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06/14/2004Pension Trustees Aqenda r Cleamat Date: 06/14/2004 1:00 PM Location: Council Chambers - City Hall Call to Order Approval of Minutes 05-17-2004 Pension Trustee Items Robert Sebek, Public Services Department; Geri Doherty, Development & Neighborhood Services Department; Rowland Herald, Fire Department; Paul McCann, Fire Department; and Craig McGarry, Police Department, be granted regular pensions under Section(s) 2.393 and 2.397 of the Employees' Pension Plan as approved by the Pension Advisory Committee. 2 Michael N. Anderson, Public Utilities Department, be allowed to vest his pension under Section(s) 2.397 and 2.398 of the Employees' Pension Plan as approved by the Pension Advisory Committee. 3 Accept the employees listed below into membership in the City of Clearwater's Employees' Pension Plan. 4 Accept the Actuary's Report for the Employees' Pension Plan for the plan year beginning 1/1/2004. 5 Approve the changes to the Investment policy for the Employee's Pension Plan. Other Business Adjourn TRUSTEES OF THE EMPLOYEES' PENSION FUND MEETING CITY OF CLEARWATER May 17, 2004 Unapproved Present: Brian Aungst Frank Hibbard Hoyt Hamilton William C. Jonsorn Carlen Petersen Also Present: William B. Horne II Pamela K. Akin Cynthia E. Goudeau Patricia O. Sullivan Chair Trustee Trustee Trustee Trustee City Manager City Attorney City Clerk Board Reporter The Chair called the meeting to order at 9:08 a.m. at City Hall. To provide continuity for research, items are in agenda order although not necessarily discussed in that order. Approval of Minutes: Trustee Hibbard moved to approve the minutes of the April 12, 2004, meeting, as recorded and submitted in written summation by the City Clerk to each Trustee. The motion was duly seconded and carried unanimously. 1 - Request for acceptance into membershi : Human Resources Manager Dina Hyson presented the recommendation of the Pension Advisory Committee that the following employees be accepted into membership: Zebulon Veale, James Van Zandt, Anthony Rocco, Marcelino Lugo, Heath Brenner, Timothy Becker, Stephen Avise, Matthew Schad, Sean Lefort, Peter Gushee, Norman Kellogg, James Fields, Eugenia Larson, Shelby Brown, Robert Clark, Jr., Richard Calhoun, Karen Maldonado, Carol Cortright, and Christopher Lollis. Trustee Hamilton moved to accept the recommendation of the Pension Advisory Committee. The motion was duly seconded and carried unanimously. 2 - Reauests for Pension Ms. Hyson presented the recommendation of the Pension Advisory Committee that Susan Stephenson, Thomas A. Bissonnette, Robert Brown, Richard Tyler, David Rieumont, and Michael J. Mobley be granted regular pensions under Section(s) 2.393 and 2.397 of the Employees' Pension Plan as approved by the Pension Advisory Committee. Susan Stephenson, Documents & Records Supervisor, Official Records & Legislative Services Department, was employed on April 9, 1981, and her pension service credit is effective on that date. Her pension will be effective May 1, 2004. Based on an average salary of approximately $42,115 per year over the past five years, the formula for computing regular Pension Trustees 2004-05-17 pensions, and Ms. Stephenson's selection of the Joint & Survivor Annuity, this pension will approximate $26,660 annually. Thomas Bissonnette, Customer Service Coordinator, Customer Service Department, was employed on September 5, 1973, and his pension service credit is effective on May 13, 1974. His pension will be effective June 1, 2004. Based on an average salary of approximately $47,602 per year over the past five years, the formula for computing regular pensions, and Mr. Bissonnette's selection of the Life Annuity, this pension will approximate $41,234 annually. Robert Brown, Service Dispatcher, Police Department, was employed by the City on February 22, 1993, and his pension service credit is effective on that date. His pension will be effective April 1, 2004. Based on an average salary of approximately $31,686 per year over the past five years, the formula for computing regular pensions, and Mr. Brown's selection of the Joint & Survivor Annuity, this pension will approximate $9,638 annually. Richard Tyler, Accounting Clerk, Finance Department, was employed on December 3, 1990, and his pension service credit is effective on that date. His pension will be effective June 1, 2004. Based on an average salary of approximately $30,240 per year over the past five years, the formula for computing regular pensions, and Mr. Tyler's selection of the 100% Joint & Survivor Annuity, this pension will approximate $10,716 annually. David Rieumont, Police Officer, Police Department, was employed on May 29, 1984, and his pension service credit is effective on that date. His pension will be effective June 1, 2004. Based on an average salary of approximately $52,956 per year over the past five years, the formula for computing regular pensions, and Mr. Rieumont's selection of the 50% Joint & Survivor Annuity, this pension will approximate $28,476 annually. Michael Mobley, Police Officer, Police Department, was employed on October 13, 1980, and his pension service credit is effective on that date. His pension will be effective May 1, 2004. Based on an average salary of approximately $61,467 per year over the past five years, the formula for computing regular pensions, and Mr. Mobley's selection of the 100% Joint & Survivor Annuity, this pension will approximate $39,463 annually. These pensions were approved by the Pension Advisory Committee on April 8, 2004. Section 2.393 (p) provides for normal retirement eligibility when a participant has reached age 55 and completed twenty years of credited service, has completed thirty years of credited service, or has reached age 65 and completed ten years of credited service. Section 2.393 also (p) provides for normal retirement eligibility when a participant has completed twenty years of service in a hazardous duty position. It further specifically defines service as a Police Officer as meeting the hazardous duty criteria. Ms. Stephenson qualifies under the age 55 and 20 years of service criteria. Mr. Bissonnette qualifies under the 30 years of service criteria. Messrs. Brown and Tyler qualify under the age 65 and 10 years of service criteria. Messrs. Rieumont and Mobley qualify under the hazardous duty criteria. Trustee Jonson moved to grant regular pensions for Susan Stephenson, Thomas A. Bissonnette, Robert Brown, Richard Tyler, David Rieumont, and Michael J. Mobley, under Sections 2.393 and 2.397 of the Employees' Pension Plan, as approved by the Pension Advisory Committee. The motion was duly seconded and carried unanimously. Pension Trustees 2004-05-17 2 3 - Pension to be vested Andrew Bachtel, Public Utilities Coordinator, Public Utilities Department, was employed by the City on April 5, 1982, and began participating in the Pension Plan on that date. Mr. Bachtel terminated from City employment on December 19, 2003. Carlos Ulloa, Customer Service Representative Department, was employed by the City on December 7, 1987, and began participating in the Pension Plan on that date- Mr. Ulloa terminated from City employment on August 5, 2002. Linda Stverak, Police Officer, Police Department, was employed by the City on April 3, 1989, and began participating in the Pension Plan on that date. Ms. Stverak terminated from City employment on February 26, 2003. The Employees' Pension Plan provides that should an employee cease to be an employee of the City of Clearwater after completing ten or more years of creditable service (pension participation), then such employee shall acquire a vested interest in the retirement benefits. Vested pension payments commence on the first of the month following the month in which the employee normally would have been eligible for retirement. Section 2.393 (p) provides for normal retirement eligibility when a participant has reached age 55 and completed twenty years of credited service, has completed 30 years of credited service, or has reached age 65 and completed ten years of credited service. Section 2.393 also (p) provides for normal retirement eligibility when a participant has completed twenty years of credited service in a type of employment described as "hazardous duty" and further specifically defines service as a Police Officer as meeting the hazardous duty criteria. Trustee Petersen moved that Andrew Bachtel, Public Utilities Department, Carlos Ulloa, Customer Service Department and Linda Stverak, Police Department, be allowed to vest their pensions under Sections 2.397 and 2.398 of the Employees' Pension Plan as approved by the Pension Advisory Committee. The motion was duly seconded and carried unanimously. Other Business - None. Adjournment The meeting adjourned at 9:09 a.m. Chair Employee's Pension Plan Trustees Attest: City Clerk Pension Trustees 2004-05-17 Cleanv ter Pension Trustee Cover Memorandum Tracking Number: 605 Actual Date: 06/14/2004 Subject / Recommendation: Robert Sebek, Public Services Department; Geri Doherty, Development & Neighborhood Services Department; Rowland Herald, Fire Department; Paul McCann, Fire Department; and Craig McGarry, Police Department, be granted regular pensions under Section(s) 2.393 and 2.397 of the Employees' Pension Plan as approved by the Pension Advisory Committee. Summarv: Robert N. Sebek, Construction Inspector II, Public Services Department, was employed by the City on September 5, 1978, and his pension service credit is effective on that date. His pension will be effective May 1, 2004. Based on an average salary of approximately $45,913 per year over the past five years, the formula for computing regular pensions, and Mr. Sebek's selection of the 100% Joint & Survivor Annuity, this pension will approximate $31,721 annually. Geri Doherty, Inspection Specialist, Development & Neighborhood Services Department, was employed by the City on December 12, 1973, and her pension service credit is effective on June 29, 1974. Her pension will be effective July 1, 2004. Based on an average salary of approximately $48,800 per year over the past five years, the formula for computing regular pensions, and Ms. Doherty's selection of the Joint & Survivor Annuity, this pension will approximate $40,264 annually. Rowland E. Herald, Fire Chief, Fire Department, was employed by the City on August 6, 1979, and his pension service credit is effective on that date. His pension will be effective September 1, 2004. Based on an average salary of approximately $88,362 per year over the past five years, the formula for computing regular pensions, and Mr. Herald's selection of the 100% Joint & Survivor Annuity, this pension will approximate $60,323 annually. Paul D. McCann, Firefighter, Fire Department, was employed by the City on August 28, 1978, and his pension service credit is effective on that date. His pension will be effective May 1, 2004. Based on an average salary of approximately $47,389 per year over the past five years, the formula for computing regular pensions, and Mr. McCann's selection of the 75% Joint & Survivor Annuity, this pension will approximate $33,630 annually. Originating_ Human Resources Review Approval Cvndie Goudeau 05-19-2004 07:54:20 Regular Pensions Page 2 June 14, 2004 Craig McGarry, Police Officer, Police Department, was employed by the City on September 29, 1990, and his pension service credit is effective on that date. His pension will be effective May 1, 2004. Based on an average salary of approximately $52,905 per year over the past five years, the formula for computing regular pensions, and Mr. McGarry's selection of the Joint & Survivor Annuity, this pension will approximate $17,267 annually. These pensions were approved by the Pension Advisory Committee on May 13, 2004. Section 2.393 (p) provides for normal retirement eligibility when a participant has reached age 55 and completed twenty years of credited service, has completed thirty years of credited service, or has reached age 65 and completed ten years of credited service. Section 2.393 also (p) provides for normal retirement eligibility when a participant has completed twenty years of service in a hazardous duty position regardless of age or ten years of service in a hazardous duty position and at least age 55. It also provides for early retirement for hazardous duty employees who have at least ten years of service and are at least age 50 with a 3% per year reduction for each year under the age of 55. It further specifically defines service as a Fire Chief, Firefighter, and Police Officer as meeting the hazardous duty criteria. Mr. Sebek qualifies under the age 55 and 20 years of service criteria. Ms. Doherty qualifies under the 30 years of service criteria. Mr. Herald and Mr. McCann qualify under the hazardous duty criteria. Mr. McGarry qualifies under the early retirement criteria. Cleanv ter Pension Trustee Cover Memorandum Tracking Number: 606 Actual Date: 06/14/2004 Subject / Recommendation: Michael N. Anderson, Public Utilities Department, be allowed to vest his pension under Section(s) 2.397 and 2.398 of the Employees' Pension Plan as approved by the Pension Advisory Committee. Summarv: Michael N. Anderson, Public Utilities Technician II, Public Utilities Department, was employed by the City on February 7, 1994, and began participating in the Pension Plan on that date. Mr. Anderson terminated from City employment on April 23, 2004. The Employees' Pension Plan provides that should an employee cease to be an employee of the City of Clearwater after completing ten or more years of creditable service (pension participation), then such employee shall acquire a vested interest in the retirement benefits. Vested pension payments commence on the first of the month following the month in which the employee normally would have been eligible for retirement. Section 2.393 (p) provides for normal retirement eligibility when a participant has reached age 55 and completed twenty years of credited service, has completed 30 years of credited service, or has reached age 65 and completed ten years of credited service. Mr. Anderson would have completed 10 years of service and reached age 65 on April 29, 2011. His pension will be effective May 1, 2011. This pension was approved by the Pension Advisory Committee on May 13, 2004. Originating_ Human Resources Review Approval Cvndie Goudeau 05-19-2004 07:55:43 Cleanv ter Pension Trustee Cover Memorandum Tracking Number: 607 Actual Date: 06/14/2004 Subject / Recommendation: Accept the employees listed below into membership in the City of Clearwater's Employees' Pension Plan. Summarv: Pension Elig. Name, Job. Class, & Dept./Div. Hire Date Date Carl Freeman, Tradesworker/General Services 3/22/04 3/22/04 Laura Tearney, TV Specialist/Public Communications 3/22/04 3/22/04 Veronica Josef, Staff Assistant/Engineering 4/2/04 4/2/04 Denise Alvarado, Parks Service Technician I/Parks & Recreation4/5/04 4/5/04 Joseph Ryan, Parks Service Technician I/Parks & Recreation 4/5/04 4/5/04 Gordon Murphy, Custodial Worker/Library 4/5/04 4/5/04 Shannon Lee, Recreation Leader/Parks & Recreation 9/8/03 4/3/04 Jabri Jenkins, Public Services Technician I/Public Services 4/5/04 4/5/04 Marianne McBain, Accounting Technician/Fire 10/20/03 4/5/04 ** Ronald Thiesen, Parks Service Technician I/Parks & Recreation 4/5/04 4/5/04 James DeLuca, Solid Waste Worker/Solid Waste 4/5/04 4/5/04 Roberto Almonte, Custodial Worker/Marine & Aviation 4/12/04 4/12/04 Carol Greenfeld, Recreation Programmer/Parks & Recreation 4/19/04 4/19/04 Daniel Brown, Parks Service Technician I/Parks & Recreation 4/19/04 4/19/04 * originally hired as part-time on 9/8/03; transferred to permanent and pension eligible as of 4/2/04 ** originally hired as temporary on 10/20/03; transferred to permanent and pension eligible as of 4/4/04 Originating_ Human Resources Review Approval Cvndie Goudeau 05-19-2004 07:56:52 Cleanv ter Pension Trustee Cover Memorandum Tracking Number: 613 Actual Date: 06/14/2004 Subject / Recommendation: Accept the Actuary's Report for the Employees' Pension Plan for the plan year beginning 1/1/2004. Summarv: The 1/1/2004 actuarial report for the Employees' Pension Plan indicates that a City contribution of $8,414,878, equivalent to 12% of covered payroll, is required for fiscal year 2004/2005. This is an increase from the 2003 valuation, which required a contribution of $7,153,190. This actuarially-required contribution per Florida Statutes exceeds the minimum City contribution per the ordinance governing the plan of 7% of the compensation of all employees participating in the plan, currently estimated at $4,893,523. The required City contribution was affected by the following factors: (1) Actuarial investment return of 7.45% versus an assumed rate of 7.5% for plan year 2003 (2002 actuarial investment return was (1.85)%); (2) Actual salary increases of 6.4% in comparison to an assumed rate of 6% for plan year 2003 (2002 actual salary increases were 5.8%); (3) Actual expenses for the plan year were $36,978 less than expected. The difference between the actuarially determined contribution of $8,414,878 and the ordinance-required contribution of approximately $4,893,523 can be funded from the existing credit balance, which is currently $25,459,838. The remaining credit balance can continue to be used to pay actuarially-required City contributions above the ordinance-required 7% in future years until it is exhausted. Please see the attached WORD document for additional information on this agenda item (exceeded text/character limits for the Pension Agenda form). A copy of the draft Actuary's Report is available for review in the Official Records and Legislative Services Department. Originating_ Finance Review Approval Maraie Simmons 05-20-2004 15:40:17 Cvndie Goudeau 06-07-2004 08:02:41 Bill Horne 06-05-2004 13:06:05 Tina Wilson 05-20-2004 15:52:18 Garrv Brumback 06-02-2004 13:35:36 Agenda Item for 1-1-04 Actuary Report, Clearwater Employees' Pension Plan, continued: The Plan uses a phase-in approach of prior asset gains and losses via a rolling five- year average used to "smooth" investment performance. The market value basis performance for the last five years (calendar 1999, 2000, 2001, 2002, and 2003, respectively) has been 18.61%, (3.43)%, (5.16)%, (8.83)% and 20.08%. As a result of the three years of poor investment market performance, partially negated by two years of very good performance, the actuarial value of the plan assets exceeds the market value by almost $36 million. Over the next four years this deficit will be included in the actuarial value and will gradually increase the funding requirements. Future actuarially-required contributions are expected to continue to exceed the ordinance-required 7% contributions, resulting in a significant reduction in the credit balance over the next few years. Due primarily to excellent investment performance over the past year (investment return of 20.08%), the funded status of the plan (ratio of assets at market value to the actuarial present value of accumulated plan benefits) has increased from 112% at January 1, 2003 to 122% at January 1, 2004. However the funded status is still substantially below the funded status in prior years (162% @ 1/1/00; 148% @ 1/1/01; and 137% @ 1/1/02). A copy of the draft Actuary's Report is available for review in the Official Records and Legislative Services. The City of Clearwater Employees' Pension Plan Actuary's Report As of January 1, 2004 to determine annual contribution for the Plan Year: 01/01/2004 - 12131/2004 to be paid in the Fiscal Year: 10/01/2004 - 09/30/2005 Prepared by PricewaterhouseCoopers, LLP April 2004 pI CONTENTS Pages SECTION I SUMMARY 1- 6 SECTION II FUNDING 7- 11 SECTION III ASSETS 12 - 15 SECTION IV ACCOUNTING 16 - 17 SECTION V CENSUS DATA 18 - 22 SECTION VI ASSUMPTIONS AND METHODS 23 - 25 SECTION VII SUMMARY OF PLAN PROVISIONS 26 - 28 PWWATERHOUSECCOPER5 0 April 13, 2004 Private & Confidential City of Clearwater 100 S. Myrtle Avenue Clearwater, FL 33758-4748 Ladies and Gentlemen: PricewaterhouseCoopers LLP Two Commerce Square, Suite 1700 2001 Market Street Philadelphia PA 19103 Telephone (267) 330 3000 Facsimile (267) 330 3300 This report presents the results of the January 1, 2004 actuarial valuation of the City of Clearwater Employees' Pension Plan. It has been prepared primarily to present to management the contribution requirements for 2004 and also the current status of funding of accumulated plan benefits. Section IV of this report includes a presentation of the information required by the Government Accounting Standards Board (GASB) Statement No. 25. Our calculations were based on financial data and employee data furnished by the City of Clearwater. The valuation was based upon generally accepted actuarial methods, and we performed such tests as we considered necessary to assure the accuracy of the results. To our knowledge there are no benefits or expenses to be provided by the plan for which a liability or current cost was not established. We certify that the amounts presented in the accompanying report have been appropriately determined according to the actuarial assumptions stated herein. Statement by Enrolled Actuary This actuarial valuation and/or cost determination was prepared and completed by me or under my direct supervision, and I acknowledge responsibility for the results. To the best of my knowledge, the results are complete and accurate, and in my opinion, the techniques and assumptions used are reasonable and meet the requirements and intent of Part VII, Chapter 112, Florida Statutes. There is no benefit or expense to these provided by the plan or paid from the plan's assets for which liabilities or current costs have not been established or otherwise taken into account in the valuation. All known events or trends which may require a material increase in plan costs or required contribution rates have been taken into account in the valuation. Respectfully submitted, Steph M. Metz Associate of the Society of Actuaries Enrolled Actuary Number 02-04342 Derek Ts Fellow o the Society of Actuaries Enrolled Actuary Number 02-06080 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION I - SUMMARY A. Actuary's Comments This report presents the highlights of the January 1, 2004 actuarial valuation prepared to determine the contribution requirements for the 2004-2005 fiscal year. Since the last actuarial valuation of the plan on January 1, 2003, there have been no changes in the actuarial assumptions, the plan provisions or the actuarial cost method. For a detailed description of the plan provisions, please see Section V11 and for a detailed description of the actuarial assumptions and methods, please see Section VI of this report. The minimum required City Contribution pursuant to Florida Statutes for the 2004 plan year is $8,414,878 (excluding the credit balance of $25,459,838), compared to $7,153,190 for 2003. Although State law allows the City to use the credit balance to entirely fund the actuarially required City contribution, the City ordinance establishing the Plan requires the City to contribute at least 7% of payroll. The minimum required contribution was affected by the following factors: • The investment return on actuarial value of assets was 7.45%, compared to an assumed rate of 7.5%; • The actual average salary increase was 6.4%, compared to an assumed rate of 6.0%; • Actual expenses for the year were $36,978 less than expected. The plan's credit balance is currently equal to $25,459,838, providing a cushion against future contributions. On the negative side, however, the actuarial value of assets of the plan exceeds the market value by approximately $36 million. Over the next four years this deficit will be included in the actuarial value and will gradually increase the funding requirements. The funded status of the plan increased compared to the prior year, primarily due to greater-than- expected returns on the market value of assets. The ratio of assets at market value to the actuarial present value of accumulated plan benefits increased from 112% at January 1, 2003 to 122% at January 1, 2004. CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION I - SUMMARY (continued) B. Contribution Requirements for the Plan Year Ending December 31, 2004 Minimum Required Employer Contribution Florida Statutes $8,414,878* 7% of Payroll $4,893,523 The employer contribution is assumed to be made uniformly during the first two quarters of the fiscal year beginning on October 1, 2004. Differences in the investment return due to contributions actually being made at any other time will be recognized as an actuarial gain or loss in the following valuation. The minimum required contribution represents a funding level which will satisfy the minimum funding requirements under Part VII, Chapter 112, Florida Statutes. Please refer to Section VI and VII of the report for a summary of the actuarial assumptions and plan provisions, respectively. * Excluding the credit balance (currently $25,459,838) CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION I - SUMMARY (continued) C. Comparative Summary of Principal Valuation Results Actuarial Valuation Prepared as of: Jan. 1, 2004 Jan. 1, 2003 Jan. 1, 2002 (a) Participant Data Number Included Active Members 1,633 1,619 1,592 Retirees and Beneficiaries 646 590 566 Terminated Vested Participants 48 53 47 Annual Payroll of Actives $69,907,473 $65,150,820 $58,929,582 Annualized Benefits Retirees and Beneficiaries $14,772,610 $12,751,479 $11,813,227 Terminated Vested Participants $961,774 $992,349 $882,207 (b) Actuarial Reserves Market Value $471,110,205 $397,951,216 $442,042,923 Actuarial Value $507,256,663 $477,541,459 $491,859,015 (c) Liabilities Present Value of Expected Benefits: Active Participants: Retirement Benefits $327,392,044 $321,602,739 $306,539,097 Termination Benefits $29,943,370 $29,196,714 $26,668,857 Disability Benefits $17,019,266 $15,744,154 $15,394,022 Death Benefits $3,970,903 $3,639,787 $3,543,058 Refund of Employee Contributions $2,556,148 $2,212,656 $2,064,718 Total Active $380,881,731 $372,396,050 $354,209,752 Terminated Vested Participants $9,890,625 $9,481,373 $8,264,408 Retirees and Beneficiaries $197,199,518 $165,984,116 $150,289,355 Total Present Value of Expected Benefits $587,971,874 $547,861,539 $512,763,515 Liabilities Due and Unpaid $524,524 $380,686 $456,150 3 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION I - SUMMARY (continued) C. Comparative Summary of Principal Valuation Results (continued) Actuarial Valuation Prepared as of: Jan.], 2004 Jan.], 2003 Jan. 1, 2002 .......................... ....._._......_..._..... ....... _.... _..... .... _.... _........................................................ ..........................................................._._........................._...._..............._._........_................_........__.........._................................................................................. (c) Liabilities (continued) Unfunded Actuarial Accrued Liability Frozen Initial Liab. (FIL) - 1/1/1979 $0 $0 $258,509 Supplemental FIL - 1/1/1979 795,515 922,920 1,041,436 Supplemental FIL - 1/1/1981 158,124 174,863 190,434 Supplemental FIL - 1/1/1982 (2,064,101) (2,247,906) (2,418,887) Supplemental FIL - 1/1/1987 1,026,432 1,072,324 1,115,015 Supplemental FIL - 1/1/1988 1,183,236 1,230,343 1,274,163 Supplemental FIL - 1/1/1989 1,603,210 1,660,310 1,713,426 Asset Valuation Method - 1/1/1994 3,187,614 3,256,087 3,319,783 Change Plan Amendment - 1/1/1996 13,459,398 13,699,624 13,923,090 Plan Amendment - 1/1/2000 50,537,016 51,171,649 51,762,005 Assumption Changes - 1/1/2002 (30,227,480) (30,548,178) (30,846,502) Total $39,658,964 $40,392,036 $41,332,472 (d) Funding Account Credit Balance Prior Year Amount $25,832,535 $21,360,525 $15,156,006 Prior Year: Required Employer Contributions (7,153,190) (1,766,058) 0 Employer Contributions Made 4,843,053 4,636,029 5,143,599 Interest on Credit Balance 1,937,440 1,602,039 1,060,920 Total $25,459,838 $25,832,535 $21,360,525 (e) Actuarial Present Value of Accrued Benefits $385,298,167 $354,603,387 $322,794,259 Changes During Prior Year: Value from Prior Year $354,603,387 $322,794,259 $317,663,113 Benefits Paid $(14,325,691) $(13,003,161) $(11,816,392) Interest, Aging and Benefits Accrued 45,020,471 44,812,289 39,571,449 Change in Assumptions 0 0 (22,623,911) Change in Plan Provisions 0 0 0 Net Change $30,694,780 $31,809,128 $5,131,146 Value at Current Year $385,298,167 $354,603,387 $322,794,259 4 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION I - SUMMARY (continued) C. Comparative Summary of Principal Valuation Results (continued) Actuarial Valuation Prepared as of: .. Jan. 1, 2004 ......................... Jan. 1, 2003 Jan. 1, 2002 ..... (f) Pension Cost for Year ................... ........._....... _._._......... _............... _....... ...... .._...._........_............__............... ...... . Normal Cost $7,843,618 $6,469,476 $100,180 Amortization of Unfunded Frozen Initial Liability 3,499,977 3,499,977 3,758,486 Administrative Expenses 2,001,370 2,038,348 2,270,968 Shortfall for Expenses in Prior Year (36,978) (232,620) 239,578 Interest Adjustment 711,489 602,075 123,213 Total Required Contribution $14,019,476 $12,377,256 $6,492,425 As a Percentage of Payroll 20.05% 19.00% 11.02% Anticipated Employee Contributions $5,592,598 $5,212,066 $4,714,367 As a Percentage of Payroll 8.00% 8.0% 8.00% Anticipated State Contributions $12,000 $12,000 $12,000 As a Percentage of Payroll 0.02% 0.02% 0.02% City Required Contribution $8,414,878 $7,153,190 $1,766,058 As a Percentage of Payroll 12.04% 10.98% 3.00% (g) Prior Year Actual Contributions made by State $12,000 $12,000 $12,279 Employees 5,353,573 5,118,850 4,905,521 City 4,843,053 4.636,029 5,143,599 Total $10,208,626 $9,766,879 $10,061,399 (h) Gains and Losses N/A N/A N/A (i) Other Present Values Present Value of Future Salaries At attained age $592,588,035 $561,764,999 $552,303,111 Present Value of Future Employee Contributions At attained age $47,407,043 $44,941,200 $44,184,249 5 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION I - SUMMARY (continued) C. Comparative SummM of Principal Valuation Results (continued) Actuarial Valuation Prepared as of. Jan. 1, 2004 Jan. 1, 2003 Jan. 1, 2002 (i) Other Present Values (continued) Present Value of Future Normal Costs $66,516,085 $55,760,579 $(4,567,447) 0) Comparison of Actual and Assumed . __....... _ ___ Salary Increases Investment Return Year Ended Actual Assumed Actual Assumed Market Value Actuarial Value 12/31/1986 7.40% 5.00% 13.21% N/A 7.00% 12/31/1987 5.90% 5.00% 10.78% N/A 7.00% 12/31/1988 9.10% 5.00% 9.12% N/A 7.00% 12/31/1989 8.70% 5.00% 20.84% N/A 7.00% 12/31/1990 5.30% 5.00% 6.21% N/A 7.00% 12/31/1991 6.10% 5.00% 28.52% N/A 7.00% 12/31/1992 6.80% 5.00% 6.49% N/A 7.00% 12/31/1993 1.20% 5.00% 9.29% 7.42% 7.00% 12/31/1994 4.40% 5.00% 0.89% 6.28% 7.00% 12/31/1995 6.40% 5.00% 23.36% 9.14% 7.00% 12/31/1996 6.70% 5.00% 14.80% 11.54% 7.00% 12/31/1997 5.60% 5.00% 17.49% 13.74% 7.00% 12/31/1998 7.40% 5.00% 16.74% 15.28% 7.00% 12/31/1999 4.20% 5.00% 18.61% 17.96% 7.00% 12/31/2000 5.80% 5.00% (3.43%) 12.42% 7.00% 12/31/2001 5.90% 5.00% (5.16%) 7.40% 7.00% 12/31/2002 5.80% 6.00% (8.83%) (1.85%) 7.50% 12/31/2003 6.40% 6.00% 20.08% 7.45% 7.50% 6 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION II - FUNDING A Development of the Unfunded Frozen Actuarial Accrued Liability Unfunded Frozen Actuarial Accrued Liability as of January 1, 2003 Interest to December 31, 2003 $40,392,036 $3,029,403 $43,421,439 2. 3 4 Employer Normal Cost* for Year with interest to December 31, 2003 Required Employer Contributions for Period Unfunded Frozen Actuarial Accrued Liability as of December 31, 2003 * Includes Expenses and Adjustments 7 $3,390,715 $7,153,190 $39,658,964 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION 11- FUNDING (continued) B. Development of Normal Cost The Normal Cost is the portion of the cost of projected benefits which is allocated to the current year by the actuarial cost method. The Normal Cost for the plan years beginning January 1, 2004, January 1, 2003, and January 1, 2002 are determined as follows: Total Projected Actuarial Liability: Jan. 1, 2004 Jan. 1, 2003 Jan. 1, 2002 The present value as of the beginning of the plan year of all benefits expected to be paid in the future to current participants. • Active participants $380,881,731 $372,396,050 $354,209,752 • Terminated vested participants 9,890,625 9,481,373 8,264,408 • Retired and disabled participants 197,199,518 165,984,116 150,289,355 • Total Participants $587,971,874 $547,861,539 $512,763,515 Credit Balance: Employer contributions from prior years reserved for future use. $25,459,838 $25,832,535 $21,360,525 Fund: The actuarial value of fund assets as of the beginning of the plan year. $507,256,663 $477,541,459 $491,859,015 Excess of Total Projected Actuarial Liability Over the Fund Minus the Credit Balance: The portion of the projected total actuarial liability to be funded in the future. $106,175,049 $96,152,615 $42,265,025 This portion is divided into two components: a. Unfunded frozen actuarial accrued liability $39,658,964 $40,392,036 $41,332,472 b. Present value of future service liability (funded over the expected future service years of current participants) $66,516,085 $55,760,579 $932,553 Present Value of Future Covered Pa roll $592,588,035 $561,764,999 $552,303,111 8 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION II - FUNDING (continued) B. Development of Normal Cost (continued) Jan. 1, 2004 Jan. 1, 2003 Normal Cost Rate: The ratio of the present value of future service liability to the present value of future covered payroll. Annual Covered Payroll: The reported payroll for plan participants who have not attained the assumed retirement age. 11.22% 9.93% Jan. 1, 2002 0.17% $69,907,473 $65,150,820 $58,929,582 Normal Cost: The annual cost as of the beginning of the plan year to fund the future service liability over the expected future years of service of the current participants. $7,843,618 $6,469,476 $100,180 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION II - FUNDING (continued) C. Schedule of Amortization Pay ents Initial Jan. 1, 2004 Annual Date Initial Amortization Unamortized Amortization Established _.. ._W__ . .._.__ __ Reason v......_..... ._ ... _.......... _.... ..... _...... Amount Period Years _...... ... ?. Amount ........ Payment ...... Y......... .? 1/1/1979 * Frozen Initial .. .. . Liability (FIL) $9,726,419 25 $0 $0 1/1/1979 Supplemental FIL 2,707,962 30 795,515 182,906 1 / 1 / 1981 Supplemental FIL 390,421 30 158,124 27,771 1/1/1982 Supplemental FIL (4,521,985) 30 (2,064,101) (327,812) 1/1/1987 Supplemental FIL 1,519,142 30 1,026,432 117,504 1/1/1988 Supplemental FIL 1,673,738 30 1,183,236 129,658 1 / 1 / 1989 Supplemental FIL 2,177,772 30 1,603,210 168,952 1/1/1994 Asset Valuation Method Change 3,724,296 30 3,187,614 290,865 1/1/1996 Plan Amendment 15,063,842 30 13,459,398 1,179,254 1/1/2000 Plan Amendment 52,921,724 30 50,537,016 4,160,471 1 / 1 /2002 Assumption Changes (30,846,502) 30 (30,227,480) (2,429,592) Total Charges $71,950,545 $6,257,381 Total Credits (32,291,581) (2,757,404) Total 39.658.964 3.499.977 * Established July 1, 1963 and being amortized over a forty year period beginning on that date. 10 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION II - FUNDING (continued) D. Anticipated Amortization Schedule Shown below is the anticipated amortization schedule for the Unfunded Frozen Actuarial Accrued Liability taking into account the plan's funding policy. Anticipated Amortization Schedule Unfunded Frozen Date Actuarial Accrued Liabili 2004 $39,658,964 2005 $38,870,911 2006 $38,023,754 2007 $37,113,060 2032 $0 On July 1, 1963, the Unfunded Frozen Actuarial Accrued Liability was established equal to the difference between the retirement plan's accrued liability, determined under the Entry Age Normal Funding Method and the actuarial value of plan assets. According to the plan's funding policy, the initial liability is to be amortized by a series of level payments over a forty-year period. Subsequent changes in the level of the Frozen Actuarial Accrued Liability due to plan amendments or changes in actuarial assumptions are to be amortized on a straight-line basis over a period of thirty years. By contributing more than the stated funding policy, the amortization of the Unfunded Frozen Actuarial Accrued Liability can be accelerated. CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION III - ASSETS Comparative Balance Sheet As of December 31, 2003 Market Value Market Value ASSETS Dec. 31, 2003 Dec. 31, 2002 Cash $0 $0 Money Market Accounts 8,855,432 16,668,205 International Equity Securities 41,438,718 31,637,360 Domestic Corporate Equity Securities 229,024,857 171,233,103 Domestic Bonds 189,545,757 176,253,952 Total Investments $468,864,764 $395,792,620 Receivables: Interest - Pooled Cash 28,049 24,921 Commission Recapture 109,248 0 Employer Contributions 2,632,668 2,514,361 Total Assets $471,634,729 $398,331,902 LIABILITIES AND ACTUARIAL RESERVES Liabilities: Accounts Payable $524,524 $380,686 Total Liabilities $524,524 $380,686 Actuarial Reserves: Accumulated Member Contributions 43,846,975 42,237,450 Balance of Actuarial Reserves 427,263,230 355,713,766 Total Actuarial Reserves $471,110,205 $397,951,216 TOTAL LIABILITIES AND ACTUARIAL RESERVES $471,634,729 398,331,902 12 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION III - ASSETS (continued) Schedule of Changes in Actuarial Reserves For the Plan Year Ended December 31, 2003 Market Value --------- ------ .. ....... . .......... . ........ .......... _.................. _................... .._ ............ ....... Revenues: ....................... ........ ..... . ........ ._ . .......... ............ Employee Contributions $5,353,573 Employer Contributions 4,843,053 State Contributions 12,000 $10,208,626 Earnings on Investments: Interest $7,023,102 Dividends 1,878,725 Realized Net Gains on Securities Transactions 30,927,732 $39,829,559 Unrealized Appreciation (Depreciation) on Investments $39,447,865 Expenses: Benefits Paid $(13,924,071) Refunds of Contributions (401,620) Professional Fees (2,001,370) Other Expenses (0) $(16,327,061) Net Change in Actuarial Reserves $73,158,989 Actuarial Reserves at Beginning of Plan Year $397,951,216 Actuarial Reserves at End of Plan Year $471,110,205 13 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION III - ASSETS (continued) Development of Actuarial Value of Assets 1. Actuarial Reserves at Beginning of Plan Year $397,951,216 2. Time Weighted Employee Contributions 2,676,787 (.5 x $5,353,573) 3. Time Weighted Employer Contributions 302,691 (.5 x .125 x $4,843,053) 4. Time Weighted State Contributions 6,000 (.5 x $12,000) 5. Time Weighted Benefit Payments 6,565,942 ( (11/24) x $14,325,691) 6. Time Weighted Expenses 1,000,685 (.5 x $2,001,370) 7. Time Weighted Value of Actuarial Reserves $393,370,067 (Items 1 +2+3+4-5-6) 8. Expected Asset Return $29,502,755 (Item 7 x 7.50%) 9. Actual Asset Return 79,277,424 10. Difference of Expected Return over Actual Return $(49,774,669) 11. Actuarial Reserves at End of Plan Year 471,1 10,205 12. Expected Actuarial Reserves at End of Plan Year $421,335,536 (Items 10 + 11) 13. Difference Between Actual and Expected Asset Return $49,774,669 (Items 11 - 12) 14 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION III - ASSETS (continued) Development of Actuarial Value of Assets (continued) Date Initial Annual Amount Amount Excluded Amount Excluded Established Amount _... .............. Recognized _ .. _.......... ............_.. ...... Prior Valuation _..._........__..__............._.._....._.._._..._...._ Current Valuation .__._........_....._...__............._..._...._............_..__........__.... 01/01/2000 _ $48,325,707 _ _ $9,665,141 $(9,665,141) $0 01/01/2001 $(50,971,924) $(10,194,385) $20,388,770 $10,194,385 01/01/2002 $(56,938,003) 01/01/2003 $(71,661,013) 01/01/2004 $49,774,669 Total Actuarial Reserves Actuarial Value of Assets, Before Applying Limits 80% of Actuarial Reserves 120% of Actuarial Reserves $(11,387,601) $(14,332,203) $9,954,934 $34,162,802 $57,328,810 $0 $22,775,201 $42,996,607 (39,819,735) $36,146,458 $471,110,205 $507,256,663 $376,888,164 $565,332,246 Actuarial Value of Assets, After Applying Limits $507,256,663 15 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION IV - ACCOUNTING A. Plan Description and Contribution Information Membership of the plan consisted of the following at January 1, 2003, the date of the latest actuarial valuation: Retirees and beneficiaries receiving benefits 590 Terminated plan members entitled to but not yet receiving benefits 53 Active plan members 1,619 Total 2.262 Number of participating employers 1 16 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION IV - ACCOUNTING (continued) B. Required Supplementaa Information Scheduling of Funding Progress Actuarial UAAL as a Actuarial Accrued Unfunded Percentage Actuarial Value of Liability (AAL) AAL Funded Covered of Covered Valuation Assets Frozen Entry (UAAL) Ratio Payroll Payroll Date (a) Age (b) (b-a) (albs (c) (b-a) / e)-__ _ 01/01/1991 $141,865,764 $152,118,075 _ $10,252,311 93% $34,532,753 30% 01/01/1992 $184,746,269 $194,550,126 $9,803,857 95% $36,626,332 27% 01/01/1993 $198,315,690 $207,639,701 $9,324,011 96% $38,731,039 24% 01/01/1994 $213,014,474 $225,549,346 $12,534,872 94% $38,710,974 32% 01/01/1995 $225,482,726 $237,428,796 $11,946,070 95% $41,371,332 29% 01/01/1996 $244,744,488 $271,124,381 $26,379,893 90% $44,208,964 60% 01/01/1997 $272,346,200 $297,892,502 $25,546,302 91% $44,955,348 57% 01/01/1998 $308,596,133 $333,250,492 $24,654,359 93% $47,281,198 52% 01/01/1999 $354,088,751 $377,788,731 $23,699,980 94% $49,666,523 48% 01/01/2000 $414,826,422 $490,426,940 $75,600,518 85% $50,937,403 148% 01/01/2001 $461,724,610 $535,672,208 $73,947,598 86% $54,864,584 135% 01/01/2002 $491,859,015 $533,191,487 $41,332,472 92% $58,929,582 70% 01/01/2003 $477,541,459 $517,933,495 $40,392,036 92% $65,150,820 62% 01/01/2004 $507,256,663 $546,915,627 $39,658,964 93% $69,907,473 57% The information presented in the required supplementary schedules was determined as part of the actuarial valuations at the dates indicated. Additional information as of the latest actuarial valuation follows: Valuation date 01/01/2003 Actuarial cost method Frozen Entry Age Amortization method Level Dollar Closed Remaining amortization periods Various Asset valuation method Five Year Average * Actuarial assumptions: Investment rate of return 7.5% Projected salary increases 6.0% Include merit increases 3.0% Cost-of-living adjustments 3.0% Effective January 1, 1994, the asset valuation method was changed from market value to a five year average method. 17 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION V - CENSUS DATA A. Reconciliation of Employee Data A summary of changes in the employee data from January 1, 2003 through January 1, 2004 follows. Employees who do not participate in the plan are not included. Retired Terminated Participants Active Vested And Employees Employees Beneficiaries Total Participants included in the January 1 2003 valuation 1 619 53 591 2,263 Nonvested terminations Data revisions Vested terminations Deaths without eligible beneficiary Retirements Cash settlements Rehires New participants Participants included in the January 1, 2004 valuation Active Participants: (13) (6) (4) (50) (70) 25 132 1,633 6 (6) (5) 48 5 (9) 56 3 646 (13) 5 0 (13) 0 (75) 25 135 27 Fully vested 750 Non-vested 883 Total 1,633 18 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION V - CENSUS DATA (continued) B. Age - Service Distribution of Active Participants as of January 1, 2004 Years of Service Attained 0-4 5-9 10 - 14 15 - 19 20 - 24 25+ Total Age ....... .... ............... No. .._.........................._................ No. .............. _._...-....... _........... ..... No. ........ ............._._...._........... _ No. .._.......... ........-....._...._......... _ No. ................. .._-_..................... No. .. .._...__............................ No. ..... ....... .......... ......_....... Under 25 58 0 0 0 0 0 58 25 to 29 112 17 0 0 0 0 129 30 to 34 104 79 17 0 0 0 200 35 to 39 93 81 48 21 0 0 243 40 to 44 75 58 47 79 25 0 284 45 to 49 64 55 43 67 54 20 303 50 to 54 44 33 33 41 41 38 230 55 to 59 13 23 20 30 12 19 117 60 to 64 13 9 11 7 5 4 49 65+ 3 5 10 0 2 0 20 Total 579 360 229 245 139 81 1,633 Active Participant Statistics Average Age 42.93 years Average Service 10.14 years 19 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION V - CENSUS DATA (continued) C. Age - Service Distribution of Active Hazardous Duty Participants as of January 1, 2004 Years of Service Attained 0-4 5-9 10 - 14 15- 19 20 - 24 25+ Total A e .. ..... ...... ....... No. ........_..-................. ..... No. ......._......... ........... ._..... .._.-..... . No. .................. .. ............. ..__...._. No. ........... _.......... _............. .... .... No. .. ....... ...... ..._.............................. ._._... No. ........._....._.................. _............. No. .......................................... Under 25 6 0 0 0 0 0 6 25 to 29 38 9 0 0 0 0 47 30 to 34 48 43 9 0 0 0 100 35 to 39 17 33 31 11 0 0 92 40 to 44 5 5 22 34 14 0 80 45 to 49 1 2 5 11 17 6 42 50 to 54 1 0 5 4 10 11 31 55 to 59 0 0 1 0 3 6 10 60 to 64 0 0 0 0 0 1 1 65+ 0 0 0 0 0 0 0 Total 116 92 73 60 44 24 409 Active Participant Statistics Average Age 38.74 years Average Service 11.34 years 20 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION V - CENSUS DATA (continued) D. Age - Service Distribution of Active Non-Hazardous Duty Participants as of January 1, 2004 Years of Service Attained 0-4 5-9 10 - 14 15- 19 20 - 24 25+ Total Age No. No. No. No. No. No. No. Under 25 52 0 0 0 0 0 52 25 to 29 74 8 0 0 0 0 82 30 to 34 56 36 8 0 0 0 100 35 to 39 76 48 17 10 0 0 151 40 to 44 70 53 25 45 11 0 204 45 to 49 63 53 38 56 37 14 261 50 to 54 43 33 28 37 31 27 199 55 to 59 13 23 19 30 9 13 107 60 to 64 13 9 11 7 5 3 48 65+ 3 5 10 0 2 0 20 Total 463 268 156 185 95 57 1,224 Active Participant Statistics Average Age 44.33 years Average Service 9.74 years 21 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION V - CENSUS DATA (continued) E. Inactive Participant Count and Benefits as of January 1, 2004 Number o Annual Participants Benefit Terminated Vested Participants 48 $961,774 Retired Participants and Beneficiaries 646 $14,772,610 22 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION VI - ASSUMPTIONS AND METHODS A. Actuarial Methods Investment Yield The investment rate of earnings is assumed to be 7.5% per annum. Mortality Withdrawal Mortality is based on the 1994 Group Annuity Reserving Table. Pre-retirement withdrawals are assumed to occur in accordance with the following table: Rate of Withdrawal General General Hazardous . ........................... ............. ... ............. ............... _._ Age Male Fernale Duty ........ .........._........._............................................ _........ ............._.............. _......... ............ ..................__........ ...._................ .................................. --................................................... ..................... ..... ............... . 25 15% 15% 5% 30 10% 15% 3% 35 5% 10% 3% 40 5% 10% 2% 45 5% 5% 2% 50 2% 5% 0% 55 0% 0% 0% Disability Pre-retirement incidence of disability is assumed to occur in accordance with a standard scale of moderate disability rates (Class 1, 1952 Inter-Company). Rates for females are assumed to be double that for males. Sample rates for males are shown below: Age Incidence _of Disability 20 .17% 25 .17% 30 .17% 35 .18% 40 .20% 45 .23% 50 .29% 55 .39% 60 .59% 65 1.04% 70 1.74% Service vs. Non-service All pre-retirement deaths are assumed to be non-service related. All incidence of disability is assumed to be service related. Salary Scale Future salaries are assumed to increase at the rate of 6% per year - 3% due to cost-of-living, and 3% due to merit increases. 23 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION VI - ASSUMPTIONS AND METHODS (continued) B. Actuarial Assumptions Valuation Salary Compensation during the plan year is assumed to be the greater of (1) and (2). (1) Compensation earned during the prior plan year, increased by salary scale; (2) Pay rate for the current plan year. Retirement Rates Retirement is assumed to occur in accordance with the following table: ... _.......... ...... ....... . .. ... . . General ....................... .... .................................. ................. .. Hazardous ..... . ............................ ...._.............. ............... _ ............... . . . . . . Age . . Employees ................ <45 0% 20% 45 0% 20% 46 0% 20% 47 0% 20% 48 0% 20% 49 0% 20% 50 20% 50% 51 20% 50% 52 25% 75% 53 25% 75% 54 25% 75% 55 50% 100% 56 50% 100% 57 50% 100% 58 50% 100% 59 50% 100% 60+ 100% 100% Timing of Contribution The employer contribution is assumed to be made uniformly during the first two quarters of the fiscal year beginning on the October- 1 following the valuation date. Employees Covered All participants as of the actuarial valuation date. Spouses Eighty-five percent (85%) of the active participants are assumed to be married (or have dependents eligible for Survivor's Benefits). Female spouses are assumed to be five years younger than male spouses. State Contributions The state contributions are assumed to equal $12,000 per year. Expenses Expenses are assumed to equal last year's actual expenses. 24 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION VI - ASSUMPTIONS AND METHODS (continued) B. Actuarial Assumptions (continued) Completeness of All benefits and expenses to be provided by the Plan are recognized in the valuation. Assumptions All known events are taken into account; no current trends are assumed to discontinue in the future. C. Asset Valuation Method The Actuarial Value of Assets is based on a five-year moving average of assets valued at statement value. The statement value reflects an amortized value for bonds and market value for equity investments. From the statement value, actual and expected return on investments is derived. Any difference between the actual return on investments for a given year and the expected return is spread over five years. After five years the entire amount is fully recognized. However, the Actuarial Value of Assets will never exceed 120% nor fall below 80% of the market value of assets. The use of a derived value of plan assets rather than current market value will produce a more stable funding pattern for the plan by partially eliminating the effect of unusual market fluctuations. D. Actuarial Cost Method The actuarial cost method is the Frozen Entry Ayze Actuarial Cost Method. Under this method the excess of the actuarial present value of projected benefits over the sum of the actuarial value of assets plus the Unfunded Frozen Actuarial Accrued Liability is funded on a level basis over the future compensation of active employees. The portion of this excess allocated to the current year is called the Normal Cost. The Frozen Actuarial Accrued Liability is determined using the Entry Age Actuarial Cost Method. This Frozen Actuarial Accrued Liability is adjusted from time to time to reflect changes in the Plan or in the actuarial assumptions. The Unfunded Frozen Actuarial Accrued Liability is separately amortized over a fixed number of years. 25 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION VII - SUMMARY OF PLAN PROVISIONS This summary is intended as an outline of plan provisions and does not alter the intent or meaning of the provisions contained in the contract and / or plan document. Plan Year Eli ig bility Current Employee Contributions Average Monthly Compensation Accrued Benefit Retirement Benefit January 1 to December 31. Any permanent employee shall participate in the plan immediately. 8.0% of wages and salaries actually paid to a participant. The total Compensation received during the highest five years of service of the last ten years divided by sixty. A monthly benefit equal to 2.75% of Average Monthly Compensation multiplied by the number of years of service to date. A. Eligibility (Normal Retirement Date) • Non-Hazardous Duty: Completion of 30 years of service, completion of at least 20 years of service and the attainment of age 55, or completion of at least ten years of service and the attainment of age 65. Hazardous Duty: Completion of 20 years of service or completion of at least ten years of service and the attainment of age 55. B. Normal Retirement Benefit The participant's Accrued Benefit payable as of his actual retirement date on or after his Normal Retirement Date. No adjustment applies for deferred retirement beyond his Nonnal Retirement Date. C. Normal Form of Benefit A monthly annuity for the life of the participant. After the participant's death, 100% of the Normal Retirement Benefit shall be paid as a Survivor Annuity to the spouse for five years. After five years, such Survivor Annuity is reduced to 50% of the original amount. The Survivor Annuity ceases upon death or remarriage of the spouse. 120 monthly payments are guaranteed in any case for police and fire fighters. 26 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION VII - SUMMARY OF PLAN PROVISIONS (continued) D. Early Retirement Benefit For police and fire fighters, an early retirement benefit is payable to those participants who have completed ten years of service and the attainment of age 50. The benefit is equal to the retirement benefit calculated as of the date of early retirement, reduced by 3% per year for each year below age 55. E. Cost of Living Increase All participants commencing annuity benefit payments shall be entitled to a 1.5% increase in their benefit amount each year. Disabilitv Benefit A. Eligibility Total and permanent disability. If the disability is non-service connected, there is an additional requirement of the completion of ten years of service. B. Disability Benefit The participant's Accrued Benefit, payable immediately. If the disability is service connected, the Disability Benefit must be at least 66.67% of Average Monthly Compensation. C. Normal Form of Benefit A monthly annuity for the life of the participant. After the participant's death, a Survivor Annuity is provided as described under the Normal Form of Benefit for retirement benefits. 120 monthly payments are guaranteed in any case for police and fire fighters. D. Cost of Living Increase All participants commencing annuity benefit payments shall be entitled to a 1.5% increase in their benefit amount each year. Death Benefit A. Eligibility Any actively employed participant. B. Death Benefit The participant's Accrued Benefit, payable immediately. If death is service connected, the Death Benefit must be at least 66.67% of Average Monthly Compensation. 27 CITY OF CLEARWATER EMPLOYEES' PENSION PLAN SECTION VII - SUMMARY OF PLAN PROVISIONS (continued) C. Form of Benefit A monthly Survivor Annuity as described under the Normal Form of Benefit. D. Cost of Living; Increase All participants commencing annuity benefit payments shall be entitled to a 1.5% increase in their benefit amount each year. Vested Termination Benefit A. Eligibility Completion of ten years of service B. Termination Benefits The participant's Accrued Benefit payable as of his Normal Retirement Date, provided Employee Contributions are not refunded. C. Form of Payment A monthly annuity for the life of the participant. After the participant's death, a Survivor Annuity is provided as described under the Normal Form of Benefit, beginning at the latter of the participant's Normal Retirement Date or date of death. D. Cost of Living, Increase All participants commencing annuity benefit payments shall be -entitled to a 1.5% increase in their- benefit amount each year. Non-Vested Termination Benefit A. Eligibility Any actively employed participant. B. Benefit Refund of Employee Contributions with 5% simple interest. C. Form of Benefit Lump sum. G:M S Hri? RLT?CleamalerlDWV aP2004Val Repmtdoc 28 Cleanv ter Pension Trustee Cover Memorandum Tracking Number: 614 Actual Date: 06/14/2004 Subject / Recommendation: Approve the changes to the Investment policy for the Employee's Pension Plan. Summarv: The Pension Investment Advisory Committee reviews the Investment policy on a regular basis. The biggest changes relate to a reduction in the amount of a security or equity in a company that a money manager may hold. In the case of international equity the amount a manager may hold in any one company has been reduced from 10% to 5%. For fixed income the amount has been reduced form 10% to 5% for non-government backed securities and from 15% to 10% for government back securities. The rest of the changes are of a housekeeping nature. The changes comply with Florida Statutes 218.415. Stuart Kaufman, the plan's attorney worked with the committee on the changes. He has reviewed and appproved all of the changes. Originating_ Finance Review Approval Maraie Simmons 05-26-2004 11:39:15 Cvndie Goudeau 06-07-2004 08:12:33 Bill Horne 06-05-2004 12:53:02 Tina Wilson 05-26-2004 11:58:57 Garrv Brumback 06-04-2004 09:16:01 STATEMENT OF INVESTMENT OBJECTIVES AND GUIDELINES CITY OF CLEARWATER EMPLOYEES' PENSION FUND Proposed 2004 Additions in bold and underlined Deletions in strike through PURPOSE The purpose of this Statement of Investment Objectives and Guidelines hereinafter referred to as the "Policy Statement" or "Policy" is to assist the City of Clearwater Employees' Pension Fund (hereafter referred to as the Fund) in more effectively supervising and monitoring the investment of the 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 of their 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). In the event of a conflict between the Policy and Florida Statutes or City ordinances, the 1 statutes and ordinances shall prevail. 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 employer 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. Liquidity Posture The Investment Portfolio shall be structured in such a manner as to provide sufficient liquidity to pay obligations as they come due. 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. Provided that the amount invested with a life insurance company shall not exceed 3% of the insurance companies assets. • Invest and reinvest the assets of the pension fund in: 2 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 Government or any agency thereof or collateralized by United States Government Agency securities. 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 of the 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 (rated in any of the three highest rated categories by either of the three nationally reco-2nized ratin-2 services; provided that if the bonds are split rated that the bond must be rated in one of the two highest classifications by one of the firms that 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. The bonds of the municipal authority shall be rated in any of the three highest rated categories by either of the three nationally recognized rating services; 3 provided that if the bonds are split rated that the bond must be rated in one of the two highest classifications by one of the firms. 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 any one or more of the recognized national or international stock exchanges and/or in the case of bonds and mortgage backed 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 three 3 fi-,?-e percent of the e uit assets of the pension fund shall be invested in the common stock or capital stock of any one issuing eempan?, corporation except to the extent a hi-2her percentage of the same issue is included in a nationally recognized market index, based on market values, at least as broad as the Standard and Poor's Composite Index of 500 Companies, or except upon a specific finding by the investment committee that such hither percentage is in the best interest of the fund fierce 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. Investments not listed above in this section are prohibited. Bid Requirements All securities shall be competitively bid where feasible and appropriate. Except as otherwise required by law, the most economically advanta-2eous bid must be selected. Executions must be made on a best-execution basis. 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 4 The Fund has reviewed the investment program for the City of Clearwater Employees' Pension Fund. The result of the review is an updated, long-term strategic asset allocation Fund. Initially, four distinct asset classes were considered for inclusion in the portfolio: Domestic Equities Domestic Fixed Income International/Non US Equities 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 immediate cash needs of the city and to maximize the interest earnings. All cash placed in the City's pooled cash account shall be separately accounted for and listed as an asset of the Fund. 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 Growth Value 40% 10% 10% 65% 40% 40% Cost Cost 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. 5 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. 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 6 - 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 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 L3) or maximum of five 5 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: 7 • The domestic equity segment total return should perform at least at the upper fiftieth (50th) percentile compared to *e a recognized performance measurement 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 of three (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. 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 (EAFE) 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: 8 • 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 least one-half (5) percentage point per year measured over a minimum period of three (3) or maximum of (5) years. 4. Responsibilities of the 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; 9 • 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; • All securities purchased by the Fund shall be properly designated as an asset of the Fund; • 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. RESPONSIBILITIES 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 of the 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 10 • 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 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. 7. Notifying the Fund of the filing of a lawsuit by a client against the manager allmin breach of fiduciary duty or other willful conduct. 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, 11 - 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. 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 INDIVIDUAL MANAGER GUIDELINES 13 CITY OF CLEARWATER EMPLOYEES PENSION FUND INVESTMENT STRUCTURE January, 2003 Target Investment Manager 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 or debt private placements or lease-backs or any other specialized investment activity without the prior written consent of the Fund. 15 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, industry, duration, and sector is within the full discretion and responsibility of the investment managers. 16 10. Other Objectives. Guidelines and Restrictions Forthcoming The Fund may develop additional objectives, guidelines and restrictions and may amend the Policy from time to time. (in the fatuf:° ^ et4ef: ^ ° it deem 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 Objectives and Guidelines. 11A. Domestic Equity Segment Each equity manager is expected to adhere to the following guidelines: • Equity holdings in any one company (including common and preferred stock, convertible securities and debt) should not exceed 10% of the market value of the manager's portion of the Fund without the consent of the Fund. • Equity holdings in any one 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 five percent (295%) of the manager's portfolio A manager may invest in fixed income securities if projected returns on such securities are perceived to be competitive with potential equity returns. However, fixed income securities will knot 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 that ?Miieh would cause a holding to exceed 5% of the issue outstanding. 11B. International Equity Segment Each international equity manager is expected to adhere to the following minimum guidelines: 17 • Equity holdings in any one company and all of its subsidiaries and affiliates (including equities, convertible securities and debt) should not exceed five ?en percent 5 4"" of the market value of the manager's portion of the Fund portfolio without the prior written consent of the Fund. • Equity holdings in any one industry should not exceed fifty percent (50%) of the market value of the manager's portion of the Fund portfolio. Equity holdings in any one 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 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. • 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 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 of the manager. 18 • 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 five 5 181% 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 ten 10 -1-5% 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. 11D. 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. 11E. Pooled Vehicles To the extent that the Fund invests a portion of the 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. 11F. Master Repurchase Agreement 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. 19 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 50" Specialist Manager Domestic Fixed Income Specialist Manager 50th 50" Core Fixed Income Orientation Cash and Equivalents and 50th 50th SET 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 of total Fund return versus the customized benchmark • Performance results by individual Manager and Total Fund compared to appropriate benchmarks. 20 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 of Policy 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. 21 • 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. 22