equity manager also holds some cash
equivalents or fixed income securities as well as equities) the guidelines stated therein for
the non primary asset segment shall fully apply to the manager, in addition to the primary
asset assigned segment guidelines.
9. Diversification Restrictions
Except for criteria noted elsewhere in this Policy and in specific written contracts with each
manager, the appropriate and reasonable diversification of securities by such factors as
geography, region, sovereign risk, native currency, quality, coupon, country risk, maturity,
16
industry, duration, and sector IS within the full discretion and responsibility of the
investment managers.
10. Other Obiectives. Guidelines and Restrictions Forthcoming
The Fund will develop additional objectives, guidelines and restrictions in the future on
other areas as it deems appropriate.
11. Fund Segment Guidelines
Following are guidelines and objectives established for the fund segments and for each
investment manager retained by the Fund. Individual manager guidelines are designed to be
consistent, in aggregate, with the total fund asset allocation guidelines and investment
objectives set forth in the Statement of Investment Obiectives and Guidelines.
llA. Equity Segment
Each equity manager is expected to adhere to the following guidelines:
· Equity holdings in anyone company (including common and preferred
stock, convertible securities and debt) should not exceed 10% of the market
value ofthe manager's portion ofthe Fund without the consent ofthe Fund.
· Equity holdings in anyone industry (as defined by Standard & Poor's)
should not exceed 50% of the market value of the manager's portion of the
Fund.
· Cash equivalents and fixed income positions should not exceed twenty
percent (20%) of the manager's portion of the Fund assets. A manager may
invest in fixed income securities (i.e. securities with more than two years to
maturity) if projected returns on such securities are perceived to be
competitive with potential equity returns. However, fixed income securities
should not represent more than twenty-five percent (25%) of a manager's
portfolio without the prior written consent of the Fund.
· No purchase shall be made by an investment manager which would cause a
holding to exceed 5% of the issue outstanding.
17
liB. International Equity Segment
Each international equity manager IS expected to adhere to the following mInImUm
guidelines:
· Equity holdings in anyone company and all of its subsidiaries and affiliates
(including equities, convertible securities and debt) should not exceed ten
percent (10%) of the market value of the manager's portion of the Fund
portfolio without the prior written consent ofthe Fund.
· Equity holdings in anyone industry should not exceed fifty percent (50%) of
the market value of the manager's portion of the Fund portfolio. Equity
holdings in anyone sector (e.g., consumer cyclical, energy, technology, etc.)
should not exceed fifty (50%) of the market value of the manager's portfolio
without the prior written consent of the Fund.
· Cash equivalents and fixed income positions should not exceed fifty percent
(50%) of the manager's portion ofthe Fund assets. A manager may invest in
fixed income securities (i.e. securities with more than two years to maturity)
if projected returns on such securities are perceived to be competitive with
potential equity returns.
· The manager may enter into foreign exchange contracts on currency
provided that: (a) such contracts have a maturity of one year or less, and (b)
use of such contracts is limited solely and exclusively to hedging currency
exposure existing within the manager's portfolio. The intent is to dampen
portfolio volatility and prevent currency loss. There shall be no direct
foreign currency speculation or any related investment activity.
· The manager may purchase or sell currency on a spot basis to accommodate
specific securities settlements.
11 C. Fixed Income Segment
Each fixed income manager is expected to adhere to the following guidelines:
.
All Fixed Income Securities held in each portfolio should have a Moody's,
or Standard & Poor's quality rating of no less than Investment Grade from
any of these rating services. (For an issue, which is split-rated, the lower
quality designation will govern. Once a security falls below investment
grade the money manager will notify the plan of the downgrade as soon as
18
practical. Included in that notification will be how the money manager will
handle the below investment grade security.
· The diversification of securities by maturity, quality, sector, coupon and
geography is the responsibility ofthe manager.
· The exposure of each manager's portfolio to any single security other than a
security backed by the full faith and credit of the U.S. Government or any of
its instrumentalities should be limited to 10% of the manager's portion of the
Fund measured at market value.
· No purchase shall be made by a Fixed Income Manager which would cause
a holding to exceed 15% of the issue outstanding.
· There shall be no use of options, financial futures, derivatives or other
specialized investment activity without the prior written approval of the
Fund.
· Not more than 10% of an investment manager's portfolio, valued at market,
shall be invested in certificates of deposit, time deposits, bankers
acceptances, commercial paper, or related investments of a single issuer
financial institution or financial institution holding company family.
liD. Cash and Equivalents Segment
Although investment managers will be retained for their expertise in a certain investment
segment, it is expected that from time-to-time each will have some cash and equivalents in
their portfolios as a result of discretionary asset allocation decisions. Any idle cash not
invested by the investment managers shall be invested daily via an automatic sweep STIF
managed by the custodian. It is the Fund's objective to have no idle cash at any time in any
manager's portfolio.
llE. Pooled Vehicles
To the extent that the Fund invests a portion ofthe Fund's assets in commingled vehicles or
institutional mutual funds, then the investment guidelines of the Fund's prospectus will be
adopted as this fund's guidelines.
IIF. Master Repurchase Agreement
19
The money managers and safekeeping custodian will use a master repurchase agreement
whenever appropriate. All repurchase agreements transactions shall adhere to the
requirements of the master repurchase agreement.
20
12. Individual Manager Descriptions and Five-Year Expectations
All expectations are minimums. All investment managers shall exceed the stated
expectations.
Investment Manager Percentile Percentile
Expectation Expectation
Relative To Relative To
Other Managers Style Peers
Domestic Equity Specialist Manager 50th 50th
Value Orientation
Domestic Equity Specialist Manager 50th 50th
Growth Orientation
International Equity 50th 50th
Specialist Manager
Domestic Fixed Income Specialist Manager 50th 50th
Core Fixed Income Orientation
Cash and Equivalents and 50th 50th
STIP Portfolios
In addition, each domestic equity and fixed income manager is expected to achieve
positive risk-adjusted (alpha) performance over a three (3) or maximum of (5) year
periods.
13. Reporting Requirements:
Consultant Reporting
The Pension Fund's Consultant will provide quarterly reports to the Pension Fund
which, at a minimum, will review the following information about each Investment
Manager and the Total Fund:
· Overview of the most recent quarter and year-to-date investment indicators
· Total Fund asset allocation
· Comparison oftotal Fund return versus the customized benchmark
· Performance results by individual Manager and Total Fund compared to
appropriate benchmarks.
21
Investment Reporting:
. On not less that an annual basis the Trustees will receive a report showing a list
of all of the securities held by investment manager. This report will be provided
by the safekeeping custodians and shall include the portfolio by class or type,
book value, income earned, and market value as of the date of the report. This
report will be filed with the city.
Proxy Voting:
. On not less that a quarterly basis, money manager will report to the Plan their
proxy voting during the last period.
Review ofPolicv
This Statement of Investment Policy must be reviewed annually by the Pension Investment
Committee with a recommendation to revise or confirm to the Trustees.
Meeting Agenda
At each meeting, the written and oral presentations shall cover the following points:
.
A report of performance for past periods. Standard time periods for each
report will be last quarter, last year, year to date, latest twelve (12) months,
two years, three years, etc., and since inception and by calendar year.
Returns should be annualized and calculated on a time-weighted basis for
the total portfolio. All returns should include price change plus income
and/or dividends.
.
Discussion of the rationale for performance results by relating them
specifically to investment strategy and tactical decisions implemented during
the current review period.
.
Discussion of the investment manager's specific strategy for the portfolio
over the next six to twelve months with specific reference to asset allocation
and sector weighting, as appropriate.
22
· Supporting discussion of the next period's strategy with reference to
investment manager's capital market and economic assumptions, if
applicable.
Ten (12) copies of the written summary should be received by the Fund at least five
(5) business days prior to the meeting.
The. Fund is interested in fostering an effective working relationship with its
investment managers through a discipline of good communication. The
establishment of Objectives, Performance Standards, Policies and Guidelines, and
Reporting Requirements is intended to provide the Fund with a good foundation
from which to understand specific management styles and strategies, evaluate
results and oversee progress toward overall investment objectives.
The Fund shall be using a third party consultant selected, hired and directed by the
Fund to: (1) assist in appraising performance, (2) to provide performance
comparison data with other retirement plans, several capital market indices, and to
other investment managers, (3) assist in evaluating manager style discipline and peer
comparisons, (4) assist in strategic funding and management of the Fund, and (5)
other factors the Fund deems appropriate. Investment managers are required to
support and assist the consultant with their fullest cooperation.
23