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12/02/1985 r? '~. :.' : :: . .,t.. .,' .~ . ~. . :. . , " , . w..,,,..;""'.\f,~Wl;~~}it'.J~Jt.~....,~,,,,,_ .. ~~oe~,l.. '-4.J..t}l;..~..a.\::rt,.(..._"\l1'!?lUl-~,~'r.\U!'_~U'.u'KIt.t'..~..". ~ ---'_"'#~~_'n.-:-____~'l...\V~~~""':~~~d;' . TRUSTEES Of THE EMPLOY8ES' PE~SION FUND MEETING o December 2, 1~85 The City Commission, meeting as the Board of Trustees of the Pension Fund, met in regular session at the City Hall, 19t15, at 9:02 a.m., with the following members Employees' Monday, December 2, present: Kathleen Kelly Rita Garvey James Berfield Lee Regulski Don Winner Mayor/Commissioner Vice Mayor/Commissioner Commissioner Commissioner Conmissioner Also present were: Anthony L. Shoemaker Milton A. Galbraith, Jr. Cynthia Goudeau City Manager City Attorney City Clerk The Mayor called the meeting to order. ITEM #2 Minutes - Commissioner the November lB, ly85 meeting. unanimously. Winner moved to approve the minutes of MOtion was duly seconded and carried ITEM #3 - Recommendations of the Pension Advisory Committee. C)'... ''''r. ' . .' Request for Acceptance into Membershi~. a. The City Manager presented the recommendation of the Advisory Committee to approve membership for two (2) employees listed below: ~ Carol Harrison Frank Woumans Classification Library Assistant III Maintenance Worker II Department Library Public Works Commissioner Garvey moved to accept the recommendation of the Advisory Committee. Motion was duly seconded and carried unanimously. ITEM #4 - Other Business. On November 15, 1~B5, City staff and Trustee Willoughby and Arvel Gschwend Advisor for the Pension fund. Winner met with John Bank, the Equity Investment summary of this discussion: of Florida ~ational The following is a 1. ~ ~ Proposals were solicited from measurement analysis systems. the lowest bidder at $20,300, as to the City needs. The fee will commissions, which results in no additional the Pension Fund. City staff concurs recommendation. three vendors of performance SEI (formerly Becker) was well as the most responsive be paid through directed cash outlay to unanimously with this 1 . December 2, 1985 ::..T.:::,t;-,~ .', >'. - - . ., - '_ .:1 _ _ ~ _ L ~ _ _ ~___ _ i_ _ '; r \ ~, . F ~ ". .~ .1: ...; . ...~.'il'!If.f~"'Ir:~ffl""",\"".""""'" .. .AAll>~;':''.l.\l\.t({:'::''..~:Cl.~h.''',..'.:.:r,t;.;'T.i1t:\?,lC'''.4';~~~~l\'~tJ.....-.n.,....~_____~. .......~I~U~~J'tQ~.~.~t' 0) 2. In 1y80, Loomis Sayles was hired by the Fund to employ a covered call option investment strategy. They were given $1,000,000 to invest on a trial basis, which could be increased if the strategy proved successful. The results, while acceptable, have been disappointing relative to the other Bquity Managers. For the three-year period ended 6/30/85, Loomis Sayles produced a 15.2% annual rate of return while Denver was 22.b1 and Aetna was 30.5%. There does not appear to be any evidence that this strategy is either benefiting the fund directly or providing a meaningful hedge against market declines. The recommendation, unanimously endorsed by City stafr, is to redistribute the apporximately $2,400,000 under investment by ~oomis Sayles equally to the two remaining Equity Managers. o 3. In fiscal 19B5, contributions to the fund from employees and the City exceeded disbursements by approximately $2,500,000. The Trustees were requested to approve the allocation of this amount equally to Aetna and Denver for investment in common stocks in accordance with the existing Manager Agreements. The fiscal 1984 contribution was allocated completely to fixed income investments, resulting in a current mix of approximately 41% equities, 49% fixed at book value (4~% equities, 56% fixed at market value). Since most current asset allocation models are recommending 50% equities, and since the City plan allows for up to 50% equities, it seems prudent to allocate the entire current year contribution balance equally to our two Bquity Managers. Upon approval it will raise our total equity exposure to 45% at book value and 4B% at market value. Commissioner Winner moved to approve 1) that the Trustees employ SEI Corpo~ation to provide performance measurement analysis at a total annual cost of $20,300 in directed commissions (lIsoft dollars"); 2) that the Trustees terminate the Investment Management ~greement with Loomis Sayles and Company and that the investments (approximately ~2,4000,OOO) be redistributed 50% to Aetna Capital Management and 50% to Denver Investment Advisors; and 3) that $2,500,000 of existing funds resulting from the 84-~5 contributions be distributed 50% to Aetna Capital Management and 50~ to Denver Investment Advisors for investments and that the appropriate officials be authorized to eKecute same. Motion was duly seconded and carried unanimously. ITEM #5 - Meeting adjourned at 9:09 a.m. I . ---7 dlI~ -r~ May ommissioner . , / ~, Attest: ~~~Z". )~~~SC~ ~Clerk 2. December 2, 1985 ~ "W AGBHDA Board or Trustees or the Eaployees' Pension Fund December 2, 1985 9:00 a.m. ---- ---- ACTION 1. Call to order 2. Approval of Minutes 1111U/d5. 3. Recommendation of the Pension Advisory Committee a. Request for acceptance into membership: C. Harrison F. Woumans 4. Other Business a. Recommendations of Equity Investment Advisor . ":.~ ,t>- 5. Adjournment 1. 9:02 a.m. 2. Approved as submitted. 3. a. Accepted 2 members. 4. a. Approved. 5. 9:U9 a.m. ..