11/03/2026Monday, November 3, 2025
1:00 PM
City of Clearwater
Main Library - Council Chambers
100 N. Osceola Avenue
Clearwater, FL 33755
Main Library - Council Chambers
Pension Trustees
Meeting Agenda - Final
November 3, 2025Pension Trustees Meeting Agenda - Final
1. Call to Order
2. Approval of Minutes
2.1 Approve the minutes of the August 18, 2025 Pension Trustees meeting as
submitted in written summation by the City Clerk.
3. Citizens to be Heard Regarding Items Not on the Agenda
4. New Business Items
4.1 Approve the termination of mid-cap growth equity money manager Artisan
Partners and authorize the appropriate officials to execute same.
4.2 Approve Investment Management Agreement with Northern Trust Investments,
Inc. for a separately managed mid-cap growth equity index investment account
and authorize the appropriate officials to execute same.
4.3 Approve changes to the City of Clearwater Employees’ Pension Fund
Statement of Investment Objectives and Guidelines (Investment Policy) to
update the fund’s investment benchmark index, to adjust the minimum
allocation to fixed income, and other minor changes as recommended by the
Plan’s Investment Committee.
4.4 Approve the new hires for acceptance into the Pension Plan as listed.
4.5 Approve the following request of employee Michael Morea, Police Department,
to vest his pension as provided by Section 2.419 of the Employees’ Pension
Plan.
4.6 Approve the following request of Steven Baginski, Police Department, Jevon
Graham, Fire Department, and Sandra Lear, Information Technology
Department for a regular pension as provided by Sections 2.416 and 2.424 of
the Employees’ Pension Plan.
5. Director's Report
6. Adjourn
Page 2 City of Clearwater Printed on 10/28/2025
Cover Memo
City of Clearwater Main Library - Council
Chambers
100 N. Osceola Avenue
Clearwater, FL 33755
File Number: ID#25-0146
Agenda Date: 11/3/2025 Status: Agenda ReadyVersion: 1
File Type: MinutesIn Control: Pension Trustees
Agenda Number: 2.1
SUBJECT/RECOMMENDATION:
Approve the minutes of the August 18, 2025 Pension Trustees meeting as submitted in written
summation by the City Clerk.
Page 1 City of Clearwater Printed on 10/28/2025
Pension Trustees Meeting Minutes August 18, 2025
Page 1 City of Clearwater
City of Clearwater
Main Library - Council Chambers
100 N. Osceola Avenue
Clearwater, FL 33755
Meeting Minutes
Monday, August 18, 2025
1:00 PM
Main Library - Council Chambers
Pension Trustees Draft
Pension Trustees Meeting Minutes August 18, 2025
Page 2 City of Clearwater
Roll Call
Present 5 - Chair Bruce Rector, Trustee Ryan Cotton, Trustee Michael Mannino,
Trustee David Allbritton, and Trustee Lina Teixeira
Also Present: Jennifer Poirrier – City Manager, Daniel Slaughter – Assistant City
Manager, David Margolis – City Attorney, Nicole Sprague – Deputy City Clerk, and Tiffany Makras – Human Resources Director
To provide continuity for research, items are listed in agenda order although not
necessarily discussed in that order.
Unapproved
1. Call to Order – Chair Rector
The meeting was called to order at 1:41 p.m. 2. Approval of Minutes
2.1 Approve the minutes of the June 2, 2025 Pension Trustees meeting as submitted in
written summation by the City Clerk.
Trustee Teixeira moved to approve the minutes of the June 2, 2025
Pension Trustees meeting as submitted in written summation by the
City Clerk. The motion was duly seconded and carried
unanimously.
3. Citizens to be Heard Regarding Items Not on the Agenda – None. 4. New Business Items
4.1 Legal services agreement relating to pension disability claims.
Pursuant to recent negotiations with FOP and IAFF, the City has updated the
process for resolving pension disability claims. The new process requires a
legal evaluation of the merits of the application, which will be provided to the City
Manager as a non-binding recommendation. The City’s long-time worker’s
compensation attorney, Mark Hungate, has agreed to provide this service for the
City. Assigning these cases to Mr. Hungate will promote efficiency because the
vast majority of pension disability claims also dovetail with worker’s
compensation.
APPROPRIATION CODE AND AMOUNT:
Funding for this agreement is available in cost code 6467410-530100 Draft
Pension Trustees Meeting Minutes August 18, 2025
Page 3 City of Clearwater
Professional Services, funded by the employee pension fund.
Trustee Allbritton moved to approved legal services agreement relating
to pension disability claims. The motion was duly seconded and
carried unanimously.
4.2 Approve pension plan administrative expenditures for fiscal year 2026 totaling
not-to-exceed $443,800.
The Employees’ Pension Plan does not have a legally required budget.
However, all expenditures must be approved by the Trustees. The following are
routine administrative expenditures that staff is requesting approval of for
administrative efficiency.
The recommended expenditures for fiscal year 2026 reflect a $73,900, or
20.0%, increase over the approved fiscal 2025 expenditures. This net increase
is primarily due to a $60,000 increase in the budget for pension attorney
services, resulting from the new practice of using State special hearing officers
for the review of disability claims.
Training and travel are the estimated costs of pension training and related
travel, including fiduciary training for the Trustees and Pension Advisory
Committee (PAC) members. This is a not-to-exceed amount given uncertainty
regarding the number of Trustees and PAC members that may elect to pursue
training.
Expenditures for physicals are per the pension ordinance requirement that new
employees must pass a comprehensive physical exam to be accepted into the
pension plan.
Reimbursements to the General Fund and Central Insurance Fund are for the
cost of oversight and administration of the Plan. The reimbursements are for
services provided by Human Resources, Payroll, and Finance personnel, along
with related operating expenditures.
The firm of Klausner, Kaufman, Jensen and Levinson currently serves as the
Plan’s pension attorneys, while the firm of Banker, Lopez, Gassler currently
provides legal services for PAC disability pension claims. The pension plan has
recently contracted with the State of Florida Division of Administrative Hearings
to provide hearing officers for the review of disability pension applications and
issuance of recommended orders. Annual attorney fees also include medical
bills for medical services authorized by the PAC. Draft
Pension Trustees Meeting Minutes August 18, 2025
Page 4 City of Clearwater
Money manager, performance measurement consulting, custodial/safekeeping,
and actuary fees (other than actuary hourly consulting and special projects) are
all governed by contracts separately approved by the Trustees, and are not
included in this agenda item total.
APPROPRIATION CODE AND AMOUNT:
6467410-5xxxxx (various pension plan expenditure codes)
Trustee Mannino moved to approve pension plan administrative
expenditures for fiscal year 2026 totaling not-to-exceed $443,800.
The motion was duly seconded and carried unanimously.
4.3 Approve Alan Ryan’s request for job-connected disability pension.
The City of Clearwater Employees’ Pension Plan governs the payment of
retirement benefits for City employees. Employees may receive a disability
retirement benefit if their claim meets the criteria as set forth in Clearwater
Ordinance Section 2.418.
In February of 2025, now-former employee Alan Ryan applied for a disability
retirement benefit. In accordance with Section 2.418(8), the City Manager, after
consideration of all relevant factors, recommends approval for Mr. Ryan’s
disability retirement benefit. This agenda item seeks approval from the Pension
Trustees for Mr. Ryan’s disability retirement benefit.
Trustee Cotton moved to approve Alan Ryan’s request for
job-connected disability pension. The motion was duly seconded
and carried unanimously.
4.4 Approve Martin Vilimek’s request for job-connected disability pension. The City of Clearwater Employees’ Pension Plan governs the payment of
retirement benefits for City employees. Employees may receive a disability
retirement benefit if their claim meets the criteria as set forth in Clearwater
Ordinance Section 2.418.
In March 2025, now-former employee Martin Vilimek applied for a disability
retirement benefit. In accordance with Section 2.418(8), the City Manager, after
consideration of all relevant factors, recommends approval for Mr. Vilimek’s
disability retirement benefit. This agenda item seeks approval from the Pension
Trustees for Mr. Vilimek’s disability retirement benefit.
Draft
Pension Trustees Meeting Minutes August 18, 2025
Page 5 City of Clearwater
Trustee Teixeira moved to approve Martin Vilimek’s request for
job-connected disability pension. The motion was duly seconded
and carried unanimously.
4.5 Approve the new hires for acceptance into the Pension Plan as listed.
Name/ Job Classification/ Department Pension Eligibility Date
Bethany Walker, Beach Lifeguard I, Fire Department 04/05/2025
Tyler Baldwin, Skilled Tradesworker I, General Support Services 04/07/2025
Reid Ito, Code Inspector I, Planning & Development 04/07/2025
Tyrone McIntosh, Streets & Sidewalks Tech I, Public Works 04/07/2025
Kyle Murrell, Utilities Mechanic, Public Utilities 04/07/2025
Joshua Doria, Beach Lifeguard I, Fire Department 04/19/2025
Milan Franko, Utilities Mechanic, Public Utilities 04/21/2025
Andy Liz, Utilities Mechanic, Public Utilities 04/21/2025
Gregory Penney, Parks Service Technician I, Parks & Recreation 04/21/2025
Ava Schmidt, Planner II, Planning & Development 04/21/2025
Damond Sears, Solid Waste Worker I, Solid Waste & Recycling 04/21/2025
Leand Skenderasi, Engineering Specialist III, Public Works 04/21/2025
Eric Truitt, Solid Waste Worker I, Solid Waste & Recycling 04/21/2025
Alexander Bennett, Parks Service Technician I, Parks & Recreation 05/05/2025
Joshua Holloran, Payroll Tech I, Solid Waste & Recycling 05/05/2025
Nathaniel Jozefik, Engineering Specialist II, Public Works 05/05/2025
Alexis Moore, Wstwtr Trtment Plant Oper Trainee, Public Utilities 05/05/2025
James Spears, Parks Service Technician I, Parks & Recreation 05/05/2025
Reinaldo Hernandez Jr, CAD & GIS Technician II, Gas System 05/19/2025
Erica Moody, Payroll Tech I, Police Department 05/19/2025
Charles Stokes, Firefighter, Fire Department 06/02/2025
Wyatt Henry, Firefighter, Fire Department 06/02/2025
Kelloch Smith, Firefighter, Fire Department 06/02/2025
Chancellor Kelly, Firefighter, Fire Department 06/02/2025
Caroline Osburn, Firefighter, Fire Department 06/02/2025
Rami Serrai, Firefighter, Fire Department 06/02/2025
Dexter Humphreys, Firefighter, Fire Department 06/02/2025
Logan Short, Firefighter, Fire Department 06/02/2025
Raymond Ligon. Firefighter, Fire Department 06/02/2025
Tre Furious Sanders, Streets & Sidewalks Tech II, Public Works 06/02/2025
Brian Berg, Gas Technician II, Gas System 06/02/2025
Devin Cushnie, Water Distribution Trainee, Public Utilities 06/02/2025
Steven Tikkanen, Water Distribution Trainee, Public Utilities 06/02/2025 Draft
Pension Trustees Meeting Minutes August 18, 2025
Page 6 City of Clearwater
Zachary Smith, Development Review Tech II, Planning & Development 06/02/2025
Morgan Baldino, Pool Lifeguard, Parks & Recreation 06/02/2025
Trustee Allbritton moved to approve the new hires for acceptance
into the Pension Plan as listed. The motion was duly seconded and
carried unanimously.
4.6 Approve the following request of employees Carlos Andres Cardenas, Planning and
Development Department and Gail Shaloy, Finance Department, to vest their pension as
provided by Section 2.419 of the Employees’ Pension Plan.
Carlos Andres Cardenas, Electrical Inspector, Planning & Development
Department, was employed by the City on October 8, 2012, and his pension
service credit is effective on that date. Mr. Cardenas terminated from City
employment on March 7, 2025.
Gail Shaloy, Accountant II, Finance Department, was employed by the City on
October 1, 2018, and her pension service credit is effective on that date. Ms.
Shaloy terminated from City employment on May 30, 2025.
The Employees’ Pension Plan provides that should an employee cease to be an
employee of the City of Clearwater or change status from full-time to part-time
after completing five or more years (non-hazardous duty) and ten or more years
(hazardous duty) of creditable service (pension participation), 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 2.416 provides for normal retirement eligibility for non-hazardous duty
employees hired prior to the effective date of this reinstatement (1/1/13), a
member shall be eligible for retirement following the earlier of the date on which
a participant has reached the age of 55 years and completed 20 years of
credited service; the date on which a participant has reached age 65 years and
completed five years of credited service; or the date on which a member has
completed 30 years of service regardless of age. For non-hazardous duty
employees hired on or after the effective date of this restatement, a member
shall be eligible for retirement following the earlier of the date on which a
participant has reached the age of 60 years and completed 25 years of credited
service; or the date on which a participant has reached the age of 65 years and
completed five years of credited service. Mr. Cardenas will meet the
non-hazardous duty criteria and begin collecting a pension in November of Draft
Pension Trustees Meeting Minutes August 18, 2025
Page 7 City of Clearwater
2032. Ms. Shaloy will meet the non-hazardous duty criteria and begin collecting
a pension on February 1, 2027.
Section 2.416 provides for normal retirement eligibility for hazardous duty
employees, a member shall be eligible for retirement following the earlier of the
date on which the participant has completed 20 years of credited service
regardless of age, or the date on which the participant has reached 55 years
and completed ten years of credited service.
Trustee Mannino moved to approve the following request of
employees Carlos Andres Cardenas, Planning and Development
Department and Gail Shaloy, Finance Department, to vest their
pension as provided by Section 2.419 of the Employees’ Pension
Plan. The motion was duly seconded and carried unanimously.
4.7 Approve the following request of Randy Barnoski, Public Utilities Department, Jeanne
Blaettner, Finance Department, Jaime Cuervo-Garzon, General Services Department,
Keith Farrington, General Services Department, and Natalia Illich-Hailey, Police
Department for a regular pension as provided by Sections 2.416 and 2.424 of the
Employees’ Pension Plan.
Randy Barnoski, Lead Wastewater Treatment Plant Operator, Public Utilities
Department, was employed by the City on March 20, 1995, and his pension
service credit is effective on that date. His pension will be effective June 1,
2025. Based on an average salary of approximately $69,664.66 over the past
five years, the formula for computing regular pensions and Mr. Barnoski’s
selection of the 75% Joint and Survivor Annuity, this pension benefit will be
approximately $48,647.88 annually.
Jeanne Blaettner, Accounting Technician II, Finance Department, was
employed by the City on September 23, 2013, and her pension service credit is
effective on that date. Her pension will be effective July 1, 2025. Based on an
average salary of approximately $45,702.06 over the past five years, the formula
for computing regular pensions and Ms. Blaettner’ s selection of the Single Life
Annuity, this pension benefit will be approximately $11,379.12 annually.
Jaime Cuervo-Garzon, Skilled Tradesworker II, General Services Department,
was employed by the City on July 12, 2004, and his pension service credit is
effective on that date. His pension will be effective August 1, 2025. Based on an
average salary of approximately $51,181.39 over the past five years, the formula
for computing regular pensions and Mr. Cuervo-Garzon’s selection of the Single
Life Annuity, this pension benefit will be approximately $29,557.32 annually.
Keith Farrington, Electrical Supervisor, General Services Department, was
employed by the City on August 8, 2016, and his pension service credit is
effective on that date. His pension will be effective June 1, 2025. Based on an Draft
Pension Trustees Meeting Minutes August 18, 2025
Page 8 City of Clearwater
average salary of approximately $59,604.26 over the past five years, the formula
for computing regular pensions and Mr. Farrington’s selection of the 100% Joint
and Survivor Annuity with the 30% partial lump sum, this pension benefit will be
approximately $6,542.28 annually.
Natalia Illich-Hailey, Police Major, Police Department, was employed by the City
on November 1, 2004, and her pension service credit is effective on that date.
Her pension will be effective May 1, 2025. Based on an average salary of
approximately $145,997.82 over the past five years, the formula for computing
regular pensions and Ms. Illich-Hailey’s selection of the 100% Joint and Survivor
Annuity with the 30% partial lump sum, this pension benefit will be
approximately $56,710.80 annually
Section 2.416 provides for normal retirement eligibility for non-hazardous duty
employees hired prior to the effective date of this reinstatement (1/1/13), a
member shall be eligible for retirement following the earlier of the date on which
a participant has reached the age of 55 years and completed 20 years of
credited service; the date on which a participant has reached age 65 years and
completed five years of credited service; or the date on which a member has
completed 30 years of service regardless of age. For non-hazardous duty
employees hired on or after the effective date of this restatement, a member
shall be eligible for retirement following the earlier of the date on which a
participant has reached the age of 60 years and completed 25 years of credited
service; or the date on which a participant has reached the age of 65 years and
completed five years of credited service. Mr. Barnoski, Ms. Blaettner, Mr.
Cuervo- Garzon, and Mr. Farrington have met the non-hazardous duty criteria.
Section 2.416 provides for normal retirement eligibility for hazardous duty
employees, a member shall be eligible for retirement following the earlier of the
date on which the participant has completed 20 years of credited service
regardless of age, or the date on which the participant has reached 55 years
and completed ten years of credited service. Ms. Illich-Hailey has met the
hazardous duty criteria.
Trustee Cotton moved to approve the following request of Randy
Barnoski, Public Utilities Department, Jeanne Blaettner, Finance
Department, Jaime Cuervo-Garzon, General Services Department,
Keith Farrington, General Services Department, and Natalia
Illich-Hailey, Police Department for a regular pension as provided by
Sections 2.416 and 2.424 of the Employees’ Pension Plan. The
motion was duly seconded and carried unanimously.
5. Director's Report – None. Draft
Pension Trustees Meeting Minutes August 18, 2025
Page 9 City of Clearwater
6. Adjourn
The meeting adjourned at 1:35 p.m.
Chair Employees’ Pension Plan Trustees
Attest
City Clerk Draft
Cover Memo
City of Clearwater Main Library - Council
Chambers
100 N. Osceola Avenue
Clearwater, FL 33755
File Number: ID#25-1081
Agenda Date: 11/3/2025 Status: Agenda ReadyVersion: 1
File Type: Action ItemIn Control: Pension Trustees
Agenda Number: 4.1
SUBJECT/RECOMMENDATION:
Approve the termination of mid-cap growth equity money manager Artisan Partners and authorize the
appropriate officials to execute same.
SUMMARY:
Artisan Partners was hired as a mid-cap growth equity money manager for the plan in August 2001. As of
June 30, 2025, the market value of the plan’s investment in Artisan’s mid-cap growth product totaled $57.2
million, or 4.11% of the Plan’s total investment portfolio.
Artisan’s performance has declined in recent years, as detailed below. The Pension Investment Committee
unanimously recommended termination at their June 5, 2025, quarterly committee meeting.
Performance versus benchmark index as of June 30, 2025:
Last year Last 3 years Last 5 years
Net of fees return 14.72% 13.08% 6.57%
Benchmark index 26.49% 21.46% 12.65%
STRATEGIC PRIORITY:
Attract and retain top-quality personnel through the maintenance of a competitive compensation and
benefits program.
Page 1 City of Clearwater Printed on 10/28/2025
Q2 25Period Ending 6.30.25 |
Tampa, FL 33602
400 N. Tampa Street, Suite 1800
Our mission is to enrich the lives of our clients, colleagues and communities through sound
financial advice, integrity, and a commitment to service beyond expectation.
CAPTRUST
QUARTERLY REVIEW
City of Clearwater
2nd Quarter, 2025
City of Clearwater Employees' Pension Plan
Q2 25Period Ending 6.30.25 |in this review
City of Clearwater Employees' Pension Plan
2nd Quarter, 2025 Quarterly Review
prepared by:
Section 1
INDUSTRY UPDATES
Section 2
MARKET COMMENTARY AND REVIEW
Section 3
EXECUTIVE SUMMARY
AppendixPrincipal | Southeast Region | Financial Advisor
Eric Bailey
Financial Advisor
Mike Valone
2
City of Clearwater Employees' Pension Plan
Q2 25Period Ending 6.30.25 |section 1 : industry updates
3
Q2 25Period Ending 6.30.25 |defined benefit marketplace — topical spotlight
THE SAFEST AVAILABLE ANNUITY PROVIDER
DOL Interpretive Bulletin 95-1 requires plan sponsors to use only the “safest available” annuity when selecting an annuity provider for either a
partial or full pension risk transfer (PRT). It also identifies six considerations for sponsors to evaluate when determining the safest available
insurer.
While CAPTRUST provides consistent support and guidance through the PRT process, plan sponsors may also benefit from the advice of a
qualified, independent PRT expert.
•Provides asset allocation and portfolio construction guidance to
the plan sponsor throughout the PRT process
•Collaborates with the plan actuary to evaluate the termination
timeline
•Prepares pretermination analysis, including hedge strategy
based on estimated lump-sum take rates
•Works with liability-driven investing (LDI) managers to facilitate
modifications to liability-hedging assets
•If engaged, can provide participant communication and
education strategy through the CAPTRUST at Work financial
wellness solution
CAPTRUST
The number of plan sponsors participating in PRT activity with insurers continues to increase, as does litigation claiming plan sponsors have
breached their fiduciary duties by not selecting the safest available annuity. Your CAPTRUST financial advisor can help you manage the PRT
process, and can help you find a qualified, independent PRT expert.
•Serves as an independent expert and provides due diligence as
defined by DOL 95-1 in a co-fiduciary capacity
•Works with all the major pension annuity providers, and
provides an analysis of the strengths and weaknesses of annuity
providers before making a recommendation
•Provides documentation that participants’ best interests were
placed above all other considerations in fiduciary decisions
•Provides clear participant communication
•Works with the plan sponsor and plan actuary to estimate the
costs associated with plan termination
QUALIFIED INDEPENDENT PRT EXPERT
1
Quality and
diversification
of the
investment
portfolio
2
Size relative
to the
proposed
contract
3 Capital and
surplus
levels 4
Other lines of
business and
exposure to
liability
5
Annuity structure
and guarantees,
such as the use of
separate accounts
6
Additional
protection
through state
guaranty
associations
4
City of Clearwater Employees' Pension Plan
Q2 25Period Ending 6.30.25 |section 2 : market commentary and review
5
Q2 25Period Ending 6.30.25 |market commentary
MARKET RECOVERS IN VOLATILE QUARTER
A sharp selloff ushered in the second quarter as U.S.
trade policies shook global markets. A gradual easing in
tariff rhetoric and ongoing strength in economic data
moderated investor fears, even as geopolitical tensions
escalated. U.S. markets ended the quarter at all-time
highs, while dollar weakness bolstered gains for a
reinvigorated Europe.
Asset class returns are represented by the following indexes: Bloomberg U.S. Aggregate Bond Index (U.S. bonds), S&P 500 Index (U.S. large-cap stocks),
Russell 2000® (U.S. small-cap stocks), MSCI EAFE Index (international developed market stocks), MSCI Emerging Market Index (emerging market stocks), Dow
Jones U.S. Real Estate Index (real estate), and Bloomberg Commodity Index (commodities). Past performance is no guarantee of future results. Indexes are
unmanaged, do not incur management fees, costs, and expenses, and cannot be invested in directly. Please refer to index definitions and other important
disclosures provided at the end of this presentation.
•U.S. equities climbed with market leadership
rotating back to the communication services and
technology sectors after solid earnings.
•U.S. dollar depreciation was a tailwind for
international stocks along with improving growth
prospects and easing trade tensions.
•Fixed income assets added to their 2025 gains
despite a volatile quarter and mounting concerns
about the sustainability of U.S. federal debt levels.
•Weakened demand and oversupply concerns
dragged on commodities and energy prices. Gold
continues to be a safe-haven asset amid economic
and geopolitical uncertainty.
•Real estate fell amid weakening investor sentiment
and yield volatility.
Q2 2025 YTD 2025
8.5%
-0.4%
1.2%
-3.1%
10.9%
12.2%12.1%
-1.8%
2.9%4.0%
5.5%6.2%
15.6%
19.9%
Real EstateU.S. Small- Cap Stocks EmergingInternationalStocks
DevelopedInternationalStocks
CommoditiesU.S.Bonds U.S. Large-Cap Stocks
6
Q2 25Period Ending 6.30.25 |market commentary
DIGGING DEEPER: STOCKS AND BONDS
Fixed Income
Equities – Relative Performance by Market Capitalization and Style
Equities
Sources: Morningstar, U.S. Treasury. Asset class returns are represented by the following indexes: S&P 500 Index (U.S. stocks), MSCI EAFE Index (international
developed market stocks), and MSCI Emerging Markets Index (emerging market stocks). Relative performance by market capitalization and style is based upon
the Russell US Style Indexes except for large-cap blend, which is based upon the S&P 500 Index. Past performance is no guarantee of future results. Indexes are
unmanaged, do not incur management fees, costs, and expenses, and cannot be invested in directly. Please refer to index definitions and other important
disclosures provided at the end of this presentation.
*Last 12 months: 6.30.2024 through 6.30.2025 *Last 12 months: 6.30.2024 through 6.30.2025
7
Q2 25Period Ending 6.30.25 |market commentary
Source: Morningstar, S&P Global. All calculations are cumulative total return, not annualized, including dividends for the stated period. Past performance is no
guarantee of future results, and the opinions presented cannot be viewed as an indicator of future performance. Indexes cannot be invested in directly. This
material represents an assessment of the market environment at a specific time and is not intended to be a forecast or guarantee of future results.
Investing involves risk; principal loss is possible. *Last 12 months: 6.30.2024 through 6.30.2025
DIGGING DEEPER: U.S. EQUITY MARKETS
The S&P 500® Index is a market-capitalization-weighted index of U.S. large-cap stocks across a diverse set of industry sectors. The stocks
represented in these 11 sectors generated a range of returns for the last 12 months* and the most recent quarter.
Returns by S&P 500® Sector
Sector
Weight 33.0%14.0%10.4%9.8%9.3%8.6%5.5%3.0%2.4%2.0%1.9%
15.2%15.1%
29.4%
18.4%
23.0%
-5.9%
22.9%
12.2%
-4.0%
23.4%
11.7%
1.9%
10.9%
23.7%
5.5%
11.5%
18.5%
-7.2%
12.9%
1.1%
-8.6%
4.3%
-0.1%
3.1%
Last 12 Months Q2 2025
FinancialsTechnology Consumer
Discretionary Industrials EnergyHealth Care Consumer
Staples
Communication
Services Utilities MaterialsS&P 500®
Index Real Estate
8
Q2 25Period Ending 6.30.25 |market commentary
Interest Rates 3 Months 2 Years 5 Years 10 Years 30 Years Mortgage
Rate
March 2025 4.32%3.89%3.96%4.23%4.59%6.65%
June 2025 4.41%3.72%3.79%4.24%4.78%6.77%
Change 0.09%-0.17%-0.17%0.01%0.19%0.12%
DIGGING DEEPER: FIXED INCOME MARKET
U.S. Treasury yields were mixed as investors grappled with trade policy changes, geopolitical tensions, and risks surrounding U.S. federal debt.
Mortgage rates climbed with the long end of the yield curve.
Core Fixed Income Yield to
Worst Duration Total Return
Q2 2025 Spread Treasury Rate AA Spread BBB Spread
March 2025 4.61%5.86
1.21%
0.38%4.22%0.38%1.11%
June 2025 4.56%5.81 0.33%4.23%0.34%1.01%
Change -0.04%-0.05 -0.05%0.01%-0.04%-0.10%
Core bond performance was marginally positive while yields remained largely range-bound. Credit spreads tightened as trade tensions eased.
Long Credit Yield to
Worst Duration Total Return
Q2 2025 Spread Treasury Rate AA Spread BBB Spread
March 2025 5.73%12.63
1.25%
1.21%4.53%0.81%1.53%
June 2025 5.82%12.58 1.09%4.73%0.70%1.36%
Change 0.09%-0.05 -0.12%0.21%-0.11%-0.17%
Longer-maturity bond performance was positive, though yields climbed as concerns over the fiscal deficit mounted.
Sources: Morningstar, FactSet, U.S. Treasury, Federal Reserve Bank of St. Louis, CAPTRUST research. All information is point-in-time as of the last day of the
month noted, except total return, which was calculated over the course of 03.30.2025 through 6.30.2025.
9
Q2 25Period Ending 6.30.25 |
HEADWINDS
Awaiting Greater Clarity
•Policy uncertainty continues to threaten
near-term economic activity.
•The Federal Reserve maintains a wait-and-see
approach, following the data and monitoring fiscal policy
impact before making changes.
•The housing market remains in limbo as an affordability gap
keeps buyers on the sidelines. An uptick in supply could create
disinflationary pressures or could lower home equity values.
Long-Term Detractors
•Soaring government debt is unsustainable, and fiscal solutions
are unlikely in the near term. Economic stability relies on
corporate and consumer balance sheets as we await
productivity gains from artificial intelligence (AI).
•An aging population and fewer immigrants may reduce labor
force participation, weighing on future economic growth.
market commentary
TAILWINDS
ECONOMIC OUTLOOK
Despite policy shifts, geopolitical tensions, and mounting concerns about long-term debt, the U.S. economy has been resilient. Consumers and
corporations have demonstrated an ability to move forward with caution, even in the face of significant risk. However, a wide range of
outcomes is still possible.
Near-term fiscal and economic paths remain uncertain. Investors should focus on longer-term investment horizons.
Prudence and diversification can help you stay prepared for a range of outcomes.
Balance Sheet Strength
•Despite waning sentiment, consumer financial
conditions remain solid, aided by a cooling yet
stable labor market and moderating inflation. Recent tax
reform may lead to higher confidence and spending.
•Corporate fundamentals have been resilient. Businesses seem
to be digesting tariff impacts, maintaining profitability and
adding shareholder value through stock buybacks. Regulatory
uncertainty and tax reform could create a favorable backdrop
for elevated buyback activity.
Long-Term Contributors
•AI adoption will fuel productivity and will be key to future
economic growth.
•Improved access to exponential knowledge will drive more
efficient solutions and advancements for businesses and
governments.
10
Q2 25Period Ending 6.30.25 |market commentary
THE POWER OF COLLECTIVE KNOWLEDGE
Productivity comes from solving problems more efficiently. Efficiency comes from building on what we already know. As knowledge
compounds, especially through AI, today’s challenges give rise to smarter solutions tomorrow.
Charts are for illustrative purposes only.
11
Q2 25Period Ending 6.30.25 |market commentary
DEBT RISKS ECONOMIC SUCCESS
Government debt remains the largest single risk to long-term U.S. economic prosperity. Current deficit levels are unsustainable, but both
potential solutions—raising taxes or cutting spending—have faced political pushback. Consequently, economic growth must drive a long-term
fix. Fortunately, consumers and businesses have much stronger balance sheets than the federal government and may be able to support
continued growth while the country awaits AI productivity gains.
Sources: Federal Reserve; Congressional Budget Office; CAPTRUST research. Data as of March 2025.
Government Debt as a % of GDP
Federal debt has risen steadily since 2010, currently equaling 106% of
gross domestic product (GDP). The Congressional Budget Office
estimates this ratio will continue rising over the next decade, with
interest expense projected to grow twice as fast as revenue.
Headlines focus on debt, but the solution must come from GDP growth.
While the government continues to amass debt, companies and
consumers have de-levered their balance sheets, holding the
total-debt-to-GDP ratio fairly stable since 2010.
Total Debt as a % of GDP
Government Household Business State/Local
12
Q2 25Period Ending 6.30.25 |market commentary
BUYBACKS OVERTAKE DIVIDENDS
Sources: S&P Global; GuruFocus; CAPTRUST research
There are five things a company can do with cash flow from its operations: pay dividends, buy back stock, pay down debt; reinvest, or hold a
cash reserve on its balance sheet. The optimal decision is unique to each company, but in aggregate, buybacks have overtaken dividends as the
preferred method of delivering shareholder yield.
In the first quarter of 2025, S&P 500 companies paid $164.1 billion in dividends while using $293.5 billion of cash to buy back stock. This
was an all-time high for repurchase activity, with the 20 largest companies making nearly half of the buybacks. While dividends give
investors a one-time current income stream, stock buybacks can have more lasting value, since each remaining share represents larger
ownership interest in future earnings.
Unless there is a significant change in buyback taxation, elevated policy uncertainty will likely support more buyback activity, providing a
tailwind to certain segments of the equity market.
S&P 500 Gross Buybacks by Sector (millions)Gross Buybacks, USD Billions13
Q2 25Period Ending 6.30.25 |market commentary
MORE INVENTORY MAY NOT SOLVE HOUSING WOES
Housing remains frozen in an otherwise stable economy. Would-be sellers feel locked in by extremely low existing mortgage rates. Would-be
buyers feel locked out by soaring homeownership costs. However, the supply-demand imbalance that has plagued the market appears to be
slowly shifting in some regions.
Sources: National Association of Realtors, S&P CoreLogic Case-Shiller U.S. National Home Price Index, FactSet, Strategas, CAPTRUST research
In May, the monthly supply of homes for sale reached levels last seen in mid-2016. With potential homebuyers remaining on the sidelines
and inventory rising, the housing market will likely continue to experience disinflationary effects. The Case-Shiller Home Price Index has
already slowed from prices increasing 7% year-over-year (Y/Y) in February 2024 to just 3% in April 2025. However, if a longer sales cycle
ultimately leads to falling home prices, current owners and prospective buyers could lose confidence due to the negative wealth effect. A
national housing crisis is highly unlikely. However, certain regions and population segments are vulnerable, particularly owners in the
bottom 50% of U.S. wealth brackets, where real estate accounts for nearly 50% of household assets.
Case-Shiller Home Price Index
Y/Y % (Right)
Months’ Supply of
Existing Homes for Sale
Rising Supply May Pressure Home Prices and
Home Equity Value
Real Estate and Equities as a % of Total
Assets by Wealth Group
-2%
2%
6%
10%
14%
18%
22%
1
2
3
4
5
6
2015 2017 2018 2020 2021 2023 2025 0%
10%
20%
30%
40%
50%
60%
Top 0.1%0.1% - 1%1% - 10%10% - 50%Bottom 50%
Real Estate
Assets
Corporate Equities &
Mutual Fund Shares
14
Q2 25Period Ending 6.30.25 |asset class returns
Source: Markov Processes, Inc., Bloomberg, MobiusThe information contained in this report is from sources believed to be reliable but is not warranted by CAPTRUST to be accurate or complete. Past
performance is no guarantee of future results. Indexes are unmanaged, do not incur management fees, costs, and expenses, and cannot be invested in directly.
Please refer to index definitions and other important disclosures provided at the end of this presentation.
Small-Cap Value Stocks (Russell 2000 Value)Large-Cap Value Stocks (Russell 1000 Value)International Equities (MSCI EAFE)
Small-Cap Growth Stocks (Russell 2000 Growth)Mid-Cap Growth Stocks (Russell Mid-Cap Growth)Fixed Income (Bloomberg U.S. Aggregate Bond)
Large-Cap Growth Stocks (Russell 1000 Growth)Mid-Cap Value Stocks (Russell Mid-Cap Value)Cash (Merrill Lynch 3-Month Treasury Bill)
2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 Q2 2025
Mid-Cap
Value18.51%
Small-Cap
Growth43.30%
Mid-Cap
Value14.75%
Large-Cap
Growth5.67%
Small-Cap
Value31.74%
Large-Cap
Growth30.21%
Cash
1.87%
Large-Cap
Growth36.39%
Large-Cap
Growth38.49%
Mid-Cap
Value28.34%
Cash
1.46%
Large-Cap
Growth42.68%
Large-Cap
Growth33.36%
Mid-Cap
Growth18.20%
Small-Cap Value
18.05%
Mid-Cap Growth
35.74%
Large-Cap Value
13.45%
Fixed Income
0.55%
Mid-Cap Value
20.00%
Mid-Cap Growth
25.27%
Fixed Income
0.01%
Mid-Cap Growth
35.47%
Mid-Cap Growth
35.59%
Small-Cap Value
28.27%
Large-Cap Value
-7.54%
Mid-Cap Growth
25.87%
Mid-Cap Growth
22.10%
Large-Cap Growth
17.84%
International
Equities17.32%
Small-Cap
Value34.52%
Large-Cap
Growth13.05%
Cash0.05%
Large-Cap
Value17.34%
International
Equities25.03%
Large-Cap
Growth-1.51%
Small-Cap
Growth28.48%
Small-Cap
Growth34.63%
Large-Cap
Growth27.60%
Mid-Cap
Value-12.03%
Small-Cap
Growth18.66%
Small-Cap
Growth15.15%
Small-Cap
Growth11.97%
Large-Cap Value17.51%
Large-Cap Growth33.48%
Mid-Cap Growth11.90%
Mid-Cap Growth-0.20%
Small-Cap Growth11.32%
Small-Cap Growth22.17%
Mid-Cap Growth-4.75%
Mid-Cap Value27.06%
International Equities7.82%
Large-Cap Value25.16%
Fixed Income-13.01%
International Equities
18.24%
Large-Cap Value
14.37%
International Equities
11.78%
Mid-Cap Growth15.81%
Mid-Cap Value33.46%
Fixed Income5.97%
International Equities-0.81%
Mid-Cap Growth7.33%
Large-Cap Value13.66%
Large-Cap Value-8.27%
Large-Cap Value26.54%
Fixed Income7.51%
Mid-Cap Growth12.73%
International Equities-14.45%
Small-Cap Value14.65%
Mid-Cap Value13.07%
Mid-Cap Value5.35%
Large-Cap
Growth15.26%
Large-Cap
Value32.53%
Small-Cap
Growth5.60%
Small-Cap
Growth-1.38%
Large-Cap
Growth7.08%
Mid-Cap
Value13.34%
Small-Cap
Growth-9.31%
International
Equities22.01%
Mid-Cap
Value4.96%
International
Equities11.26%
Small-Cap
Value-14.48%
Mid-Cap
Value12.71%
Small-Cap
Value8.05%
Small-Cap
Value4.97%
Small-Cap Growth
14.59%
International Equities
22.78%
Small-Cap Value
4.22%
Large-Cap Value
-3.83%
Fixed Income
2.65%
Small-Cap Value
7.84%
Mid-Cap Value
-12.29%
Small-Cap Value
22.39%
Small-Cap Value
4.63%
Small-Cap Growth
2.83%
Small-Cap Growth
-26.36%
Large-Cap Value
11.46%
Cash
5.25%
Large-Cap Value
3.79%
Fixed Income4.22%
Cash0.07%Cash0.03%
Mid-Cap Value-4.78%
International Equities1.00%
Fixed Income3.54%
Small-Cap Value-12.86%
Fixed Income8.72%
Large-Cap Value2.80%
Cash0.05%
Mid-Cap Growth-26.72%
Fixed Income5.53%
International Equities3.82%
Fixed Income1.21%
Cash
0.11%
Fixed
Income-2.02%
International
Equities-4.90%
Small-Cap
Value-7.47%
Cash
0.33%
Cash
0.86%
International
Equities-13.79%
Cash
2.28%
Cash
0.67%
Fixed
Income-1.54%
Large-Cap
Growth-29.14%
Cash
5.01%
Fixed
Income1.25%
Cash
1.04%
15
Q2 25Period Ending 6.30.25 |index performance
Sources: Morningstar Direct, MPI. The opinions expressed in this report are subject to change without notice. This material has been prepared or is distributed solely for informational purposes and is not a solicitation or an offer to buy any security or to participate in any investment strategy. The performance data quoted represents past performance and does not guarantee future results. Index averages are provided for comparison purposes only. The information and statistics in this report are from sources believed to be reliable but are not guaranteed to be accurate or complete. CAPTRUST is an investment adviser registered under the Investment Advisers Act of 1940. Past performance is no guarantee of future
results. Indexes are unmanaged, do not incur management fees, costs, and expenses, and cannot be invested in directly. Please refer to index definitions and other important disclosures provided at the end of this presentation.
INDEXES Q2 2025 YTD 2024 2023 2022 2021 2020 1 YEAR 3 YEARS 5 YEARS 10 YEARS
90-Day U.S. Treasury 1.04%2.07%5.25%5.01%1.46%0.05%0.67%4.68%4.55%2.76%1.97%
Bloomberg Government 1-3 Year 1.19%2.83%4.04%4.32%-3.81%-0.60%3.14%5.72%3.44%1.34%1.60%
Bloomberg Intermediate Govt 1.45%3.97%2.44%4.30%-7.73%-1.69%5.73%6.26%2.85%0.15%1.55%
Bloomberg Muni Bond -0.12%-0.35%1.05%6.40%-8.53%1.52%5.21%1.11%2.50%0.51%2.20%
Bloomberg Intermediate Govt/Credit 1.67%4.13%3.00%5.24%-8.23%-1.44%6.43%6.74%3.57%0.63%2.04%
Bloomberg Intermediate Credit 2.09%4.45%4.01%6.94%-9.10%-1.03%7.08%7.64%4.90%1.45%2.80%
Bloomberg Aggregate Bond 1.21%4.02%1.25%5.53%-13.01%-1.54%7.51%6.08%2.55%-0.73%1.76%
Bloomberg Corporate IG Bond 1.82%4.17%2.13%8.52%-15.76%-1.04%9.89%6.91%4.34%0.14%2.94%
Bloomberg High Yield 3.53%4.57%8.19%13.44%-11.19%5.28%7.11%10.29%9.92%5.96%5.37%
Bloomberg Global Aggregate 4.52%7.27%-1.69%5.72%-16.25%-4.71%9.20%8.91%2.74%-1.16%1.17%
Bloomberg U.S. Long Corporate 1.23%3.64%-1.95%10.93%-25.62%-1.13%13.94%5.19%2.77%-2.34%3.06%
S&P 500 10.94%6.20%25.02%26.29%-18.11%28.71%18.40%15.16%19.70%16.63%13.63%
Dow Jones Industrial Average 5.46%4.55%14.99%16.18%-6.86%20.95%9.72%14.72%14.98%13.51%12.05%
NASDAQ Composite 17.75%5.48%28.64%43.42%-33.10%21.39%43.64%14.87%22.69%15.15%15.10%
Russell 1000 Value 3.79%6.00%14.37%11.46%-7.54%25.16%2.80%13.70%12.76%13.92%9.18%
Russell 1000 11.11%6.12%24.51%26.53%-19.13%26.45%20.96%15.66%19.58%16.29%13.34%
Russell 1000 Growth 17.84%6.09%33.36%42.68%-29.14%27.60%38.49%17.22%25.75%18.13%17.00%
Russell Mid-Cap Value Index 5.35%3.12%13.07%12.71%-12.03%28.34%4.96%11.53%11.33%13.70%8.39%
Russell Mid-Cap Index 8.53%4.84%15.34%17.23%-17.32%22.58%17.10%15.21%14.33%13.10%9.88%
Russell Mid-Cap Growth Index 18.20%9.79%22.10%25.87%-26.72%12.73%35.59%26.49%21.46%12.65%12.11%
MSCI EAFE 11.78%19.45%3.82%18.24%-14.45%11.26%7.82%17.73%15.96%11.15%6.50%
MSCI ACWI ex U.S.12.03%17.90%5.53%15.62%-16.00%7.82%10.65%17.72%13.99%10.12%6.12%
Russell 2000 Value 4.97%-3.16%8.05%14.65%-14.48%28.27%4.63%5.54%7.45%12.46%6.71%
Russell 2000 8.50%-1.79%11.54%16.93%-20.44%14.82%19.96%7.68%10.00%10.03%7.12%
Russell 2000 Growth 11.97%-0.48%15.15%18.66%-26.36%2.83%34.63%9.73%12.38%7.41%7.13%
MSCI Emerging Markets 11.99%15.27%7.50%9.83%-20.09%-2.54%18.31%15.29%9.70%6.80%4.81%
FTSE Nareit All Equity REITs Index -0.93%1.80%4.92%11.36%-24.95%41.30%-5.12%9.20%3.36%6.65%6.60%
HFRX Absolute Return Index 1.31%2.46%4.86%2.95%0.85%2.10%2.72%4.53%4.04%3.46%2.42%
Consumer Price Index (Inflation)0.59%1.23%2.87%3.32%6.41%7.16%1.32%2.67%2.90%4.57%3.07%
BLENDED BENCHMARKS Q2 2025 YTD 2024 2023 2022 2021 2020 1 YEAR 3 YEARS 5 YEARS 10 YEARS
25% S&P 500/5% MSCI EAFE/70% BB Agg 4.14%5.41%6.97%11.12%-14.11%6.10%10.85%9.00%7.43%4.16%5.08%
30% S&P 500/10% MSCI EAFE/60% BB Agg 5.15%6.27%8.26%12.79%-14.40%8.22%11.51%10.05%8.97%5.63%5.94%
35% S&P 500/15% MSCI EAFE/50% BB Agg 6.17%7.13%9.56%14.46%-14.71%10.36%12.11%11.10%10.51%7.11%6.79%
40% S&P 500/20% MSCI EAFE/40% BB Agg 7.19%7.99%10.87%16.16%-15.04%12.54%12.65%12.16%12.06%8.59%7.63%
45% S&P 500/25% MSCI EAFE/30% BB Agg 8.21%8.85%12.19%17.86%-15.39%14.74%13.13%13.21%13.62%10.07%8.45%
60% S&P 500/40% Bloomberg Barclays Agg 7.02%5.46%15.04%17.67%-15.79%15.86%14.73%11.62%12.74%9.62%9.01%
16
City of Clearwater Employees' Pension Plan
Q2 25Period Ending 6.30.25 |section 3 : executive summary
17
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$504,000,000
$1,008,000,000
$1,512,000,000
$2,016,000,000
-$504,000,000
-$1,008,000,000Market ValueDec-87 Mar-90 Jun-92 Sep-94 Dec-96 Mar-99 Jun-01 Sep-03 Dec-05 Mar-08 Jun-10 Sep-12 Dec-14 Mar-17 Jun-19 Sep-21 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 01/31/1988
Beginning Market Value $1,315,046,060 $1,334,706,029 $1,250,411,601 $1,134,988,924 $1,377,994,846 $91,459,988
Net Contributions -$14,210,325 -$21,248,601 -$42,339,970 -$38,311,101 -$41,966,611 -$413,653,627
Net Investment Return $89,480,671 $76,858,977 $126,634,398 $153,733,777 -$201,039,311 $1,712,510,044
Ending Market Value $1,390,316,406 $1,390,316,406 $1,334,706,029 $1,250,411,601 $1,134,988,924 $1,390,316,406
City of Clearwater Employees' Pension Plan - Total Portfolio
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
18
TARGET ALLOCATION
ACTUAL ALLOCATION HISTORIC ALLOCATION TREND
0
20
40
60
80
100
QUARTERLY HISTORIC ALLOCATION TREND
09 22
(%)
12 22
(%)
03 23
(%)
06 23
(%)
09 23
(%)
12 23
(%)
03 24
(%)
06 24
(%)
09 24
(%)
12 24
(%)
03 25
(%)
06 25
(%)
27.89 29.86 26.18 24.57 27.39 26.68 24.94 26.29 25.60 26.22 28.40 26.83
¢
37.64 35.92 37.21 39.35 40.11 41.64 43.93 43.97 44.60 46.85 43.62 44.84¢
15.79 16.37 16.99 17.17 13.06 13.49 13.94 12.45 12.78 9.75 10.49 11.57
¢
18.69 17.84 19.62 18.92 19.44 18.20 17.18 17.29 17.02 17.18 17.49 16.76¢
ASSET REBALANCING ANALYSIS
Asset Class Asset Allocation (%) Target Allocation (%) (+/-) Variance (%)
Total Fixed Income 26.83 28.00 -1.17¢
Total U.S. Equities 44.84 39.00 5.84¢
Total International Equities 11.57 18.00 -6.43¢
Total Real Estate 16.76 15.00 1.76¢
City of Clearwater Employees' Pension Plan - Total Portfolio
ASSET ALLOCATION SUMMARY Period Ending 6.30.25 |Q2 25
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. For Institutional Use Only.
19
MANAGER NAME CASH INVESTED CASH (%) TOTAL TARGET (%) ACTUAL (%) VARIANCE (%)
Dodge & Cox $3,171,795 $198,317,049 1.57 $201,488,844 -14.49 -
In House Account $6,247,727 - 100.00 $6,247,727 -0.45 -
Longfellow Investment Management Co.$917,739 $163,939,089 0.56 $164,856,828 -11.86 -
Security Lending Income Account $393,093 $1,677 99.58 $394,770 -0.03 -
Western Asset Management Co.-$3,099 $1,606 207.46 -$1,494 -0.00 -
Total Fixed Income $10,727,255 $362,259,420 2.88 $372,986,675 28.00 26.83 -1.17
Eagle Capital Management $3,051,420 $81,125,309 3.63 $84,176,729 -6.05 -
Manning & Napier $797,450 $9,025 98.88 $806,475 -0.06 -
NTGI-QM R1000G $3,745 $220,307,024 0.00 $220,310,769 -15.85 -
NTGI-QM R1000V - $117,079,468 - $117,079,468 -8.42 -
Artisan Partners $1,264,606 $55,937,751 2.21 $57,202,357 -4.11 -
Boston Partners $2,093,415 $73,874,944 2.76 $75,968,360 -5.46 -
Atlanta Capital Management $815,182 $22,987,057 3.42 $23,802,239 -1.71 -
Riverbridge Partners $663,975 $26,173,711 2.47 $26,837,685 -1.93 -
Sycamore Capital $703,195 $16,552,261 4.08 $17,255,456 -1.24 -
Total U.S. Equities $9,392,989 $614,046,549 1.51 $623,439,538 39.00 44.84 5.84
DFA Emerging Markets - $15,400,390 - $15,400,390 -1.11 -
Thompson, Siegel & Walmsley $1,199,747 $34,851,075 3.33 $36,050,821 -2.59 -
WCM Investment Management $4,822,087 $104,603,661 4.41 $109,425,748 -7.87 -
Total International Equities $6,021,833 $154,855,125 3.74 $160,876,959 18.00 11.57 -6.43
Hancock Timberland XI - $7,902,547 -$7,902,547 -0.57 -
IFM Global Infrastructure (US) L.P.- $104,834,472 - $104,834,472 -7.54 -
Molpus Woodlands Fund III - $7,769,530 -$7,769,530 -0.56 -
Molpus Woodlands Fund IV - $4,503,050 -$4,503,050 -0.32 -
Multi-Employer Property Trust - $52,312,681 -$52,312,681 -3.76 -
Security Capital $237,405 $18,064,540 1.30 $18,301,945 -1.32 -
U.S. Real Estate Investment Fund - $14,808,805 - $14,808,805 -1.07 -
USAA - $22,580,205 - $22,580,205 -1.62 -
Total Real Estate $237,405 $232,775,830 0.10 $233,013,235 15.00 16.76 1.76
Total Portfolio $26,379,482 $1,363,936,924 1.90 $1,390,316,406 100.00 100.00 0.00
ASSET ALLOCATION DETAIL
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Information and statistics have been provided by the custodian and are not guaranteed to be accurate or complete. This is not a substitute for the official custodial account
statement; please refer to the custodial statement for verification.
20
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Total Portfolio Benchmark
0
4
8
12
16
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 6.84 5.81 10.74 10.17 8.30 7.95 7.93 8.95
Total Portfolio Benchmark 6.33 6.16 10.59 9.21 8.30 7.28 7.26 8.74
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Total Portfolio Benchmark
0
15
30
-15
-30Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 5.81 10.26 13.57 -14.74 13.48 15.71 20.17 8.95
Total Portfolio Benchmark 6.16 9.07 11.20 -10.60 13.88 11.48 17.60 8.74
City of Clearwater Employees' Pension Plan - Total Portfolio
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
21
Last
Quarter CYTD 2024 2023 2022 2021 1 Year 3 Years 5 Years 10 Years
Since
Inception
Inception
Date
Total Fixed Income 1.23 4.21 1.64 6.02 -12.21 -1.40 6.17 3.04 0.00 2.32 5.38 01/31/1988
Blmbg. U.S. Aggregate Index 1.21 4.02 1.25 5.53 -13.01 -1.55 6.08 2.55 -0.73 1.76 5.27
All Public Plans > $1B-Fixed Income Percentile Rank 98 57 91 91 70 92 88 95 93 96 -
Population 35 35 57 55 54 50 35 35 32 23 -
Dodge & Cox 1.14 4.10 2.11 7.23 -10.57 -1.15 6.25 3.88 0.79 2.69 4.00 03/01/2004
Blmbg. U.S. Aggregate Index 1.21 4.02 1.25 5.53 -13.01 -1.55 6.08 2.55 -0.73 1.76 3.13
Intermediate Core Bond Percentile Rank 84 32 32 4 12 22 43 6 9 3 1
Population 232 231 233 235 224 226 226 206 180 129 63
In House Account 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.49 01/31/1988
90 Day U.S. Treasury Bill 1.04 2.07 5.25 5.02 1.46 0.05 4.68 4.56 2.76 1.96 3.08
Longfellow Investment Management Co.1.20 - - - - - - ---1.20 04/01/2025
Blmbg. Intermed. U.S. Government/Credit 1.67 - - - - - - ---1.67
Intermediate Core Bond Percentile Rank 69 - - - - - - ---69
Population 232 - - - - - - ---232
Security Lending Income Account 36.60 68.61 47.17 8.06 1.92 0.54 138.67 39.72 22.56 11.93 8.91 07/01/2003
90 Day U.S. Treasury Bill 1.04 2.07 5.25 5.02 1.46 0.05 4.68 4.56 2.76 1.96 1.65
Total U.S. Equities 10.25 4.55 20.42 26.79 -20.77 21.97 13.26 17.92 14.18 12.19 11.61 01/01/1988
S&P 500 Index 10.94 6.20 25.02 26.29 -18.11 28.71 15.16 19.71 16.64 13.65 11.30
Russell 3000 Index 10.99 5.75 23.81 25.96 -19.21 25.66 15.30 19.08 15.96 12.96 11.24
All Public Plans > $1B-US Equity Percentile Rank 54 63 66 9 96 94 64 34 83 43 -
Population 49 49 82 79 76 73 49 49 45 30 -
Total U.S. Large Cap Equities 11.55 6.17 25.63 29.94 -20.72 25.27 15.33 21.03 16.24 13.44 11.32 04/01/1988
Russell 1000 Index 11.11 6.12 24.51 26.53 -19.13 26.45 15.66 19.59 16.30 13.35 11.25
All Public Plans > $1B-US Equity Percentile Rank 5 3 2 4 96 58 8 4 11 6 -
Population 49 49 82 79 76 73 49 49 45 30 -
INVESTMENT RETURNS | MANAGER RESULTS
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. Information and statistics have been provided by the custodian and are not guaranteed to be accurate or complete. This is not a
substitute for the official custodial account statement; please refer to the custodial statement for verification.
22
INVESTMENT RETURNS | MANAGER RESULTS
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Last
Quarter CYTD 2024 2023 2022 2021 1 Year 3 Years 5 Years 10 Years
Since
Inception
Inception
Date
Eagle Capital Management 7.89 8.94 25.56 38.37 -25.08 27.60 15.26 24.66 18.24 13.44 14.35 01/31/2013
Russell 1000 Value Index 3.79 6.00 14.37 11.46 -7.54 25.16 13.70 12.76 13.93 9.19 10.28
Large Value Percentile Rank 5 8 1 1 100 32 15 1 4 1 1
Population 1,019 1,019 1,048 1,134 1,138 1,142 1,019 1,001 973 912 881
NTGI-QM R1000G 17.82 6.08 33.28 42.20 -29.09 29.75 17.18 25.59 -- 15.49 11/30/2020
Russell 1000 Growth Index 17.84 6.09 33.36 42.68 -29.14 27.60 17.22 25.76 -- 15.18
Large Growth Percentile Rank 49 59 30 33 34 8 30 29 --25
Population 1,005 1,005 1,013 1,094 1,110 1,133 1,003 987 --971
NTGI-QM R1000V 3.83 5.98 14.37 11.61 -7.62 25.17 13.67 12.80 13.90 9.17 7.21 07/01/2007
Russell 1000 Value Index 3.79 6.00 14.37 11.46 -7.54 25.16 13.70 12.76 13.93 9.19 7.18
Large Value Percentile Rank 56 47 50 46 69 61 36 48 55 54 52
Population 1,019 1,019 1,048 1,134 1,138 1,142 1,019 1,001 973 912 778
Total U.S. Mid Cap Equities 10.43 6.04 11.47 20.24 -20.92 18.74 13.29 13.74 11.59 10.05 12.16 04/01/1988
Russell Midcap Index 8.53 4.84 15.34 17.23 -17.32 22.58 15.21 14.33 13.11 9.89 11.40
All Public Plans > $1B-US Equity Percentile Rank 41 5 100 90 96 100 63 99 100 92 -
Population 49 49 82 79 76 73 49 49 45 30 -
Artisan Partners 14.50 6.25 12.56 25.02 -36.33 10.53 14.72 13.08 6.57 9.95 10.29 08/01/2001
Russell Midcap Growth Index 18.20 9.79 22.10 25.87 -26.72 12.73 26.49 21.46 12.65 12.13 9.86
Mid-Cap Growth Percentile Rank 50 36 62 22 90 61 49 63 75 50 7
Population 467 467 469 504 516 525 464 463 451 422 301
Boston Partners 7.55 5.89 10.45 16.74 -6.98 27.34 12.00 13.91 15.77 - 11.75 03/01/2020
Russell Midcap Value Index 5.35 3.12 13.07 12.71 -12.03 28.34 11.53 11.34 13.71 - 11.22
Mid-Cap Value Percentile Rank 11 9 57 23 39 61 17 15 19 -41
Population 351 351 364 371 381 390 351 342 334 -334
Performance returns over one-year are annualized. Information and statistics have been provided by the custodian and are not guaranteed to be accurate or complete. This is not a
substitute for the official custodial account statement; please refer to the custodial statement for verification.
23
INVESTMENT RETURNS | MANAGER RESULTS
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Last
Quarter CYTD 2024 2023 2022 2021 1 Year 3 Years 5 Years 10 Years
Since
Inception
Inception
Date
Total U.S. Small Cap Equities 2.34 -7.18 5.41 18.22 -20.83 12.05 1.37 6.27 6.24 8.44 9.34 09/01/2003
Russell 2000 Index 8.50 -1.79 11.54 16.93 -20.44 14.82 7.68 10.00 10.04 7.12 8.43
All Public Plans > $1B-US Equity Percentile Rank 100 100 100 99 96 100 100 100 100 100 100
Population 49 49 82 79 76 73 49 49 45 30 3
Atlanta Capital Management 3.26 -3.67 8.09 20.71 -12.28 19.89 4.40 9.02 10.16 9.19 11.27 09/01/2003
Russell 2000 Index 8.50 -1.79 11.54 16.93 -20.44 14.82 7.68 10.00 10.04 7.12 8.43
Small Blend Percentile Rank 88 74 79 13 15 68 67 62 68 9 1
Population 553 553 562 595 601 619 553 536 526 473 330
Riverbridge Partners 1.80 -10.98 3.67 20.04 -32.15 3.44 -1.73 3.85 1.17 7.89 10.81 10/01/2010
Russell 2000 Growth Index 11.97 -0.48 15.15 18.66 -26.36 2.83 9.73 12.38 7.42 7.14 10.35
Small Growth Percentile Rank 100 100 100 22 75 77 97 100 96 55 52
Population 533 533 544 588 594 606 533 523 518 480 445
Sycamore Capital 1.92 -5.66 5.57 11.55 -6.40 25.08 1.71 6.47 11.10 - 6.14 11/30/2017
Russell 2000 Value Index 4.97 -3.16 8.05 14.65 -14.48 28.27 5.54 7.45 12.47 - 5.03
Small Value Percentile Rank 81 78 82 79 18 82 76 82 85 -48
Population 450 450 457 490 493 493 450 447 433 -415
Total International Equities 16.42 23.27 5.82 16.64 -21.08 13.92 21.68 16.31 11.49 7.89 6.18 06/01/2001
MSCI AC World ex USA (Net)12.03 17.90 5.53 15.62 -16.00 7.82 17.72 13.99 10.13 6.12 5.94
All Public Plans > $1B-Intl. Equity Percentile Rank 5 4 48 54 92 9 6 19 37 21 -
Population 35 35 68 65 58 62 35 35 31 24 -
DFA Emerging Markets 12.71 13.94 7.32 15.44 -16.40 5.84 13.13 11.61 10.44 - 5.06 11/01/2017
MSCI Emerging Markets Index 12.20 15.57 8.05 10.26 -19.74 -2.22 15.97 10.23 7.26 - 4.07
Diversified Emerging Mkts Percentile Rank 39 58 35 24 13 15 57 30 12 -22
Population 689 686 701 743 756 757 686 650 596 -545
Performance returns over one-year are annualized. Information and statistics have been provided by the custodian and are not guaranteed to be accurate or complete. This is not a
substitute for the official custodial account statement; please refer to the custodial statement for verification.
24
INVESTMENT RETURNS | MANAGER RESULTS
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Last
Quarter CYTD 2024 2023 2022 2021 1 Year 3 Years 5 Years 10 Years
Since
Inception
Inception
Date
Thompson, Siegel & Walmsley 10.62 20.43 4.64 17.16 -14.12 13.34 21.70 15.90 11.97 - 6.00 07/31/2015
MSCI EAFE (Net)11.78 19.45 3.82 18.24 -14.45 11.26 17.73 15.97 11.16 6.51 6.46
Foreign Large Value Percentile Rank 52 70 51 65 87 33 59 58 79 -78
Population 84 83 87 86 89 93 82 74 69 31 31
WCM Investment Management 19.03 25.70 7.03 16.23 -27.85 18.16 22.03 17.70 10.96 - 11.34 07/31/2015
MSCI AC World ex USA (Net)12.03 17.90 5.53 15.62 -16.00 7.82 17.72 13.99 10.13 6.12 6.31
Foreign Large Growth Percentile Rank 1 2 40 52 82 2 7 12 16 -1
Population 119 119 119 118 110 111 115 104 82 41 41
Total Real Estate 1.58 2.33 1.82 -1.84 5.43 20.55 5.53 0.90 6.29 6.62 9.17 05/01/2008
Real Estate Composite Benchmark 0.47 1.72 0.17 -7.14 -5.54 37.76 4.52 -3.47 5.98 5.61 5.69
All Public Plans > $1B-Real Estate Percentile Rank 15 22 15 15 66 48 18 10 12 9 1
Population 46 46 82 78 75 66 46 45 40 26 7
Hancock Timberland XI 0.00 0.01 1.69 4.78 7.00 9.96 1.81 4.45 4.64 3.90 4.51 05/31/2012
NCREIF Timberland Index 1.44 2.25 6.97 9.45 12.90 9.17 5.32 8.74 8.22 5.43 6.39
Real Estate Percentile Rank 22 69 98 100 1 98 97 29 94 95 98
Population 178 178 180 206 215 222 176 176 176 166 151
IFM Global Infrastructure (US) L.P.2.63 5.64 5.61 8.40 8.16 17.75 11.71 8.02 10.27 - 11.25 09/30/2017
S&P Global Infrastructure TR USD 10.40 15.48 15.10 6.79 -0.17 11.87 27.75 12.51 13.12 - 7.47
Real Estate Percentile Rank 5 1 56 100 1 97 8 4 2 -1
Population 178 178 180 206 215 222 176 176 176 -167
Molpus Woodlands Fund III 0.00 0.21 -1.87 9.77 21.72 13.33 -2.15 9.29 9.92 5.56 5.44 06/30/2011
NCREIF Timberland Index 1.44 2.25 6.97 9.45 12.90 9.17 5.32 8.74 8.22 5.43 6.03
Real Estate Percentile Rank 22 64 100 91 1 98 99 2 2 64 88
Population 178 178 180 206 215 222 176 176 176 166 150
Performance returns over one-year are annualized. Information and statistics have been provided by the custodian and are not guaranteed to be accurate or complete. This is not a
substitute for the official custodial account statement; please refer to the custodial statement for verification.
25
INVESTMENT RETURNS | MANAGER RESULTS
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Last
Quarter CYTD 2024 2023 2022 2021 1 Year 3 Years 5 Years 10 Years
Since
Inception
Inception
Date
Molpus Woodlands Fund IV 0.00 0.05 -1.85 8.57 10.76 20.57 -1.84 5.55 6.14 -3.41 10/01/2015
NCREIF Timberland Index 1.44 2.25 6.97 9.45 12.90 9.17 5.32 8.74 8.22 - 5.49
Real Estate Percentile Rank 22 68 100 99 1 97 99 13 74 -97
Population 178 178 180 206 215 222 176 176 176 -166
Multi-Employer Property Trust 1.66 1.35 -3.72 -15.51 7.81 19.74 1.89 -7.67 1.64 3.69 5.99 10/01/2010
NCRIEF Fund Index-Open End Diversified Core Equity (VW) (Net) 0.81 1.67 -2.27 -12.73 6.55 21.02 2.67 -6.21 2.54 4.42 7.07
Real Estate Percentile Rank 7 36 100 100 1 97 97 99 97 96 94
Population 178 178 180 206 215 222 176 176 176 166 146
Security Capital -1.95 -1.92 11.45 15.67 -27.59 45.03 7.63 5.95 8.06 6.29 5.96 05/01/2008
FTSE NAREIT All Equity REITs (Split)-0.93 1.80 9.15 16.19 -26.70 46.11 11.31 6.48 9.16 6.65 6.32
Real Estate Percentile Rank 93 91 8 10 72 17 74 10 22 40 48
Population 178 178 180 206 215 222 176 176 176 166 143
U.S. Real Estate Investment Fund 1.05 1.50 -5.04 -15.95 7.39 20.02 0.69 -8.35 1.10 - 4.30 12/31/2015
NCRIEF Fund Index-Open End Diversified Core Equity (VW) (Net) 0.81 1.67 -2.27 -12.73 6.55 21.02 2.67 -6.21 2.54 -3.95
Real Estate Percentile Rank 11 31 100 100 1 97 98 100 97 -82
Population 178 178 180 206 215 222 176 176 176 -166
USAA 1.30 -3.74 -0.34 -7.85 13.80 18.42 -3.98 -2.34 5.46 6.69 6.69 06/30/2015
NCRIEF Fund Index-Open End Diversified Core Equity (VW) (Net) 0.81 1.67 -2.27 -12.73 6.55 21.02 2.67 -6.21 2.54 4.42 4.42
Real Estate Percentile Rank 8 97 100 100 1 97 99 99 85 23 11
Population 178 178 180 206 215 222 176 176 176 166 162
Total Portfolio 6.84 5.81 10.26 13.57 -14.74 13.48 10.74 10.17 8.30 7.93 8.95 01/01/1988
Total Portfolio Benchmark 6.33 6.16 9.07 11.20 -10.60 13.88 10.59 9.21 8.30 7.26 8.74
Secondary Benchmark 6.71 6.93 9.73 13.64 -14.11 13.80 12.00 10.41 8.55 7.43 -
All Public Plans-Total Fund Percentile Rank 46 63 60 45 62 56 58 58 71 23 20
Population 600 599 1,151 1,199 1,215 1,261 596 574 555 470 14
Performance returns over one-year are annualized. Information and statistics have been provided by the custodian and are not guaranteed to be accurate or complete. This is not a
substitute for the official custodial account statement; please refer to the custodial statement for verification.
26
3 YEAR INCEPTION
Composite Risk VS. Total Return
(since inception: January 1, 1988)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Total Portfolio
Total Portfolio Benchmark 90 Day U.S. Treasury Bill
0
3
6
9
12
15
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0
Risk (Annualized Standard Deviation)
Total Portfolio Total Portfolio Benchmark
Positive Months Ratio 63.89 63.89
Negative Months Ratio 36.11 36.11
Best Quarter 10.80 9.53
Worst Quarter -7.02 -6.53
Standard Deviation 10.29 9.33
Maximum Drawdown -9.25 -8.38
Max Drawdown Recovery Period 6.00 6.00
Up Capture 110.10 100.00
Down Capture 109.77 100.00
Alpha 0.09 0.00
Beta 1.10 1.00
R-Squared 0.98 1.00
Consistency 58.33 100.00
Tracking Error 1.55 0.00
Treynor Ratio 0.05 0.05
Information Ratio 0.63 -
Sharpe Ratio 0.56 0.52
Total Portfolio Total Portfolio Benchmark
Positive Months Ratio 69.78 66.44
Negative Months Ratio 30.22 33.56
Best Quarter 22.31 23.20
Worst Quarter -25.09 -25.68
Standard Deviation 9.15 9.96
Maximum Drawdown -37.50 -41.18
Max Drawdown Recovery Period 35.00 39.00
Up Capture 86.90 100.00
Down Capture 73.29 100.00
Alpha 1.86 0.00
Beta 0.80 1.00
R-Squared 0.77 1.00
Consistency 50.67 100.00
Tracking Error 4.82 0.00
Treynor Ratio 0.07 0.06
Information Ratio 0.02 -
Sharpe Ratio 0.65 0.59
City of Clearwater Employees' Pension Plan - Total Portfolio
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
27
-1
2
5
8
11
14
17
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 6.84 (46)5.81 (63)10.74 (58)10.56 (65)10.17 (58)4.32 (66)8.30 (71)7.91 (51)7.95 (38)8.05 (37)
Total Portfolio Benchmark 6.33 (65)6.16 (53)10.59 (61)9.84 (76)9.21 (77)4.99 (42)8.30 (71)7.52 (67)7.28 (68)7.31 (70)
5th Percentile 8.43 7.79 12.93 13.87 13.36 6.30 10.56 9.54 9.14 9.11
1st Quartile 7.42 6.88 11.85 12.23 11.37 5.48 9.58 8.54 8.22 8.30
Median 6.72 6.28 11.08 11.26 10.56 4.76 8.87 7.92 7.67 7.73
3rd Quartile 5.81 5.36 9.92 9.88 9.35 4.03 8.14 7.23 7.02 7.12
95th Percentile 3.79 3.84 7.92 8.03 7.07 2.80 6.51 5.96 6.02 6.16
PLAN SPONSOR PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
28
-28
-20
-12
-4
4
12
20
28
36
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 10.26 (60)13.57 (45)-14.74 (62)13.48 (56)15.71 (20)20.17 (34)-2.64 (14)15.98 (28)6.71 (64)1.43 (8)
Total Portfolio Benchmark 9.07 (78)11.20 (79)-10.60 (17)13.88 (49)11.48 (69)17.60 (72)-4.68 (58)15.34 (44)7.42 (44)0.23 (39)
5th Percentile 14.08 17.47 -6.95 18.47 17.87 22.50 -1.03 17.94 9.56 2.02
1st Quartile 11.69 14.71 -11.74 15.57 15.29 20.56 -3.30 16.10 8.12 0.63
Median 10.70 13.30 -13.81 13.79 12.96 19.19 -4.40 15.02 7.15 -0.22
3rd Quartile 9.20 11.47 -15.94 12.21 11.03 17.19 -5.32 13.73 6.26 -1.23
95th Percentile 6.71 8.42 -17.46 8.47 7.18 13.23 -6.68 10.48 4.54 -2.94
PLAN SPONSOR PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
29
Period Ending Beginning Value Net Flows Investment Gain/Loss Ending Value Rate of Return
Mar-1988 $37,115,659 -$3,304,490 $40,420,149 2.07
Jun-1988 $40,420,149 -$15,255,464 $55,675,613 4.75
Sep-1988 $55,675,613 --$5,742,484 $49,933,130 0.57
Dec-1988 $49,933,130 -$2,150,038 $52,083,168 2.05
Mar-1989 $52,083,168 -$5,062,468 $57,145,637 4.88
Jun-1989 $57,145,637 -$4,452,993 $61,598,630 5.90
Sep-1989 $61,598,630 -$7,477,281 $69,075,911 7.63
Dec-1989 $69,075,911 -$1,984,196 $71,060,107 1.39
Mar-1990 $71,060,107 -$378,332 $71,438,439 0.06
Jun-1990 $71,438,439 -$7,140,375 $78,578,814 7.03
Sep-1990 $78,578,814 --$9,847,666 $68,731,148 -6.23
Dec-1990 $68,731,148 --$12,927,114 $55,804,034 5.72
Mar-1991 $55,804,034 -$12,979,788 $68,783,821 11.94
Jun-1991 $68,783,821 --$532,887 $68,250,934 0.60
Sep-1991 $68,250,934 -$7,087,410 $75,338,344 6.25
Dec-1991 $75,338,344 -$6,276,425 $81,614,769 8.32
Mar-1992 $81,614,769 --$1,538,976 $80,075,794 -1.73
Jun-1992 $80,075,794 --$5,126,324 $74,949,469 -1.52
Sep-1992 $74,949,469 --$249,609 $74,699,861 3.89
Dec-1992 $74,699,861 -$9,473,620 $84,173,480 6.09
Mar-1993 $84,173,480 -$2,154,103 $86,327,583 2.30
Jun-1993 $86,327,583 -$1,014,565 $87,342,148 0.78
Sep-1993 $87,342,148 -$5,778,255 $93,120,403 4.60
Dec-1993 $93,120,403 -$2,204,043 $95,324,446 1.39
Mar-1994 $95,324,446 --$1,734,063 $93,590,383 -1.67
Jun-1994 $93,590,383 --$13,630,985 $79,959,398 -1.37
Sep-1994 $79,959,398 -$5,504,124 $85,463,522 3.74
MARKET VALUES & CASH FLOW SUMMARY
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial account
statement for verification. For Institutional Use Only. Inception Date is 02/01/1988.
30
MARKET VALUES & CASH FLOW SUMMARY
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Period Ending Beginning Value Net Flows Investment Gain/Loss Ending Value Rate of Return
Dec-1994 $85,463,522 -$441,019 $85,904,541 0.39
Mar-1995 $85,904,541 -$6,435,503 $92,340,044 5.44
Jun-1995 $92,340,044 -$7,602,216 $99,942,260 6.93
Sep-1995 $99,942,260 -$8,917,927 $108,860,187 6.00
Dec-1995 $108,860,187 -$2,257,663 $111,117,850 2.97
Mar-1996 $111,117,850 -$9,193,597 $120,311,447 3.64
Jun-1996 $120,311,447 -$5,523,534 $125,834,982 3.55
Sep-1996 $125,834,982 -$2,395,613 $128,230,595 3.28
Dec-1996 $128,230,595 --$20,044,329 $108,186,266 3.55
Mar-1997 $108,186,266 --$4,620,949 $103,565,317 -1.17
Jun-1997 $103,565,317 -$16,186,768 $119,752,085 11.19
Sep-1997 $119,752,085 -$8,363,384 $128,115,469 7.94
Dec-1997 $128,115,469 --$4,853,658 $123,261,811 -0.24
Mar-1998 $123,261,811 -$16,171,368 $139,433,179 8.16
Jun-1998 $139,433,179 -$2,916,725 $142,349,904 1.63
Sep-1998 $142,349,904 --$20,270,513 $122,079,392 -6.11
Dec-1998 $122,079,392 -$29,799,463 $151,878,854 12.88
Mar-1999 $151,878,854 -$8,156,573 $160,035,427 3.43
Jun-1999 $160,035,427 -$9,634,952 $169,670,379 5.00
Sep-1999 $169,670,379 --$9,304,384 $160,365,995 -4.43
Dec-1999 $160,365,995 -$53,446,249 $213,812,243 14.22
Mar-2000 $213,812,243 -$24,543,944 $238,356,187 4.61
Jun-2000 $238,356,187 --$17,842,470 $220,513,717 -3.11
Sep-2000 $220,513,717 -$2,942,383 $223,456,100 1.69
Dec-2000 $223,456,100 --$32,832,231 $190,623,869 -6.36
Mar-2001 $190,623,869 --$29,540,148 $161,083,721 -6.94
Jun-2001 $161,083,721 -$31,403,540 $192,487,262 4.33
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial account
statement for verification. For Institutional Use Only. Inception Date is 02/01/1988.
31
MARKET VALUES & CASH FLOW SUMMARY
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Period Ending Beginning Value Net Flows Investment Gain/Loss Ending Value Rate of Return
Sep-2001 $192,487,262 --$70,015,520 $122,471,742 -8.99
Dec-2001 $122,471,742 --$3,023,928 $119,447,813 7.12
Mar-2002 $119,447,813 -$1,049,133 $120,496,946 0.42
Jun-2002 $120,496,946 --$12,368,198 $108,128,749 -5.24
Sep-2002 $108,128,749 --$18,650,925 $89,477,824 -8.46
Dec-2002 $89,477,824 -$4,658,922 $94,136,746 4.77
Mar-2003 $94,136,746 --$2,879,098 $91,257,648 -0.53
Jun-2003 $91,257,648 -$10,445,990 $101,703,639 9.75
Sep-2003 $101,703,639 -$37,744,310 $139,447,949 1.91
Dec-2003 $139,447,949 -$16,625,092 $156,073,041 7.53
Mar-2004 $156,073,041 -$73,396,226 $229,469,267 3.25
Jun-2004 $229,469,267 --$4,397,072 $225,072,195 -0.76
Sep-2004 $225,072,195 --$5,333,659 $219,738,536 -0.81
Dec-2004 $219,738,536 -$94,657,834 $314,396,370 8.13
Mar-2005 $314,396,370 --$4,790,716 $309,605,655 -1.67
Jun-2005 $309,605,655 -$2,951,722 $312,557,377 2.14
Sep-2005 $312,557,377 -$15,924,645 $328,482,022 3.56
Dec-2005 $328,482,022 -$7,404,726 $335,886,748 2.59
Mar-2006 $335,886,748 -$30,546,388 $366,433,136 4.84
Jun-2006 $366,433,136 --$7,552,528 $358,880,608 -1.68
Sep-2006 $358,880,608 -$6,901,238 $365,781,846 3.37
Dec-2006 $365,781,846 -$50,509,167 $416,291,013 4.89
Mar-2007 $416,291,013 -$25,224,122 $441,515,135 1.91
Jun-2007 $441,515,135 -$10,755,795 $452,270,931 4.13
Sep-2007 $452,270,931 -$130,856,770 $583,127,700 2.15
Dec-2007 $583,127,700 --$4,862,636 $578,265,065 -1.11
Mar-2008 $578,265,065 --$42,263,748 $536,001,317 -6.13
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial account
statement for verification. For Institutional Use Only. Inception Date is 02/01/1988.
32
MARKET VALUES & CASH FLOW SUMMARY
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Period Ending Beginning Value Net Flows Investment Gain/Loss Ending Value Rate of Return
Jun-2008 $536,001,317 -$10,314,649 $546,315,966 -0.30
Sep-2008 $546,315,966 --$26,855,825 $519,460,141 -8.96
Dec-2008 $519,460,141 --$73,816,134 $445,644,008 -14.44
Mar-2009 $445,644,008 --$30,189,157 $415,454,851 -6.73
Jun-2009 $415,454,851 -$63,030,616 $478,485,467 16.39
Sep-2009 $478,485,467 -$63,331,635 $541,817,101 14.53
Dec-2009 $541,817,101 -$29,622,444 $571,439,545 4.79
Mar-2010 $571,439,545 $1,420,521 $28,514,836 $601,374,902 4.98
Jun-2010 $601,374,902 -$5,934,251 -$31,993,847 $563,446,804 -5.35
Sep-2010 $563,446,804 -$6,281,494 $57,321,288 $614,486,598 10.30
Dec-2010 $614,486,598 $2,877,067 $45,649,700 $663,013,366 7.42
Mar-2011 $663,013,366 $1,408,292 $29,471,716 $693,893,374 4.45
Jun-2011 $693,893,374 -$7,230,374 $5,411,491 $692,074,491 0.78
Sep-2011 $692,074,491 -$7,171,688 -$79,447,530 $605,455,273 -11.49
Dec-2011 $605,455,273 $906,702 $41,909,007 $648,270,982 6.95
Mar-2012 $648,270,982 $10,313,159 $52,508,718 $711,092,859 9.30
Jun-2012 $711,092,859 -$7,838,428 -$15,138,887 $688,115,543 -2.11
Sep-2012 $688,115,543 -$7,650,190 $31,651,213 $712,116,567 4.63
Dec-2012 $712,116,567 $1,405,904 $12,465,265 $725,987,735 1.77
Mar-2013 $725,987,735 $2,639,158 $43,316,811 $771,943,704 5.98
Jun-2013 $771,943,704 -$8,529,923 $600 $763,414,381 0.00
Sep-2013 $763,414,381 -$8,426,038 $40,688,177 $795,676,520 5.37
Dec-2013 $795,676,520 -$62,747 $43,826,891 $839,440,664 5.52
Mar-2014 $839,440,664 $997,843 $17,572,308 $858,010,815 2.08
Jun-2014 $858,010,815 -$8,947,389 $30,697,898 $879,761,325 3.61
Sep-2014 $879,761,325 -$8,071,076 -$6,077,661 $865,612,589 -0.70
Dec-2014 $865,612,589 -$2,181,929 $27,093,392 $890,524,051 3.14
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial account
statement for verification. For Institutional Use Only. Inception Date is 02/01/1988.
33
MARKET VALUES & CASH FLOW SUMMARY
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Period Ending Beginning Value Net Flows Investment Gain/Loss Ending Value Rate of Return
Mar-2015 $890,524,051 -$1,048,160 $20,488,068 $909,963,960 2.31
Jun-2015 $909,963,960 -$9,762,293 -$6,659,939 $893,541,728 -0.73
Sep-2015 $893,541,728 -$9,608,772 -$41,440,488 $842,492,468 -4.66
Dec-2015 $842,492,468 -$3,150,132 $29,733,169 $869,075,506 4.76
Mar-2016 $869,075,506 -$3,639,090 $8,327,326 $873,763,742 0.99
Jun-2016 $873,763,742 -$8,199,903 $19,479,145 $885,042,983 2.25
Sep-2016 $885,042,983 -$9,437,418 $30,450,249 $906,055,814 3.50
Dec-2016 $906,055,814 -$2,437,038 -$1,495,939 $902,122,837 -0.15
Mar-2017 $902,122,837 -$4,042,535 $42,589,028 $940,669,331 4.74
Jun-2017 $940,669,331 -$9,803,863 $32,033,125 $962,898,593 3.43
Sep-2017 $962,898,593 -$10,157,026 $27,748,235 $980,489,801 2.94
Dec-2017 $980,489,801 -$4,041,264 $39,010,026 $1,015,458,563 4.00
Mar-2018 $1,015,458,563 -$5,389,283 $3,399,779 $1,013,469,060 0.34
Jun-2018 $1,013,469,060 -$10,243,223 $12,284,581 $1,015,510,418 1.23
Sep-2018 $1,015,510,418 -$9,312,738 $38,632,345 $1,044,830,025 3.82
Dec-2018 $1,044,830,025 -$4,369,002 -$80,050,645 $960,410,378 -7.66
Mar-2019 $960,410,378 -$5,332,974 $83,125,870 $1,038,203,273 8.69
Jun-2019 $1,038,203,273 -$11,174,999 $39,715,923 $1,066,744,197 3.86
Sep-2019 $1,066,744,197 -$11,418,597 $9,725,692 $1,065,051,291 0.92
Dec-2019 $1,065,051,291 -$4,864,418 $58,192,676 $1,118,379,549 5.48
Mar-2020 $1,118,379,549 -$6,446,114 -$142,023,448 $969,909,987 -12.52
Jun-2020 $969,909,987 -$10,568,540 $133,450,669 $1,092,792,116 13.82
Sep-2020 $1,092,792,116 -$11,572,493 $52,542,792 $1,133,762,416 4.80
Dec-2020 $1,133,762,416 -$5,630,570 $122,432,868 $1,250,564,714 10.89
Mar-2021 $1,250,564,714 -$6,545,816 $28,592,139 $1,272,611,036 2.30
Jun-2021 $1,272,611,036 -$11,680,302 $73,213,434 $1,334,144,168 5.81
Sep-2021 $1,334,144,168 -$13,139,023 $6,094,455 $1,327,099,600 0.45
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial account
statement for verification. For Institutional Use Only. Inception Date is 02/01/1988.
34
MARKET VALUES & CASH FLOW SUMMARY
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
Period Ending Beginning Value Net Flows Investment Gain/Loss Ending Value Rate of Return
Dec-2021 $1,327,099,600 -$6,652,583 $57,547,829 $1,377,994,846 4.36
Mar-2022 $1,377,994,846 -$7,485,157 -$80,146,280 $1,290,363,409 -5.82
Jun-2022 $1,290,363,409 -$11,472,029 -$132,305,968 $1,146,585,412 -10.28
Sep-2022 $1,146,585,412 -$12,940,986 -$49,892,253 $1,083,752,173 -4.48
Dec-2022 $1,083,752,173 -$10,020,713 $61,257,465 $1,134,988,924 5.65
Mar-2023 $1,134,988,924 -$7,179,894 $58,949,336 $1,186,758,365 5.08
Jun-2023 $1,186,758,365 -$10,887,124 $37,276,027 $1,213,147,268 3.16
Sep-2023 $1,213,147,268 -$13,372,317 -$34,978,309 $1,164,796,642 -2.97
Dec-2023 $1,164,796,642 -$6,871,765 $92,486,724 $1,250,411,601 7.98
Mar-2024 $1,250,411,601 -$6,829,868 $58,344,482 $1,301,926,214 4.68
Jun-2024 $1,301,926,214 -$14,031,517 $8,025,397 $1,295,920,094 0.64
Sep-2024 $1,295,920,094 -$13,809,439 $64,100,031 $1,346,210,685 4.96
Dec-2024 $1,346,210,685 -$7,669,145 -$3,835,511 $1,334,706,029 -0.29
Mar-2025 $1,334,706,029 -$7,038,276 -$12,621,693 $1,315,046,060 -0.97
Jun-2025 $1,315,046,060 -$14,210,325 $89,480,671 $1,390,316,406 6.84
Total $37,115,659 -$409,843,606 $1,763,044,353 $1,390,316,406 8.94
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial account
statement for verification. For Institutional Use Only. Inception Date is 02/01/1988.
35
FROM DATE TO DATE BENCHMARK
Total Portfolio
01/01/2019 Present 31.25% Blmbg. Intermed. U.S. Government/Credit, 26.25% S&P 500 Index, 15.00% MSCI EAFE (Net), 15.00% NCRIEF Fund Index-Open End
Diversified Core Equity (VW) (Net), 12.50% Russell 2500 Index
07/01/2016 01/01/2019 39.00% S&P 500 Index, 28.00% Blmbg. U.S. Aggregate Index, 15.00% Custom US Real Estate Securities Benchmark, 10.00% MSCI EAFE (Net),
8.00% MSCI Emerging Markets Index
12/01/1987 07/01/2016 42.00% S&P 500 Index, 30.00% Blmbg. U.S. Aggregate Index, 10.00% MSCI EAFE (Net), 10.00% Custom US Real Estate Securities Benchmark,
8.00% MSCI Emerging Markets Index
Total U.S. Equities
01/31/1988 Present S&P 500 Index
Total U.S. Large Cap Equities
04/30/1988 Present Russell 1000 Index
Total U.S. Mid Cap Equities
04/30/1988 Present Russell Midcap Index
Total U.S. Small Cap Equities
09/30/2003 Present Russell 2000 Index
Total International Equities
06/30/2001 Present MSCI AC World ex USA (Net)
Total Fixed Income
01/31/1988 Present Blmbg. U.S. Aggregate Index
Total Real Estate
01/01/2025 Present 80.00% NCRIEF Fund Index-Open End Diversified Core Equity (VW) (Net), 20.00% FTSE NAREIT All Equity REITs
04/01/2022 01/01/2025 80.00% NCRIEF Fund Index-Open End Diversified Core Equity (VW) (Net), 20.00% Custom US Real Estate Securities Benchmark
07/01/2010 04/01/2022 67.00% Custom US Real Estate Securities Benchmark, 33.00% NCRIEF Fund Index-Open End Diversified Core Equity (VW) (Net)
01/01/1978 07/01/2010 100.00% Custom US Real Estate Securities Benchmark
BENCHMARK SUMMARY
City of Clearwater Employees' Pension Plan - Total Portfolio
Period Ending 6.30.25 |Q2 25
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial account
statement for verification. For Institutional Use Only.
36
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$114,900,000
$229,800,000
$344,700,000
$459,600,000
$574,500,000
-$114,900,000Market ValueDec-87 Mar-90 Jun-92 Sep-94 Dec-96 Mar-99 Jun-01 Sep-03 Dec-05 Mar-08 Jun-10 Sep-12 Dec-14 Mar-17 Jun-19 Sep-21 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 01/31/1988
Beginning Market Value $373,448,214 $350,025,096 $333,588,958 $338,944,586 $396,061,507 $59,224,151
Net Contributions -$4,922,229 $8,217,961 $10,808,220 -$25,438,629 -$11,580,423 $79,346,247
Net Investment Return $4,460,689 $14,743,618 $5,627,917 $20,083,001 -$45,536,498 $234,416,277
Ending Market Value $372,986,675 $372,986,675 $350,025,096 $333,588,958 $338,944,586 $372,986,675
City of Clearwater Employees' Pension Plan - Total Fixed Income
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
37
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Blmbg. U.S. Aggregate Index 0
3
6
9
-3
-6Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 1.23 4.21 6.17 3.04 0.00 2.29 2.32 5.38
Blmbg. U.S. Aggregate Index 1.21 4.02 6.08 2.55 -0.73 1.77 1.76 5.27
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Blmbg. U.S. Aggregate Index
0
10
20
-10
-20Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 4.21 1.64 6.02 -12.21 -1.40 8.97 9.28 5.38
Blmbg. U.S. Aggregate Index 4.02 1.25 5.53 -13.01 -1.55 7.51 8.72 5.27
City of Clearwater Employees' Pension Plan - Total Fixed Income
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
38
3 YEAR INCEPTION
Composite Risk VS. Total Return
(since inception: January 1, 1988)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Total Portfolio
Blmbg. U.S. Aggregate Index 90 Day U.S. Treasury Bill
0
3
6
9
12
15
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0
Risk (Annualized Standard Deviation)
Total Portfolio Blmbg. U.S. Aggregate Index
Positive Months Ratio 55.56 52.78
Negative Months Ratio 44.44 47.22
Best Quarter 8.58 8.23
Worst Quarter -8.54 -8.23
Standard Deviation 7.47 7.20
Maximum Drawdown -8.54 -8.23
Max Drawdown Recovery Period 17.00 24.00
Up Capture 104.19 100.00
Down Capture 99.96 100.00
Alpha 0.40 0.00
Beta 1.04 1.00
R-Squared 1.00 1.00
Consistency 75.00 100.00
Tracking Error 0.56 0.00
Treynor Ratio -0.01 -0.02
Information Ratio 0.89 -
Sharpe Ratio -0.16 -0.24
Total Portfolio Blmbg. U.S. Aggregate Index
Positive Months Ratio 73.78 66.00
Negative Months Ratio 26.22 34.00
Best Quarter 8.58 8.23
Worst Quarter -8.54 -8.23
Standard Deviation 3.61 4.20
Maximum Drawdown -16.58 -17.18
Max Drawdown Recovery Period --
Up Capture 83.68 100.00
Down Capture 58.22 100.00
Alpha 1.50 0.00
Beta 0.72 1.00
R-Squared 0.70 1.00
Consistency 52.44 100.00
Tracking Error 2.31 0.00
Treynor Ratio 0.03 0.02
Information Ratio 0.00 -
Sharpe Ratio 0.63 0.55
City of Clearwater Employees' Pension Plan - Total Fixed Income
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
39
-4
-2
0
2
4
6
8
10
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 1.23 (98)4.21 (57)6.17 (88)4.72 (88)3.04 (95)-0.39 (90)0.00 (93)1.43 (97)2.29 (96)2.00 (97)
Blmbg. U.S. Aggregate Index 1.21 (99)4.02 (74)6.08 (91)4.34 (98)2.55 (100)-0.82 (98)-0.73 (100)0.79 (100)1.77 (100)1.50 (100)
5th Percentile 2.82 5.06 8.15 7.53 6.17 2.96 5.31 5.01 5.18 4.21
1st Quartile 2.03 4.55 7.58 6.50 5.41 1.22 2.72 2.75 3.46 2.90
Median 1.71 4.30 6.98 6.00 4.62 0.54 1.34 2.19 2.99 2.66
3rd Quartile 1.60 3.98 6.67 5.21 3.78 -0.06 0.92 1.87 2.64 2.40
95th Percentile 1.26 3.11 5.82 4.58 3.03 -0.56 -0.16 1.46 2.30 2.09
PLAN SPONSOR PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Total Fixed Income
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
40
-20
-15
-10
-5
0
5
10
15
20
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 1.64 (91)6.02 (91)-12.21 (70)-1.40 (92)8.97 (32)9.28 (59)-0.38 (45)3.91 (89)5.01 (73)0.30 (24)
Blmbg. U.S. Aggregate Index 1.25 (95)5.53 (98)-13.01 (81)-1.55 (94)7.51 (61)8.72 (73)0.01 (34)3.54 (98)2.65 (99)0.55 (22)
5th Percentile 6.70 10.41 -5.31 10.84 10.79 10.67 1.91 8.86 9.25 2.54
1st Quartile 4.65 8.31 -10.04 1.65 9.35 9.94 0.18 7.08 7.16 -0.05
Median 2.94 7.32 -11.31 0.07 8.09 9.43 -0.55 6.28 5.81 -1.08
3rd Quartile 2.43 6.96 -12.75 -0.83 6.45 8.54 -1.24 5.16 4.90 -2.51
95th Percentile 1.17 5.91 -13.90 -1.72 3.15 7.26 -1.78 3.82 3.20 -3.18
PLAN SPONSOR PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Total Fixed Income
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
41
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$58,900,000
$117,800,000
$176,700,000
$235,600,000
$294,500,000
-$58,900,000Market ValueFeb-04 Aug-05 Feb-07 Aug-08 Feb-10 Aug-11 Feb-13 Aug-14 Feb-16 Aug-17 Feb-19 Aug-20 Feb-22 Aug-23 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 03/01/2004
Beginning Market Value $199,138,632 $183,650,201 $164,887,965 $153,484,073 $185,443,564 $75,655,868
Net Contributions $84,184 $10,162,077 $15,310,352 $298,557 -$12,209,811 $35,710,778
Net Investment Return $2,266,028 $7,676,566 $3,451,884 $11,105,335 -$19,749,680 $90,122,198
Ending Market Value $201,488,844 $201,488,844 $183,650,201 $164,887,965 $153,484,073 $201,488,844
City of Clearwater Employees' Pension Plan - Dodge & Cox
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
42
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Blmbg. U.S. Aggregate Index 0
3
6
9
-3
-6Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 1.14 4.10 6.25 3.88 0.79 2.73 2.69 4.00
Blmbg. U.S. Aggregate Index 1.21 4.02 6.08 2.55 -0.73 1.77 1.76 3.13
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Blmbg. U.S. Aggregate Index
0
10
20
-10
-20Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 4.10 2.11 7.23 -10.57 -1.15 8.72 8.98 4.00
Blmbg. U.S. Aggregate Index 4.02 1.25 5.53 -13.01 -1.55 7.51 8.72 3.13
City of Clearwater Employees' Pension Plan - Dodge & Cox
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
43
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: March 1, 2004)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Blmbg. U.S. Aggregate Index
-5
0
5
10
15
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0 26.0 28.0
Risk (Annualized Standard Deviation)
Total Portfolio Blmbg. U.S. Aggregate Index
Positive Months Ratio 55.56 52.78
Negative Months Ratio 44.44 47.22
Best Quarter 9.07 8.23
Worst Quarter -7.68 -8.23
Standard Deviation 7.39 7.20
Maximum Drawdown -7.68 -8.23
Max Drawdown Recovery Period 17.00 24.00
Up Capture 106.11 100.00
Down Capture 93.36 100.00
Alpha 1.26 0.00
Beta 1.02 1.00
R-Squared 0.99 1.00
Consistency 77.78 100.00
Tracking Error 0.79 0.00
Treynor Ratio 0.00 -0.02
Information Ratio 1.65 -
Sharpe Ratio -0.05 -0.24
Total Portfolio Blmbg. U.S. Aggregate Index
Positive Months Ratio 65.23 61.33
Negative Months Ratio 34.77 38.67
Best Quarter 9.07 8.23
Worst Quarter -7.68 -8.23
Standard Deviation 4.19 4.21
Maximum Drawdown -15.06 -17.18
Max Drawdown Recovery Period 47.00 -
Up Capture 100.26 100.00
Down Capture 79.29 100.00
Alpha 1.14 0.00
Beta 0.91 1.00
R-Squared 0.83 1.00
Consistency 60.94 100.00
Tracking Error 1.76 0.00
Treynor Ratio 0.03 0.02
Information Ratio 0.48 -
Sharpe Ratio 0.56 0.36
City of Clearwater Employees' Pension Plan - Dodge & Cox
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
44
-4
-2
0
2
4
6
8
10
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 1.14 (84)4.10 (32)6.25 (43)5.22 (19)3.88 (6)0.39 (10)0.79 (9)1.98 (7)2.73 (6)2.44 (4)
Blmbg. U.S. Aggregate Index 1.21 (67)4.02 (49)6.08 (64)4.34 (68)2.55 (69)-0.82 (61)-0.73 (60)0.79 (64)1.77 (60)1.50 (58)
5th Percentile 2.10 4.66 7.68 6.24 4.08 1.15 1.21 2.11 2.73 2.37
1st Quartile 1.42 4.20 6.53 5.02 3.15 -0.48 -0.20 1.25 2.13 1.81
Median 1.23 4.02 6.14 4.53 2.70 -0.79 -0.67 0.86 1.81 1.53
3rd Quartile 1.19 3.93 6.02 4.30 2.52 -0.91 -0.80 0.73 1.70 1.40
95th Percentile 0.99 3.53 5.47 3.80 1.97 -1.45 -1.23 0.21 1.18 0.91
Population 232 231 226 216 206 192 180 169 160 149
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Dodge & Cox
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
45
-25
-20
-15
-10
-5
0
5
10
15
20
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 2.11 (32)7.23 (4)-10.57 (12)-1.15 (22)8.72 (28)8.98 (33)0.02 (25)3.99 (23)5.55 (1)-0.12 (89)
Blmbg. U.S. Aggregate Index 1.25 (79)5.53 (71)-13.01 (31)-1.55 (44)7.51 (63)8.72 (48)0.01 (27)3.54 (52)2.65 (51)0.55 (36)
5th Percentile 4.09 7.09 -8.62 -0.20 9.67 10.05 0.72 5.84 4.14 1.21
1st Quartile 2.26 6.17 -12.96 -1.24 8.83 9.31 0.02 3.83 3.11 0.61
Median 1.62 5.70 -13.13 -1.60 7.64 8.71 -0.17 3.55 2.65 0.50
3rd Quartile 1.28 5.47 -13.58 -1.73 7.36 8.47 -0.40 3.30 2.47 0.14
95th Percentile 0.85 4.68 -15.40 -2.15 5.75 6.86 -2.40 2.26 1.79 -1.51
Population 233 235 224 226 219 202 192 178 163 156
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater - Dodge & Cox
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
46
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Blmbg. Intermed. U.S. Government/Credit Net Cash Flow
$161,200,000
$162,500,000
$163,800,000
$165,100,000
$166,400,000
$167,700,000
Market ValueFeb-25 Mar-25 Apr-25 May-25 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 03/01/2025
Beginning Market Value $162,815,678 ----$162,851,893
Net Contributions $79,953 ----$79,953
Net Investment Return $1,961,197 ----$1,924,982
Ending Market Value $164,856,828 ----$164,856,828
City of Clearwater Employees' Pension Plan - Longfellow Investment Management Co.
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
47
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Blmbg. Intermed. U.S. Government/Credit
0
3
6
9
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 1.20 ------1.20
Blmbg. Intermed. U.S. Government/Credit 1.67 4.13 6.74 3.57 0.64 2.42 2.04 1.67
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Blmbg. Intermed. U.S. Government/Credit
0
6
12
-6
-12
-18Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio -------1.20
Blmbg. Intermed. U.S. Government/Credit 4.13 3.00 5.24 -8.24 -1.44 6.43 6.80 1.67
City of Clearwater Employees' Pension Plan - Longfellow Investment Management Co.
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
48
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: April 1, 2025)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Blmbg. Intermed. U.S. Government/Credit
-12
-6
0
6
12
18
Annualized Return (%)-0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8 2.0 2.2 2.4 2.6 2.8 3.0 3.2 3.4 3.6 3.8
Risk (Annualized Standard Deviation)
Total Portfolio Blmbg. Intermed. U.S. Government/Credit
Positive Months Ratio -58.33
Negative Months Ratio -41.67
Best Quarter -5.26
Worst Quarter --5.04
Standard Deviation -4.55
Maximum Drawdown --5.04
Max Drawdown Recovery Period -17.00
Up Capture -100.00
Down Capture -100.00
Alpha -0.00
Beta -1.00
R-Squared -1.00
Consistency -100.00
Tracking Error -0.00
Treynor Ratio --0.01
Information Ratio --
Sharpe Ratio --0.19
Total Portfolio Blmbg. Intermed. U.S. Government/Credit
Positive Months Ratio 66.67 66.67
Negative Months Ratio 33.33 33.33
Best Quarter 1.20 1.67
Worst Quarter 1.20 1.67
Standard Deviation 0.94 0.63
Maximum Drawdown -0.64 -0.33
Max Drawdown Recovery Period 2.00 2.00
Up Capture 92.86 100.00
Down Capture 195.71 100.00
Alpha -0.29 0.00
Beta 1.26 1.00
R-Squared 0.71 1.00
Consistency 33.33 100.00
Tracking Error 0.53 0.00
Treynor Ratio 0.00 0.00
Information Ratio -0.29 -
Sharpe Ratio 0.06 0.33
City of Clearwater Employees' Pension Plan - Longfellow Investment Management Co.
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
49
-4
-2
0
2
4
6
8
10
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Longfellow Investment Management Co. 1.20 (69)---------
Blmbg. Intermed. U.S. Government/Credit 1.67 (13)4.13 (29)6.74 (18)5.46 (13)3.57 (13)0.75 (8)0.64 (10)1.69 (11)2.42 (12)2.04 (14)
5th Percentile 2.10 4.66 7.68 6.24 4.08 1.15 1.21 2.11 2.73 2.37
1st Quartile 1.42 4.20 6.53 5.02 3.15 -0.48 -0.20 1.25 2.13 1.81
Median 1.23 4.02 6.14 4.53 2.70 -0.79 -0.67 0.86 1.81 1.53
3rd Quartile 1.19 3.93 6.02 4.30 2.52 -0.91 -0.80 0.73 1.70 1.40
95th Percentile 0.99 3.53 5.47 3.80 1.97 -1.45 -1.23 0.21 1.18 0.91
Population 232 231 226 216 206 192 180 169 160 149
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Longfellow Investment Management Co.
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
50
-25
-20
-15
-10
-5
0
5
10
15
20
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio ----------
Blmbg. Intermed. U.S. Government/Credit 3.00 (13)5.24 (86)-8.24 (5)-1.44 (35)6.43 (91)6.80 (96)0.88 (3)2.14 (97)2.08 (90)1.07 (10)
5th Percentile 4.09 7.09 -8.62 -0.20 9.67 10.05 0.72 5.84 4.14 1.21
1st Quartile 2.26 6.17 -12.96 -1.24 8.83 9.31 0.02 3.83 3.11 0.61
Median 1.62 5.70 -13.13 -1.60 7.64 8.71 -0.17 3.55 2.65 0.50
3rd Quartile 1.28 5.47 -13.58 -1.73 7.36 8.47 -0.40 3.30 2.47 0.14
95th Percentile 0.85 4.68 -15.40 -2.15 5.75 6.86 -2.40 2.26 1.79 -1.51
Population 233 235 224 226 219 202 192 178 163 156
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Longfellow Investment Management Co.
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
51
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$308,000,000
$616,000,000
$924,000,000
-$308,000,000
-$616,000,000
-$924,000,000Market ValueDec-87 Mar-90 Jun-92 Sep-94 Dec-96 Mar-99 Jun-01 Sep-03 Dec-05 Mar-08 Jun-10 Sep-12 Dec-14 Mar-17 Jun-19 Sep-21 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 01/01/1988
Beginning Market Value $573,639,939 $625,318,067 $520,689,267 $407,659,206 $550,878,596 $32,235,837
Net Contributions -$8,941,736 -$28,384,645 -$1,880,441 $1,715,440 -$29,182,409 -$430,060,554
Net Investement Return $58,741,335 $26,506,116 $106,509,241 $111,314,621 -$114,036,981 $1,021,264,255
Ending Market Value $623,439,538 $623,439,538 $625,318,067 $520,689,267 $407,659,206 $623,439,538
City of Clearwater Employees' Pension Plan - Total U.S. Equities
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
52
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
S&P 500 Index
0
6
12
18
24
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 10.25 4.55 13.26 17.92 14.18 12.57 12.19 11.61
S&P 500 Index 10.94 6.20 15.16 19.71 16.64 14.39 13.65 11.30
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
S&P 500 Index 0
20
40
60
-20
-40Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 4.55 20.42 26.79 -20.77 21.97 24.69 29.50 11.61
S&P 500 Index 6.20 25.02 26.29 -18.11 28.71 18.40 31.49 11.30
City of Clearwater Employees' Pension Plan - Total U.S. Equities
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
53
3 YEAR INCEPTION
Composite Risk VS. Total Return
(since inception: January 1, 1988)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Total Portfolio
S&P 500 Index 90 Day U.S. Treasury Bill
0
4
8
12
16
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0
Risk (Annualized Standard Deviation)
Total Portfolio S&P 500 Index
Positive Months Ratio 63.89 63.89
Negative Months Ratio 36.11 36.11
Best Quarter 15.88 16.01
Worst Quarter -9.39 -8.25
Standard Deviation 16.02 15.58
Maximum Drawdown -12.13 -12.91
Max Drawdown Recovery Period 6.00 8.00
Up Capture 98.40 100.00
Down Capture 106.11 100.00
Alpha -1.75 0.00
Beta 1.02 1.00
R-Squared 0.98 1.00
Consistency 36.11 100.00
Tracking Error 2.53 0.00
Treynor Ratio 0.13 0.15
Information Ratio -0.58 -
Sharpe Ratio 0.84 0.95
Total Portfolio S&P 500 Index
Positive Months Ratio 64.89 65.78
Negative Months Ratio 35.11 34.22
Best Quarter 28.42 25.83
Worst Quarter -33.84 -29.65
Standard Deviation 14.40 14.65
Maximum Drawdown -51.36 -50.95
Max Drawdown Recovery Period 40.00 53.00
Up Capture 89.78 100.00
Down Capture 79.86 100.00
Alpha 1.95 0.00
Beta 0.86 1.00
R-Squared 0.76 1.00
Consistency 49.33 100.00
Tracking Error 7.35 0.00
Treynor Ratio 0.11 0.09
Information Ratio 0.03 -
Sharpe Ratio 0.63 0.60
City of Clearwater Employees' Pension Plan - Total U.S. Equities
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
54
-4
0
4
8
12
16
20
24
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 10.25 (54)4.55 (63)13.26 (64)16.86 (59)17.92 (34)7.86 (78)14.18 (83)13.03 (52)12.57 (44)12.89 (42)
S&P 500 Index 10.94 (28)6.20 (3)15.16 (17)19.77 (4)19.71 (5)11.28 (4)16.64 (8)15.07 (3)14.39 (2)14.39 (3)
5th Percentile 11.48 5.97 15.38 19.44 19.35 10.19 17.00 14.51 13.67 14.00
1st Quartile 10.96 5.31 14.41 18.06 18.29 9.64 15.89 13.95 13.15 13.41
Median 10.26 4.77 13.69 17.31 17.44 8.81 15.14 13.04 12.31 12.49
3rd Quartile 9.68 4.16 12.54 16.12 16.65 7.91 14.69 12.42 11.43 11.80
95th Percentile 8.11 2.77 11.21 14.45 14.98 6.13 13.20 10.77 10.00 10.40
PLAN SPONSOR PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Total U.S. Equities
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
55
-40
-30
-20
-10
0
10
20
30
40
50
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 20.42 (66)26.79 (9)-20.77 (96)21.97 (94)24.69 (6)29.50 (69)-4.06 (4)22.53 (15)9.61 (98)1.48 (8)
S&P 500 Index 25.02 (2)26.29 (13)-18.11 (34)28.71 (8)18.40 (62)31.49 (15)-4.38 (5)21.83 (31)11.96 (62)1.38 (8)
5th Percentile 23.86 27.09 -14.07 29.34 24.96 32.60 -4.48 23.55 16.13 1.80
1st Quartile 23.19 25.64 -17.24 26.56 20.95 30.67 -5.54 22.05 13.66 0.63
Median 21.45 24.33 -18.61 25.73 18.99 30.06 -5.89 20.93 12.40 0.10
3rd Quartile 19.71 22.16 -19.32 23.93 16.92 29.25 -7.55 19.94 11.32 -0.73
95th Percentile 16.44 19.31 -20.69 21.64 12.31 27.45 -9.45 17.82 10.78 -3.17
PLAN SPONSOR PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Total U.S. Equities
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
56
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$187,900,000
$375,800,000
$563,700,000
$751,600,000
-$187,900,000
-$375,800,000Market ValueMar-88 Jun-90 Sep-92 Dec-94 Mar-97 Jun-99 Sep-01 Dec-03 Mar-06 Jun-08 Sep-10 Dec-12 Mar-15 Jun-17 Sep-19 Dec-21 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 04/30/1988
Beginning Market Value $387,059,353 $427,353,149 $354,699,311 $288,194,255 $376,051,591 $18,032,213
Net Contributions -$9,318,560 -$29,127,184 -$18,264,585 -$19,394,501 -$10,293,061 -$236,691,344
Net Investment Return $44,632,648 $24,147,476 $90,918,424 $85,899,557 -$77,564,275 $641,032,573
Ending Market Value $422,373,441 $422,373,441 $427,353,149 $354,699,311 $288,194,255 $422,373,441
City of Clearwater Employees' Pension Plan - Total U.S. Large Cap Equities
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
57
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell 1000 Index
0
8
16
24
32
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 11.55 6.17 15.33 21.03 16.24 14.02 13.44 11.32
Russell 1000 Index 11.11 6.12 15.66 19.59 16.30 14.09 13.35 11.25
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell 1000 Index 0
20
40
60
-20
-40Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 6.17 25.63 29.94 -20.72 25.27 19.54 30.02 11.32
Russell 1000 Index 6.12 24.51 26.53 -19.13 26.45 20.96 31.43 11.25
City of Clearwater Employees' Pension Plan - Total U.S. Large Cap Equities
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
58
3 YEAR INCEPTION
Composite Risk VS. Total Return
(since inception: April 1, 1988)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Total Portfolio
Russell 1000 Index 90 Day U.S. Treasury Bill
0
4
8
12
16
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0
Risk (Annualized Standard Deviation)
Total Portfolio Russell 1000 Index
Positive Months Ratio 63.89 63.89
Negative Months Ratio 36.11 36.11
Best Quarter 15.98 16.34
Worst Quarter -8.38 -8.63
Standard Deviation 15.68 15.83
Maximum Drawdown -12.63 -12.74
Max Drawdown Recovery Period 6.00 8.00
Up Capture 101.53 100.00
Down Capture 95.66 100.00
Alpha 1.44 0.00
Beta 0.99 1.00
R-Squared 0.99 1.00
Consistency 66.67 100.00
Tracking Error 1.18 0.00
Treynor Ratio 0.16 0.15
Information Ratio 1.01 -
Sharpe Ratio 1.02 0.93
Total Portfolio Russell 1000 Index
Positive Months Ratio 65.10 65.77
Negative Months Ratio 34.90 34.23
Best Quarter 24.41 26.38
Worst Quarter -29.55 -30.97
Standard Deviation 13.63 14.84
Maximum Drawdown -49.18 -51.13
Max Drawdown Recovery Period 53.00 53.00
Up Capture 85.97 100.00
Down Capture 75.62 100.00
Alpha 1.91 0.00
Beta 0.83 1.00
R-Squared 0.82 1.00
Consistency 50.34 100.00
Tracking Error 6.35 0.00
Treynor Ratio 0.10 0.09
Information Ratio -0.02 -
Sharpe Ratio 0.64 0.59
City of Clearwater Employees' Pension Plan - Total U.S. Large Cap Equities
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
59
-4
0
4
8
12
16
20
24
28
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 11.55 (5)6.17 (3)15.33 (8)20.72 (3)21.03 (4)10.68 (4)16.24 (11)14.63 (5)14.02 (3)14.22 (3)
Russell 1000 Index 11.11 (11)6.12 (4)15.66 (2)19.70 (4)19.59 (5)10.43 (5)16.30 (10)14.78 (4)14.09 (2)14.15 (4)
5th Percentile 11.48 5.97 15.38 19.44 19.35 10.19 17.00 14.51 13.67 14.00
1st Quartile 10.96 5.31 14.41 18.06 18.29 9.64 15.89 13.95 13.15 13.41
Median 10.26 4.77 13.69 17.31 17.44 8.81 15.14 13.04 12.31 12.49
3rd Quartile 9.68 4.16 12.54 16.12 16.65 7.91 14.69 12.42 11.43 11.80
95th Percentile 8.11 2.77 11.21 14.45 14.98 6.13 13.20 10.77 10.00 10.40
PLAN SPONSOR PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Total U.S. Large Cap Equities
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
60
-40
-30
-20
-10
0
10
20
30
40
50
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 25.63 (2)29.94 (4)-20.72 (96)25.27 (58)19.54 (42)30.02 (51)-3.49 (2)24.63 (3)8.88 (98)3.35 (1)
Russell 1000 Index 24.51 (3)26.53 (10)-19.13 (67)26.45 (31)20.96 (25)31.43 (15)-4.78 (6)21.69 (35)12.05 (60)0.92 (19)
5th Percentile 23.86 27.09 -14.07 29.34 24.96 32.60 -4.48 23.55 16.13 1.80
1st Quartile 23.19 25.64 -17.24 26.56 20.95 30.67 -5.54 22.05 13.66 0.63
Median 21.45 24.33 -18.61 25.73 18.99 30.06 -5.89 20.93 12.40 0.10
3rd Quartile 19.71 22.16 -19.32 23.93 16.92 29.25 -7.55 19.94 11.32 -0.73
95th Percentile 16.44 19.31 -20.69 21.64 12.31 27.45 -9.45 17.82 10.78 -3.17
PLAN SPONSOR PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Total U.S. Large Cap Equities
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
61
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$25,900,000
$51,800,000
$77,700,000
$103,600,000
-$25,900,000Market ValueDec-12 Sep-13 Jun-14 Mar-15 Dec-15 Sep-16 Jun-17 Mar-18 Dec-18 Sep-19 Jun-20 Mar-21 Dec-21 Sep-22 Jun-23 Mar-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 01/31/2013
Beginning Market Value $77,872,956 $76,979,771 $60,846,645 $43,639,686 $57,800,059 $33,239,288
Net Contributions $159,093 $306,745 $558,058 $419,308 $347,224 -$36,277,504
Net Investment Return $6,144,680 $6,890,213 $15,575,068 $16,787,652 -$14,507,598 $87,214,945
Ending Market Value $84,176,729 $84,176,729 $76,979,771 $60,846,645 $43,639,686 $84,176,729
City of Clearwater Employees' Pension Plan - Eagle Capital Management
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
62
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell 1000 Value Index
0
8
16
24
32
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 7.89 8.94 15.26 24.66 18.24 14.06 13.44 14.35
Russell 1000 Value Index 3.79 6.00 13.70 12.76 13.93 9.59 9.19 10.28
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell 1000 Value Index 0
25
50
75
-25
-50Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 8.94 25.56 38.37 -25.08 27.60 15.49 31.28 14.35
Russell 1000 Value Index 6.00 14.37 11.46 -7.54 25.16 2.80 26.54 10.28
City of Clearwater Employees' Pension Plan - Eagle Capital Management
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
63
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: January 1, 2013)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Russell 1000 Value Index
-6
0
6
12
18
24
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0
Risk (Annualized Standard Deviation)
Total Portfolio Russell 1000 Value Index
Positive Months Ratio 66.67 58.33
Negative Months Ratio 33.33 41.67
Best Quarter 13.38 13.62
Worst Quarter -6.66 -9.75
Standard Deviation 15.83 15.66
Maximum Drawdown -13.08 -11.49
Max Drawdown Recovery Period 4.00 4.00
Up Capture 109.33 100.00
Down Capture 58.32 100.00
Alpha 12.52 0.00
Beta 0.88 1.00
R-Squared 0.75 1.00
Consistency 63.89 100.00
Tracking Error 8.15 0.00
Treynor Ratio 0.22 0.09
Information Ratio 1.25 -
Sharpe Ratio 1.20 0.56
Total Portfolio Russell 1000 Value Index
Positive Months Ratio 67.33 64.00
Negative Months Ratio 32.67 36.00
Best Quarter 21.99 16.77
Worst Quarter -23.61 -26.73
Standard Deviation 16.32 14.68
Maximum Drawdown -32.38 -26.73
Max Drawdown Recovery Period 26.00 12.00
Up Capture 109.45 100.00
Down Capture 93.91 100.00
Alpha 3.27 0.00
Beta 1.01 1.00
R-Squared 0.83 1.00
Consistency 56.00 100.00
Tracking Error 6.76 0.00
Treynor Ratio 0.13 0.10
Information Ratio 0.50 -
Sharpe Ratio 0.81 0.67
City of Clearwater Employees' Pension Plan - Eagle Capital Management
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
64
-5
0
5
10
15
20
25
30
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 7.89 (5)8.94 (8)15.26 (15)23.22 (1)24.66 (1)10.57 (7)18.24 (4)14.72 (2)14.06 (1)14.32 (1)
Russell 1000 Value Index 3.79 (57)6.00 (47)13.70 (35)13.38 (54)12.76 (49)7.51 (61)13.93 (54)9.78 (60)9.59 (54)9.23 (60)
5th Percentile 7.56 9.31 17.29 18.24 17.41 10.84 17.67 13.09 11.88 11.84
1st Quartile 5.48 7.18 14.33 15.07 14.24 9.04 15.51 11.25 10.60 10.47
Median 4.18 5.84 12.66 13.56 12.71 8.04 14.12 10.15 9.72 9.53
3rd Quartile 2.68 4.38 10.49 11.80 10.85 6.81 12.67 9.12 8.75 8.67
95th Percentile 0.19 1.82 5.89 8.25 7.91 4.73 10.29 7.04 6.78 6.95
Population 1,019 1,019 1,019 1,017 1,001 983 973 958 956 948
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Eagle Capital Management
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
65
-40
-25
-10
5
20
35
50
65
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 25.56 (1)38.37 (1)-25.08 (100)27.60 (32)15.49 (2)31.28 (5)-4.86 (14)23.52 (2)10.16 (90)2.35 (4)
Russell 1000 Value Index 14.37 (50)11.46 (47)-7.54 (69)25.16 (61)2.80 (53)26.54 (38)-8.27 (45)13.66 (80)17.34 (20)-3.83 (59)
5th Percentile 20.77 20.80 1.17 32.11 12.10 31.26 -2.84 21.78 20.59 1.68
1st Quartile 16.34 14.21 -3.07 28.15 6.23 27.84 -6.22 18.71 16.53 -1.52
Median 14.35 11.16 -5.57 26.02 2.94 25.56 -8.67 16.43 14.25 -3.33
3rd Quartile 11.63 8.42 -8.61 23.83 0.49 23.33 -10.68 14.11 12.05 -4.81
95th Percentile 6.77 3.64 -14.03 19.08 -4.35 19.67 -14.40 9.76 8.63 -7.75
Population 1,048 1,134 1,138 1,142 1,137 1,122 1,120 1,105 1,089 1,044
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Eagle Capital Management
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
66
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$70,900,000
$141,800,000
$212,700,000
$283,600,000
$354,500,000
-$70,900,000Market ValueOct-20 Apr-21 Oct-21 Apr-22 Oct-22 Apr-23 Oct-23 Apr-24 Oct-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 11/30/2020
Beginning Market Value $195,254,150 $238,897,395 $179,193,994 $135,593,144 $191,150,851 $30,545,838
Net Contributions -$9,485,358 -$29,467,443 $61,362 -$12,953,416 $47,645 $87,249,529
Net Investment Return $34,541,977 $10,880,817 $59,642,039 $56,554,265 -$55,605,352 $102,515,402
Ending Market Value $220,310,769 $220,310,769 $238,897,395 $179,193,994 $135,593,144 $220,310,769
City of Clearwater Employees' Pension Plan - NTGI-QM R1000G
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
67
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell 1000 Growth Index
0
8
16
24
32
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 17.82 6.08 17.18 25.59 ---15.49
Russell 1000 Growth Index 17.84 6.09 17.22 25.76 18.15 17.90 17.01 15.18
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell 1000 Growth Index
0
50
100
-50Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 6.08 33.28 42.20 -29.09 29.75 --15.49
Russell 1000 Growth Index 6.09 33.36 42.68 -29.14 27.60 38.49 36.39 15.18
City of Clearwater Employees' Pension Plan - NTGI-QM R1000G
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
68
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: November 1, 2020)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Russell 1000 Growth Index
-8
0
8
16
24
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0
Risk (Annualized Standard Deviation)
Total Portfolio Russell 1000 Growth Index
Positive Months Ratio 66.67 66.67
Negative Months Ratio 33.33 33.33
Best Quarter 18.74 18.70
Worst Quarter -10.15 -10.15
Standard Deviation 18.37 18.36
Maximum Drawdown -13.92 -13.93
Max Drawdown Recovery Period 8.00 8.00
Up Capture 99.93 100.00
Down Capture 100.62 100.00
Alpha -0.14 0.00
Beta 1.00 1.00
R-Squared 1.00 1.00
Consistency 33.33 100.00
Tracking Error 0.21 0.00
Treynor Ratio 0.20 0.20
Information Ratio -0.61 -
Sharpe Ratio 1.10 1.11
Total Portfolio Russell 1000 Growth Index
Positive Months Ratio 64.29 62.50
Negative Months Ratio 35.71 37.50
Best Quarter 18.74 18.70
Worst Quarter -20.89 -20.92
Standard Deviation 18.85 19.17
Maximum Drawdown -30.63 -30.66
Max Drawdown Recovery Period 24.00 24.00
Up Capture 95.10 100.00
Down Capture 100.21 100.00
Alpha -1.03 0.00
Beta 0.95 1.00
R-Squared 0.94 1.00
Consistency 41.07 100.00
Tracking Error 4.78 0.00
Treynor Ratio 0.14 0.15
Information Ratio -0.39 -
Sharpe Ratio 0.70 0.78
City of Clearwater Employees' Pension Plan - NTGI-QM R1000G
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
69
-10
-4
2
8
14
20
26
32
38
44
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 17.82 (49)6.08 (59)17.18 (30)24.87 (37)25.59 (29)12.64 (6)----
Russell 1000 Growth Index 17.84 (48)6.09 (59)17.22 (29)25.09 (34)25.76 (27)12.74 (6)18.15 (5)18.99 (9)17.90 (7)18.46 (9)
5th Percentile 28.96 14.48 32.73 33.50 31.12 12.77 18.12 19.66 18.20 19.15
1st Quartile 19.73 8.45 17.91 26.01 25.91 10.64 16.25 17.21 16.06 17.02
Median 17.75 6.93 15.36 23.60 23.85 9.18 14.92 15.79 14.99 15.93
3rd Quartile 15.53 5.11 12.56 20.29 21.13 7.10 13.14 14.14 13.73 14.61
95th Percentile 8.52 2.07 7.72 12.59 14.61 1.79 9.06 11.13 11.22 12.10
Population 1,005 1,005 1,003 995 987 971 966 960 940 932
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - NTGI-QM R1000G
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
70
-75
-50
-25
0
25
50
75
100
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 33.28 (30)42.20 (33)-29.09 (34)29.75 (8)------
Russell 1000 Growth Index 33.36 (29)42.68 (31)-29.14 (34)27.60 (15)38.49 (40)36.39 (22)-1.51 (55)30.21 (44)7.08 (18)5.67 (47)
5th Percentile 44.45 53.10 -20.48 30.31 74.82 39.30 6.07 37.82 9.27 11.06
1st Quartile 34.29 43.55 -27.37 25.61 45.13 36.16 1.24 32.51 6.00 7.62
Median 29.72 39.34 -31.15 22.02 35.98 33.18 -1.13 29.47 2.49 5.36
3rd Quartile 24.39 32.98 -35.17 16.77 30.52 30.35 -3.66 26.14 0.31 1.79
95th Percentile 14.23 20.89 -47.31 3.52 20.64 25.90 -7.20 21.18 -3.60 -2.87
Population 1,013 1,094 1,110 1,133 1,116 1,087 1,080 1,054 1,042 1,017
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - NTGI-QM R1000G
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
71
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$42,900,000
$85,800,000
$128,700,000
$171,600,000
-$42,900,000
-$85,800,000Market ValueJun-07 Sep-08 Dec-09 Mar-11 Jun-12 Sep-13 Dec-14 Mar-16 Jun-17 Sep-18 Dec-19 Mar-21 Jun-22 Sep-23 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 07/31/2007
Beginning Market Value $103,522,906 $101,410,244 $84,800,204 $67,546,777 $73,095,509 $26,197,069
Net Contributions $9,507,764 $9,515,370 $5,025,924 $8,021,321 $20,204 -$15,121,220
Net Investment Return $4,048,798 $6,153,854 $11,584,117 $9,232,105 -$5,568,935 $106,003,620
Ending Market Value $117,079,468 $117,079,468 $101,410,244 $84,800,204 $67,546,777 $117,079,468
City of Clearwater Employees' Pension Plan - NTGI-QM R1000V
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
72
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell 1000 Value Index
0
5
10
15
20
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 3.83 5.98 13.67 12.80 13.90 9.59 9.17 7.21
Russell 1000 Value Index 3.79 6.00 13.70 12.76 13.93 9.59 9.19 7.18
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell 1000 Value Index 0
15
30
45
-15
-30Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 5.98 14.37 11.61 -7.62 25.17 2.77 26.55 7.21
Russell 1000 Value Index 6.00 14.37 11.46 -7.54 25.16 2.80 26.54 7.18
City of Clearwater Employees' Pension Plan - NTGI-QM R1000V
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
73
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: July 1, 2007)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Russell 1000 Value Index
-5
0
5
10
15
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0 26.0 28.0
Risk (Annualized Standard Deviation)
Total Portfolio Russell 1000 Value Index
Positive Months Ratio 58.33 58.33
Negative Months Ratio 41.67 41.67
Best Quarter 13.63 13.62
Worst Quarter -9.67 -9.75
Standard Deviation 15.65 15.66
Maximum Drawdown -11.50 -11.49
Max Drawdown Recovery Period 4.00 4.00
Up Capture 100.01 100.00
Down Capture 99.83 100.00
Alpha 0.04 0.00
Beta 1.00 1.00
R-Squared 1.00 1.00
Consistency 44.44 100.00
Tracking Error 0.13 0.00
Treynor Ratio 0.09 0.09
Information Ratio 0.26 -
Sharpe Ratio 0.57 0.56
Total Portfolio Russell 1000 Value Index
Positive Months Ratio 60.65 60.65
Negative Months Ratio 39.35 39.35
Best Quarter 27.69 27.62
Worst Quarter -28.95 -28.88
Standard Deviation 16.27 16.31
Maximum Drawdown -54.40 -54.50
Max Drawdown Recovery Period 66.00 66.00
Up Capture 99.97 100.00
Down Capture 99.83 100.00
Alpha 0.05 0.00
Beta 1.00 1.00
R-Squared 1.00 1.00
Consistency 66.20 100.00
Tracking Error 0.38 0.00
Treynor Ratio 0.07 0.07
Information Ratio 0.06 -
Sharpe Ratio 0.43 0.42
City of Clearwater Employees' Pension Plan - NTGI-QM R1000V
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
74
-4
0
4
8
12
16
20
24
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 3.83 (56)5.98 (47)13.67 (36)13.42 (53)12.80 (48)7.52 (61)13.90 (55)9.78 (60)9.59 (54)9.23 (60)
Russell 1000 Value Index 3.79 (57)6.00 (47)13.70 (35)13.38 (54)12.76 (49)7.51 (61)13.93 (54)9.78 (60)9.59 (54)9.23 (60)
5th Percentile 7.56 9.31 17.29 18.24 17.41 10.84 17.67 13.09 11.88 11.84
1st Quartile 5.48 7.18 14.33 15.07 14.24 9.04 15.51 11.25 10.60 10.47
Median 4.18 5.84 12.66 13.56 12.71 8.04 14.12 10.15 9.72 9.53
3rd Quartile 2.68 4.38 10.49 11.80 10.85 6.81 12.67 9.12 8.75 8.67
95th Percentile 0.19 1.82 5.89 8.25 7.91 4.73 10.29 7.04 6.78 6.95
Population 1,019 1,019 1,019 1,017 1,001 983 973 958 956 948
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - NTGI-QM R1000V
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
75
-30
-20
-10
0
10
20
30
40
50
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 14.37 (50)11.61 (46)-7.62 (69)25.17 (61)2.77 (53)26.55 (38)-8.32 (45)13.77 (79)17.03 (23)-3.66 (56)
Russell 1000 Value Index 14.37 (50)11.46 (47)-7.54 (69)25.16 (61)2.80 (53)26.54 (38)-8.27 (45)13.66 (80)17.34 (20)-3.83 (59)
5th Percentile 20.77 20.80 1.17 32.11 12.10 31.26 -2.84 21.78 20.59 1.68
1st Quartile 16.34 14.21 -3.07 28.15 6.23 27.84 -6.22 18.71 16.53 -1.52
Median 14.35 11.16 -5.57 26.02 2.94 25.56 -8.67 16.43 14.25 -3.33
3rd Quartile 11.63 8.42 -8.61 23.83 0.49 23.33 -10.68 14.11 12.05 -4.81
95th Percentile 6.77 3.64 -14.03 19.08 -4.35 19.67 -14.40 9.76 8.63 -7.75
Population 1,048 1,134 1,138 1,142 1,137 1,122 1,120 1,105 1,089 1,044
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - NTGI-QM R1000V
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
76
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$70,900,000
$141,800,000
$212,700,000
-$70,900,000
-$141,800,000
-$212,700,000Market ValueMar-88 Jun-90 Sep-92 Dec-94 Mar-97 Jun-99 Sep-01 Dec-03 Mar-06 Jun-08 Sep-10 Dec-12 Mar-15 Jun-17 Sep-19 Dec-21 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 04/30/1988
Beginning Market Value $120,380,518 $125,134,749 $106,878,366 $74,563,616 $106,096,870 $15,584,862
Net Contributions $230,713 $450,434 $5,845,178 $15,652,365 -$9,365,956 -$101,195,786
Net Investment Return $12,559,486 $7,585,533 $12,411,204 $16,662,386 -$22,167,299 $218,781,641
Ending Market Value $133,170,716 $133,170,716 $125,134,749 $106,878,366 $74,563,616 $133,170,716
City of Clearwater Employees' Pension Plan - Total U.S. Mid Cap Equities
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
77
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell Midcap Index
0
5
10
15
20
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 10.43 6.04 13.29 13.74 11.59 10.95 10.05 12.16
Russell Midcap Index 8.53 4.84 15.21 14.33 13.11 10.02 9.89 11.40
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell Midcap Index
0
25
50
-25
-50Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 6.04 11.47 20.24 -20.92 18.74 37.35 29.52 12.16
Russell Midcap Index 4.84 15.34 17.23 -17.32 22.58 17.10 30.54 11.40
City of Clearwater Employees' Pension Plan - Total U.S. Mid Cap Equities
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
78
3 YEAR INCEPTION
Composite Risk VS. Total Return
(since inception: April 1, 1988)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Total Portfolio
Russell Midcap Index 90 Day U.S. Treasury Bill
0
4
8
12
16
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0
Risk (Annualized Standard Deviation)
Total Portfolio Russell Midcap Index
Positive Months Ratio 50.00 50.00
Negative Months Ratio 50.00 50.00
Best Quarter 16.20 17.06
Worst Quarter -10.91 -12.90
Standard Deviation 17.72 18.45
Maximum Drawdown -11.99 -12.90
Max Drawdown Recovery Period 6.00 5.00
Up Capture 93.59 100.00
Down Capture 92.06 100.00
Alpha 0.18 0.00
Beta 0.94 1.00
R-Squared 0.97 1.00
Consistency 44.44 100.00
Tracking Error 3.31 0.00
Treynor Ratio 0.11 0.11
Information Ratio -0.20 -
Sharpe Ratio 0.57 0.58
Total Portfolio Russell Midcap Index
Positive Months Ratio 62.19 63.31
Negative Months Ratio 37.81 36.69
Best Quarter 50.66 31.40
Worst Quarter -39.61 -38.81
Standard Deviation 17.71 16.48
Maximum Drawdown -53.49 -54.15
Max Drawdown Recovery Period 38.00 45.00
Up Capture 92.29 100.00
Down Capture 81.29 100.00
Alpha 2.08 0.00
Beta 0.90 1.00
R-Squared 0.71 1.00
Consistency 49.89 100.00
Tracking Error 9.73 0.00
Treynor Ratio 0.11 0.09
Information Ratio 0.09 -
Sharpe Ratio 0.57 0.56
City of Clearwater Employees' Pension Plan - Total U.S. Mid Cap Equities
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
79
-1
2
5
8
11
14
17
20
23
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 10.43 (41)6.04 (5)13.29 (63)12.76 (99)13.74 (99)3.99 (100)11.59 (100)11.31 (94)10.95 (88)10.86 (93)
Russell Midcap Index 8.53 (92)4.84 (45)15.21 (15)14.03 (98)14.33 (97)5.44 (97)13.11 (96)10.39 (99)10.02 (95)10.31 (97)
5th Percentile 11.48 5.97 15.38 19.44 19.35 10.19 17.00 14.51 13.67 14.00
1st Quartile 10.96 5.31 14.41 18.06 18.29 9.64 15.89 13.95 13.15 13.41
Median 10.26 4.77 13.69 17.31 17.44 8.81 15.14 13.04 12.31 12.49
3rd Quartile 9.68 4.16 12.54 16.12 16.65 7.91 14.69 12.42 11.43 11.80
95th Percentile 8.11 2.77 11.21 14.45 14.98 6.13 13.20 10.77 10.00 10.40
PLAN SPONSOR PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Total U.S. Mid Cap Equities
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
80
-40
-25
-10
5
20
35
50
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 11.47 (100)20.24 (90)-20.92 (96)18.74 (100)37.35 (1)29.52 (68)-9.88 (97)19.76 (79)6.73 (99)-1.30 (84)
Russell Midcap Index 15.34 (99)17.23 (100)-17.32 (26)22.58 (88)17.10 (74)30.54 (33)-9.06 (94)18.52 (85)13.80 (19)-2.44 (91)
5th Percentile 23.86 27.09 -14.07 29.34 24.96 32.60 -4.48 23.55 16.13 1.80
1st Quartile 23.19 25.64 -17.24 26.56 20.95 30.67 -5.54 22.05 13.66 0.63
Median 21.45 24.33 -18.61 25.73 18.99 30.06 -5.89 20.93 12.40 0.10
3rd Quartile 19.71 22.16 -19.32 23.93 16.92 29.25 -7.55 19.94 11.32 -0.73
95th Percentile 16.44 19.31 -20.69 21.64 12.31 27.45 -9.45 17.82 10.78 -3.17
PLAN SPONSOR PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Total U.S. Mid Cap Equities
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
81
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$30,900,000
$61,800,000
$92,700,000
-$30,900,000
-$61,800,000
-$92,700,000Market ValueJul-01 Jan-03 Jul-04 Jan-06 Jul-07 Jan-09 Jul-10 Jan-12 Jul-13 Jan-15 Jul-16 Jan-18 Jul-19 Jan-21 Jul-22 Jan-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 08/31/2001
Beginning Market Value $49,860,390 $53,627,761 $51,642,293 $32,313,010 $50,353,781 $29,913,539
Net Contributions $109,990 $208,987 -$4,565,647 $10,324,950 $277,067 -$63,051,665
Net Investment Return $7,231,977 $3,365,609 $6,551,116 $9,004,333 -$18,317,838 $90,340,483
Ending Market Value $57,202,357 $57,202,357 $53,627,761 $51,642,293 $32,313,010 $57,202,357
City of Clearwater Employees' Pension Plan - Artisan Partners
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
82
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell Midcap Growth Index
0
10
20
30
40
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 14.50 6.25 14.72 13.08 6.57 10.80 9.95 10.29
Russell Midcap Growth Index 18.20 9.79 26.49 21.46 12.65 12.73 12.13 9.86
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell Midcap Growth Index
0
50
100
-50
-100Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 6.25 12.56 25.02 -36.33 10.53 56.72 38.58 10.29
Russell Midcap Growth Index 9.79 22.10 25.87 -26.72 12.73 35.59 35.47 9.86
City of Clearwater Employees' Pension Plan - Artisan Partners
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
83
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: August 1, 2001)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Russell Midcap Growth Index
-4
0
4
8
12
16
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0 26.0
Risk (Annualized Standard Deviation)
Total Portfolio Russell Midcap Growth Index
Positive Months Ratio 63.89 63.89
Negative Months Ratio 36.11 36.11
Best Quarter 17.97 20.06
Worst Quarter -12.33 -12.70
Standard Deviation 19.34 20.39
Maximum Drawdown -13.45 -12.89
Max Drawdown Recovery Period 11.00 7.00
Up Capture 82.98 100.00
Down Capture 101.94 100.00
Alpha -5.30 0.00
Beta 0.91 1.00
R-Squared 0.92 1.00
Consistency 36.11 100.00
Tracking Error 5.86 0.00
Treynor Ratio 0.11 0.17
Information Ratio -1.27 -
Sharpe Ratio 0.50 0.84
Total Portfolio Russell Midcap Growth Index
Positive Months Ratio 61.32 60.63
Negative Months Ratio 38.68 39.37
Best Quarter 36.44 31.56
Worst Quarter -39.29 -40.64
Standard Deviation 18.94 18.73
Maximum Drawdown -50.92 -52.91
Max Drawdown Recovery Period 37.00 39.00
Up Capture 100.52 100.00
Down Capture 98.60 100.00
Alpha 0.74 0.00
Beta 0.97 1.00
R-Squared 0.93 1.00
Consistency 47.04 100.00
Tracking Error 5.18 0.00
Treynor Ratio 0.10 0.10
Information Ratio 0.08 -
Sharpe Ratio 0.53 0.51
City of Clearwater Employees' Pension Plan - Artisan Partners
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
84
-12
-4
4
12
20
28
36
44
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 14.50 (50)6.25 (36)14.72 (49)12.92 (54)13.08 (63)-0.65 (73)6.57 (75)9.27 (54)10.80 (36)11.05 (49)
Russell Midcap Growth Index 18.20 (33)9.79 (19)26.49 (16)20.64 (11)21.46 (10)5.99 (11)12.65 (12)12.53 (10)12.73 (13)13.44 (10)
5th Percentile 25.61 12.86 33.03 26.18 24.56 8.36 13.84 13.84 13.88 15.62
1st Quartile 19.44 9.12 22.23 18.37 18.16 3.98 11.19 11.31 11.32 12.39
Median 14.49 4.73 14.36 13.54 14.57 1.45 8.89 9.56 10.00 11.00
3rd Quartile 10.02 1.16 7.43 8.47 11.79 -0.91 6.52 7.53 8.28 9.50
95th Percentile 4.15 -3.79 1.20 2.73 8.37 -4.36 3.17 5.16 5.31 6.80
Population 467 467 464 463 463 460 451 445 439 432
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Artisan Partners
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
85
-75
-50
-25
0
25
50
75
100
125
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 12.56 (62)25.02 (22)-36.33 (90)10.53 (61)56.72 (17)38.58 (16)-3.39 (37)20.81 (90)-0.63 (95)3.38 (19)
Russell Midcap Growth Index 22.10 (25)25.87 (17)-26.72 (35)12.73 (44)35.59 (54)35.47 (39)-4.75 (46)25.27 (47)7.33 (25)-0.20 (59)
5th Percentile 31.59 31.30 -19.91 24.94 80.85 42.26 3.76 34.21 12.37 6.27
1st Quartile 21.54 24.37 -25.03 16.34 48.19 37.42 -2.06 28.22 7.26 2.81
Median 15.01 20.68 -28.67 11.75 38.88 34.03 -5.02 25.01 4.57 0.67
3rd Quartile 10.51 17.95 -33.22 7.14 30.42 30.95 -7.13 22.88 2.12 -1.86
95th Percentile 4.07 11.58 -41.72 -5.04 19.45 26.60 -11.38 17.48 -0.77 -5.87
Population 469 504 516 525 504 497 491 480 480 475
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Artisan Partners
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
86
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$22,900,000
$45,800,000
$68,700,000
$91,600,000
$114,500,000
-$22,900,000Market ValueMar-20 Sep-20 Mar-21 Sep-21 Mar-22 Sep-22 Mar-23 Sep-23 Mar-24 Sep-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 04/01/2020
Beginning Market Value $70,520,128 $71,506,988 $55,236,074 $42,250,605 $55,743,089 $27,058,203
Net Contributions $120,723 $241,447 $10,410,825 $5,327,415 -$9,643,023 $4,950,634
Net Investment Return $5,327,509 $4,219,925 $5,860,089 $7,658,053 -$3,849,460 $43,959,523
Ending Market Value $75,968,360 $75,968,360 $71,506,988 $55,236,074 $42,250,605 $75,968,360
City of Clearwater Employees' Pension Plan - Boston Partners
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
87
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell Midcap Value Index
0
5
10
15
20
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 7.55 5.89 12.00 13.91 15.77 --11.75
Russell Midcap Value Index 5.35 3.12 11.53 11.34 13.71 8.22 8.39 11.22
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell Midcap Value Index 0
15
30
45
-15
-30Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 5.89 10.45 16.74 -6.98 27.34 --11.75
Russell Midcap Value Index 3.12 13.07 12.71 -12.03 28.34 4.96 27.06 11.22
City of Clearwater Employees' Pension Plan - Boston Partners
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
88
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: March 1, 2020)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Boston Partners Russell Midcap Value Index
-6
0
6
12
18
24
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0 26.0 28.0 30.0
Risk (Annualized Standard Deviation)
Boston Partners Russell Midcap Value Index
Positive Months Ratio 52.78 52.78
Negative Months Ratio 47.22 47.22
Best Quarter 14.56 15.84
Worst Quarter -9.54 -12.98
Standard Deviation 18.03 18.45
Maximum Drawdown -11.59 -12.98
Max Drawdown Recovery Period 4.00 5.00
Up Capture 100.39 100.00
Down Capture 90.72 100.00
Alpha 2.68 0.00
Beta 0.97 1.00
R-Squared 0.98 1.00
Consistency 50.00 100.00
Tracking Error 2.81 0.00
Treynor Ratio 0.11 0.08
Information Ratio 0.79 -
Sharpe Ratio 0.57 0.43
Boston Partners Russell Midcap Value Index
Positive Months Ratio 56.25 57.81
Negative Months Ratio 43.75 42.19
Best Quarter 24.61 20.43
Worst Quarter -17.99 -14.68
Standard Deviation 23.94 21.05
Maximum Drawdown -29.72 -22.70
Max Drawdown Recovery Period 25.00 5.00
Up Capture 90.41 100.00
Down Capture 79.95 100.00
Alpha 1.32 0.00
Beta 0.99 1.00
R-Squared 0.75 1.00
Consistency 50.00 100.00
Tracking Error 11.86 0.00
Treynor Ratio 0.12 0.10
Information Ratio 0.10 -
Sharpe Ratio 0.48 0.49
City of Clearwater Employees' Pension Plan - Boston Partners
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
89
-8
-4
0
4
8
12
16
20
24
28
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 7.55 (11)5.89 (9)12.00 (17)12.66 (18)13.91 (15)7.71 (13)15.77 (19)---
Russell Midcap Value Index 5.35 (38)3.12 (29)11.53 (21)11.76 (24)11.34 (36)5.57 (59)13.71 (48)9.00 (50)8.22 (40)8.14 (44)
5th Percentile 9.03 6.87 20.08 17.11 18.51 9.65 18.78 12.00 10.34 10.24
1st Quartile 5.93 3.68 11.00 11.66 12.05 6.65 15.19 10.29 9.08 8.99
Median 4.14 1.43 8.15 10.20 10.63 5.88 13.64 8.96 7.87 7.80
3rd Quartile 2.65 0.04 6.88 8.39 8.49 4.67 12.16 7.79 6.88 6.89
95th Percentile 0.34 -1.95 3.20 5.73 6.81 1.66 10.48 5.77 5.15 5.39
Population 351 351 351 345 342 339 334 332 331 318
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Boston Partners
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
90
-40
-30
-20
-10
0
10
20
30
40
50
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 10.45 (57)16.74 (23)-6.98 (39)27.34 (61)------
Russell Midcap Value Index 13.07 (30)12.71 (43)-12.03 (83)28.34 (52)4.96 (37)27.06 (52)-12.29 (38)13.34 (55)20.00 (35)-4.78 (60)
5th Percentile 18.86 24.91 0.38 35.22 13.19 34.16 -7.11 20.40 25.78 1.04
1st Quartile 13.58 16.25 -5.50 31.30 6.32 29.98 -11.09 15.98 20.95 -2.45
Median 10.85 12.00 -8.17 28.42 3.08 27.40 -13.24 13.58 17.24 -3.82
3rd Quartile 8.88 10.27 -10.67 25.71 0.18 24.20 -15.39 11.59 14.68 -6.62
95th Percentile 4.70 6.41 -16.39 13.45 -4.29 17.28 -19.84 7.61 10.04 -10.37
Population 364 371 381 390 389 387 384 369 368 361
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Boston Partners
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
91
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Russell 2000 Index Net Cash Flow
$0
$56,900,000
$113,800,000
$170,700,000
-$56,900,000
-$113,800,000
-$170,700,000Market ValueAug-03 Feb-05 Aug-06 Feb-08 Aug-09 Feb-11 Aug-12 Feb-14 Aug-15 Feb-17 Aug-18 Feb-20 Aug-21 Feb-23 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 09/30/2003
Beginning Market Value $66,200,068 $72,830,169 $59,111,590 $44,901,336 $68,730,135 $29,988,472
Net Contributions $146,110 $292,104 $10,538,966 $5,457,576 -$9,523,392 -$92,173,423
Gain/Loss $1,549,202 -$5,226,893 $3,179,613 $8,752,678 -$14,305,407 $130,080,332
Ending Market Value $67,895,380 $67,895,380 $72,830,169 $59,111,590 $44,901,336 $67,895,380
City of Clearwater Employees' Pension Plan - Total U.S. Small Cap Equities
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
92
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell 2000 Index
0
8
16
-8
-16Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 2.34 -7.18 1.37 6.27 6.24 6.49 8.44 9.34
Russell 2000 Index 8.50 -1.79 7.68 10.00 10.04 5.52 7.12 8.43
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell 2000 Index 0
20
40
60
-20
-40Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio -7.18 5.41 18.22 -20.83 12.05 31.17 26.79 9.34
Russell 2000 Index -1.79 11.54 16.93 -20.44 14.82 19.96 25.53 8.43
City of Clearwater Employees' Pension Plan - Total U.S. Small Cap Equities
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
93
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: September 1, 2003)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Russell 2000 Index
-4
0
4
8
12
16
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0 26.0 28.0
Risk (Annualized Standard Deviation)
Total Portfolio Russell 2000 Index
Positive Months Ratio 47.22 47.22
Negative Months Ratio 52.78 52.78
Best Quarter 14.71 17.62
Worst Quarter -14.79 -16.69
Standard Deviation 18.71 22.22
Maximum Drawdown -17.67 -18.87
Max Drawdown Recovery Period --
Up Capture 79.19 100.00
Down Capture 85.30 100.00
Alpha -1.97 0.00
Beta 0.82 1.00
R-Squared 0.94 1.00
Consistency 41.67 100.00
Tracking Error 6.01 0.00
Treynor Ratio 0.04 0.08
Information Ratio -0.69 -
Sharpe Ratio 0.18 0.34
Total Portfolio Russell 2000 Index
Positive Months Ratio 62.98 61.83
Negative Months Ratio 37.02 38.17
Best Quarter 30.14 35.15
Worst Quarter -36.45 -35.73
Standard Deviation 17.91 19.79
Maximum Drawdown -53.06 -52.89
Max Drawdown Recovery Period 40.00 45.00
Up Capture 91.58 100.00
Down Capture 85.53 100.00
Alpha 1.73 0.00
Beta 0.88 1.00
R-Squared 0.94 1.00
Consistency 50.76 100.00
Tracking Error 5.06 0.00
Treynor Ratio 0.10 0.08
Information Ratio 0.09 -
Sharpe Ratio 0.50 0.43
City of Clearwater Employees' Pension Plan - Total U.S. Small Cap Equities
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
94
-15
-10
-5
0
5
10
15
20
25
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 2.34 (100)-7.18 (100)1.37 (100)1.53 (100)6.27 (100)-1.78 (100)6.24 (100)6.14 (100)6.49 (100)8.08 (100)
Russell 2000 Index 8.50 (92)-1.79 (100)7.68 (100)8.86 (100)10.00 (100)-0.11 (100)10.04 (100)7.07 (100)5.52 (100)6.95 (100)
5th Percentile 11.48 5.97 15.38 19.44 19.35 10.19 17.00 14.51 13.67 14.00
1st Quartile 10.96 5.31 14.41 18.06 18.29 9.64 15.89 13.95 13.15 13.41
Median 10.26 4.77 13.69 17.31 17.44 8.81 15.14 13.04 12.31 12.49
3rd Quartile 9.68 4.16 12.54 16.12 16.65 7.91 14.69 12.42 11.43 11.80
95th Percentile 8.11 2.77 11.21 14.45 14.98 6.13 13.20 10.77 10.00 10.40
PLAN SPONSOR PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Total U.S. Small Cap Equities
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
95
-40
-30
-20
-10
0
10
20
30
40
50
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 5.41 (100)18.22 (99)-20.83 (96)12.05 (100)31.17 (1)26.79 (99)1.67 (1)16.66 (97)18.26 (3)-1.70 (86)
Russell 2000 Index 11.54 (100)16.93 (100)-20.44 (95)14.82 (100)19.96 (40)25.53 (100)-11.01 (98)14.65 (98)21.31 (2)-4.41 (100)
5th Percentile 23.86 27.09 -14.07 29.34 24.96 32.60 -4.48 23.55 16.13 1.80
1st Quartile 23.19 25.64 -17.24 26.56 20.95 30.67 -5.54 22.05 13.66 0.63
Median 21.45 24.33 -18.61 25.73 18.99 30.06 -5.89 20.93 12.40 0.10
3rd Quartile 19.71 22.16 -19.32 23.93 16.92 29.25 -7.55 19.94 11.32 -0.73
95th Percentile 16.44 19.31 -20.69 21.64 12.31 27.45 -9.45 17.82 10.78 -3.17
PLAN SPONSOR PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Total U.S. Small Cap Equities
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
96
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$14,900,000
$29,800,000
$44,700,000
-$14,900,000
-$29,800,000Market ValueAug-03 Feb-05 Aug-06 Feb-08 Aug-09 Feb-11 Aug-12 Feb-14 Aug-15 Feb-17 Aug-18 Feb-20 Aug-21 Feb-23 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 09/30/2003
Beginning Market Value $23,004,393 $24,611,564 $18,033,709 $10,217,052 $17,200,666 $14,989,707
Net Contributions $47,364 $93,055 $5,152,287 $5,103,012 -$4,891,140 -$20,827,938
Net Investment Return $750,482 -$902,379 $1,425,568 $2,713,645 -$2,092,474 $29,640,470
Ending Market Value $23,802,239 $23,802,239 $24,611,564 $18,033,709 $10,217,052 $23,802,239
City of Clearwater Employees' Pension Plan - Atlanta Capital Management
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
97
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell 2000 Index 0
6
12
18
-6
-12Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 3.26 -3.67 4.40 9.02 10.16 7.98 9.19 11.27
Russell 2000 Index 8.50 -1.79 7.68 10.00 10.04 5.52 7.12 8.43
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell 2000 Index
0
20
40
-20
-40Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio -3.67 8.09 20.71 -12.28 19.89 10.77 26.20 11.27
Russell 2000 Index -1.79 11.54 16.93 -20.44 14.82 19.96 25.53 8.43
City of Clearwater Employees' Pension Plan - Atlanta Capital Management
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
98
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: September 1, 2003)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Russell 2000 Index
-4
0
4
8
12
16
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0 26.0 28.0
Risk (Annualized Standard Deviation)
Total Portfolio Russell 2000 Index
Positive Months Ratio 52.78 47.22
Negative Months Ratio 47.22 52.78
Best Quarter 14.40 17.62
Worst Quarter -12.06 -16.69
Standard Deviation 18.09 22.22
Maximum Drawdown -16.20 -18.87
Max Drawdown Recovery Period --
Up Capture 79.04 100.00
Down Capture 76.17 100.00
Alpha 1.00 0.00
Beta 0.77 1.00
R-Squared 0.90 1.00
Consistency 47.22 100.00
Tracking Error 7.61 0.00
Treynor Ratio 0.08 0.08
Information Ratio -0.23 -
Sharpe Ratio 0.32 0.34
Total Portfolio Russell 2000 Index
Positive Months Ratio 64.12 61.83
Negative Months Ratio 35.88 38.17
Best Quarter 28.59 35.15
Worst Quarter -26.34 -35.73
Standard Deviation 16.18 19.79
Maximum Drawdown -38.47 -52.89
Max Drawdown Recovery Period 29.00 45.00
Up Capture 86.09 100.00
Down Capture 70.86 100.00
Alpha 4.27 0.00
Beta 0.78 1.00
R-Squared 0.90 1.00
Consistency 50.00 100.00
Tracking Error 6.67 0.00
Treynor Ratio 0.13 0.08
Information Ratio 0.29 -
Sharpe Ratio 0.64 0.43
City of Clearwater Employees' Pension Plan - Atlanta Capital Management
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
99
-15
-10
-5
0
5
10
15
20
25
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 3.26 (88)-3.67 (74)4.40 (67)5.91 (79)9.02 (62)4.71 (14)10.16 (68)7.75 (48)7.98 (18)9.17 (12)
Russell 2000 Index 8.50 (24)-1.79 (44)7.68 (34)8.86 (41)10.00 (47)-0.11 (84)10.04 (71)7.07 (65)5.52 (67)6.95 (61)
5th Percentile 11.05 3.18 12.62 13.81 15.10 6.82 16.28 11.48 9.68 10.84
1st Quartile 8.47 -0.27 8.62 10.54 11.94 3.79 13.29 9.29 7.55 8.43
Median 6.48 -2.00 5.92 8.14 9.78 2.13 11.46 7.61 6.10 7.25
3rd Quartile 4.77 -3.78 3.50 6.15 8.00 0.41 9.76 6.65 5.21 6.45
95th Percentile 1.97 -6.62 0.14 3.29 6.11 -1.44 8.29 4.76 3.53 4.62
Population 553 553 553 544 536 530 526 520 511 509
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Atlanta Capital Management
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
100
-40
-30
-20
-10
0
10
20
30
40
50
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 8.09 (79)20.71 (13)-12.28 (15)19.89 (68)10.77 (65)26.20 (35)0.48 (1)13.34 (52)18.02 (74)4.97 (1)
Russell 2000 Index 11.54 (41)16.93 (42)-20.44 (83)14.82 (87)19.96 (18)25.53 (44)-11.01 (42)14.65 (33)21.31 (45)-4.41 (57)
5th Percentile 18.94 23.22 -8.54 32.63 25.79 31.64 -6.17 21.13 28.97 -0.25
1st Quartile 13.10 18.24 -14.76 26.52 19.11 27.34 -9.43 15.31 23.90 -2.14
Median 10.85 16.28 -16.75 22.61 13.21 25.03 -11.65 13.50 20.69 -4.03
3rd Quartile 8.52 13.68 -19.92 18.77 8.38 22.40 -14.16 10.97 17.90 -5.67
95th Percentile 4.00 8.59 -23.02 13.76 0.21 17.76 -18.61 8.27 11.36 -9.99
Population 562 595 601 619 617 610 598 588 576 548
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Atlanta Capital Management
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
101
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$17,900,000
$35,800,000
$53,700,000
$71,600,000
-$17,900,000
-$35,800,000Market ValueSep-10 Sep-11 Sep-12 Sep-13 Sep-14 Sep-15 Sep-16 Sep-17 Sep-18 Sep-19 Sep-20 Sep-21 Sep-22 Sep-23 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 10/01/2010
Beginning Market Value $26,303,652 $30,013,830 $28,693,880 $23,689,315 $34,601,965 $16,876,305
Net Contributions $60,025 $118,984 $259,681 $243,018 $223,461 -$32,575,542
Net Investment Return $474,008 -$3,295,128 $1,060,269 $4,761,547 -$11,136,111 $42,536,922
Ending Market Value $26,837,685 $26,837,685 $30,013,830 $28,693,880 $23,689,315 $26,837,685
City of Clearwater Employees' Pension Plan - Riverbridge Partners
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
102
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell 2000 Growth Index
0
10
20
-10
-20Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 1.80 -10.98 -1.73 3.85 1.17 4.88 7.89 10.81
Russell 2000 Growth Index 11.97 -0.48 9.73 12.38 7.42 5.69 7.14 10.35
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell 2000 Growth Index
0
50
100
-50
-100Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio -10.98 3.67 20.04 -32.15 3.44 54.14 27.35 10.81
Russell 2000 Growth Index -0.48 15.15 18.66 -26.36 2.83 34.63 28.48 10.35
City of Clearwater Employees' Pension Plan - Riverbridge Partners
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
103
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: October 1, 2010)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Russell 2000 Growth Index
-6
0
6
12
18
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0
Risk (Annualized Standard Deviation)
Total Portfolio Russell 2000 Growth Index
Positive Months Ratio 50.00 50.00
Negative Months Ratio 50.00 50.00
Best Quarter 15.37 18.25
Worst Quarter -17.04 -18.29
Standard Deviation 19.34 22.33
Maximum Drawdown -18.33 -18.91
Max Drawdown Recovery Period --
Up Capture 71.95 100.00
Down Capture 89.75 100.00
Alpha -5.87 0.00
Beta 0.82 1.00
R-Squared 0.90 1.00
Consistency 41.67 100.00
Tracking Error 7.28 0.00
Treynor Ratio 0.01 0.10
Information Ratio -1.18 -
Sharpe Ratio 0.06 0.43
Total Portfolio Russell 2000 Growth Index
Positive Months Ratio 62.15 60.45
Negative Months Ratio 37.85 39.55
Best Quarter 36.06 34.83
Worst Quarter -21.65 -25.76
Standard Deviation 18.12 19.92
Maximum Drawdown -38.99 -33.43
Max Drawdown Recovery Period -41.00
Up Capture 89.06 100.00
Down Capture 82.58 100.00
Alpha 1.89 0.00
Beta 0.85 1.00
R-Squared 0.87 1.00
Consistency 50.28 100.00
Tracking Error 7.19 0.00
Treynor Ratio 0.13 0.11
Information Ratio 0.01 -
Sharpe Ratio 0.58 0.53
City of Clearwater Employees' Pension Plan - Riverbridge Partners
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
104
-22
-16
-10
-4
2
8
14
20
26
32
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 1.80 (100)-10.98 (100)-1.73 (97)-2.35 (100)3.85 (100)-7.73 (93)1.17 (96)3.88 (95)4.88 (85)6.98 (82)
Russell 2000 Growth Index 11.97 (33)-0.48 (42)9.73 (28)9.43 (38)12.38 (31)-1.41 (55)7.42 (54)6.75 (52)5.69 (73)7.58 (75)
5th Percentile 18.30 4.01 22.47 15.80 18.82 4.63 13.56 12.13 11.96 13.42
1st Quartile 13.05 1.10 10.12 10.64 12.77 1.13 9.56 8.86 8.36 10.40
Median 10.73 -1.26 6.85 8.34 10.24 -0.82 7.65 6.84 6.77 8.84
3rd Quartile 7.74 -3.83 3.65 5.72 8.29 -4.25 5.20 5.40 5.51 7.52
95th Percentile 3.78 -6.03 -0.64 2.29 5.66 -8.82 1.34 3.27 3.68 5.51
Population 533 533 533 533 523 520 518 504 503 491
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Riverbridge Partners
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
105
-80
-60
-40
-20
0
20
40
60
80
100
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 3.67 (100)20.04 (22)-32.15 (75)3.44 (77)54.14 (23)27.35 (59)7.33 (3)22.97 (54)13.29 (25)-3.15 (63)
Russell 2000 Growth Index 15.15 (41)18.66 (32)-26.36 (39)2.83 (80)34.63 (61)28.48 (52)-9.31 (81)22.17 (56)11.32 (38)-1.38 (41)
5th Percentile 28.02 26.17 -17.83 28.54 71.05 40.33 5.28 37.00 22.23 5.10
1st Quartile 18.83 19.34 -24.42 15.31 52.94 34.88 -0.93 27.25 13.23 0.16
Median 13.84 16.35 -28.30 9.34 38.34 28.80 -4.66 23.83 9.69 -2.11
3rd Quartile 10.49 12.89 -32.18 3.74 27.89 24.94 -8.39 19.22 6.50 -4.26
95th Percentile 5.81 7.41 -38.65 -5.79 17.54 19.36 -14.08 13.58 0.82 -8.88
Population 544 588 594 606 605 585 583 566 557 551
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Riverbridge Partners
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
106
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$5,600,000
$11,200,000
$16,800,000
$22,400,000
$28,000,000
-$5,600,000Market ValueNov-17 May-18 Nov-18 May-19 Nov-19 May-20 Nov-20 May-21 Nov-21 May-22 Nov-22 May-23 Nov-23 May-24 Nov-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 12/01/2017
Beginning Market Value $16,892,023 $18,204,775 $12,384,001 $10,994,968 $16,927,504 $13,915,449
Net Contributions $38,721 $80,066 $5,126,998 $111,546 -$4,855,712 -$2,991,540
Net Investment Return $324,711 -$1,029,386 $693,776 $1,277,487 -$1,076,823 $6,331,547
Ending Market Value $17,255,456 $17,255,456 $18,204,775 $12,384,001 $10,994,968 $17,255,456
City of Clearwater Employees' Pension Plan - Sycamore Capital
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
107
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Russell 2000 Value Index 0
8
16
24
-8
-16Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 1.92 -5.66 1.71 6.47 11.10 6.20 -6.14
Russell 2000 Value Index 4.97 -3.16 5.54 7.45 12.47 4.85 6.72 5.03
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Russell 2000 Value Index
0
20
40
-20
-40Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio -5.66 5.57 11.55 -6.40 25.08 4.91 26.24 6.14
Russell 2000 Value Index -3.16 8.05 14.65 -14.48 28.27 4.63 22.39 5.03
City of Clearwater Employees' Pension Plan - Sycamore Capital
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
108
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: November 1, 2017)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Russell 2000 Value Index
-5
0
5
10
15
20
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0 26.0 28.0
Risk (Annualized Standard Deviation)
Total Portfolio Russell 2000 Value Index
Positive Months Ratio 44.44 47.22
Negative Months Ratio 55.56 52.78
Best Quarter 13.66 17.00
Worst Quarter -14.76 -15.15
Standard Deviation 20.19 22.66
Maximum Drawdown -19.21 -18.83
Max Drawdown Recovery Period --
Up Capture 88.86 100.00
Down Capture 90.08 100.00
Alpha -0.21 0.00
Beta 0.87 1.00
R-Squared 0.96 1.00
Consistency 47.22 100.00
Tracking Error 4.95 0.00
Treynor Ratio 0.04 0.05
Information Ratio -0.29 -
Sharpe Ratio 0.19 0.23
Total Portfolio Russell 2000 Value Index
Positive Months Ratio 56.52 58.70
Negative Months Ratio 43.48 41.30
Best Quarter 27.85 35.53
Worst Quarter -28.98 -35.66
Standard Deviation 19.72 22.89
Maximum Drawdown -28.98 -37.54
Max Drawdown Recovery Period 12.00 28.00
Up Capture 88.46 100.00
Down Capture 85.44 100.00
Alpha 1.23 0.00
Beta 0.84 1.00
R-Squared 0.94 1.00
Consistency 50.00 100.00
Tracking Error 6.11 0.00
Treynor Ratio 0.07 0.06
Information Ratio -0.01 -
Sharpe Ratio 0.27 0.24
City of Clearwater Employees' Pension Plan - Sycamore Capital
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
109
-15
-10
-5
0
5
10
15
20
25
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 1.92 (81)-5.66 (78)1.71 (76)3.45 (92)6.47 (82)2.43 (63)11.10 (85)6.77 (72)6.20 (41)-
Russell 2000 Value Index 4.97 (43)-3.16 (46)5.54 (35)8.18 (44)7.45 (69)0.95 (87)12.47 (69)6.82 (69)4.85 (70)5.84 (69)
5th Percentile 8.94 1.43 11.91 14.30 14.26 6.94 19.16 11.95 9.14 9.45
1st Quartile 5.71 -1.77 7.09 9.71 10.70 4.55 15.60 9.17 6.93 7.51
Median 4.27 -3.51 4.37 7.79 8.80 3.03 13.72 7.82 5.78 6.61
3rd Quartile 2.56 -5.31 1.74 5.68 6.96 1.70 12.11 6.53 4.60 5.49
95th Percentile 0.26 -7.55 -2.20 2.24 4.82 -0.25 9.53 4.90 3.20 4.15
Population 450 450 450 448 447 438 433 429 420 409
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Sycamore Capital
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
110
-40
-25
-10
5
20
35
50
65
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 5.57 (82)11.55 (79)-6.40 (18)25.08 (82)4.91 (37)26.24 (22)-8.23 (5)---
Russell 2000 Value Index 8.05 (64)14.65 (56)-14.48 (80)28.27 (60)4.63 (39)22.39 (51)-12.86 (29)7.84 (71)31.74 (7)-7.47 (72)
5th Percentile 16.27 23.51 -1.19 40.07 15.79 32.17 -8.29 17.74 32.21 1.00
1st Quartile 11.60 18.89 -8.24 34.49 8.15 25.70 -12.45 12.36 28.43 -3.02
Median 9.31 15.34 -11.36 30.59 3.52 22.43 -14.99 9.92 25.16 -5.75
3rd Quartile 6.49 12.30 -13.87 26.06 -0.20 20.36 -17.46 7.51 20.84 -7.81
95th Percentile 3.24 8.65 -17.27 21.16 -6.26 17.25 -20.79 3.59 16.31 -13.57
Population 457 490 493 493 491 482 472 463 461 454
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Sycamore Capital
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
111
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$95,900,000
$191,800,000
$287,700,000
$383,600,000
-$95,900,000
-$191,800,000Market ValueMay-01 Nov-02 May-04 Nov-05 May-07 Nov-08 May-10 Nov-11 May-13 Nov-14 May-16 Nov-17 May-19 Nov-20 May-22 Nov-23 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 06/30/2001
Beginning Market Value $137,972,587 $130,093,921 $168,620,186 $185,852,802 $246,605,252 $20,000,000
Net Contributions $244,386 $472,956 -$48,923,615 -$43,879,659 -$8,803,702 -$98,071,118
Net Investment Return $22,659,986 $30,310,082 $10,397,349 $26,647,043 -$51,948,748 $238,948,076
Ending Market Value $160,876,959 $160,876,959 $130,093,921 $168,620,186 $185,852,802 $160,876,959
City of Clearwater Employees' Pension Plan - Total International Equities
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
112
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
MSCI AC World ex USA (Net)
0
8
16
24
32
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 16.42 23.27 21.68 16.31 11.49 9.14 7.89 6.18
MSCI AC World ex USA (Net)12.03 17.90 17.72 13.99 10.13 6.58 6.12 5.94
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
MSCI AC World ex USA (Net)
0
20
40
-20
-40Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 23.27 5.82 16.64 -21.08 13.92 18.16 27.53 6.18
MSCI AC World ex USA (Net)17.90 5.53 15.62 -16.00 7.82 10.65 21.51 5.94
City of Clearwater Employees' Pension Plan - Total International Equities
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
113
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: June 1, 2001)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio MSCI AC World ex USA (Net)
-3
0
3
6
9
12
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0 26.0
Risk (Annualized Standard Deviation)
Total Portfolio MSCI AC World ex USA (Net)
Positive Months Ratio 63.89 58.33
Negative Months Ratio 36.11 41.67
Best Quarter 18.50 19.97
Worst Quarter -11.61 -11.35
Standard Deviation 16.36 14.75
Maximum Drawdown -14.69 -12.89
Max Drawdown Recovery Period 4.00 4.00
Up Capture 112.96 100.00
Down Capture 109.95 100.00
Alpha 1.41 0.00
Beta 1.06 1.00
R-Squared 0.92 1.00
Consistency 61.11 100.00
Tracking Error 4.81 0.00
Treynor Ratio 0.11 0.10
Information Ratio 0.47 -
Sharpe Ratio 0.74 0.66
Total Portfolio MSCI AC World ex USA (Net)
Positive Months Ratio 58.82 59.52
Negative Months Ratio 41.18 40.48
Best Quarter 45.62 39.37
Worst Quarter -40.04 -37.57
Standard Deviation 16.95 16.68
Maximum Drawdown -57.23 -57.63
Max Drawdown Recovery Period 72.00 115.00
Up Capture 99.07 100.00
Down Capture 97.27 100.00
Alpha 0.33 0.00
Beta 0.99 1.00
R-Squared 0.95 1.00
Consistency 50.17 100.00
Tracking Error 3.72 0.00
Treynor Ratio 0.06 0.06
Information Ratio 0.07 -
Sharpe Ratio 0.34 0.33
City of Clearwater Employees' Pension Plan - Total International Equities
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
114
-4
0
4
8
12
16
20
24
28
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 16.42 (4)23.27 (3)21.68 (5)16.69 (9)16.31 (13)5.33 (35)11.49 (33)9.91 (11)9.14 (6)9.01 (6)
MSCI AC World ex USA (Net) 12.03 (62)17.90 (48)17.72 (44)14.63 (54)13.99 (56)4.52 (54)10.13 (60)7.49 (61)6.58 (48)6.66 (47)
5th Percentile 16.05 21.97 21.22 17.48 16.61 8.02 13.86 10.65 9.29 9.16
1st Quartile 13.41 19.55 19.81 15.49 15.55 5.99 12.14 9.40 8.33 8.16
Median 12.66 17.54 17.26 14.77 14.37 4.59 10.52 7.74 6.44 6.50
3rd Quartile 11.67 16.09 15.55 13.02 13.20 3.04 9.12 6.90 5.68 6.01
95th Percentile 9.55 14.10 12.11 11.60 12.19 1.24 5.82 5.05 4.04 4.34
PLAN SPONSOR PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Total International Equities
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
115
-40
-30
-20
-10
0
10
20
30
40
50
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 5.82 (40)16.64 (48)-21.08 (89)13.92 (8)18.16 (12)27.53 (4)-11.88 (7)27.97 (45)2.78 (78)-9.91 (98)
MSCI AC World ex USA (Net) 5.53 (50)15.62 (66)-16.00 (32)7.82 (58)10.65 (72)21.51 (69)-14.20 (38)27.19 (67)4.50 (41)-5.66 (82)
5th Percentile 11.24 19.59 -13.16 14.47 20.84 27.21 -11.78 32.12 8.78 1.21
1st Quartile 6.71 17.68 -15.72 10.24 15.22 23.43 -13.53 29.61 5.74 -1.43
Median 5.53 16.61 -17.23 8.43 13.44 22.83 -14.56 27.73 4.11 -2.68
3rd Quartile 4.61 15.33 -18.65 6.82 10.21 20.83 -15.25 25.83 3.38 -4.90
95th Percentile 2.44 13.63 -22.17 1.39 6.59 19.03 -16.78 24.16 0.46 -7.66
PLAN SPONSOR PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Total International Equities
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
116
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$14,900,000
$29,800,000
$44,700,000
$59,600,000
$74,500,000
-$14,900,000Market ValueOct-17 Apr-18 Oct-18 Apr-19 Oct-19 Apr-20 Oct-20 Apr-21 Oct-21 Apr-22 Oct-22 Apr-23 Oct-23 Apr-24 Oct-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 11/01/2017
Beginning Market Value $13,663,673 $13,516,724 $17,204,829 $40,928,685 $48,958,040 $39,577,385
Net Contributions -$174 -$343 -$5,000,791 -$28,001,765 -$1,980 -$33,011,897
Net Investment Return $1,736,891 $1,884,008 $1,312,686 $4,277,909 -$8,027,375 $8,834,901
Ending Market Value $15,400,390 $15,400,390 $13,516,724 $17,204,829 $40,928,685 $15,400,390
City of Clearwater Employees' Pension Plan - DFA Emerging Markets
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
117
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
MSCI Emerging Markets (Net)
0
5
10
15
20
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 12.71 13.94 13.13 11.61 10.44 6.23 -5.06
MSCI Emerging Markets (Net)11.99 15.27 15.29 9.70 6.81 4.48 4.81 3.65
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
MSCI Emerging Markets (Net)
0
15
30
-15
-30Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 13.94 7.32 15.44 -16.40 5.84 13.87 16.04 5.06
MSCI Emerging Markets (Net)15.27 7.50 9.83 -20.09 -2.54 18.31 18.42 3.65
City of Clearwater Employees' Pension Plan - DFA Emerging Markets
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
118
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: November 1, 2017)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio MSCI Emerging Markets (Net)
-5
0
5
10
15
20
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0
Risk (Annualized Standard Deviation)
Total Portfolio MSCI Emerging Markets (Net)
Positive Months Ratio 61.11 61.11
Negative Months Ratio 38.89 38.89
Best Quarter 21.28 22.16
Worst Quarter -12.38 -14.11
Standard Deviation 15.71 16.90
Maximum Drawdown -12.38 -14.46
Max Drawdown Recovery Period 4.00 5.00
Up Capture 94.00 100.00
Down Capture 81.22 100.00
Alpha 2.50 0.00
Beta 0.91 1.00
R-Squared 0.97 1.00
Consistency 58.33 100.00
Tracking Error 3.28 0.00
Treynor Ratio 0.09 0.06
Information Ratio 0.47 -
Sharpe Ratio 0.50 0.37
Total Portfolio MSCI Emerging Markets (Net)
Positive Months Ratio 56.52 56.52
Negative Months Ratio 43.48 43.48
Best Quarter 21.28 22.16
Worst Quarter -28.31 -23.60
Standard Deviation 17.25 17.16
Maximum Drawdown -34.14 -35.98
Max Drawdown Recovery Period 35.00 -
Up Capture 99.24 100.00
Down Capture 92.26 100.00
Alpha 1.49 0.00
Beta 0.98 1.00
R-Squared 0.95 1.00
Consistency 56.52 100.00
Tracking Error 3.72 0.00
Treynor Ratio 0.04 0.03
Information Ratio 0.37 -
Sharpe Ratio 0.23 0.15
City of Clearwater Employees' Pension Plan - DFA Emerging Markets
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
119
-15
-10
-5
0
5
10
15
20
25
30
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 12.71 (39)13.94 (58)13.13 (57)13.96 (29)11.61 (30)2.78 (11)10.44 (12)7.07 (20)6.23 (21)-
MSCI Emerging Markets (Net) 11.99 (58)15.27 (44)15.29 (34)13.91 (29)9.70 (52)-0.34 (39)6.81 (44)5.04 (48)4.48 (48)4.94 (43)
5th Percentile 17.34 20.43 20.00 18.03 15.60 4.83 11.87 8.48 7.56 7.85
1st Quartile 13.51 16.67 16.13 14.30 11.88 1.32 8.31 6.62 5.78 5.95
Median 12.25 14.63 14.03 12.27 9.90 -0.95 6.26 4.89 4.39 4.61
3rd Quartile 10.78 12.62 10.86 10.61 8.04 -3.63 4.12 3.58 3.20 3.63
95th Percentile 8.23 8.88 5.48 6.30 5.85 -6.59 1.75 1.78 1.60 2.27
Population 689 686 686 682 650 621 596 577 566 543
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - DFA Emerging Markets
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
120
-55
-40
-25
-10
5
20
35
50
65
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 7.32 (35)15.44 (24)-16.40 (13)5.84 (15)13.87 (76)16.04 (87)-15.25 (37)---
MSCI Emerging Markets (Net) 7.50 (33)9.83 (60)-20.09 (27)-2.54 (57)18.31 (52)18.42 (72)-14.57 (25)37.28 (49)11.19 (27)-14.92 (71)
5th Percentile 14.08 22.58 -12.98 14.58 42.83 31.00 -11.36 47.44 18.18 -5.76
1st Quartile 8.41 15.11 -19.81 3.32 26.73 26.03 -14.58 41.38 11.36 -9.35
Median 6.20 10.91 -22.75 -1.73 18.71 21.80 -16.43 37.05 8.27 -12.85
3rd Quartile 3.34 7.99 -26.31 -5.55 14.04 18.18 -18.86 31.34 4.03 -15.33
95th Percentile -2.46 4.40 -33.02 -12.09 5.38 11.99 -22.47 24.47 -0.83 -19.40
Population 701 743 756 757 734 716 677 663 639 589
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - DFA Emerging Markets
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
121
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$23,900,000
$47,800,000
$71,700,000
$95,600,000
$119,500,000
-$23,900,000Market ValueJul-15 Apr-16 Jan-17 Oct-17 Jul-18 Apr-19 Jan-20 Oct-20 Jul-21 Apr-22 Jan-23 Oct-23 Jul-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 08/01/2015
Beginning Market Value $32,533,560 $29,829,196 $70,991,687 $64,842,013 $80,786,203 $16,165,278
Net Contributions $62,848 $120,107 -$44,621,435 -$4,532,684 -$4,551,771 -$19,658,210
Net Investment Return $3,454,412 $6,101,518 $3,458,944 $10,682,359 -$11,392,420 $39,543,754
Ending Market Value $36,050,821 $36,050,821 $29,829,196 $70,991,687 $64,842,013 $36,050,821
City of Clearwater Employees' Pension Plan - Thompson, Siegel & Walmsley
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
122
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
MSCI EAFE (Net)
0
8
16
24
32
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 10.62 20.43 21.70 15.90 11.97 6.99 -6.00
MSCI EAFE (Net)11.78 19.45 17.73 15.97 11.16 7.21 6.51 6.46
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
MSCI EAFE (Net)0
15
30
45
-15
-30Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 20.43 4.64 17.16 -14.12 13.34 5.58 21.67 6.00
MSCI EAFE (Net)19.45 3.82 18.24 -14.45 11.26 7.82 22.01 6.46
City of Clearwater Employees' Pension Plan - Thompson, Siegel & Walmsley
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
123
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: July 1, 2015)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio MSCI EAFE (Net)
-5
0
5
10
15
20
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0
Risk (Annualized Standard Deviation)
Total Portfolio MSCI EAFE (Net)
Positive Months Ratio 69.44 63.89
Negative Months Ratio 30.56 36.11
Best Quarter 19.55 20.37
Worst Quarter -10.84 -10.88
Standard Deviation 14.94 15.15
Maximum Drawdown -14.25 -13.66
Max Drawdown Recovery Period 4.00 4.00
Up Capture 98.00 100.00
Down Capture 96.44 100.00
Alpha 0.29 0.00
Beta 0.98 1.00
R-Squared 0.98 1.00
Consistency 58.33 100.00
Tracking Error 2.13 0.00
Treynor Ratio 0.12 0.12
Information Ratio -0.04 -
Sharpe Ratio 0.77 0.76
Total Portfolio MSCI EAFE (Net)
Positive Months Ratio 59.17 59.17
Negative Months Ratio 40.83 40.83
Best Quarter 21.21 20.37
Worst Quarter -25.99 -22.83
Standard Deviation 15.72 15.17
Maximum Drawdown -27.71 -27.30
Max Drawdown Recovery Period 35.00 28.00
Up Capture 99.55 100.00
Down Capture 101.84 100.00
Alpha -0.58 0.00
Beta 1.02 1.00
R-Squared 0.97 1.00
Consistency 50.83 100.00
Tracking Error 2.77 0.00
Treynor Ratio 0.05 0.06
Information Ratio -0.16 -
Sharpe Ratio 0.32 0.36
City of Clearwater Employees' Pension Plan - Thompson, Siegel & Walmsley
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
124
-5
0
5
10
15
20
25
30
35
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 10.62 (52)20.43 (70)21.70 (59)15.43 (62)15.90 (58)6.65 (70)11.97 (79)8.82 (56)6.99 (53)6.79 (75)
MSCI EAFE (Net) 11.78 (42)19.45 (72)17.73 (86)14.59 (69)15.97 (58)6.42 (74)11.16 (86)8.26 (61)7.21 (51)7.16 (60)
5th Percentile 14.40 26.84 28.21 21.52 21.82 11.68 17.30 11.69 9.35 8.91
1st Quartile 12.75 25.01 25.39 20.10 19.98 10.57 15.91 10.90 8.53 8.44
Median 10.80 21.39 22.30 16.79 17.09 8.96 14.09 8.92 7.24 7.87
3rd Quartile 9.99 18.65 19.12 14.36 14.70 6.30 12.15 7.43 5.57 6.76
95th Percentile 8.72 12.09 10.84 7.87 11.41 2.69 9.98 5.01 4.49 4.86
Population 84 83 82 76 74 72 69 61 54 35
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Thompson, Siegel & Walmsley
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
125
-40
-30
-20
-10
0
10
20
30
40
50
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 4.64 (51)17.16 (66)-14.12 (87)13.34 (33)5.58 (23)21.67 (13)-15.20 (23)22.27 (79)-0.19 (100)-
MSCI EAFE (Net) 3.82 (59)18.24 (54)-14.45 (88)11.26 (51)7.82 (3)22.01 (11)-13.79 (19)25.03 (47)1.00 (77)-0.81 (39)
5th Percentile 11.01 31.59 -4.15 17.75 6.59 24.35 -9.79 30.60 12.49 2.79
1st Quartile 7.12 20.85 -7.91 13.70 5.34 21.06 -15.24 27.93 7.88 -0.45
Median 4.65 18.47 -9.36 11.37 1.87 18.67 -15.95 24.84 5.92 -2.92
3rd Quartile 2.60 16.56 -12.01 8.29 -1.00 16.28 -17.77 22.57 1.28 -4.39
95th Percentile -1.42 13.57 -15.40 7.04 -5.52 12.36 -23.51 15.55 0.37 -6.97
Population 86 85 88 92 83 74 63 52 48 40
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Thompson, Siegel & Walmsley
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
126
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$36,900,000
$73,800,000
$110,700,000
$147,600,000
$184,500,000
-$36,900,000Market ValueJul-15 Apr-16 Jan-17 Oct-17 Jul-18 Apr-19 Jan-20 Oct-20 Jul-21 Apr-22 Jan-23 Oct-23 Jul-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 08/01/2015
Beginning Market Value $91,775,354 $86,748,000 $80,423,670 $80,082,105 $116,861,009 $16,315,776
Net Contributions $181,711 $353,191 $698,611 -$11,345,210 -$4,249,952 -$1,022,234
Net Investment Return $17,468,683 $22,324,556 $5,625,719 $11,686,776 -$32,528,953 $94,132,206
Ending Market Value $109,425,748 $109,425,748 $86,748,000 $80,423,670 $80,082,105 $109,425,748
City of Clearwater Employees' Pension Plan - WCM Investment Management
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
127
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
MSCI AC World ex USA (Net)
0
8
16
24
32
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 19.03 25.70 22.03 17.70 10.96 11.76 -11.34
MSCI AC World ex USA (Net)12.03 17.90 17.72 13.99 10.13 6.58 6.12 6.31
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
MSCI AC World ex USA (Net)0
25
50
75
-25
-50Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 25.70 7.03 16.23 -27.85 18.16 30.12 38.94 11.34
MSCI AC World ex USA (Net)17.90 5.53 15.62 -16.00 7.82 10.65 21.51 6.31
City of Clearwater Employees' Pension Plan - WCM Investment Management
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
128
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: July 1, 2015)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio MSCI AC World ex USA (Net)
-5
0
5
10
15
20
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0
Risk (Annualized Standard Deviation)
Total Portfolio MSCI AC World ex USA (Net)
Positive Months Ratio 63.89 58.33
Negative Months Ratio 36.11 41.67
Best Quarter 19.07 19.97
Worst Quarter -12.76 -11.35
Standard Deviation 19.06 14.75
Maximum Drawdown -16.64 -12.89
Max Drawdown Recovery Period 6.00 4.00
Up Capture 125.02 100.00
Down Capture 122.32 100.00
Alpha 2.05 0.00
Beta 1.14 1.00
R-Squared 0.77 1.00
Consistency 63.89 100.00
Tracking Error 9.31 0.00
Treynor Ratio 0.12 0.10
Information Ratio 0.43 -
Sharpe Ratio 0.72 0.66
Total Portfolio MSCI AC World ex USA (Net)
Positive Months Ratio 66.67 59.17
Negative Months Ratio 33.33 40.83
Best Quarter 25.38 19.97
Worst Quarter -17.75 -23.36
Standard Deviation 16.77 14.92
Maximum Drawdown -36.45 -27.87
Max Drawdown Recovery Period 41.00 36.00
Up Capture 112.02 100.00
Down Capture 87.43 100.00
Alpha 5.28 0.00
Beta 0.98 1.00
R-Squared 0.77 1.00
Consistency 60.83 100.00
Tracking Error 8.13 0.00
Treynor Ratio 0.10 0.05
Information Ratio 0.62 -
Sharpe Ratio 0.61 0.34
City of Clearwater Employees' Pension Plan - WCM Investment Management
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
129
-10
-4
2
8
14
20
26
32
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 19.03 (1)25.70 (2)22.03 (7)17.09 (13)17.70 (12)4.68 (43)10.96 (16)11.40 (2)11.76 (1)11.96 (1)
MSCI AC World ex USA (Net) 12.03 (60)17.90 (32)17.72 (35)14.63 (34)13.99 (69)4.52 (45)10.13 (26)7.49 (67)6.58 (76)6.66 (85)
5th Percentile 17.54 21.56 22.76 17.96 19.69 7.62 11.74 10.94 10.86 10.07
1st Quartile 14.47 18.50 18.68 15.17 16.08 5.79 10.41 9.54 9.00 8.84
Median 13.04 16.29 16.81 13.29 15.13 3.89 8.67 8.40 7.96 7.84
3rd Quartile 10.90 14.90 12.33 11.50 12.85 0.63 6.86 6.97 6.66 7.01
95th Percentile 7.62 11.48 5.31 7.46 10.45 -2.74 3.73 5.82 4.47 5.91
Population 119 119 115 112 104 98 82 72 57 48
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - WCM Investment Management
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
130
-55
-40
-25
-10
5
20
35
50
65
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 7.03 (40)16.23 (52)-27.85 (82)18.16 (2)30.12 (10)38.94 (1)-6.56 (3)33.22 (23)-1.00 (63)-
MSCI AC World ex USA (Net) 5.53 (57)15.62 (66)-16.00 (18)7.82 (69)10.65 (98)21.51 (100)-14.20 (70)27.19 (81)4.50 (7)-5.66 (97)
5th Percentile 10.81 27.64 -12.68 15.65 32.28 35.33 -7.86 38.72 5.31 3.98
1st Quartile 8.02 19.07 -18.77 12.09 25.71 32.44 -10.46 32.96 2.44 1.78
Median 6.43 16.24 -22.62 9.94 21.22 29.75 -12.05 31.16 1.14 0.53
3rd Quartile 2.81 15.18 -26.62 4.64 15.80 28.52 -14.93 28.35 -2.91 -2.51
95th Percentile -1.34 13.00 -31.96 1.11 14.79 26.50 -17.13 25.83 -8.83 -4.23
Population 119 118 110 111 88 75 56 53 51 44
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - WCM Investment Management
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
131
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$67,900,000
$135,800,000
$203,700,000
$271,600,000
$339,500,000
-$67,900,000Market ValueApr-08 Jul-09 Oct-10 Jan-12 Apr-13 Jul-14 Oct-15 Jan-17 Apr-18 Jul-19 Oct-20 Jan-22 Apr-23 Jul-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 05/31/2008
Beginning Market Value $229,985,319 $229,268,945 $227,513,189 $202,532,330 $184,449,491 $19,346,573
Net Contributions -$590,745 -$1,554,873 -$2,344,135 $29,291,748 $7,599,922 $35,131,798
Net Investment Change $3,618,660 $5,299,162 $4,099,892 -$4,310,888 $10,482,916 $178,534,864
Ending Market Value $233,013,235 $233,013,235 $229,268,945 $227,513,189 $202,532,330 $233,013,235
City of Clearwater Employees' Pension Plan - Total Real Estate
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
132
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
Real Estate Composite Benchmark 0
5
10
15
-5
-10Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 1.58 2.33 5.53 0.90 6.29 5.89 6.62 9.17
Real Estate Composite Benchmark 0.47 1.72 4.52 -3.47 5.98 4.40 5.61 5.69
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
Real Estate Composite Benchmark
0
20
40
60
-20Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 2.33 1.82 -1.84 5.43 20.55 1.78 10.16 9.17
Real Estate Composite Benchmark 1.72 0.17 -7.14 -5.54 37.76 -4.41 18.47 5.69
City of Clearwater Employees' Pension Plan - Total Real Estate
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
133
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: July 1, 2008)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio Real Estate Composite Benchmark
-12
-6
0
6
12
18
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0 26.0 28.0
Risk (Annualized Standard Deviation)
Total Portfolio Real Estate Composite Benchmark
Positive Months Ratio 55.56 52.78
Negative Months Ratio 44.44 47.22
Best Quarter 2.64 2.93
Worst Quarter -1.74 -4.43
Standard Deviation 2.16 5.37
Maximum Drawdown -4.31 -16.32
Max Drawdown Recovery Period 29.00 -
Up Capture 56.15 100.00
Down Capture 24.50 100.00
Alpha 1.90 0.00
Beta 0.29 1.00
R-Squared 0.51 1.00
Consistency 55.56 100.00
Tracking Error 4.12 0.00
Treynor Ratio -0.12 -0.08
Information Ratio 1.04 -
Sharpe Ratio -1.58 -1.44
Total Portfolio Real Estate Composite Benchmark
Positive Months Ratio -60.68
Negative Months Ratio -39.32
Best Quarter -40.91
Worst Quarter --49.72
Standard Deviation -19.37
Maximum Drawdown --64.51
Max Drawdown Recovery Period -44.00
Up Capture -100.00
Down Capture -100.00
Alpha -0.00
Beta -1.00
R-Squared -1.00
Consistency -100.00
Tracking Error -0.00
Treynor Ratio -0.06
Information Ratio --
Sharpe Ratio -0.32
City of Clearwater Employees' Pension Plan - Total Real Estate
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
134
-13
-10
-7
-4
-1
2
5
8
11
14
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 1.58 (15)2.33 (22)5.53 (18)1.74 (12)0.90 (10)4.87 (10)6.29 (12)5.52 (6)5.89 (2)6.19 (4)
Real Estate Composite Benchmark 0.47 (72)1.72 (47)4.52 (25)-0.96 (27)-3.47 (38)1.31 (70)5.98 (15)3.64 (40)4.40 (24)4.51 (39)
5th Percentile 2.03 3.22 7.15 5.94 3.89 6.04 7.89 5.64 5.25 5.83
1st Quartile 1.33 2.22 4.37 -0.70 -2.63 3.52 5.16 4.31 4.38 4.86
Median 0.66 1.64 2.68 -2.73 -4.16 2.01 3.69 3.29 3.63 4.13
3rd Quartile 0.43 0.78 1.31 -4.17 -5.43 1.08 2.22 2.04 2.28 2.90
95th Percentile -0.41 -0.71 -0.99 -6.91 -8.29 -0.53 0.64 0.98 1.18 1.93
PLAN SPONSOR PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Total Real Estate
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
135
-30
-20
-10
0
10
20
30
40
50
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 1.82 (15)-1.84 (15)5.43 (66)20.55 (48)1.78 (21)10.16 (15)6.23 (71)6.30 (79)6.94 (82)6.96 (92)
Real Estate Composite Benchmark 0.17 (23)-7.14 (35)-5.54 (93)37.76 (2)-4.41 (95)18.47 (1)-0.65 (99)5.49 (87)7.91 (56)8.05 (86)
5th Percentile 3.88 4.43 18.35 28.04 3.90 13.76 9.92 11.09 12.24 15.73
1st Quartile -0.20 -5.51 12.10 22.59 1.51 7.99 8.58 9.23 9.56 14.23
Median -2.38 -9.16 6.69 20.37 0.25 6.40 7.49 7.91 8.14 12.72
3rd Quartile -4.87 -10.94 4.30 16.14 -0.76 3.85 6.11 6.74 7.24 10.07
95th Percentile -7.22 -15.97 -6.61 11.50 -4.67 -0.52 2.05 4.39 4.87 3.55
PLAN SPONSOR PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Total Real Estate
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
136
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$2,600,000
$5,200,000
$7,800,000
$10,400,000
$13,000,000
-$2,600,000Market ValueApr-12 Jan-13 Oct-13 Jul-14 Apr-15 Jan-16 Oct-16 Jul-17 Apr-18 Jan-19 Oct-19 Jul-20 Apr-21 Jan-22 Oct-22 Jul-23 Apr-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 05/31/2012
Beginning Market Value $7,902,547 $7,902,134 $8,319,678 $8,239,063 $7,846,325 $1,263,055
Net Contributions -- -$623,162 -$374,238 -$222,789 $2,705,654
Net Investment Return -$413 $205,618 $454,853 $615,527 $3,933,838
Ending Market Value $7,902,547 $7,902,547 $7,902,134 $8,319,678 $8,239,063 $7,902,547
City of Clearwater Employees' Pension Plan - Hancock Timberland XI
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
137
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
NCREIF Timberland Index
0
3
6
9
12
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 0.00 0.01 1.81 4.45 4.64 4.25 3.90 4.51
NCREIF Timberland Index 1.44 2.25 5.32 8.74 8.22 6.30 5.43 6.39
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
NCREIF Timberland Index
0
5
10
15
20
-5Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 0.01 1.69 4.78 7.00 9.96 -0.34 3.95 4.51
NCREIF Timberland Index 2.25 6.97 9.45 12.90 9.17 0.81 1.30 6.39
City of Clearwater Employees' Pension Plan - Hancock Timberland XI
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
138
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: July 1, 2012)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio NCREIF Timberland Index
-6
0
6
12
18
24
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0
Risk (Annualized Standard Deviation)
Total Portfolio NCREIF Timberland Index
Positive Months Ratio 86.11 -
Negative Months Ratio 13.89 -
Best Quarter 6.72 -
Worst Quarter -0.34 -
Standard Deviation 4.89 -
Maximum Drawdown -0.43 -
Max Drawdown Recovery Period 10.00 -
Up Capture --
Down Capture --
Alpha --
Beta --
R-Squared --
Consistency --
Tracking Error --
Treynor Ratio --
Information Ratio --
Sharpe Ratio 0.00 -
Total Portfolio NCREIF Timberland Index
Positive Months Ratio 81.65 -
Negative Months Ratio 18.35 -
Best Quarter 11.90 -
Worst Quarter -2.05 -
Standard Deviation 5.88 -
Maximum Drawdown -2.67 -
Max Drawdown Recovery Period 10.00 -
Up Capture --
Down Capture --
Alpha --
Beta --
R-Squared --
Consistency --
Tracking Error --
Treynor Ratio --
Information Ratio --
Sharpe Ratio 0.52 -
City of Clearwater Employees' Pension Plan - Hancock Timberland XI
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
139
-7
-4
-1
2
5
8
11
14
17
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 0.00 (22)0.01 (69)1.81 (97)3.41 (99)4.45 (29)5.61 (1)4.64 (94)4.51 (43)4.25 (79)3.90 (81)
NCREIF Timberland Index 1.44 (7)2.25 (18)5.32 (92)7.56 (37)8.74 (3)9.55 (1)8.22 (19)6.87 (4)6.30 (19)5.95 (22)
5th Percentile 2.41 4.28 12.31 10.38 7.25 2.80 9.26 6.34 7.53 6.92
1st Quartile -0.18 1.87 10.51 7.90 4.61 1.64 7.92 5.00 5.99 5.77
Median -0.87 0.61 8.92 7.25 3.57 0.88 7.24 4.38 5.43 5.13
3rd Quartile -1.41 -0.36 7.52 6.37 2.81 0.07 6.07 3.61 4.62 4.37
95th Percentile -2.07 -3.34 4.26 4.65 0.86 -1.31 4.41 1.70 2.73 2.85
Population 178 178 176 176 176 176 176 175 173 167
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Hancock Timberland XI
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on quarterly periodicity.
140
-55
-40
-25
-10
5
20
35
50
65
80
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 1.69 (98)4.78 (100)7.00 (1)9.96 (98)-0.34 (10)3.95 (100)2.93 (1)1.24 (100)2.64 (99)4.51 (16)
NCREIF Timberland Index 6.97 (31)9.45 (95)12.90 (1)9.17 (99)0.81 (10)1.30 (100)3.21 (1)3.63 (87)2.59 (99)4.97 (8)
5th Percentile 12.80 16.22 -24.23 51.88 20.40 34.95 -3.41 12.15 9.67 5.22
1st Quartile 7.54 13.30 -25.33 43.89 -2.94 30.51 -4.56 7.85 7.40 4.14
Median 5.86 12.06 -26.34 41.54 -4.55 28.21 -5.89 5.61 5.84 3.09
3rd Quartile 4.83 10.81 -27.81 39.47 -6.90 25.69 -7.44 4.42 4.99 2.14
95th Percentile 1.99 9.29 -30.30 24.05 -11.28 22.47 -11.79 2.49 3.70 -1.85
Population 180 206 215 222 222 221 217 207 206 202
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Hancock Timberland XI
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on quarterly periodicity.
141
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$30,900,000
$61,800,000
$92,700,000
$123,600,000
$154,500,000
-$30,900,000Market ValueAug-17 Feb-18 Aug-18 Feb-19 Aug-19 Feb-20 Aug-20 Feb-21 Aug-21 Feb-22 Aug-22 Feb-23 Aug-23 Feb-24 Aug-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 09/30/2017
Beginning Market Value $102,148,240 $99,234,724 $93,965,209 $56,703,546 $52,426,102 $30,000,000
Net Contributions --- $30,000,000 -$30,000,000
Net Investment Return $2,686,232 $5,599,747 $5,269,515 $7,261,663 $4,277,444 $44,834,472
Ending Market Value $104,834,472 $104,834,472 $99,234,724 $93,965,209 $56,703,546 $104,834,472
City of Clearwater Employees' Pension Plan - IFM Global Infrastructure (US) L.P.
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
142
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
S&P Global Infrastructure
0
10
20
30
40
Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 2.63 5.64 11.71 8.02 10.27 10.27 -11.25
S&P Global Infrastructure 10.40 15.48 27.75 12.51 13.12 8.51 7.74 7.47
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
S&P Global Infrastructure
0
15
30
45
-15Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 5.64 5.61 8.40 8.16 17.75 2.83 14.61 11.25
S&P Global Infrastructure 15.48 15.10 6.79 -0.17 11.87 -5.76 26.99 7.47
City of Clearwater Employees' Pension Plan - IFM Global Infrastructure (US) L.P.
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
143
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: September 1, 2017)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio S&P Global Infrastructure
-5
0
5
10
15
20
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0
Risk (Annualized Standard Deviation)
Total Portfolio S&P Global Infrastructure
Positive Months Ratio 63.89 63.89
Negative Months Ratio 36.11 36.11
Best Quarter 4.49 13.43
Worst Quarter -1.10 -11.86
Standard Deviation 3.87 15.11
Maximum Drawdown -2.25 -13.12
Max Drawdown Recovery Period 5.00 6.00
Up Capture 21.10 100.00
Down Capture -9.87 100.00
Alpha 7.47 0.00
Beta 0.05 1.00
R-Squared 0.03 1.00
Consistency 44.44 100.00
Tracking Error 14.92 0.00
Treynor Ratio 0.74 0.09
Information Ratio -0.35 -
Sharpe Ratio 0.87 0.57
Total Portfolio S&P Global Infrastructure
Positive Months Ratio 64.89 61.70
Negative Months Ratio 35.11 38.30
Best Quarter 7.11 15.03
Worst Quarter -3.94 -29.18
Standard Deviation 5.83 16.51
Maximum Drawdown -3.94 -30.31
Max Drawdown Recovery Period 12.00 19.00
Up Capture 32.09 100.00
Down Capture -14.84 100.00
Alpha 10.50 0.00
Beta 0.09 1.00
R-Squared 0.06 1.00
Consistency 50.00 100.00
Tracking Error 16.07 0.00
Treynor Ratio 0.95 0.06
Information Ratio 0.15 -
Sharpe Ratio 1.42 0.36
City of Clearwater Employees' Pension Plan - IFM Global Infrastructure (US) L.P.
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
144
-10
-4
2
8
14
20
26
32
38
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 2.63 (5)5.64 (1)11.71 (8)7.23 (51)8.02 (4)9.21 (1)10.27 (2)9.28 (3)10.27 (2)-
S&P Global Infrastructure 10.40 (1)15.48 (1)27.75 (1)16.93 (1)12.51 (1)10.74 (1)13.12 (1)7.91 (4)8.51 (4)7.65 (3)
5th Percentile 2.41 4.28 12.31 10.38 7.25 2.80 9.26 6.34 7.53 6.92
1st Quartile -0.18 1.87 10.51 7.90 4.61 1.64 7.92 5.00 5.99 5.77
Median -0.87 0.61 8.92 7.25 3.57 0.88 7.24 4.38 5.43 5.13
3rd Quartile -1.41 -0.36 7.52 6.37 2.81 0.07 6.07 3.61 4.62 4.37
95th Percentile -2.07 -3.34 4.26 4.65 0.86 -1.31 4.41 1.70 2.73 2.85
Population 178 178 176 176 176 176 176 175 173 167
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - IFM Global Infrastructure (US) L.P.
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
145
-55
-40
-25
-10
5
20
35
50
65
80
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 5.61 (56)8.40 (100)8.16 (1)17.75 (97)2.83 (6)14.61 (100)18.17 (1)---
S&P Global Infrastructure 15.10 (2)6.79 (100)-0.17 (1)11.87 (98)-5.76 (64)26.99 (67)-9.50 (92)20.13 (4)12.43 (2)-11.46 (100)
5th Percentile 12.80 16.22 -24.23 51.88 20.40 34.95 -3.41 12.15 9.67 5.22
1st Quartile 7.54 13.30 -25.33 43.89 -2.94 30.51 -4.56 7.85 7.40 4.14
Median 5.86 12.06 -26.34 41.54 -4.55 28.21 -5.89 5.61 5.84 3.09
3rd Quartile 4.83 10.81 -27.81 39.47 -6.90 25.69 -7.44 4.42 4.99 2.14
95th Percentile 1.99 9.29 -30.30 24.05 -11.28 22.47 -11.79 2.49 3.70 -1.85
Population 180 206 215 222 222 221 217 207 206 202
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - IFM Global Infrastructure (US) L.P.
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
146
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$2,300,000
$4,600,000
$6,900,000
$9,200,000
$11,500,000
-$2,300,000Market ValueMay-11 Feb-12 Nov-12 Aug-13 May-14 Feb-15 Nov-15 Aug-16 May-17 Feb-18 Nov-18 Aug-19 May-20 Feb-21 Nov-21 Aug-22 May-23 Feb-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 06/30/2011
Beginning Market Value $7,769,530 $7,753,623 $8,133,583 $7,560,650 $6,407,104 $111,299
Net Contributions -- -$234,034 -$154,718 -$206,622 $2,391,477
Net Investment Return -$15,907 -$145,926 $727,651 $1,360,168 $5,266,754
Ending Market Value $7,769,530 $7,769,530 $7,753,623 $8,133,583 $7,560,650 $7,769,530
City of Clearwater Employees' Pension Plan - Molpus Woodlands Fund III
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
147
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
NCREIF Timberland Index 0
5
10
15
-5
-10Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 0.00 0.21 -2.15 9.29 9.92 6.98 5.56 5.44
NCREIF Timberland Index 1.44 2.25 5.32 8.74 8.22 6.30 5.43 6.03
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
NCREIF Timberland Index
0
10
20
30
-10Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 0.21 -1.87 9.77 21.72 13.33 8.22 -1.48 5.44
NCREIF Timberland Index 2.25 6.97 9.45 12.90 9.17 0.81 1.30 6.03
City of Clearwater Employees' Pension Plan - Molpus Woodlands Fund III
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
148
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: July 1, 2011)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio NCREIF Timberland Index
-12
-6
0
6
12
18
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0
Risk (Annualized Standard Deviation)
Total Portfolio NCREIF Timberland Index
Positive Months Ratio 97.22 -
Negative Months Ratio 2.78 -
Best Quarter 19.37 -
Worst Quarter -3.37 -
Standard Deviation 11.87 -
Maximum Drawdown -3.37 -
Max Drawdown Recovery Period --
Up Capture --
Down Capture --
Alpha --
Beta --
R-Squared --
Consistency --
Tracking Error --
Treynor Ratio --
Information Ratio --
Sharpe Ratio 0.43 -
Total Portfolio NCREIF Timberland Index
Positive Months Ratio 94.08 -
Negative Months Ratio 5.92 -
Best Quarter 19.37 -
Worst Quarter -3.37 -
Standard Deviation 6.92 -
Maximum Drawdown -3.37 -
Max Drawdown Recovery Period --
Up Capture --
Down Capture --
Alpha --
Beta --
R-Squared --
Consistency --
Tracking Error --
Treynor Ratio --
Information Ratio --
Sharpe Ratio 0.59 -
City of Clearwater Employees' Pension Plan - Molpus Woodlands Fund III
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
149
-7
-4
-1
2
5
8
11
14
17
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 0.00 (22)0.21 (64)-2.15 (99)3.75 (98)9.29 (2)9.82 (1)9.92 (2)7.91 (4)6.98 (10)6.04 (19)
NCREIF Timberland Index 1.44 (7)2.25 (18)5.32 (92)7.56 (37)8.74 (3)9.55 (1)8.22 (19)6.87 (4)6.30 (19)5.95 (22)
5th Percentile 2.41 4.28 12.31 10.38 7.25 2.80 9.26 6.34 7.53 6.92
1st Quartile -0.18 1.87 10.51 7.90 4.61 1.64 7.92 5.00 5.99 5.77
Median -0.87 0.61 8.92 7.25 3.57 0.88 7.24 4.38 5.43 5.13
3rd Quartile -1.41 -0.36 7.52 6.37 2.81 0.07 6.07 3.61 4.62 4.37
95th Percentile -2.07 -3.34 4.26 4.65 0.86 -1.31 4.41 1.70 2.73 2.85
Population 178 178 176 176 176 176 176 175 173 167
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Molpus Woodlands Fund III
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on quarterly periodicity.
150
-55
-40
-25
-10
5
20
35
50
65
80
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio -1.87 (100)9.77 (91)21.72 (1)13.33 (98)8.22 (6)-1.48 (100)1.93 (1)-0.75 (100)3.30 (97)4.03 (29)
NCREIF Timberland Index 6.97 (31)9.45 (95)12.90 (1)9.17 (99)0.81 (10)1.30 (100)3.21 (1)3.63 (87)2.59 (99)4.97 (8)
5th Percentile 12.80 16.22 -24.23 51.88 20.40 34.95 -3.41 12.15 9.67 5.22
1st Quartile 7.54 13.30 -25.33 43.89 -2.94 30.51 -4.56 7.85 7.40 4.14
Median 5.86 12.06 -26.34 41.54 -4.55 28.21 -5.89 5.61 5.84 3.09
3rd Quartile 4.83 10.81 -27.81 39.47 -6.90 25.69 -7.44 4.42 4.99 2.14
95th Percentile 1.99 9.29 -30.30 24.05 -11.28 22.47 -11.79 2.49 3.70 -1.85
Population 180 206 215 222 222 221 217 207 206 202
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Molpus Woodlands Fund III
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on quarterly periodicity.
151
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$1,400,000
$2,800,000
$4,200,000
$5,600,000
$7,000,000
-$1,400,000Market ValueSep-15 Jun-16 Mar-17 Dec-17 Sep-18 Jun-19 Mar-20 Dec-20 Sep-21 Jun-22 Mar-23 Dec-23 Sep-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 10/01/2015
Beginning Market Value $4,503,050 $4,534,552 $4,970,859 $4,921,918 $4,587,944 $118,305
Net Contributions --$33,962 -$347,170 -$350,943 -$149,543 $2,895,080
Net Investment Return -$2,460 -$89,137 $399,884 $483,517 $1,489,665
Ending Market Value $4,503,050 $4,503,050 $4,534,552 $4,970,859 $4,921,918 $4,503,050
City of Clearwater Employees' Pension Plan - Molpus Woodlands Fund IV
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
152
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
NCREIF Timberland Index 0
5
10
15
-5
-10Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 0.00 0.05 -1.84 5.55 6.14 4.05 -3.41
NCREIF Timberland Index 1.44 2.25 5.32 8.74 8.22 6.30 5.43 5.49
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
NCREIF Timberland Index 0
10
20
30
-10
-20Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 0.05 -1.85 8.57 10.76 20.57 -5.78 1.53 3.41
NCREIF Timberland Index 2.25 6.97 9.45 12.90 9.17 0.81 1.30 5.49
City of Clearwater Employees' Pension Plan - Molpus Woodlands Fund IV
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
153
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: October 1, 2015)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio NCREIF Timberland Index
-5
0
5
10
15
20
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0
Risk (Annualized Standard Deviation)
Total Portfolio NCREIF Timberland Index
Positive Months Ratio 88.89 -
Negative Months Ratio 11.11 -
Best Quarter 10.30 -
Worst Quarter -1.26 -
Standard Deviation 6.58 -
Maximum Drawdown -2.05 -
Max Drawdown Recovery Period --
Up Capture --
Down Capture --
Alpha --
Beta --
R-Squared --
Consistency --
Tracking Error --
Treynor Ratio --
Information Ratio --
Sharpe Ratio 0.18 -
Total Portfolio NCREIF Timberland Index
Positive Months Ratio 88.03 -
Negative Months Ratio 11.97 -
Best Quarter 19.91 -
Worst Quarter -5.96 -
Standard Deviation 7.79 -
Maximum Drawdown -7.27 -
Max Drawdown Recovery Period 40.00 -
Up Capture --
Down Capture --
Alpha --
Beta --
R-Squared --
Consistency --
Tracking Error --
Treynor Ratio --
Information Ratio --
Sharpe Ratio 0.21 -
City of Clearwater Employees' Pension Plan - Molpus Woodlands Fund IV
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
154
-7
-4
-1
2
5
8
11
14
17
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 0.00 (22)0.05 (68)-1.84 (99)2.22 (99)5.55 (13)9.13 (1)6.14 (74)5.04 (24)4.05 (81)3.81 (83)
NCREIF Timberland Index 1.44 (7)2.25 (18)5.32 (92)7.56 (37)8.74 (3)9.55 (1)8.22 (19)6.87 (4)6.30 (19)5.95 (22)
5th Percentile 2.41 4.28 12.31 10.38 7.25 2.80 9.26 6.34 7.53 6.92
1st Quartile -0.18 1.87 10.51 7.90 4.61 1.64 7.92 5.00 5.99 5.77
Median -0.87 0.61 8.92 7.25 3.57 0.88 7.24 4.38 5.43 5.13
3rd Quartile -1.41 -0.36 7.52 6.37 2.81 0.07 6.07 3.61 4.62 4.37
95th Percentile -2.07 -3.34 4.26 4.65 0.86 -1.31 4.41 1.70 2.73 2.85
Population 178 178 176 176 176 176 176 175 173 167
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Molpus Woodlands Fund IV
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on quarterly periodicity.
155
-55
-40
-25
-10
5
20
35
50
65
80
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio -1.85 (100)8.57 (99)10.76 (1)20.57 (97)-5.78 (64)1.53 (100)-2.88 (1)2.83 (94)3.34 (97)-
NCREIF Timberland Index 6.97 (31)9.45 (95)12.90 (1)9.17 (99)0.81 (10)1.30 (100)3.21 (1)3.63 (87)2.59 (99)4.97 (8)
5th Percentile 12.80 16.22 -24.23 51.88 20.40 34.95 -3.41 12.15 9.67 5.22
1st Quartile 7.54 13.30 -25.33 43.89 -2.94 30.51 -4.56 7.85 7.40 4.14
Median 5.86 12.06 -26.34 41.54 -4.55 28.21 -5.89 5.61 5.84 3.09
3rd Quartile 4.83 10.81 -27.81 39.47 -6.90 25.69 -7.44 4.42 4.99 2.14
95th Percentile 1.99 9.29 -30.30 24.05 -11.28 22.47 -11.79 2.49 3.70 -1.85
Population 180 206 215 222 222 221 217 207 206 202
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Molpus Woodlands Fund IV
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on quarterly periodicity.
156
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$20,900,000
$41,800,000
$62,700,000
$83,600,000
$104,500,000
-$20,900,000Market ValueSep-10 Sep-11 Sep-12 Sep-13 Sep-14 Sep-15 Sep-16 Sep-17 Sep-18 Sep-19 Sep-20 Sep-21 Sep-22 Sep-23 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 09/30/2010
Beginning Market Value $52,079,872 $53,197,689 $56,658,944 $67,057,944 $62,200,202 -
Net Contributions -$620,437 -$1,581,019 -$1,347,822 ---
Net Investment Return $853,247 $696,011 -$2,113,433 -$10,399,000 $4,857,742 -
Ending Market Value $52,312,681 $52,312,681 $53,197,689 $56,658,944 $67,057,944 -
City of Clearwater Employees' Pension Plan - Multi Employer Property Trust
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
157
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
NCRIEF ODCE (VW)
0
6
12
-6
-12
-18Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 1.66 1.35 1.89 -7.67 1.64 2.03 3.69 5.99
NCRIEF ODCE (VW)0.81 1.67 2.67 -6.21 2.54 2.78 4.42 7.07
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
NCRIEF ODCE (VW)
0
15
30
-15
-30Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 1.35 -3.72 -15.51 7.81 19.74 0.49 3.66 5.99
NCRIEF ODCE (VW)1.67 -2.27 -12.73 6.55 21.02 0.34 4.39 7.07
City of Clearwater Employees' Pension Plan - Multi Employer Property Trust
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
158
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: October 1, 2010)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio NCRIEF ODCE (VW)
-6
0
6
12
18
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0
Risk (Annualized Standard Deviation)
Total Portfolio NCRIEF ODCE (VW)
Positive Months Ratio 77.78 80.56
Negative Months Ratio 22.22 19.44
Best Quarter 1.66 0.96
Worst Quarter -6.07 -5.17
Standard Deviation 6.15 5.02
Maximum Drawdown -23.99 -19.91
Max Drawdown Recovery Period --
Up Capture 119.35 100.00
Down Capture 123.11 100.00
Alpha -0.40 0.00
Beta 1.17 1.00
R-Squared 0.91 1.00
Consistency 77.78 100.00
Tracking Error 2.00 0.00
Treynor Ratio -0.10 -0.11
Information Ratio -0.74 -
Sharpe Ratio -1.95 -2.10
Total Portfolio NCRIEF ODCE (VW)
Positive Months Ratio 94.35 95.48
Negative Months Ratio 5.65 4.52
Best Quarter 6.74 7.66
Worst Quarter -6.07 -5.17
Standard Deviation 5.75 5.65
Maximum Drawdown -23.99 -19.91
Max Drawdown Recovery Period --
Up Capture 93.05 100.00
Down Capture 125.83 100.00
Alpha -0.72 0.00
Beta 0.96 1.00
R-Squared 0.89 1.00
Consistency 76.84 100.00
Tracking Error 1.92 0.00
Treynor Ratio 0.05 0.06
Information Ratio -0.53 -
Sharpe Ratio 0.78 0.97
City of Clearwater Employees' Pension Plan - Multi Employer Property Trust
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
159
-12
-8
-4
0
4
8
12
16
20
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 1.66 (7)1.35 (36)1.89 (97)-5.82 (99)-7.67 (99)0.20 (74)1.64 (97)1.39 (97)2.03 (97)2.53 (96)
NCRIEF ODCE (VW) 0.81 (14)1.67 (27)2.67 (97)-3.87 (99)-6.21 (99)1.43 (32)2.54 (97)2.34 (92)2.78 (95)3.35 (91)
5th Percentile 2.41 4.28 12.31 10.38 7.25 2.80 9.26 6.34 7.53 6.92
1st Quartile -0.18 1.87 10.51 7.90 4.61 1.64 7.92 5.00 5.99 5.77
Median -0.87 0.61 8.92 7.25 3.57 0.88 7.24 4.38 5.43 5.13
3rd Quartile -1.41 -0.36 7.52 6.37 2.81 0.07 6.07 3.61 4.62 4.37
95th Percentile -2.07 -3.34 4.26 4.65 0.86 -1.31 4.41 1.70 2.73 2.85
Population 178 178 176 176 176 176 176 175 173 167
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Multi Employer Property Trust
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
160
-55
-40
-25
-10
5
20
35
50
65
80
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio -3.72 (100)-15.51 (100)7.81 (1)19.74 (97)0.49 (10)3.66 (100)7.23 (1)5.53 (53)8.02 (17)12.00 (1)
NCRIEF ODCE (VW) -1.43 (100)-12.02 (100)7.47 (1)22.17 (96)1.19 (9)5.34 (100)8.35 (1)7.62 (29)8.77 (11)15.02 (1)
5th Percentile 12.80 16.22 -24.23 51.88 20.40 34.95 -3.41 12.15 9.67 5.22
1st Quartile 7.54 13.30 -25.33 43.89 -2.94 30.51 -4.56 7.85 7.40 4.14
Median 5.86 12.06 -26.34 41.54 -4.55 28.21 -5.89 5.61 5.84 3.09
3rd Quartile 4.83 10.81 -27.81 39.47 -6.90 25.69 -7.44 4.42 4.99 2.14
95th Percentile 1.99 9.29 -30.30 24.05 -11.28 22.47 -11.79 2.49 3.70 -1.85
Population 180 206 215 222 222 221 217 207 206 202
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Multi Employer Property Trust
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
161
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$34,900,000
$69,800,000
$104,700,000
-$34,900,000
-$69,800,000
-$104,700,000Market ValueApr-08 Jul-09 Oct-10 Jan-12 Apr-13 Jul-14 Oct-15 Jan-17 Apr-18 Jul-19 Oct-20 Jan-22 Apr-23 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 05/31/2008
Beginning Market Value $18,635,423 $18,599,189 $16,563,070 $14,228,305 $19,515,706 $19,346,573
Net Contributions $29,692 $60,108 $134,806 $96,656 $105,711 -$81,041,787
Net Investment Return -$363,170 -$357,353 $1,901,313 $2,238,110 -$5,393,112 $79,997,160
Ending Market Value $18,301,945 $18,301,945 $18,599,189 $16,563,070 $14,228,305 $18,301,945
City of Clearwater Employees' Pension Plan - Security Capital
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
162
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
FTSE NAREIT All Equity REITs (Split)0
5
10
15
-5
-10Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio -1.95 -1.92 7.63 5.95 8.06 5.87 6.29 5.96
FTSE NAREIT All Equity REITs (Split)-0.93 1.80 11.31 6.48 9.16 5.96 6.65 6.32
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
FTSE NAREIT All Equity REITs (Split)
0
50
100
-50Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio -1.92 11.45 15.67 -27.59 45.03 -4.59 26.97 5.96
FTSE NAREIT All Equity REITs (Split)1.80 9.15 16.19 -26.70 46.11 -7.95 25.79 6.32
City of Clearwater Employees' Pension Plan - Security Capital
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
163
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: May 1, 2008)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio FTSE NAREIT All Equity REITs (Split)
-12
-6
0
6
12
18
Annualized Return (%)-6.0 -4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0 24.0 26.0 28.0 30.0
Risk (Annualized Standard Deviation)
Total Portfolio FTSE NAREIT All Equity REITs (Split)
Positive Months Ratio 55.56 55.56
Negative Months Ratio 44.44 44.44
Best Quarter 16.69 17.22
Worst Quarter -13.96 -13.90
Standard Deviation 18.94 19.40
Maximum Drawdown -17.44 -17.97
Max Drawdown Recovery Period 20.00 20.00
Up Capture 98.82 100.00
Down Capture 100.84 100.00
Alpha -0.35 0.00
Beta 0.97 1.00
R-Squared 0.99 1.00
Consistency 41.67 100.00
Tracking Error 2.28 0.00
Treynor Ratio 0.03 0.04
Information Ratio -0.26 -
Sharpe Ratio 0.16 0.19
Total Portfolio FTSE NAREIT All Equity REITs (Split)
Positive Months Ratio 59.22 58.74
Negative Months Ratio 40.78 41.26
Best Quarter 42.00 40.91
Worst Quarter -48.10 -49.72
Standard Deviation 22.84 23.25
Maximum Drawdown -65.06 -64.51
Max Drawdown Recovery Period 33.00 35.00
Up Capture 97.98 100.00
Down Capture 99.12 100.00
Alpha -0.25 0.00
Beta 0.98 1.00
R-Squared 0.99 1.00
Consistency 44.66 100.00
Tracking Error 2.23 0.00
Treynor Ratio 0.07 0.08
Information Ratio -0.20 -
Sharpe Ratio 0.32 0.33
City of Clearwater Employees' Pension Plan - Security Capital
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
164
-7
-4
-1
2
5
8
11
14
17
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio -1.95 (93)-1.92 (91)7.63 (74)8.70 (16)5.95 (10)1.86 (19)8.06 (22)5.48 (17)5.87 (31)5.68 (28)
FTSE NAREIT All Equity REITs (Split) -0.93 (55)1.80 (26)11.31 (11)9.95 (7)6.48 (9)3.03 (3)9.16 (7)5.23 (21)5.96 (27)5.72 (27)
5th Percentile 2.41 4.28 12.31 10.38 7.25 2.80 9.26 6.34 7.53 6.92
1st Quartile -0.18 1.87 10.51 7.90 4.61 1.64 7.92 5.00 5.99 5.77
Median -0.87 0.61 8.92 7.25 3.57 0.88 7.24 4.38 5.43 5.13
3rd Quartile -1.41 -0.36 7.52 6.37 2.81 0.07 6.07 3.61 4.62 4.37
95th Percentile -2.07 -3.34 4.26 4.65 0.86 -1.31 4.41 1.70 2.73 2.85
Population 178 178 176 176 176 176 176 175 173 167
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - Security Capital
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
165
-55
-40
-25
-10
5
20
35
50
65
80
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio 11.45 (8)15.67 (10)-27.59 (72)45.03 (17)-4.59 (51)26.97 (67)-7.16 (71)4.91 (68)5.71 (55)4.70 (10)
FTSE NAREIT All Equity REITs (Split) 9.15 (16)16.19 (6)-26.70 (55)46.11 (16)-7.95 (82)25.79 (75)-4.80 (31)4.84 (69)7.62 (23)4.81 (8)
5th Percentile 12.80 16.22 -24.23 51.88 20.40 34.95 -3.41 12.15 9.67 5.22
1st Quartile 7.54 13.30 -25.33 43.89 -2.94 30.51 -4.56 7.85 7.40 4.14
Median 5.86 12.06 -26.34 41.54 -4.55 28.21 -5.89 5.61 5.84 3.09
3rd Quartile 4.83 10.81 -27.81 39.47 -6.90 25.69 -7.44 4.42 4.99 2.14
95th Percentile 1.99 9.29 -30.30 24.05 -11.28 22.47 -11.79 2.49 3.70 -1.85
Population 180 206 215 222 222 221 217 207 206 202
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - Security Capital
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
166
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$5,600,000
$11,200,000
$16,800,000
$22,400,000
$28,000,000
-$5,600,000Market ValueDec-15 Sep-16 Jun-17 Mar-18 Dec-18 Sep-19 Jun-20 Mar-21 Dec-21 Sep-22 Jun-23 Mar-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 01/01/2016
Beginning Market Value $14,655,381 $14,589,277 $15,362,866 $18,277,582 $17,020,352 $5,708,283
Net Contributions -----$4,204,455
Net Investment Return $153,424 $219,528 -$773,589 -$2,914,716 $1,257,230 $4,896,067
Ending Market Value $14,808,805 $14,808,805 $14,589,277 $15,362,866 $18,277,582 $14,808,805
City of Clearwater Employees' Pension Plan - U.S. Real Estate Investment Fund
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
167
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
NCRIEF ODCE (VW)
0
5
10
-5
-10
-15Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 1.05 1.50 0.69 -8.35 1.10 2.41 -4.30
NCRIEF ODCE (VW)0.81 1.67 2.67 -6.21 2.54 2.78 4.42 3.95
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
NCRIEF ODCE (VW)
0
15
30
-15
-30Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio 1.50 -5.04 -15.95 7.39 20.02 0.94 8.11 4.30
NCRIEF ODCE (VW)1.67 -2.27 -12.73 6.55 21.02 0.34 4.39 3.95
City of Clearwater Employees' Pension Plan - U.S. Real Estate Investment Fund
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
168
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: December 1, 2015)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio NCRIEF ODCE (VW)
-5
0
5
10
15
20
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0
Risk (Annualized Standard Deviation)
Total Portfolio NCRIEF ODCE (VW)
Positive Months Ratio 77.78 80.56
Negative Months Ratio 22.22 19.44
Best Quarter 1.42 0.96
Worst Quarter -6.32 -5.17
Standard Deviation 6.62 5.02
Maximum Drawdown -25.55 -19.91
Max Drawdown Recovery Period --
Up Capture 71.85 100.00
Down Capture 126.40 100.00
Alpha -0.66 0.00
Beta 1.25 1.00
R-Squared 0.89 1.00
Consistency 77.78 100.00
Tracking Error 2.52 0.00
Treynor Ratio -0.10 -0.11
Information Ratio -0.87 -
Sharpe Ratio -1.92 -2.10
Total Portfolio NCRIEF ODCE (VW)
Positive Months Ratio 92.17 93.04
Negative Months Ratio 7.83 6.96
Best Quarter 7.07 7.66
Worst Quarter -6.32 -5.17
Standard Deviation 6.50 5.74
Maximum Drawdown -25.55 -19.91
Max Drawdown Recovery Period --
Up Capture 107.39 100.00
Down Capture 118.00 100.00
Alpha -0.12 0.00
Beta 1.04 1.00
R-Squared 0.85 1.00
Consistency 84.35 100.00
Tracking Error 2.56 0.00
Treynor Ratio 0.02 0.02
Information Ratio 0.02 -
Sharpe Ratio 0.35 0.38
City of Clearwater Employees' Pension Plan - U.S. Real Estate Investment Fund
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
169
-16
-12
-8
-4
0
4
8
12
16
20
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 1.05 (11)1.50 (31)0.69 (98)-5.20 (99)-8.35 (100)-0.51 (87)1.10 (97)1.70 (95)2.41 (96)3.35 (91)
NCRIEF ODCE (VW) 0.81 (14)1.67 (27)2.67 (97)-3.87 (99)-6.21 (99)1.43 (32)2.54 (97)2.34 (92)2.78 (95)3.35 (91)
5th Percentile 2.41 4.28 12.31 10.38 7.25 2.80 9.26 6.34 7.53 6.92
1st Quartile -0.18 1.87 10.51 7.90 4.61 1.64 7.92 5.00 5.99 5.77
Median -0.87 0.61 8.92 7.25 3.57 0.88 7.24 4.38 5.43 5.13
3rd Quartile -1.41 -0.36 7.52 6.37 2.81 0.07 6.07 3.61 4.62 4.37
95th Percentile -2.07 -3.34 4.26 4.65 0.86 -1.31 4.41 1.70 2.73 2.85
Population 178 178 176 176 176 176 176 175 173 167
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - U.S. Real Estate Investment Fund
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
170
-55
-40
-25
-10
5
20
35
50
65
80
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio -5.04 (100)-15.95 (100)7.39 (1)20.02 (97)0.94 (10)8.11 (100)9.16 (1)8.36 (21)10.72 (2)-
NCRIEF ODCE (VW) -2.27 (100)-12.73 (100)6.55 (1)21.02 (96)0.34 (10)4.39 (100)7.36 (1)6.66 (38)7.79 (20)13.95 (1)
5th Percentile 12.80 16.22 -24.23 51.88 20.40 34.95 -3.41 12.15 9.67 5.22
1st Quartile 7.54 13.30 -25.33 43.89 -2.94 30.51 -4.56 7.85 7.40 4.14
Median 5.86 12.06 -26.34 41.54 -4.55 28.21 -5.89 5.61 5.84 3.09
3rd Quartile 4.83 10.81 -27.81 39.47 -6.90 25.69 -7.44 4.42 4.99 2.14
95th Percentile 1.99 9.29 -30.30 24.05 -11.28 22.47 -11.79 2.49 3.70 -1.85
Population 180 206 215 222 222 221 217 207 206 202
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - U.S. Real Estate Investment Fund
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
171
The summary has been compiled using data from sources believed to be reliable but is not guaranteed to be accurate or complete. Please refer to the official custodial
account statement for verification. For Institutional Use Only.
MARKET VALUES & CASH FLOW SUMMARY
Total Portfolio Net Cash Flow
$0
$7,300,000
$14,600,000
$21,900,000
$29,200,000
$36,500,000
-$7,300,000Market ValueMay-15 Feb-16 Nov-16 Aug-17 May-18 Feb-19 Nov-19 Aug-20 May-21 Feb-22 Nov-22 Aug-23 May-24 Jun-25
Last Quarter 2025 YTD 2024 2023 2022 Since Inception
Inception
Date
Total Portfolio 06/30/2015
Beginning Market Value $22,291,277 $23,457,757 $23,538,979 $25,543,322 $14,445,757 $5,000,000
Net Contributions ---- $8,000,000 $9,461,438
Net Investment Return $288,928 -$877,552 -$81,222 -$1,937,384 $3,097,565 $8,185,725
Ending Market Value $22,580,205 $22,580,205 $23,457,757 $23,538,979 $25,543,322 $22,580,205
City of Clearwater Employees' Pension Plan - USAA
MARKET VALUES & CASH FLOW SUMMARY Period Ending 6.30.25 |Q2 25
172
TOTAL PORTFOLIO TRAILING PERFORMANCE
Total Portfolio
NCRIEF ODCE (VW)
0
5
10
-5
-10
-15Rates Of Return (%)Last 3 Months CYTD 1 Year 3 Years 5 Years 7 Years 10 Years Inception
Total Portfolio 1.30 -3.74 -3.98 -2.34 5.46 5.31 6.69 6.69
NCRIEF ODCE (VW)0.81 1.67 2.67 -6.21 2.54 2.78 4.42 4.42
TOTAL PORTFOLIO CALENDAR PERFORMANCE
Total Portfolio
NCRIEF ODCE (VW)
0
15
30
-15
-30Rates Of Return (%)CYTD 2024 2023 2022 2021 2020 2019 Inception
Total Portfolio -3.74 -0.34 -7.85 13.80 18.42 11.12 5.78 6.69
NCRIEF ODCE (VW)1.67 -2.27 -12.73 6.55 21.02 0.34 4.39 4.42
City of Clearwater Employees' Pension Plan - USAA
INVESTMENT RETURNS | TOTAL PORTFOLIO Period Ending 6.30.25 |Q2 25
Performance returns over one-year are annualized. For important details regarding benchmarks, please refer the slides entitled "Benchmark Summary" in this presentation.
173
INCEPTION3 YEAR
Composite Risk VS. Total Return
(since inception: June 1, 2015)
Cash - 90 Day U.S. Treasury Bill Fixed Income - Blmbg. U.S. Aggregate Index U.S. Equities - Russell 3000 Index
International Equities - MSCI AC World ex USA index Real Estate - FTSE NAREIT All Equity REITs Commodities - Bloomberg Commodity Index Total Return
Strategic Opportunities - HFRX Absolute Return Index Total Portfolio NCRIEF ODCE (VW)
-5
0
5
10
15
20
Annualized Return (%)-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0 16.0 18.0 20.0 22.0
Risk (Annualized Standard Deviation)
Total Portfolio NCRIEF ODCE (VW)
Positive Months Ratio 83.33 80.56
Negative Months Ratio 16.67 19.44
Best Quarter 3.39 0.96
Worst Quarter -7.92 -5.17
Standard Deviation 5.95 5.02
Maximum Drawdown -13.40 -19.91
Max Drawdown Recovery Period --
Up Capture -68.37 100.00
Down Capture 20.83 100.00
Alpha -2.35 0.00
Beta -0.03 1.00
R-Squared 0.00 1.00
Consistency 91.67 100.00
Tracking Error 7.88 0.00
Treynor Ratio 2.19 -0.11
Information Ratio 0.52 -
Sharpe Ratio -1.11 -2.10
Total Portfolio NCRIEF ODCE (VW)
Positive Months Ratio 92.56 93.39
Negative Months Ratio 7.44 6.61
Best Quarter 11.30 7.66
Worst Quarter -7.92 -5.17
Standard Deviation 6.44 5.77
Maximum Drawdown -13.40 -19.91
Max Drawdown Recovery Period --
Up Capture 96.99 100.00
Down Capture 12.46 100.00
Alpha 3.78 0.00
Beta 0.61 1.00
R-Squared 0.30 1.00
Consistency 83.47 100.00
Tracking Error 5.86 0.00
Treynor Ratio 0.08 0.03
Information Ratio 0.31 -
Sharpe Ratio 0.71 0.48
City of Clearwater Employees' Pension Plan - USAA
PORTFOLIO STATISTICAL SUMMARY Period Ending 6.30.25 |Q2 25
For Institutional Use Only.
174
-12
-8
-4
0
4
8
12
16
20
ReturnLast
Qtr CYTD Last
1 Year
Last
2 Years
Last
3 Years
Last
4 Years
Last
5 Years
Last
6 Years
Last
7 Years
Last
8 Years
Total Portfolio 1.30 (8)-3.74 (97)-3.98 (99)-2.39 (99)-2.34 (99)3.22 (1)5.46 (85)5.75 (13)5.31 (53)5.92 (23)
NCRIEF ODCE (VW) 0.81 (14)1.67 (27)2.67 (97)-3.87 (99)-6.21 (99)1.43 (32)2.54 (97)2.34 (92)2.78 (95)3.35 (91)
5th Percentile 2.41 4.28 12.31 10.38 7.25 2.80 9.26 6.34 7.53 6.92
1st Quartile -0.18 1.87 10.51 7.90 4.61 1.64 7.92 5.00 5.99 5.77
Median -0.87 0.61 8.92 7.25 3.57 0.88 7.24 4.38 5.43 5.13
3rd Quartile -1.41 -0.36 7.52 6.37 2.81 0.07 6.07 3.61 4.62 4.37
95th Percentile -2.07 -3.34 4.26 4.65 0.86 -1.31 4.41 1.70 2.73 2.85
Population 178 178 176 176 176 176 176 175 173 167
PEER GROUP ANALYSIS - ANNUALIZED
City of Clearwater Employees' Pension Plan - USAA
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
175
-55
-40
-25
-10
5
20
35
50
65
80
Return2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Total Portfolio -0.34 (100)-7.85 (100)13.80 (1)18.42 (97)11.12 (6)5.78 (100)6.65 (1)9.30 (12)12.34 (2)-
NCRIEF ODCE (VW) -2.27 (100)-12.73 (100)6.55 (1)21.02 (96)0.34 (10)4.39 (100)7.36 (1)6.66 (38)7.79 (20)13.95 (1)
5th Percentile 12.80 16.22 -24.23 51.88 20.40 34.95 -3.41 12.15 9.67 5.22
1st Quartile 7.54 13.30 -25.33 43.89 -2.94 30.51 -4.56 7.85 7.40 4.14
Median 5.86 12.06 -26.34 41.54 -4.55 28.21 -5.89 5.61 5.84 3.09
3rd Quartile 4.83 10.81 -27.81 39.47 -6.90 25.69 -7.44 4.42 4.99 2.14
95th Percentile 1.99 9.29 -30.30 24.05 -11.28 22.47 -11.79 2.49 3.70 -1.85
Population 180 206 215 222 222 221 217 207 206 202
PEER GROUP ANALYSIS - CALENDAR
City of Clearwater Employees' Pension Plan - USAA
Period Ending 6.30.25 |Q2 25
Parentheses contain percentile rankings.
Calculation based on monthly periodicity.
176
Market Value
$Last Quarter 1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Inception
Date
Total Portfolio 1,390,316,406 6.83 10.75 10.20 8.37 7.91 7.71 8.73 1987
Total Fixed Income 372,986,675 1.21 6.30 3.28 -0.05 2.04 2.10 4.15 1987
Dodge & Cox 201,488,844 1.14 6.30 3.84 0.64 2.49 2.53 -
In House Account 6,247,727 0.00 0.00 0.00 0.00 0.00 0.00 -5.37 1987
Longfellow Investment Management Co.164,856,828 1.20 - ----1.18 2025
Security Lending Income Account 394,770 35.11 115.44 25.01 4.47 0.86 -2.42 -2.04 2003
Western Asset Management Co. CLOSED -1,494 1.26 6.53 2.41 -1.11 1.50 1.65 1.96 2004
Total U.S. Equities 623,439,538 10.25 13.19 18.00 14.96 12.64 11.77 10.89 1987
Total U.S. Large Cap Equities 422,373,441 11.55 15.24 21.18 16.65 13.92 13.00 10.59 1988
Aletheia Research CLOSEDº--- ---- -3.29 2007
Eagle Capital Management 84,176,729 7.89 15.27 24.63 20.40 14.73 13.42 14.83 2013
Manning & Napier 806,475 -1.04 14.80 12.72 14.18 9.38 9.88 10.77 2013
NTGI-QM R1000G 220,310,769 17.74 15.89 25.32 --- 13.14 2020
NTGI-QM R1000V 117,079,468 3.89 13.74 13.49 14.26 10.21 9.57 13.14 2007
Voya Investment Mgmt¹--- 0.33 34.53 19.81 15.78 8.76 1987
Total U.S. Mid Cap Equities 133,170,716 10.43 13.39 13.87 13.34 11.15 9.31 8.78 1988
Artisan Partners 57,202,357 14.50 14.97 13.57 9.21 14.22 10.80 7.67 2001
Boston Partners 75,968,360 7.55 12.09 14.13 17.49 -- 14.51 2020
Mid Cap Dummy Account --- -----
Wedge Capital Mgmt CLOSED²--- -- -7.45 1.98 9.77 2007
Total U.S. Small Cap Equities 67,895,380 2.34 0.03 5.54 7.48 7.58 9.28 13.71 2003
Atlanta Capital Management 23,802,239 3.26 2.76 7.98 10.46 8.20 9.37 8.05 2003
Riverbridge Partners 26,837,685 1.80 -1.76 3.78 3.63 7.84 10.51 14.08 2010
Sycamore Capital 17,255,456 1.92 -0.51 6.01 12.52 6.43 - 6.73 2017
Systematic Financial Mgt CLOSED³--- -- 778.81 7.55 4.88 2003
LMCG SmallCap Selected G --- -----
Total International Equities 160,876,959 16.42 19.47 14.48 10.59 8.12 7.67 -
Earnest Partners CLOSEDºº--- --- -18.95 1.84 2008
DFA Emerging Markets 15,400,390 12.71 13.13 8.64 8.67 4.29 - 3.18 2017
International Dummy Account --- -----
Thompson, Siegel & Walmsley 36,050,821 10.62 16.15 13.66 10.68 5.36 6.18 6.18 2015
WCM Investment Management 109,425,748 19.03 22.09 16.98 11.19 12.06 12.33 12.33 2015
Wellington Mgmt CLOSED¹¹--- ---- 33.42 2008
WHV Closed²²--- --- -40.68 1.32 2008
Eaton Vance Mgmt CLOSED --- -----
NTGI-QM Enhanced EAFE --- -----
COMPARATIVE PERFORMANCE - IRR
City of Clearwater Employees' Pension Plan
Period Ending 6.30.25 |Q2 25
177
COMPARATIVE PERFORMANCE - IRR
City of Clearwater Employees' Pension Plan
Period Ending 6.30.25 |Q2 25
Market Value
$Last Quarter 1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Inception
Date
Total Real Estate 233,013,235 1.58 5.54 0.88 5.79 5.57 6.34 -
Hancock Timberland XI 7,902,547 0.00 1.82 4.56 4.67 4.26 3.81 4.21 2012
IFM Global Infrastructure (US) L.P.104,834,472 2.63 11.71 7.98 9.76 9.88 - 10.74 2017
Molpus Woodlands Fund III 7,769,530 0.00 -2.12 9.51 10.14 6.55 5.03 5.46 2011
Molpus Woodlands Fund IV 4,503,050 0.00 -1.89 5.87 6.28 3.94 - 3.51 2015
Multi-Employer Property Trust 52,312,681 1.65 1.86 -7.76 1.64 2.03 3.69 5.81 2010
Security Capital 18,301,945 -1.95 7.59 5.96 8.00 5.95 7.39 31.84 2008
U.S. Real Estate Investment Fund 14,808,805 1.05 0.69 -8.34 1.10 2.41 - 4.32 2015
USAA 22,580,205 1.30 -3.98 -2.34 4.14 4.67 6.25 6.25 2015
º As of periods ending 07/31/2012
¹ As of periods ending 08/31/2022
² As of periods ending 04/30/2020
³ As of periods ending 08/31/2018
ºº As of periods ending 03/31/2017
¹¹ As of periods ending 01/31/2012
²² As of periods ending 05/31/2016
178
Market Value
$CYTD 2024 2023 2022 2021 2020
Total Portfolio 1,390,316,406 5.79 10.27 13.75 -14.82 13.45 15.04
Total Fixed Income 372,986,675 4.16 1.70 6.54 -12.39 -1.29 8.84
Dodge & Cox 201,488,844 4.05 2.08 7.23 -10.86 -0.98 8.71
In House Account 6,247,727 0.00 0.00 0.00 0.00 0.00 -88.27
Longfellow Investment Management Co.164,856,828 ------
Security Lending Income Account 394,770 66.89 39.59 5.87 0.35 -20.50 -4.61
Western Asset Management Co. CLOSED -1,494 6.13 1.08 6.05 -14.20 -1.51 9.04
Total U.S. Equities 623,439,538 4.32 20.56 27.54 -20.72 22.05 22.11
Total U.S. Large Cap Equities 422,373,441 5.81 25.92 30.70 -20.67 25.36 17.98
Eagle Capital Management 84,176,729 8.94 25.44 38.35 -25.04 29.62 16.22
Manning & Napier 806,475 2.27 14.08 8.94 -3.57 21.23 3.76
NTGI-QM R1000G 220,310,769 4.79 33.18 43.24 -29.09 30.85 -
NTGI-QM R1000V 117,079,468 6.05 14.42 13.57 -7.62 25.17 4.48
Total U.S. Mid Cap Equities 133,170,716 6.06 11.53 21.27 -20.86 18.78 30.05
Artisan Partners 57,202,357 6.27 12.65 25.93 -36.30 10.53 55.00
Boston Partners 75,968,360 5.90 10.49 17.56 -6.90 27.91 -
Total U.S. Small Cap Equities 67,895,380 -7.17 5.32 18.93 -20.76 11.89 30.90
Atlanta Capital Management 23,802,239 -3.66 7.79 23.78 -12.16 19.51 10.85
Riverbridge Partners 26,837,685 -10.97 3.67 20.03 -32.10 3.42 53.48
Sycamore Capital 17,255,456 -5.65 5.50 11.58 -6.34 24.77 5.09
Total International Equities 160,876,959 23.28 6.58 15.26 -21.03 13.84 18.03
DFA Emerging Markets 15,400,390 13.94 8.98 12.76 -16.40 5.84 13.83
Thompson, Siegel & Walmsley 36,050,821 20.44 5.53 16.75 -14.08 13.32 5.42
WCM Investment Management 109,425,748 25.71 6.95 15.11 -27.77 17.70 29.98
Total Real Estate 233,013,235 2.32 1.80 -1.86 5.46 20.52 1.76
Hancock Timberland XI 7,902,547 0.01 1.67 4.64 6.96 9.80 -0.37
IFM Global Infrastructure (US) L.P.104,834,472 5.64 5.59 8.40 8.16 17.75 2.82
Molpus Woodlands Fund III 7,769,530 0.21 -1.81 9.67 21.35 12.76 8.04
Molpus Woodlands Fund IV 4,503,050 0.05 -1.82 8.41 10.63 20.16 -5.70
Multi-Employer Property Trust 52,312,681 1.34 -3.75 -15.51 7.81 19.74 0.49
Security Capital 18,301,945 -1.92 11.42 15.69 -27.57 45.04 -4.51
U.S. Real Estate Investment Fund 14,808,805 1.50 -5.02 -15.95 7.39 20.02 0.93
USAA 22,580,205 -3.74 -0.34 -7.85 14.02 18.16 12.42
COMPARATIVE PERFORMANCE - IRR
City of Clearwater Employees' Pension Plan
Period Ending 6.30.25 |Q2 25
179
City of Clearwater Employees' Pension Plan
Q2 25Period Ending 6.30.25 |appendix
180
Q2 25Period Ending 6.30.25 |
ALPHA
Alpha measures a manager’s rate of return in
excess of that which can be explained by its
systematic risk, or Beta. It is a result of
regressing a manager’s returns against those of a benchmark index. A positive alpha implies that a manager has added value relative to its
benchmark on a risk-adjusted basis.
BETA
Beta measures a manager’s sensitivity to
systematic, or market risk. Beta is a result of the
analysis regressing a manager’s returns against those of a benchmark Index. A manager with a
Beta of 1 should move perfectly with a
benchmark. A Beta of less than 1 implies that a
manager’s returns are less volatile than the
market’s (i.e., selected benchmarks). A Beta of greater than 1 implies that a manager exhibits greater volatility than the market (i.e., selected
benchmark).
BEST (WORST) QUARTER
Best (Worst) Quarter is the best (worst) three-
month return in the measurement period. The three-month period is not necessarily a calendar
quarter.
CONSISTENCY (BATTING AVERAGE)
Formerly known as Batting Average,
Consistency measures the percentage of time an
active manager outperforms the benchmark.
glossary
CAPTURE RATIO
Up Market Capture is the average return of a
manager relative to a benchmark index using only
periods where the benchmark return was positive.
Down Market Capture is the average return of a manager relative to a benchmark index using only periods where the benchmark return was negative.
An Up Market Capture of greater than 100% and a
Down Market Capture of less than 100% is
considered desirable.
INFORMATION RATIO
The Information Ratio measures a manager’s excess
return over the passive index divided by the
volatility of that excess return or Tracking Error. To obtain a higher Information Ratio, which is
preferable, a manager must demonstrate the ability
to generate returns above its benchmark while
avoiding large performance swings relative to that
same benchmark.
MAXIMUM DRAWDOWN
The Maximum Drawdown measures the maximum
observed percentage loss from a peak to a trough
in the measurement period.
MAX DRAWDOWN RECOVERY PERIOD
The Maximum Drawdown Recovery period counts the number of months needed to meet or exceed
the prior peak starting from the beginning of the
Maximum Drawdown period. If the prior peak has
not been met or exceeded, this statistic will not
populate.
PERCENTILE RANK
Percentile Rankings are based on a manager’s performance relative to all other available funds
in its universe. Percentiles range from 1, being the
best, to 100 being the worst. A ranking in the
50th percentile or above demonstrates that the
manager has performed better on a relative basis than at least 50% of its peers.
POSITIVE (NEGATIVE) MONTHS RATIO
Positive (Negative) Months Ratio is the ratio of
months in the measurement period where the
returns are positive (negative).
RISK-ADJUSTED PERFORMANCE
Risk-adjusted Performance, or RAP, measures the
level of return that an investment option would
generate given a level of risk equivalent to the
benchmark index.
R-SQUARED
R-squared measures the portion of a manager’s movements that are explained by movements in a benchmark index. R-squared values range from 0
to 100. An R-squared of 100 means that all
movements of a manager are completely
explained by movements in the index. This measurement is identified as the coefficient of determination from a regression equation. A high
R-squared value supports the validity of the
Alpha and Beta measures, and it can be used as a
measure of style consistency.
CONTINUED…
181
Q2 25Period Ending 6.30.25 |
SHARPE RATIO
Sharpe ratio measures a manager’s return per
unit of risk, or standard deviation. It is the ratio
of a manager’s excess return above the risk-free
rate divided by a manager’s standard deviation. A higher Sharpe ratio.
STANDARD DEVIATION
Standard Deviation is a measure of the extent to which observations in a series vary from the arithmetic mean of the series. This measure of
volatility or risk allows the estimation of a range
of values for a manager’s returns. The wider the
range, the more uncertainty, and, therefore, the riskier a manager is assumed to be.
TRACKING ERROR
Tracking Error is the standard deviation of the
portfolio’s residual (i.e. excess) returns. The lower the tracking error, the closer the portfolio
returns have been to its risk index. Aggressively
managed portfolios would be expected to have
higher tracking errors than portfolios with a
more conservative investment style..
TREYNOR RATIO
The Treynor Ratio is a measure of reward per unit of risk. With Treynor, the numerator (i.e.
reward) is defined as the excess return of the
portfolio versus the risk-free rate. The
denominator (i.e. risk) is defined as the portfolio
beta. The result is a measure of excess return per unit of portfolio systematic risk. As with Sharpe
and Sortino ratios, the Treynor Ratio only has
value when it is used as the basis of comparison
between portfolios. The higher the Treynor
Ratio, the better.
glossary
182
City of Clearwater Employees' Pension Plan
Q2 25Period Ending 6.30.25 |investment review | evaluation methodology
QUANTITATIVE EVALUATION ITEMS QUALITATIVE EVALUATION ITEMS
3/5 Year Risk- adjusted Performance Fund Management
MARKED FOR REVIEW
The investment option’s 3 or 5 Year Annualized Risk
Adjusted Performance falls below the 50th percentile
of the peer group.
A significant disruption to the investment option’s
management team has been discovered.
The following categories of the
Investment Policy Monitor appear
“Marked For Review” when:
Fund Family
3/5 Year Performance vs. Peers A significant disruption to the investment option’s
parent company has been discovered.The investment option’s 3 or 5 Year Annualized Peer
Relative Performance falls below the 50th percentile
of the peer group.
3/5 Year Style
The investment option’s 3 or 5 Year R-Squared
measure falls below the absolute threshold set per
asset class.
3/5 Year Confidence
The investment option’s 3 or 5 Year Confidence
Rating falls below the 50th percentile of the peer
group.
CAPTRUST’s Investment Policy Monitoring
Methodology
The Investment Policy Monitoring
Methodology document describes the
systems and procedures CAPTRUST uses to
monitor and evaluate the investment
vehicles in your plan/account on a quarterly
basis.
Our current Investment Policy Monitoring
Methodology document can be accessed
through the following link:
captrust.com/investmentmonitoring
183
Q2 25Period Ending 6.30.25 |index definitions
Bloomberg U.S. Aggregate Index: Measures the investment-grade,
U.S. dollar-denominated, fixed-rate taxable bond market. The index
includes Treasuries, government-related and corporate securities,
mortgage pass through securities, commercial mortgage backed
securities and asset backed securities that are publicly for sale in the
United States.
FTSE NAREIT All Equity REITs TR USD Index: Measures the
performance of all tax-qualified REITs with more than 50 percent of
total assets in qualifying real estate assets other than mortgages
secured by real property that also meet minimum size and liquidity
criteria. A REIT is a company that owns, and in most cases, operates
income-producing real estate.
MSCI EAFE Index: Measures the performance of the large- and mid-
cap equity market across 21 developed markets around the world,
excluding the U.S. and Canada. It is a free float-adjusted market-
capitalization weighted index and includes the reinvestment of
dividends into the index.
Merrill Lynch 3-Month Treasury Bill: Measures the performance of a
single issue of outstanding treasury bill that matures closest to, but
not beyond, three months from the rebalancing date. The issue is
purchased at the beginning of the month and held for a full month; at
the end of the month that issue is sold and rolled into a newly
selected issue.
Russell 1000® Index: Measures the performance of the large-cap
segment of the U.S. equity universe. The Russell 1000® Index is a
subset of the Russell 3000® Index which is designed to represent
approximately 98% of the investable U.S. equity market. It includes
approximately 1,000 of the largest securities based on a combination
of their market cap and current index membership.
Russell Mid-Cap® Growth Index: Measures the performance of the
mid-cap growth segment of the U.S. equity universe. It includes those
Russell Mid-cap Index companies with relatively higher price-to-book
ratios, higher I/B/E/S forecast medium term (2 year) growth and
higher sales per share historical growth (5 years).
Russell Mid-Cap® Value Index: Measures the performance of the mid-
cap value segment of the U.S. equity universe. It includes those
Russell Mid-cap Index companies with relatively lower price-to-book
ratios, lower I/B/E/S forecast medium term (2 year) growth and
lower sales per share historical growth (5 years).
Russell 1000® Value Index: Measures the performance of the large
cap value segment of the U.S. equity universe. It includes the Russell
1000 companies with relatively lower price-to-book ratios, lower
forecast medium term (2 year) growth and lower sales per share
historical growth (5 years).
Russell 1000® Growth Index: Measures the performance of the large
cap growth segment of U.S. equities. It includes the Russell 1000
companies with relatively higher price-to-book ratios, higher forecast
medium term (2 year) growth and higher sales per share historical
growth (5 years).
Russell 2000® Index: Measures the performance of the 2,000
smallest companies in the Russell 3000® Index. It is a market-
capitalization weighted index.
184
Q2 25Period Ending 6.30.25 |index definitions (continued)
Russell 2000® Value Index: Measures the performance of the small
cap value segment of U.S. equities. It includes the Russell 2000
companies with relatively lower price-to-book ratios, lower forecast
medium term (2 year) growth and lower sales per share historical
growth (5 years).
Russell 2000® Growth Index: Measures the performance of the small
cap growth segment of U.S. equities. It includes those Russell 2000
companies with relatively higher price-to-book ratios, higher forecast
medium term (2 year) growth and higher sales per share historical
growth (5 years).
Russell 3000® Index: Measures the performance of the largest 3,000
U.S. companies designed to represent approximately 98% of the
investable U.S. equity market.
S&P 500® Index: Measures the performance of 500 leading publicly
traded U.S. companies from a broad range of industries. It is a float-
adjusted market-capitalization weighted index.
185
Q2 25Period Ending 6.30.25 |important disclosures
General Disclosure
The information published herein is provided for informational purposes only, and does not constitute an offer, solicitation, or recommendation to sell or an
offer to buy securities, investment products, or investment advisory services. Data contained herein from third-party providers is obtained from what are
considered reliable sources. However, its accuracy, completeness, or reliability cannot be guaranteed. Nothing contained herein constitutes financial, legal, tax,
or other advice. Consult your tax and legal professional for details on your situation.
Past performance is no guarantee of future results. The opinions presented cannot be viewed as an indicator of future performance. This material represents an
assessment of the market environment at a specific time and is not intended to be a forecast or guarantee of future results.
Investing involves risk, including possible loss of principal.Asset allocation and diversification do not ensure a profit or protect against loss.
Indexes are unmanaged, do not incur management fees, costs, and expenses, and cannot be invested in directly.
In general, the bond market is volatile, and fixed income securities carry interest rate risk. (As interest rates rise, bond prices usually fall, and vice versa. This
effect is usually more pronounced for longer-term securities). Fixed income securities also carry inflation risk, liquidity risk, call risk and credit and default risks
for both issuers and counterparties. Lower-quality fixed income securities involve greater risk of default or price changes due to potential changes in the credit
quality of the issuer. Foreign investments involve greater risks than U.S. investments, and can decline significantly in response to adverse issuer, political,
regulatory, market, and economic risks. Any fixed-income security sold or redeemed prior to maturity may be subject to loss.
Any reference to credit ratings refers to the highest rating given by one of the following national rating agencies: S&P, Moody’s, or Fitch. Credit ratings are
subject to change. AAA, AA, A, BBB (ratings scale used by S&P and Fitch), and Aaa, Aa, A, Baa (ratings scale used by Moody's) are investment grade ratings.
BB, B, CCC, CC, C, D (ratings scale used by S&P and Fitch), and Ba, B, Caa, Ca, C (ratings scale used by Moody's) are below investment grade ratings.
Investment advisory services offered by CapFinancial Partners, LLC (“CAPTRUST” or "CAPTRUST Financial Advisors”), an investment advisor registered with
the SEC under The Investment Advisers Act of 1940.
186
Cover Memo
City of Clearwater Main Library - Council
Chambers
100 N. Osceola Avenue
Clearwater, FL 33755
File Number: ID#25-1082
Agenda Date: 11/3/2025 Status: Agenda ReadyVersion: 1
File Type: Action ItemIn Control: Pension Trustees
Agenda Number: 4.2
SUBJECT/RECOMMENDATION:
Approve Investment Management Agreement with Northern Trust Investments, Inc. for a separately
managed mid-cap growth equity index investment account and authorize the appropriate officials to
execute same.
SUMMARY:
The Pension Investment Committee is recommending the addition of a separately managed mid-cap
growth equity index fund. This index account will be used to replace terminated money manager Artisan
Partners if approved by the Trustees.
The Pension Investment Committee unanimously recommends Northern Trust’s separately managed
mid-cap growth index account for an initial investment of $60 million, or approximately 4.3% of the total
plan investment portfolio.
The addition of this index fund increases the diversification of the mid-cap equity category by allocating
current actively managed monies to a passive index fund with lower management fees.
Investment manager fees will be 4 basis points (0.04%), versus a previous fee of 80 basis points (0.80%)
for the actively managed account that is being terminated.
The pension plan’s attorney, Klausner, Kaufman, Jensen and Levinson, has reviewed and approved the
Investment Management Agreement.
APPROPRIATION CODE AND AMOUNT:
6467410-530100 $25,000 annually
STRATEGIC PRIORITY:
Attract and retain top-quality personnel through the maintenance of a competitive compensation and
benefits program.
Page 1 City of Clearwater Printed on 10/28/2025
INVESTMENT MANAGEMENT AGREEMENT
(e) the investment of the Account as provided herein is legal and permissible under, and authorized by, the
terms of any and all applicable documents governing the assets of the Client, and will not violate any laws
applicable to the Client. Through appropriate fiduciaries, the Client has been given the opportunity to
discuss the investment objectives and policies to be pursued in this Agreement with the Manager, and the
Client’s decision to enter into this Agreement was made by one or more fiduciaries independent of the
Manager and its affiliates.
3. PERFORMANCE OF SERVICES. Unless Client directs Manager otherwise in
writing, Manager shall have with respect to the Account the powers and discretions as hereinafter
provided but no amendments of this Agreement shall change Manager’s powers, rights, and duties
hereunder without its written consent. Without Client’s prior approval, Manager shall invest and
reinvest the principal and income of the Account, including principal collections, in securities and
other property or instruments of any kind as Manager may deem to be in accordance with the
&+)" %%,#&'
THIS AGREEMENT is effective as of November 3, 2025, by and between the City of
Clearwater Employees’ Pension Fund (the "Client") and Northern Trust Investments, Inc., an Illinois
bank with trust powers (the "Manager").
WHEREAS, the Client desires to appoint and designate the Manager to provide investment
advisory and management services for such funds and/or investments as Client shall designate, as well as
any additions or changes to the initial investment (the "Account") and the Manager agrees to so act;
NOW, THEREFORE, in consideration of the mutual covenants herein contained, it is hereby
agreed between the parties as follows:
1.APPOINTMENT OF MANAGER. The Client designates and retains the Manager to
furnish investment advisory and management services for the Account, and the Manager accepts such
appointment and agrees to supervise the investment and reinvestment of assets of the Account in accordance
with the terms of this Agreement. The Manager shall have the exclusive authority and responsibility for
trading the assets of the Account. Manager acknowledges that it is registered as an Investment Adviser
under the Investment Advisers Act of 1940, as amended, and that it will advise Client if at any time it is
not so registered.
2.REPRESENTATIONS AND COVENANTS. The Manager hereby confirms and
represents to the Client that (a) the Manager is duly authorized to enter into, and perform its obligations
under, this Agreement: (b) the legal instruments creating or embodying such authorization are in full force
and effect: (c) any other actions necessary to authorize the Manager to enter into this Agreement have been
duly taken, and the Manager will notify the Client if such authority is revoked or rescinded; and (d) the
execution, delivery and performance of this Agreement by the Manager does not conflict with or violate
any provision of any law, rule or regulation, contract, deed of trust or other instrument to which the Manager
is a party or by which either is bound, and this Agreement constitutes its valid and binding obligation
enforceable in accordance with its terms.
The Client hereby confirms and represents to the Manager that (a) the Client is duly authorized to
enter into, and perform its obligations under, this Agreement; (b) the legal instruments creating or
embodying such authorization are in full force and effect; (c) any other actions necessary to authorize the
Client to enter into this Agreement have been duly taken, and the Client will immediately notify the
Manager if such authority is revoked or rescinded; (d) the execution, delivery and performance of this
Agreement by the Client does not conflict with or violate any provision of any law, rule or regulation,
contract, deed of trust or other instrument to which the Client is a party or by which either is bound, and
this Agreement constitutes its valid and binding obligation enforceable in accordance with its terms; and
2
investment guidelines set forth in Exhibit A attached hereto and made a part hereof (the
“Investment Guidelines”) as such guidelines may be amended by mutual consent of the parties, in
writing, from time to time. Client represents that such guidelines will be in accordance with
applicable law, constitutional documents, and all applicable restrictions for Client. To the extent
that the Investment Guidelines require the Manager to manage the Account to an index, the
Manager cannot guarantee, and has no obligation to inquire into, the accuracy or the completeness
of any underlying index or data included therein, and shall have no liability for any errors,
omissions, restatements, recalculations, or interruptions therein. The Manager does not make any
warranty, express or implied, to the Client as to the results to be obtained by the Account from the
use of the underlying index or any data included therein, and expressly disclaims all warranties of
merchantability or fitness for a particular purpose or use with respect to the index or any data
included therein.
The Manager may in its discretion from time to time employ or retain such counsel, accountants or
other professional or financial experts or other advisors as it may reasonably deem necessary or appropriate
to assist it in discharging its duties hereunder. The Manager may rely and act on the information and the
advice furnished by such advisors, or refrain from acting thereon. Without limiting the foregoing, the
Manager may in its discretion engage its affiliate, The Northern Trust Company, to provide accounting and
valuation services to it in connection with its administration of the Account.
Notwithstanding anything to the contrary in this Agreement or Investment Guidelines, the Client
authorizes the Manager to buy, sell or otherwise effect investment transactions for and in the name of the
Client, including without limitation, the power to negotiate and enter as agent, on behalf of the Client, into
the appropriate agreements, instruments and documents with counterparties with respect to any
investments, including but not limited to repurchase and reverse repurchase agreements, derivatives
contracts, foreign currency exchange transactions, non-deliverable forward trades, futures contracts, swaps,
options on futures contracts and other investments as the Manager deems appropriate from time to time in
order for the Manager to perform its duties under this Agreement and as authorized by the Investment
Guidelines. Furthermore, the Client authorizes the Manager to act as the Manager deems appropriate in
effecting investment transactions and performing its duties and obligations under this Agreement including,
but not limited to, negotiating and executing as agent, on behalf of the Client, brokerage agreements and
other documents to establish, operate and conduct all brokerage or other trading accounts, as well as
executing as agent, on behalf of the Client, such trading agreements and other documentation as may be
required for the purchase or sale, assignment, retention, transfer, exchange, ownership or otherwise deal in
any permitted investment, including but not limited to ISDA Master Agreements and related documents,
Futures Commission Merchant Agreements, Master Securities Forward Transaction Agreements, limited
partnership agreements, repurchase and derivative master agreements, including any schedules and annexes
to such agreements, releases, consents, elections and confirmations. Client understands and agrees that
certain agreements may require the signature of Client or Client’s trustee. Client further understands and
acknowledges that as a principal to such agreements, the Client will be bound by the contractual terms of
such agreements and other documentation executed by the Manager as an agent on the Client’s behalf,
including but not limited to any duties, debts, claims, obligations, and liabilities attributed to the Client.
4.RELATIONSHIP WITH CUSTODIAN. Client understands that Manager will in no event
provide custody or possession of any cash, securities, or other property of the Account. Client shall instruct
the custodian of the assets of the Account (“Custodian”) to act in accordance with Manager’s directions,
except to the extent that Client directs the Custodian regarding investment of short-term cash, in which
event Client shall notify Manager and Manager shall have no responsibility for investment of such cash.
For purposes of this Agreement, Custodian shall also include where The Northern Trust Company, an
affiliate of the Manager, has been appointed by the Client as Custodian.
&+)" %%,#&'
3
5. DELEGATION OF AUTHORITY. Manager may delegate any of its duties under this
Agreement to any of its affiliates, provided that, Manager shall remain fully responsible to Client with
respect to all of its obligations hereunder.
6. PROXIES. Manager may vote either in person or by general or limited proxy, refrain from
voting, or direct Client’s agent to vote, any corporate securities for any purpose.
7. SERVICES TO OTHER CLIENTS. Manager’s services hereunder are not deemed
exclusive, and Manager and its affiliates shall be free to render similar services to others so long as
Manager’s services under this Agreement are not impaired. Manager’s services hereunder shall not be
deemed impaired because Manager and its affiliates effect transactions for Manager’s own account, the
account of any affiliate or the accounts that Manager and its affiliates manage for others, which are identical
or similar to instruments as to which Manager may effect transactions for the Account at the same or
different times. The Manager is and shall, for all purposes herein, be deemed to be an independent contractor
and shall not, except as expressly provided or authorized, have authority to act for or represent the Client.
Likewise, the Client shall have no authority to act for or represent the Manager.
8. EXECUTION OF TRANSACTIONS. In placing orders for the execution of portfolio
transactions, Manager may allocate such transactions to brokers and dealers for execution on such markets,
at such prices and at such commission rates as in Manager’s judgment will be in Client’s best interest,
taking into consideration in the selection of such brokers and dealers not only the available prices and rates
of commissions, but also other relevant factors such as, without limitation, research and services provided
by such brokers and dealers which enhance Manager’s general portfolio management capabilities. Such
products and services will be used for the nonexclusive benefit of the Account. Client may also direct
Manager to place brokerage with particular brokers or dealers. Client understands that directing brokerage
limits Manager’s discretion in a way that could prevent Manager from obtaining the best execution for
transactions on behalf of the Account. Client agrees that Manager may execute securities transactions
through an affiliated broker-dealer.
9. REPORTS. Manager shall furnish Client with such reports regarding transactions in the
Account and performance as agreed to from time to time.
10. ASSIGNMENT, AMENDMENT, INTEGRATION AND TERMINATION. Neither the
Manager nor the Client may assign this Agreement without first obtaining the written consent of the other
party hereto. This Agreement constitutes the entire agreement between the parties pertaining to the subject
matter hereof and all prior agreements, understandings, negotiations, representations, and warranties
between the parties with respect to the subject matter hereof are hereby superseded. This may be amended
only by written instrument executed by the parties hereto. This Agreement may be terminated at any time
upon 30 days’ written notice from Client to Manager, or from Manager to Client.
11. COMPENSATION. The Manager shall be paid a fee by the Client as specified in Exhibit
B attached hereto, commencing as of the effective date of this Agreement. The fee schedule in Exhibit B
may be changed from time to time by an agreement in writing between the Client and the Manager. The
Manager may pay, and shall be entitled to be reimbursed for, reasonable charges for all services performed
for it in accordance with section 3 hereto (including, if applicable, the reasonable charges of The Northern
Trust Company) and shall be entitled to be reimbursed for all other reasonable expenses incurred in the
management of the Account, subject to prior written notice to, and agreement by the Client.
&+)" %%,#&'
4
12. GOVERNING LAW AND JURISDICTION. The law of Illinois Florida shall govern the
validity, interpretation, and enforcement of this Agreement, without regard to principles of conflicts of law.
The invalidity of any part of this Agreement shall not affect the remaining parts hereof. Any provision in
this Agreement concerning a statute or regulation shall be deemed to refer to the statute or regulation as
amended and in effect from time to time.
13. NOTICES. All notices required or permitted to be delivered pursuant to this Agreement
shall be in writing and shall be delivered by courier service, registered or certified mail, return receipt
requested, fax, or other similar means and shall be effective when delivered personally on the day delivered,
or when delivered by fax, courier or by registered or certified mail, return receipt requested, on the day of
receipt, addressed as follows (or to such other address as a party by notice shall direct):
To the Client:
Jay Ravins, Finance Director
City of Clearwater
100 S., Myrtle Ave
Clearwater, Florida 33756
To the Manager:
Northern Trust Investments, Inc.
ATTN: Ashley Hartman Alson
50 S. LaSalle St.
Chicago, IL 60603
and Manager may rely and act upon any direction or other communication which in good faith it believes
to have been provided by such person.
14. LIABILITIES OF THE MANAGER. The Manager will deal in good faith and with due
diligence and agrees to perform its duties hereunder with the care, skill, prudence, and diligence under the
circumstances then prevailing that a prudent person acting in a like capacity and familiar with such matters
would use in the conduct of an enterprise of a like character and with like aims. Manager shall not be liable
for any action taken or omitted by Manager in connection with this Agreement, except to the extent that
such liability arises from Manager's willful misconduct or gross negligence to a material extent or involving
a material matter. Manager shall have no liability for any indirect, incidental, consequential, special,
exemplary, or punitive damages, even if Manager has been advised of the possibility of such damages.
Manager shall have no duty or authority to take any action under this Agreement at any time that it is not
open for business for any reason. Manager shall not be liable for any loss due to forces beyond the
Manager’s reasonable control, including (but not limited to) delays, errors or interruptions in service caused
by strikes, work stoppages, lockouts, riots, acts of war or terrorism, insurrection, revolution, nuclear fusion,
fission or radiation, epidemic, pandemic, court order, failure or fluctuation in electrical power, heat, light,
air conditioning, computers or telecommunications equipment, or act of God. Notwithstanding the
foregoing, nothing herein shall be deemed to relieve Manager of any liability it would otherwise have under
applicable federal securities laws.
&+)" %%,#&'
5
15. CONFIDENTIALITY. The Manager shall treat as confidential all information pertaining
to the Account and all other aspects of the relationship established by this Agreement except as may be
necessary to comply with governmental regulation or to effectively perform its obligations and duties under
this Agreement. Notwithstanding anything to the contrary in this Agreement or the Investment Guidelines,
Manager shall have the authority to disclose such non-public, confidential or proprietary information and
documentation with respect to Client and Client’s account, including but not limited to account agreement
or fund documentation, financial statements, net asset information and trust and plan documentation, as
may be requested or otherwise required by a counterparty selected in Manager’s discretion in connection
with the negotiation of agreements with respect to foreign currency exchange transactions and non-
deliverable forward trades, futures, and other investments authorized by the Investment Guidelines,
including but not limited to an ISDA Master Agreement and Schedule and a Futures Commission Merchant
Agreement, on behalf of Client in its capacity as Manager; provided, however, that such counterparty shall
enter into a confidentiality agreement with Manager whereby the counterparty agrees to keep such
information confidential except in the limited circumstances and during the time period specified in the
confidentiality agreement. The Client acknowledges that the trading advice provided, and the trading
strategies used by the Manager constitute proprietary data and intellectual property of the Manager. The
Client further agrees that, unless authorized by the Manager, such knowledge will be kept strictly
confidential and will not be disseminated in whole or in part, directly or indirectly, to any person except as
required by applicable law or regulation. Any such information as may be acquired by the Client is to be
used solely to monitor the Manager’s performance on behalf of the Client. The Client will not use such
knowledge or any other knowledge provided by the Manager to attempt to reverse engineer the Manager’s
trading strategies or to trade for itself or others. Nothing contained in this Agreement shall require the
Manager to disclose the names of its clients or any confidential details of its trading strategies.
16. BOOKS AND RECORDS. The Manager shall maintain appropriate books of account and
records relating to services performed with regard to the Account. The Client may, at a time convenient to
Manager and Client, employ independent auditors at its own expense to inspect such records to the extent
reasonably required to verify compliance with the terms of this Agreement (subject to the need to preserve
the confidentiality of the Manager’s proprietary information and the identity of the Manager’s clients).
17. DISCLOSURE STATEMENT. The Client acknowledges receipt of Manager’s disclosure
statement as required by Rule 204-3 of the Investment Advisers Act of 1940. Manager agrees to make
available annually its current completed Form ADV Parts 2A, 2B and 3.
18. OFAC/AML
Client acknowledges that U.S. federal laws, executive orders, and regulations administered by
OFAC prohibit, among other things, engaging in transactions with, and the provision of services to, certain
foreign countries, territories, organizations, entities, and individuals:
(a) All evidence of identity provided in connection with the Account is genuine and all
related information furnished is accurate.
(b) No funds tendered for the Account are directly or indirectly derived from activities that
may contravene U.S. federal, state or international laws and regulations, including without
limitation anti-money laundering and economic sanctions laws.
(c) Neither Client, nor any person with significant responsibility to control, manage or direct
the client, nor any person having a beneficial interest in Client, or for whom Client is
acting as agent or nominee in connection with the Account is (i) an organization, person
or entity subject to OFAC sanctions, (ii) a person or entity that resides or has a place of
business in a country or territory subject to comprehensive sanctions administered by
&+)" %%,#&'
6
OFAC or which is designated as a Non-Cooperative Jurisdiction by the Financial Action
Task Force on Money Laundering, or whose subscription funds are transferred from or
through such a jurisdiction; (iii) a “Foreign Shell Bank” within the meaning of the USA
PATRIOT Act (i.e., a foreign bank that does not have a physical presence in any country
and that is not affiliated with a bank that has a physical presence and an acceptable level
of regulation and supervision); or (iv) a person or entity that resides in, or is organized
under the laws of, a jurisdiction designated by the Secretary of the Treasury under Section
311 of the USA PATRIOT Act as warranting special measures due to money laundering
concerns.
(d) Client acknowledges and understands that the Manager in its discretion may decline to
accept any Account from a person who is a “Covered Person” within the meaning of the
Guidance on Enhanced Scrutiny for Transactions that May Involve the Proceeds of
Foreign Official Corruption, issued by the Department of the Treasury, et al., January,
2001 (i.e., a senior foreign political figure, or an immediate family member or close
associate of a senior foreign political figure). Accordingly, Client agrees to inform the
Manager if Client or any person controlling, controlled by, or under common control with
Client, or any person having a beneficial interest in a Client fund, or for whom Client is
acting as agent or nominee in connection with the Account is a Covered Person.
(e) Client agrees to provide any information deemed necessary by the Manager in its sole
discretion to comply with its anti-money laundering and economic sanctions
responsibilities and policies.
(f) Client authorizes and permits the Manager, using its own reasonable business judgment,
under certain circumstances, or which may be required by law, to report information about
Client and its funds to appropriate government authorities, and Client agrees not to hold
the Manager liable for any loss or injury that may occur as the result of providing such
information.
(g) Client agrees that, in the event of a material change with respect to the information provided
in connection with the Account, Client will provide the Manager promptly with updated
information affected by the material change.
(h) Client agrees that, notwithstanding any other statement to the contrary in any agreement
into which Client has entered or in any disclosure document of the Manager, if the Manager
determines that Client is subject to economic sanctions administered by the United States
or a foreign government, or that any information provided by Client is no longer accurate,
the Manager shall be authorized to take any action as shall be necessary or appropriate as
a result thereof, including but not limited to redeeming the Account, in cash or in kind at
the discretion of the Manager, less any penalty, fine, forfeiture, withholding or seizure
imposed or ordered by any governmental agency, and/or notifying the federal authorities.
19. SURVIVAL. The provisions of Sections 11 (only to the extent that compensation is earned
by the Manager prior to termination of this Agreement), 15 and 16 shall survive the termination of this
Agreement.
20. SEVERABILITY. The invalidity or unenforceability of any provision of this Agreement
shall not affect the validity or enforceability of any other provision herein contained and any such invalid
provision shall be deemed to be severable.
&+)" %%,#&'
7
21. COUNTERPARTS. This Agreement may be executed in counterparts, each of which
shall be deemed an original but all of which together shall constitute one and the same instrument.
22. TRADE INSTRUCTION PORTAL. The Client understands and agrees that additions to
and withdrawals from the Account shall be communicated to the Manager via the Trade Instruction Portal,
a web based portal maintained by the Manager, and further agrees to be bound by the terms of the Trade
Instruction Portal Authorization Form, which shall be provided to the Client by the Manager, completed
and executed by Client, and made a part of this Agreement by reference.
23. DISCLOSURE. The Manager agrees to disclose, in writing to the Client within ten (10)
business days, or as soon as reasonably practical once the Manager is not bound by confidentiality, if the
Manager becomes the subject of an investigation by the Securities and Exchange Commission for alleged
breach of federal securities laws; any investigation by the U.S. Department of Justice for allegations relating
to violation of federal securities laws or related allegations of fraud; or if the Manager is named as the
defendant in any civil action alleging fraud, negligence or breach of fiduciary responsibility, where such
investigation or action would materially affect Manager’s ability to perform its duties under this Agreement.
Additionally, the Manager will also report promptly, any decision to delay or suspend the valuation of the
portfolio or to adjust a previously reported value.
24. PUBLIC RECORDS.
(a) The Manager acknowledges that it is fully familiar with the laws of the State of Florida
governing public employee retirement systems and is fully familiar with the provisions
of the Client relating specifically to the investment management of this Client attached
hereto as Exhibit B, which may be amended from time to by written agreement of the
parties. The Agreement shall be performed in accordance with all applicable federal,
state, and local laws and administrative regulations and shall in its interpretation be
governed by the laws of the State of Florida.
(b) Additionally, the Manager understands that as a governmental pension plan, the Client
is also subject to the operation of Florida’s Sunshine law and public records law.
Pursuant to Florida Statutes §119.0701, Manager will comply with public records laws,
specifically to:
(1) Keep and maintain public records required by the Client to perform the service.
(2) Upon request from the Client or its public records custodian, provide the Client
with a copy of the requested records or allow the records to be inspected or
copied within a reasonable time at a cost that does not exceed the cost provided
in this chapter or as otherwise provided by law.
(3) Ensure that public records that are exempt or confidential and exempt from
public records disclosure requirements are not disclosed except as authorized
by law for the duration of the contract term and following completion of the
contract if Manager does not transfer the records to the public agency.
(4) Upon completion of the contract, transfer, at no cost, to the Client all public
records in possession of Manager or keep and maintain public records required
by the Client to perform the service. If Manager transfers all public records to
Client upon completion of the contract, Manager shall destroy any duplicate
public records that are exempt or confidential and exempt from public records
disclosure requirements to the extent practical. If Manager keeps and
&+)" %%,#&'
8
maintains public records upon completion of the contract, Manager shall meet
all applicable requirements for retaining public records. All records stored
electronically must be provided to the Client, upon request from the Client or
its public records custodian, in a format that is compatible with the information
technology systems of the Client.
IF MANAGER HAS QUESTIONS REGARDING THE APPLICATION OF CHAPTER 119,
FLORIDA STATUTES, TO ITS DUTY TO PROVIDE PUBLIC RECORDS RELATING TO THIS
CONTRACT, CONTACT THE CUSTODIAN OF PUBLIC RECORDS:
JAY RAVINS,
CITY OF CLEARWATER
100 S. Myrtle Ave
CLEARWATER, FLORIDA 33756
PHONE: (727) 444-8501
JAY.RAVINS@MYCLEARWATER.COM
25. GENERAL.
(a) The Manager warrants that it is registered as a Manager under the Investment Advisers
Act of 1940, and that it will maintain such registration during the term of this
Agreement. The Manager acknowledges that it is a fiduciary with respect to the
management of the assets of the Client and that it is subject to and shall be governed
by the “prudent investor rule” as those terms are defined and interpreted under the
provisions of the Employee Retirement Income Security Act, and under the provisions
of the law of Florida, including Florida Statutes §112.656 and Florida Statutes Chapter
518.
(b) The Manager agrees to register with and use the E-Verify system to verify the work
authorization status of all employees hired on and after January 1, 2021, as required by
Section 448.095, Florida Statutes. Additionally, the Manager agrees to require any
subcontractor to provide them with an affidavit stating that the subcontractor does not
employ, contract with, or subcontract with an unauthorized alien.
(c) The parties agree that any acts performed under this Agreement are deemed performed
in Florida. In any action to enforce the provisions of this Agreement, venue shall be
in Hillsborough County, Florida, and should any action be necessary to enforce the
terms of this Agreement, the prevailing party shall be made whole, including any
reasonable and necessary costs and legal fees.
(d) The Manager shall, on an annual basis, make available to the Client Securities and
Exchange Commission Form ADV Parts 2A and 2B.
&+)" %%,#&'
9
(e) The Manager shall, for the term of this Agreement, maintain an errors and omissions
insurance policy in the amount of Ten Million ($10,000,000.00) Dollars. The Manager
shall furnish the Client with proof of its coverage insurance and Bond at any time upon
the request of the Client.
(f) The Manager shall for the term of this Agreement, maintain a Cyber Liability insurance
policy in the amount of $1,000,000.00 dollars. The Manager shall furnish the Client
with proof of its coverage insurance.
(g) All proxy materials relating to any security held by the Manager shall be voted in
accordance with the proxy voting policy adopted by the Client, or otherwise in the
discretion of the Manager. The Manager represents that it has reviewed Chapter 2023-
28, Laws of Florida and will comply with any applicable provisions, including but not
limited to Section 112.662, Florida Statutes, and any applicable regulations provided
by the Florida Division of Retirement.
(h) The Manager shall notify the Client of any employees assigned to manage or service
the Client’s account within a reasonable time after such changes take place, not to
exceed thirty (30) days.
26. PUBLIC ENTITY CRIMES BILL. Section 287.133, Florida Statutes, provides that a
person or affiliate who has been placed on the convicted vendor list following a conviction for a public
entity crime may not submit a bid on a contract to provide any goods or services to a public entity, may not
submit a bid on a contract with a public entity for the construction or repair of a public building or public
work, may not submit bids on leases of real property to a public entity, may not be awarded or perform
work as a contractor, supplier, subcontractor, or consultant under a contract with any public entity, and may
not transact business with any public entity in excess of the threshold amount provided in Section 287.017,
Florida Statutes, for CATEGORY TWO for a period of thirty-six (36) months from the date of being placed
on the convicted vendor list.
27. SECTION 215.855, FLORIDA STATUTES. Any written communication made by the
Manager to a company in which such manager invests public funds on behalf of the Client must include the
following disclaimer in a conspicuous location if such communication discussion social, political or
ideological interests; subordinates the interests of the company’s shareholders to the interest of another
entity; or advocates for the interest of an entity other than the company’s shareholders:
The views and opinions expressed in this communication are those of the sender and do not reflect
the views and opinions of the people of the State of Florida.
This contract may be unilaterally terminated at the option of the Client if the Manager does not
include the disclaimer as required. For the avoidance of doubt, written communication related to pecuniary
factors do not require disclaimer.
&+)" %%,#&'
10
28. SECTION 787.06 FLORIDA STATUTES. In accordance with Florida law, Manager hereby
represents that it does not use coercion for labor or services as defined in Section 787.06, Florida Statutes,
as evidenced by the attached Exhibit C -Human Trafficking Affidavit.
City of Clearwater Employees’ Pension Fund
By: ______________________________________
Name: ____________________________________
As its: ____________________________________
ACCEPTED:
Northern Trust Investments, Inc.
By: _____________________________
Name: __________________________
As its: ___________________________
&+)" %%,#&'
)!#-#)&%
%"&("()"%*
11
EXHIBIT A
CITY OF CLEARWATER EMPLOYEES’ PENSION FUND
Investment Guidelines
Investment Objective:
The investment objective for the Account shall be to provide a total return that approximates the risk and
return characteristics of the Russell MidCap Growth Index* (“Index”).
It is understood that the Account will be constructed to have aggregate investment characteristics similar to
those of the Index by using, in the discretion of the manager, either an optimization or full replication
technique to reflect the performance of the Index without necessarily holding all its component stocks. It is
further understood that due to investment deviations from components of the Index, as well as transaction
costs, management fees, brokerage commissions and other incidental costs, there will be a tracking
deviation from the performance of the Index.
Eligible Investments:
Equity securities purchased for the Account will generally, but not necessarily, be current or pending
constituents of the Index. The Account may be invested in exchange traded funds, equity index futures
contracts, and other derivative transactions in order to equitize cash and cash entitlements, provided that
any such derivative transactions are fully collateralized. It is understood that such investments may not be
perfectly correlated with the investment objective for the account, but will in the sole judgment of the
Manager assist in meeting the investment objective for the account.
The foregoing Investment Guidelines supersede all prior objectives and guidelines and shall remain in effect
until the parties mutually agree in writing to the contrary.
City of Clearwater Employees’ Pension Fund
By: ______________________________________
Name: ____________________________________
Title: _____________________________________
ACCEPTED:
Northern Trust Investments, Inc.
By: _____________________________
Name: __________________________
As its: ___________________________
&+)" %%,#&'
%"&("()"%*
Dated this 3rd day of November, 2025
* Notice: FTSE International Limited trading as FTSE Group and FTSE Russell, is a British provider of
stock market indices and associated data services, wholly owned by the London Stock Exchange (LSE) and
operating from premises in Canary Wharf. It operates the well-known UK FTSE 100 Index and the Russell
1000 as well as a number of other indices. FTSE stands for Financial Times Stock Exchange.
)!#-#)&%
12
EXHIBIT B
CITY OF CLEARWATER EMPLOYEES’ PENSION FUND
Fee Schedule
For its services, Manager shall receive an investment management fee as set forth below:
x Flat fee of four (4) basis points per year
x Subject to a minimum quarterly fee of $5,000
Fees shall be calculated quarterly, based on the market value of assets held in the Account on the last day
of each prior calendar quarter end. For the avoidance of doubt, fee calculations for the second calendar
quarter will be based on the market value of assets held in the Account on the last day of March. Fees are
charged quarterly based on one-fourth of the annual fee. Fees calculated for the initial funding quarter and,
upon the termination of this Agreement by one of the parties, the final invoiced quarter, will each be
prorated appropriately if investments are not held for the entire quarter.
Client agrees that fees for all Accounts governed by this Agreement shall be paid as follows (please check
one):
____ Automatically debited from the Account
____ An invoice shall be sent to the Client
If one of the fee payment options above has not been selected, the second option shall be applied.
Dated this ______ day of __________________, 2025
City of Clearwater Employees’ Pension Fund
By: ______________________________________
Name: ____________________________________
As its: ____________________________________
ACCEPTED:
Northern Trust Investments, Inc.
By: _____________________________
Name: __________________________
As its: ___________________________
&+)" %%,#&'
)!#-#)&%
*!+ +)*
%"&("()"%*
13
EXHIBIT C
Human Trafficking Affidavit
The undersigned, on behalf of Contractor, hereby attests as follows:
A.Contractor understands and affirms that Section 787.06(13), Florida Statutes, prohibits
the Board from executing, renewing, or extending a contract to entities that use
coercion for labor or services.
B.Contractor hereby attests, under penalty of perjury, that Contractor does not use
coercion for labor or services as defined in Section 787.06(2), Florida Statutes.
I, the undersigned, am an officer or representative of the nongovernmental entity named below, and
hereby represent that I: make the above attestation based upon personal knowledge; am over the age of 18
years and otherwise competent to make the above attestation; and am authorized to legally bind, and
make the above attestation on behalf of, the Contractor.
Under penalties of perjury, I declare that I have read the foregoing document and that the facts
stated in it are true. Further Affiant sayeth naught.
Contractor: _____________________________________________
Authorized Signature:
Date: _____________
Printed Name:
Title: _________________________________________________
STATE OF _________________
COUNTY OF _______________
The foregoing instrument was acknowledged before me by means of տ physical presence or տ online
notarization, this ____ day of ________________, 20____, by ____________________________, as
__________________ on behalf of the company/corporation. They տ are personally known to me or տ
have produced ___________________ as identification.
Signature of Notary Public
Name of Notary Typed, Printed or Stamped
My Commission Expires: _______________
&+)" %%,#&'
&(*!(%(+)*%,)*$%*)%
+
)!#-#)&%
%"&("()"%*
Illinois
Cook x
x
20th August 25 Ashley Alson
Senior Vice President
Linda T Kious
8/28/2028
Cover Memo
City of Clearwater Main Library - Council
Chambers
100 N. Osceola Avenue
Clearwater, FL 33755
File Number: ID#25-1083
Agenda Date: 11/3/2025 Status: Agenda ReadyVersion: 1
File Type: Action ItemIn Control: Pension Trustees
Agenda Number: 4.3
SUBJECT/RECOMMENDATION:
Approve changes to the City of Clearwater Employees’ Pension Fund Statement of Investment Objectives
and Guidelines (Investment Policy) to update the fund’s investment benchmark index, to adjust the
minimum allocation to fixed income, and other minor changes as recommended by the Plan’s Investment
Committee.
SUMMARY:
The Pension Plan’s investment policy was last revised in December of 2023. The policy was recently
reviewed by the Plan’s Investment Committee for recommended revisions as proposed below:
·The Plan’s custom benchmark for performance measurement was updated to more accurately reflect
the Plan’s asset allocations.
·The minimum allocation to domestic fixed income was reduced from 25% to 20% due to the Plan’s
diversification into real estate and infrastructure, and to decrease the potential for noncompliance due to
volatility in the stock market and related allocations to equities.
·Minor change to eliminate a position on the committee (Finance Debt Manager) due to elimination of
the position.
·Minor change to “Investment Return Objectives” to revise “materially above average” to a more specific
“50th percentile or above over a five-year period”.
·Various other minor wordsmithing changes
APPROPRIATION CODE AND AMOUNT:
N/A
STRATEGIC PRIORITY:
Attract and retain top-quality personnel through the maintenance of a competitive compensation and
benefits program.
Page 1 City of Clearwater Printed on 10/28/2025
STATEMENT OF INVESTMENT OBJECTIVES AND GUIDELINES
CITY OF CLEARWATER EMPLOYEES’ PENSION PLAN
Approved by Trustees December 19, 2023 November 3, 2025 Effective January 19, 2024 December 3, 2025
1
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 Plan (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 statutes and ordinances shall prevail. Funding Philosophy
The Fund's funding objectives are 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;
2
there will be no principal erosion of contributed funds or the purchasing power
thereof. the fund will strive to maintain the purchasing power of contributed funds;
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 enough 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 requirements are low in the short-term and
intermediate term resulting in an immaterial impact upon investment policy, objectives and
guidelines. Roles and Responsibilities
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. Security lending is permitted if the agreements meet the credit standards of the City of Clearwater and no credit exposure liability is taken to end user borrowers.
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;
Dispositions of holdings;
Resolve any problems that investment managers may have relating to custodial
account;
Safekeeping of securities;
3
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 investment 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:
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.
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.
Promptly informing the Fund regarding all significant matters pertaining to the
investment of the Fund assets, for example: a. changes in investment strategy, portfolio structure and market value of managed assets;
b. the manager's progress in meeting the investment objectives set forth in this document; and c. significant changes in the ownership, affiliations, organizational structure,
financial condition, professional personnel staffing and clientele of the
investment management organizations. 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.
4
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.
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.
Notifying the Fund of the filing of a lawsuit by a client against the manager alleging
breach of fiduciary duty or other willful conduct. Responsibilities of the Pension Investment Committee
The Pension Investment Committee (Committee) shall consist (at a minimum) of the following:
Finance Director (Treasurer for the Trustees), Assistant Finance Director, Finance Accounting Manager, Finance Debt Manager, and one member from the general public appointed by the Trustees. The Treasurer for the Trustees shall appoint/remove other City employees as needs warrant. One representative for each of the employee unions may also serve on the Investment Committee. The
Finance Director or its designee will chair the Committee. A quorum of at least three (3) members
must be physically present for all meetings. The Treasurer for the Trustees will make recommendations to the Trustees as to any changes in the above makeup of the Committee.
The Committee maintains the ultimate responsibility for approving the Investment Policy and managing the Investment Assets. The Plan has delegated to the Committee those responsibilities as defined below.
• Oversee the management of the Fund’s assets.
• Adopt, review and revise, as needed, an Investment Policy on an annual basis.
• Recommend policy guidelines for the asset allocation of the Fund’s assets within the equity and fixed income segments according to investment style, taking into account near term cash needs and liquidity.
• Recommend selection and retention or termination of all Investment Consultants, Investment Managers and Custodians.
5
• Review reports from outside professionals and the Investment Consultant on the
status of the Fund’s assets.
• Periodically measure and evaluate the investment performance of the Investment Managers against the established goals and objectives defined herein and in the Investment Manager’s agreement with the Committee and agreed upon rebalancing
procedures for strategic asset allocation. On a periodic basis, in reference to the current liability obligation, an asset allocation study will occur.
• Consider, revise and accept (or reject) recommendations made by the Investment
Consultant regarding the management of the Fund Assets.
• Control and account for all investment, recordkeeping and administrative expenses associated with the Fund’s assets.
• Avoid prohibited transactions and conflicts of interest.
• Apply the prudent person standard of care in the context of managing an overall
portfolio.
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 Finance Director, as Treasurer for the Trustees, will complete no less
than eight (8) hours of continuing educational opportunities on pension investments each fiscal year. Responsibilities of the Investment Consultant
• Serve as an objective, third party advisor to the Investment Committee. As such, the Investment Consultant will guide the Committee through a disciplined and rigorous process and may make recommendations to the Committee but will not
have discretion to make investment or allocation decisions without their approval.
• Assist in the development, implementation, review and monitoring of this Investment Policy.
• Offer advice that is consistent with the investment objectives, policies, guidelines and constraints as established in this Investment Policy.
• Conduct Investment Manager searches and fee negotiations when requested by
the Investment Committee.
• Provide research, analysis and general information about the Investment
Managers.
6
• Measure, monitor and evaluate the investment performance and asset allocation of
the Plan and report the findings to the Committee no less frequently than on a
quarterly basis.
• Periodically monitor the Investment Assets and provide reports to the Committee regarding investment performance and other pertinent information.
• Apply the prudent person standard of care in the context of managing an overall portfolio.
Compliance With Chapter 2023-28, Laws of Florida The Trustees and the investment managers shall comply with the applicable requirements of Chapter 2023-28, Laws of Florida, including Section 112.662, along with regulations adopted by the Department of Management Services.
1. Definition of pecuniary factor: The term “pecuniary factor” is defined as a factor that an investment fiduciary “prudently determines is expected to have a material effect on the risk or returns of an investment based on appropriate investment horizons consistent with the investment objectives and funding policy of the retirement system. The term does not include the consideration of the furtherance of any social, political, or ideological
interests.” [112.662(1)]
2. Exclusive consideration of pecuniary factors: Only pecuniary factors may be considered, and the interests of the participants and beneficiaries of the system may not be subordinated to other objectives, including sacrificing investment return or undertaking additional investment risk to promote any nonpecuniary factor. The weight given to any pecuniary
factor must appropriately reflect a prudent assessment of its impact on risk or returns. [112.662(2)]
3. Proxy voting: Only pecuniary factors may be considered when voting proxies. [112.662(3)]
4. Filing requirements: The Plan shall timely comply with the reporting requirement of Section 112.662 by filing a comprehensive report by December 15 of each odd-numbered
year. [112.662(4)]. Investment managers and the Plan’s investment consultant shall assist in the preparation of the required reports and shall annually confirm to the Plan their compliance with Chapter 2023-28.
5. Contracting and external communication requirements: Manager contracts shall comply with Section 215.855 as follows:
Any written communication made by an investment manager to a company in which such manager invests public funds on behalf of the Plan must include the following disclaimer in a conspicuous location if such communication discusses social, political, or ideological interests; subordinates the interests of the company’s shareholders to the interest of another entity; or advocates for he interest of an entity other than the company’s shareholders:
The views and opinions expressed in this communication are those of the sender and do not reflect the views and opinions of the people of the State of Florida. 6. The Investment Consultant will provide Investment Managers for consideration who invest only based on pecuniary factors as defined by Florida Statutes §112.662.
7
7. If a Request for Proposals document is issued for Investment Manager services, the solicitation document must include the following:
The Plan may not request documentation of or consider a vendor’s social, political, or
ideological interests when determining if the vendor is a responsible vendor. Additionally, the Plan may not give preference to a vendor based on vendor’s social, political, or ideological interests.
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, in amounts sufficient to provide, in whole or in part, benefits to which all of the participants shall be or become entitled to 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 three percent (3%) of the
insurance company’s assets.
Invest and reinvest the assets of the pension fund in:
a. Time deposits, savings accounts, money market accounts, funds, certificates of
deposits, or money market certificates of a national bank, a state bank, or a savings, building and loan association. 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), Financial Assistance Corporation and Federal Agriculture Mortgage Corporation (Farmer Mac).
8
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. Securities of countries, states, municipalities and county governments or their
public agencies, which are, rated investment grade or equivalent by Standard and Poor's, Moody's, Fitch, or other recognized national rating agencies.. g. Asset-backed securities, which are rated investment grade or equivalent by
Standard and Poor's, Moody's, Fitch, or other recognized national rating agencies.
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. Unless an asset allocation for less than investment grade corporate bonds is established, 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 percent (3%) of the equity assets of the pension Fund shall be invested in the common stock or capital stock of any one issuing corporation except to the extent a higher 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 higher percentage is in the best interest of the Fund; nor shall the non-U.S. investments exceed twenty five percent (25%) of the pension
Fund's assets at market.
i. Real estate including but not limited to REITS, comingled or limited partnerships. Investments in timber through vehicles such as comingled or limited partnerships shall be treated as a subclass of real estate.
j. Alternative Investments, with no more, in the aggregate, than twenty percent (20%)
of the Fund in alternative investments, through participation in securities or investments or an alternative investment vehicle that is not publicly traded and is not otherwise authorized by this section. Alternative Investments include securities which fall outside the scope of traditional investments (stocks, bonds, and cash) or are strategies investing in securities
using alternative means (derivatives, leverage, short selling), or some combination thereof.
9
An “alternative investment vehicle" is a limited partnership, limited liability company, or similar legal structure or investment manager through which the fund invests in a portfolio
company. Investments in public infrastructure projects will be considered an alternative
investments. Real estate, including timber investments, are not considered alternative investments for this policy. Investments not listed above in this section are prohibited.
Unauthorized Investments Effective July 1, 2009, Florida law was amended to require police and fire retirement plans to identify, publicly report and divest from investments in “scrutinized companies” as identified
under Florida law. As a Florida Statute police and fire plan, the Trustees must follow this
law. First, the System must identify its holding in “scrutinized companies.” 215.473(t) “Scrutinized Company” means any company that meets any of the
following criteria:
1. The company has business operations that involve contracts with or provision of supplies or services to the government of Sudan, companies in which the government of Sudan has any direct or indirect equity share,
consortiums or projects commissioned by the government of Sudan, or
companies involved in consortiums or projects commissioned by the government of Sudan, and: a.) More than 10 percent of the company’s revenues or assets linked
to Sudan involve oil-related activities or mineral-extraction activities;
less than 75 percent of the company’s revenues or assets linked to Sudan involve contracts with or provision of oil-related or mineral-extracting products or services to the regional government of Southern Sudan or a project or consortium created exclusively by that regional
government; and the company has failed to take substantial action; or
b.) More than 10 percent of the company’s revenues or assets linked to Sudan involve power-production activities include projects whose intent is to provide power or electricity to the marginalized
populations of Sudan; and the company has failed to take substantial
action. 2. The company is complicit in the Darfur genocide.
3. The company supplies military equipment within Sudan, unless it clearly
shows that the military equipment cannot be used to facilitate offensive military actions in Sudan or the company implements rigorous and verifiable safeguards to prevent use of that equipment by forces actively participating in armed conflict. Examples of safeguards include post-sale
tracking of such equipment by the company, certification from a reputable
and objective third party that such equipment is not being used by a party
10
participating in armed conflict in Sudan, or sale of such equipment solely to the regional government of southern Sudan or any internationally
recognized peacekeeping force or humanitarian organization.
4. The company has business operations that involve contracts with or provision of supplies or services to the government of Iran, companies in
which the government of Iran has any direct or indirect equity share,
consortiums, or projects commissioned by the government of Iran and: a.) More than 10 percent of the company’s total revenues or assets are linked to Iran and involve oil-related activities or mineral-
extraction activities; and the company has failed to take substantial
action; or b.) The company has, with actual knowledge, on or after August 5, 1996, made an investment of $20 million or more, or any
combination of investments of at least $10 million each, which in the
aggregate equals or exceeds $20 million in any 12-month period, and which directly or significantly contributes to the enhancement of Iran’s ability to develop the petroleum resources of Iran.
The definition of scrutinized company is detailed here for your information. However, to be
compliant with the statutory requirements, the Investment Committee may look to the Florida State Board of Administration quarterly reports on identified scrutinized companies. Regular quarterly updates can be found at:
http://www.sbafla.com/fsb/Home/tabid/369/Default.aspx.
The Investment Committee must publicly report any direct or indirect holdings in scrutinized companies. As new companies are identified the Trustees’ must divest within 12 months of when the company was first added to the list.
The Investment Committee’s third responsibility is one of two actions depending upon
whether the holding is direct (securities are held directly by a public fund) or indirect (securities are held in an account or by a mutual fund in which the public fund owns shares or interests together with other investors not subject to the provisions of Florida Statutes §215.473.)
If the holdings are direct, the law requires the Trustees’ to divest from its holdings. The divestiture must be completed by September 30, 2010. No further investments may be made in such companies. Private equity funds are deemed to be an actively managed investment fund.
If the holdings are indirect, the Investment Committee must notify the investment manager of the companies on the list and request that the manager remove such companies from your investment fund or create a similar actively managed fund without such holdings.
11
Bid Requirements
All securities shall be competitively bid where feasible and appropriate. Except as otherwise
required by law, the most economically advantageous bid must be selected. Executions must be made on a best-execution basis. Investment Management Structure
Five distinct asset classes will be considered for inclusion in the portfolio which will include Domestic Equities, International Equities, Domestic Fixed Income, Real Estate, and Alternative Investments. A permanent commitment to these five 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, at least one core bond manager will be
utilized to stabilize the Fund. In the International Equity market, diversified non-U.S. managers will
be hired to achieve diversification. In the Real Estate market, the Fund will utilize collective funds or REIT’s for purposes of diversification. In the Alternatives market, the Fund will hire fund of funds managers to optimize strategies and provide adequate safety of capital and 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 market, to investment managers are as follows:
Asset Class Lower Limit Upper Limit Market
U.S. Market Equities Growth Value
20% 10%
10%
60% 30%
30%
Market Market
Market
International Equity 10% 25% Market
Domestic Fixed Income 25% 20% 40% Market
Real Estate 0% 15% Market
Alternative Investments 0% 20% Market
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
12
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 manner.
When in market equilibrium, cash flows will be deployed in a manner that returns the portfolio to its normal commitments. Internal Controls
As part of the City’s annual financial audit the external CPA firm will review the internal controls of the Fund. The hiring or termination of all money managers, consultants or safekeeping custodians must be made by the trustees. No individual associated with the Fund may authorize any movement of monies or securities without the approval of the trustees, if required, or by the approval of the
Pension Investment Committee if trustee approval is not required. Trustee approval is not required
for rebalancing of 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.
Investment Return Objectives In formulating investment return objectives for the Funds’ 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 50th percentile or above over a five-year
period when compared to an appropriate peer group..materially above average when compared to: - Other investment managers - Other investment manager peers of related investment style
- Other public retirement plans
- Several capital market indices
The Trustees will determine the expected rate of return of the current year, and future years. The expected rate of return for the foreseeable future is equivalent to the
actuarial interest assumption at any point in time. The total Fund and asset segment
return expectations are as follows: a. Total Fund Return Objectives
The following minimum comparative objectives have been established for the
total Fund:
13
1. 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. 2. 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 measurement style database for each
asset class segment. 3. 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 (3) or maximum of five (5) year period.
4. 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 - Bloomberg Barclay’s Capital Aggregate Index - MSCI ACWI Ex USA - Bloomberg Aggregate US Bond Index
- Bloomberg Intermediate US Government/Credit
- Standard & Poor's 500 Stock Index - Russell 2500 - MSCI EAFE Index - MSCI ACWI Ex USA
- NCRIEF Fund 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.
b. Equity Segment Return Objectives The following minimum performance goals have been established for the Fund's domestic equity segment:
1. The domestic equity segment total return should perform at least at the upper fiftieth (50th) percentile compared to a recognized performance measurement company’s total U.S. equity database measured over a minimum period of three (3) or maximum of five (5) years.
2. The individual domestic equity 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
14
total U.S. equity database measured over a minimum period of three (3) or maximum of five (5) years.
3. The domestic equity segment total return should exceed the total return of the Standard & Poor's 500 Stock Index, net of management fees, measured over a minimum period of three (3) or maximum of five (5) years.
c. International Equity Segment Return Objectives
The following minimum performance goals have been established for the Fund's international equity segment:
1. 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 five (5) years.
2. 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 five (5) years.
3. The international equity segment total return should exceed the total return of the Morgan Stanley Capital All Country World Index Ex United States, net of management fees, measured over a minimum of three (3) or maximum of five (5) years.
d. Fixed Income Segment Return Objectives . The following minimum performance goals have been established for the Fund's domestic fixed-income segment:
1. 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 five (5) years.
2. 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 five (5) years.
15
3. The domestic fixed income segment total returns should exceed the total return of the Bloomberg Barclays Aggregate US Bond Index measured over
a minimum period of three (3) or maximum of five (5) years.
e. Real Estate Segment Return Objectives The following minimum performance goals have been established for the
Fund’s Real Estate Segment:
1. The Real Estate segment total return should perform at least at the upper fiftieth (50th) percentile compared to recognized performance measurement database measured over a minimum period of three (3) or maximum of five
(5) years.
2. The Real Estate 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 measurement company’s
database measured over a minimum period of three (3) or maximum of five
(5) years. 3. The Real Estate managers total return should exceed the total return for comparable strategies of the Wilshire RESI Index, the NCRIEF ODCE Fund
Index or the NCRIEF Property Index over a minimum of three (3) or
maximum of five (5) years. f. Alternative Segment Return Objectives
The following minimum performance goals have been established for the
Fund’s alternative investment segment. 1. The Alternative total return should perform at least at the upper fiftieth (50th) percentile compared to recognized performance measurement
database measured over a minimum period of three (3) or maximum of five
(5) years. 2. The alternative manager’s 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 measurement company’s
database measured over a minimum period of three (3) or maximum of five (5) years. 3. The alternative manager’s total return should exceed the total return
for comparable strategies of the alternative asset class’s specific recognized
index measured over a minimum of three (3) or maximum of five (5) years.
16
4. The Investment Committee is aware that alternative investments may have unusual or inconsistent return patterns due to the liquidity and
marketability, or lack thereof, of such investments. Occasions may arise
where performance measurement devices appropriate for more liquid markets may not properly or fairly measure relative performance. In these situations, the Committee may overlook traditional measures and apply normal business standards for evaluating the investment positions including
long term appreciation potential, current market liquidity, impacting macro-
economic factors and potential future cash flows.
Criteria for Investment Manager Review and Manager Termination
Consistent under-performance of the stated target index over rolling 3-year periods.
Failure to out-perform the manager’s chosen performance benchmark or index
measured over a minimum of three (3) years or maximum of five (5) years.
Failure to out-perform the manager’s investment style peer group measured over a minimum period of three (3) years or maximum of (5) years.
Loss by the Manager of any senior personnel deemed detrimental to the Manager’s
ability to perform required duties or any potentially detrimental organizational issues that may arise and have an effect on the management of the Plan’s assets.
Substantial change in basic investment philosophy by the Manager.
Substantial change of ownership of the firm deemed detrimental to the Manager’s ability to perform the required duties.
Failure to observe any guidelines as stated in this policy.
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:
a. the objectives set forth in Appendix "A", as a primary consideration,
17
b. their own previously stated investment style,
c. other investment managers, both in asset class and in style group,
d. other retirement funds, e. 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.
18
APPENDIX A:
FUND SEGMENT AND INDIVIDUAL MANAGER GUIDELINES CITY OF CLEARWATER EMPLOYEES PENSION FUND
INVESTMENT STRUCTURE Target
Investment Manager Allocation
Domestic Equity Value Orientation 10% - 30%
Domestic Equity Growth Orientation 10% - 30%
International Equity 10% - 25%
Domestic Fixed Income 25% 20% - 40%
Real Estate 0% - 15% Alternative Investments 0% - 20%
19
APPENDIX A (continued): 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 practical, 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.
20
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 Fund’s 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. 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.
21
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.
a. 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 ten percent (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 fifty percent (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 (25%) 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 not represent more than twenty-five percent (25%) of a manager's portfolio without the prior written consent of the Fund.
No purchase shall be made by an investment manager that would cause a
holding to exceed five percent (5%) of the issue outstanding. b. International Equity Segment
Each international equity manager is expected to adhere to the following minimum
guidelines: Equity holdings in any one company and all of its subsidiaries and affiliates (including equities, convertible securities and debt) should not exceed five
percent (5%) 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 percent (50%) of the market value of the manager's portfolio without the prior written consent of the Fund.
22
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. 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, Fitch, 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.
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 percent (5%) 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 percent (10%) 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 ten percent (10%) of an investment manager's portfolio, valued at market, shall be invested in certificates of deposit, time deposits, bankers
23
acceptances, commercial paper, or related investments of a single issuer financial institution or financial institution holding company family.
d. Real Estate Segment Each Real Estate manager is expected to adhere to the following guidelines:
REIT managers will limit holdings in any one company to fifteen percent
(15%) of the market value of the manager’s Fund, cash equivalents and positions in fixed income vehicles should not exceed twenty five percent (25%) of the managers portfolio and no purchase shall be made that would cause a holding to exceed ten percent (10%) of the issues outstanding.
Managers of direct investments in real estate structured as limited partnerships, limited liability companies or separate accounts will operate strictly within conformance to the regulations of their state of domicile and comply with any applicable federal or state security laws.
Managers of direct investments in real estate may be income oriented or capital gains oriented but in no event will the manager apply average leverage in excess of fifty percent (50%) of the value of the total portfolio.
Managers of direct investments in real estate shall seek to diversify the
portfolio in terms of geographic location, tenant usage, and lease schedules.
Timberland managers shall maintain portfolios of geographically diversified stands of biological tree growth with the potential for land value appreciation,
alternative use and leasing potential, diversified product opportunities and
long term land appreciation possibilities. e. Alternative Investment Segment
Academic research supports the use of alternative investments as a mechanism to
potentially reduce the volatility and/or enhance the expected return of an investment portfolio. However, the use of alternative investments can introduce unique types of risks due to their inherent structure and characteristics which include but are not limited to the following: leverage, illiquidity, short sales, derivatives, and lack of
transparency and regulation. In light of these unique risks, the Fund does not
attempt to define or limit the manager’s discretion as to the use of financial instruments. The Fund will actively monitor the investment manager’s performance and activities to limit exposure to these unique risks.
f. 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
24
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. g. 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. h. 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.
12. Individual Manager Descriptions and Five-Year Expectations
All expectations are minimums. All investment managers shall exceed the stated expectations.
Investment Manager
Percentile Expectation Relative To
Other Managers
Percentile Expectation Relative To
Style Peers
Domestic Equity Specialist Manager Value Orientation 50th 50th
Domestic Equity Specialist Manager Growth Orientation 50th 50th
International Equity Specialist Manager 50th 50th
Domestic Fixed Income Specialist Manager Core Fixed Income Orientation 50th 50th
Real Estate Specialist Manager 50th 50th
Alternatives Specialist Manager 50th 50th
25
13. Reporting Requirements:
a. 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.
b. Investment Reporting:
• On not less than 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. c. Proxy Voting:
• On not less than a quarterly basis, money managers will report to the Plan their proxy voting during the last period. 14. 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. 15. 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, year-to-date, last year, 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.
26
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.
Supporting discussion of the next period's strategy with reference to investment manager's capital market and economic assumptions, if applicable. An electronic copy of the written summary should be received by the Fund at least
three 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.
STATEMENT OF INVESTMENT OBJECTIVES AND GUIDELINES
CITY OF CLEARWATER EMPLOYEES’ PENSION PLAN
Approved by Trustees November 3, 2025 Effective December 3, 2025
1
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 Plan (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 statutes and ordinances shall prevail. Funding Philosophy
The Fund's funding objectives are 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;
2
the fund will strive to maintain the purchasing power of contributed funds;
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 enough 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 requirements are low in the short-term and intermediate term resulting in an immaterial impact upon investment policy, objectives and guidelines.
Roles and Responsibilities 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. Security lending is permitted if the agreements meet the credit standards
of the City of Clearwater and no credit exposure liability is taken to end user borrowers. 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;
Dispositions of holdings;
Resolve any problems that investment managers may have relating to custodial account;
Safekeeping of securities;
Interest and dividend collection;
3
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 investment 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:
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.
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.
Promptly informing the Fund regarding all significant matters pertaining to the investment of the Fund assets, for example:
a. changes in investment strategy, portfolio structure and market value of managed assets; b. the manager's progress in meeting the investment objectives set forth in this
document; and
c. significant changes in the ownership, affiliations, organizational structure, financial condition, professional personnel staffing and clientele of the investment management organizations.
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.
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
4
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.
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.
Notifying the Fund of the filing of a lawsuit by a client against the manager alleging breach of fiduciary duty or other willful conduct.
Responsibilities of the Pension Investment Committee The Pension Investment Committee (Committee) shall consist (at a minimum) of the following: Finance Director (Treasurer for the Trustees), Assistant Finance Director, Finance Accounting
Manager, and one member from the general public appointed by the Trustees. The Treasurer for the
Trustees shall appoint/remove other City employees as needs warrant. One representative for each of the employee unions may also serve on the Investment Committee. The Finance Director or its designee will chair the Committee. A quorum of at least three (3) members must be physically present for all meetings.
The Treasurer for the Trustees will make recommendations to the Trustees as to any changes in the above makeup of the Committee. The Committee maintains the ultimate responsibility for approving the Investment Policy and
managing the Investment Assets. The Plan has delegated to the Committee those responsibilities
as defined below.
• Oversee the management of the Fund’s assets.
• Adopt, review and revise, as needed, an Investment Policy on an annual basis.
• Recommend policy guidelines for the asset allocation of the Fund’s assets within
the equity and fixed income segments according to investment style, taking into account near term cash needs and liquidity.
• Recommend selection and retention or termination of all Investment Consultants,
Investment Managers and Custodians.
• Review reports from outside professionals and the Investment Consultant on the status of the Fund’s assets.
5
• Periodically measure and evaluate the investment performance of the Investment
Managers against the established goals and objectives defined herein and in the
Investment Manager’s agreement with the Committee and agreed upon rebalancing procedures for strategic asset allocation. On a periodic basis, in reference to the current liability obligation, an asset allocation study will occur.
• Consider, revise and accept (or reject) recommendations made by the Investment Consultant regarding the management of the Fund Assets.
• Control and account for all investment, recordkeeping and administrative expenses
associated with the Fund’s assets.
• Avoid prohibited transactions and conflicts of interest.
• Apply the prudent person standard of care in the context of managing an overall portfolio. 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 Finance Director, as Treasurer for the Trustees, will complete no less than eight (8) hours of continuing educational opportunities on pension investments each fiscal year.
Responsibilities of the Investment Consultant
• Serve as an objective, third party advisor to the Investment Committee. As such, the Investment Consultant will guide the Committee through a disciplined and
rigorous process and may make recommendations to the Committee but will not
have discretion to make investment or allocation decisions without their approval.
• Assist in the development, implementation, review and monitoring of this
Investment Policy.
• Offer advice that is consistent with the investment objectives, policies, guidelines and constraints as established in this Investment Policy.
• Conduct Investment Manager searches and fee negotiations when requested by the Investment Committee.
• Provide research, analysis and general information about the Investment
Managers.
• Measure, monitor and evaluate the investment performance and asset allocation of
the Plan and report the findings to the Committee no less frequently than on a
quarterly basis.
6
• Periodically monitor the Investment Assets and provide reports to the Committee
regarding investment performance and other pertinent information.
• Apply the prudent person standard of care in the context of managing an overall portfolio. Compliance With Chapter 2023-28, Laws of Florida The Trustees and the investment managers shall comply with the applicable requirements of Chapter 2023-28, Laws of Florida, including Section 112.662, along with regulations adopted by the Department of Management Services.
1. Definition of pecuniary factor: The term “pecuniary factor” is defined as a factor that an investment fiduciary “prudently determines is expected to have a material effect on the risk or returns of an investment based on appropriate investment horizons consistent with the investment objectives and funding policy of the retirement system. The term does not include the consideration of the furtherance of any social, political, or ideological
interests.” [112.662(1)]
2. Exclusive consideration of pecuniary factors: Only pecuniary factors may be considered, and the interests of the participants and beneficiaries of the system may not be subordinated to other objectives, including sacrificing investment return or undertaking additional investment risk to promote any nonpecuniary factor. The weight given to any pecuniary
factor must appropriately reflect a prudent assessment of its impact on risk or returns. [112.662(2)]
3. Proxy voting: Only pecuniary factors may be considered when voting proxies. [112.662(3)]
4. Filing requirements: The Plan shall timely comply with the reporting requirement of Section 112.662 by filing a comprehensive report by December 15 of each odd-numbered
year. [112.662(4)]. Investment managers and the Plan’s investment consultant shall assist in the preparation of the required reports and shall annually confirm to the Plan their compliance with Chapter 2023-28.
5. Contracting and external communication requirements: Manager contracts shall comply with Section 215.855 as follows:
Any written communication made by an investment manager to a company in which such manager invests public funds on behalf of the Plan must include the following disclaimer in a conspicuous location if such communication discusses social, political, or ideological interests; subordinates the interests of the company’s shareholders to the interest of another entity; or advocates for he interest of an entity other than the company’s shareholders:
The views and opinions expressed in this communication are those of the sender and do not reflect the views and opinions of the people of the State of Florida. 6. The Investment Consultant will provide Investment Managers for consideration who invest only based on pecuniary factors as defined by Florida Statutes §112.662.
7. If a Request for Proposals document is issued for Investment Manager services, the solicitation document must include the following:
The Plan may not request documentation of or consider a vendor’s social, political, or ideological interests when determining if the vendor is a responsible vendor. Additionally,
7
the Plan may not give preference to a vendor based on vendor’s social, political, or ideological interests.
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, in amounts sufficient to provide, in whole or in part, benefits to which all of the participants shall be or become entitled to 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 three percent (3%) of the insurance company’s assets.
Invest and reinvest the assets of the pension fund in:
a. Time deposits, savings accounts, money market accounts, funds, certificates of deposits, or money market certificates of a national bank, a state bank, or a savings, building and loan association.
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), 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
8
guaranteed as to the timely payment of principal and interest by the U.S. Government or its agencies.
f. Securities of countries, states, municipalities and county governments or their public agencies, which are, rated investment grade or equivalent by Standard and Poor's, Moody's, Fitch, or other recognized national rating agencies..
g. Asset-backed securities, which are rated investment grade or equivalent by
Standard and Poor's, Moody's, Fitch, or other recognized national rating agencies. 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. Unless an asset allocation for less than investment grade corporate bonds is established, 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 percent (3%) of the equity assets of the pension Fund shall be invested in the common stock or capital stock of any one issuing
corporation except to the extent a higher 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 higher percentage is in the best interest of the Fund; nor shall the
non-U.S. investments exceed twenty five percent (25%) of the pension
Fund's assets at market. i. Real estate including but not limited to REITS, comingled or limited partnerships. Investments in timber through vehicles such as comingled or limited partnerships shall be
treated as a subclass of real estate.
j. Alternative Investments, with no more, in the aggregate, than twenty percent (20%) of the Fund in alternative investments, through participation in securities or investments or an alternative investment vehicle that is not publicly traded and is not otherwise authorized by this section. Alternative Investments include securities which fall outside the scope of
traditional investments (stocks, bonds, and cash) or are strategies investing in securities
using alternative means (derivatives, leverage, short selling), or some combination thereof. An “alternative investment vehicle" is a limited partnership, limited liability company, or similar legal structure or investment manager through which the fund invests in a portfolio company. Investments in public infrastructure projects will be considered alternative
9
investments. Real estate, including timber investments, are not considered alternative investments for this policy.
Investments not listed above in this section are prohibited. Unauthorized Investments
Effective July 1, 2009, Florida law was amended to require police and fire retirement plans to
identify, publicly report and divest from investments in “scrutinized companies” as identified under Florida law. As a Florida Statute police and fire plan, the Trustees must follow this law.
First, the System must identify its holding in “scrutinized companies.”
215.473(t) “Scrutinized Company” means any company that meets any of the following criteria: 1. The company has business operations that involve contracts with or
provision of supplies or services to the government of Sudan, companies in
which the government of Sudan has any direct or indirect equity share, consortiums or projects commissioned by the government of Sudan, or companies involved in consortiums or projects commissioned by the government of Sudan, and:
a.) More than 10 percent of the company’s revenues or assets linked to Sudan involve oil-related activities or mineral-extraction activities; less than 75 percent of the company’s revenues or assets linked to Sudan involve contracts with or provision of oil-related or mineral-
extracting products or services to the regional government of Southern
Sudan or a project or consortium created exclusively by that regional government; and the company has failed to take substantial action; or b.) More than 10 percent of the company’s revenues or assets linked
to Sudan involve power-production activities include projects whose
intent is to provide power or electricity to the marginalized populations of Sudan; and the company has failed to take substantial action.
2. The company is complicit in the Darfur genocide.
3. The company supplies military equipment within Sudan, unless it clearly shows that the military equipment cannot be used to facilitate offensive military actions in Sudan or the company implements rigorous and
verifiable safeguards to prevent use of that equipment by forces actively
participating in armed conflict. Examples of safeguards include post-sale tracking of such equipment by the company, certification from a reputable and objective third party that such equipment is not being used by a party participating in armed conflict in Sudan, or sale of such equipment solely
to the regional government of southern Sudan or any internationally
recognized peacekeeping force or humanitarian organization.
10
4. The company has business operations that involve contracts with or
provision of supplies or services to the government of Iran, companies in which the government of Iran has any direct or indirect equity share, consortiums, or projects commissioned by the government of Iran and:
a.) More than 10 percent of the company’s total revenues or assets
are linked to Iran and involve oil-related activities or mineral-extraction activities; and the company has failed to take substantial action; or
b.) The company has, with actual knowledge, on or after August 5,
1996, made an investment of $20 million or more, or any combination of investments of at least $10 million each, which in the aggregate equals or exceeds $20 million in any 12-month period, and which directly or significantly contributes to the enhancement of
Iran’s ability to develop the petroleum resources of Iran.
The definition of scrutinized company is detailed here for your information. However, to be compliant with the statutory requirements, the Investment Committee may look to the Florida State Board of Administration quarterly reports on identified scrutinized companies. Regular
quarterly updates can be found at:
http://www.sbafla.com/fsb/Home/tabid/369/Default.aspx. The Investment Committee must publicly report any direct or indirect holdings in scrutinized companies. As new companies are identified the Trustees’ must divest within 12 months of
when the company was first added to the list.
The Investment Committee’s third responsibility is one of two actions depending upon whether the holding is direct (securities are held directly by a public fund) or indirect (securities are held in an account or by a mutual fund in which the public fund owns shares or
interests together with other investors not subject to the provisions of Florida Statutes
§215.473.) If the holdings are direct, the law requires the Trustees’ to divest from its holdings. The divestiture must be completed by September 30, 2010. No further investments may be made
in such companies. Private equity funds are deemed to be an actively managed investment
fund. If the holdings are indirect, the Investment Committee must notify the investment manager of the companies on the list and request that the manager remove such companies from your
investment fund or create a similar actively managed fund without such holdings.
Bid Requirements
11
All securities shall be competitively bid where feasible and appropriate. Except as otherwise required by law, the most economically advantageous bid must be selected. Executions must be
made on a best-execution basis.
Investment Management Structure Five distinct asset classes will be considered for inclusion in the portfolio which will include Domestic
Equities, International Equities, Domestic Fixed Income, Real Estate, and Alternative Investments.
A permanent commitment to these five 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, at least one core bond manager will be utilized to stabilize the Fund. In the International Equity market, diversified non-U.S. managers will be hired to achieve diversification. In the Real Estate market, the Fund will utilize collective funds
or REIT’s for purposes of diversification. In the Alternatives market, the Fund will hire fund of funds
managers to optimize strategies and provide adequate safety of capital and 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 market, to investment managers are as follows:
Asset Class Lower Limit Upper Limit Market
U.S. Market Equities Growth Value
20% 10% 10%
60% 30% 30%
Market Market Market
International Equity 10% 25% Market
Domestic Fixed Income 20% 40% Market
Real Estate 0% 15% Market
Alternative Investments 0% 20% Market
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 manner.
12
When in market equilibrium, cash flows will be deployed in a manner that returns the portfolio to its
normal commitments.
Internal Controls As part of the City’s annual financial audit the external CPA firm will review the internal controls of
the Fund. The hiring or termination of all money managers, consultants or safekeeping custodians
must be made by the trustees. No individual associated with the Fund may authorize any movement of monies or securities without the approval of the trustees, if required, or by the approval of the Pension Investment Committee if trustee approval is not required. Trustee approval is not required for rebalancing of 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. Investment Return Objectives
In formulating investment return objectives for the Funds’ 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 50th percentile or above over a five-year period when compared to an appropriate peer group.
The Trustees will determine the expected rate of return of the current year, and future years. The expected rate of return for the foreseeable future is equivalent to the actuarial interest assumption at any point in time. The total Fund and asset segment return expectations are as follows:
a. Total Fund Return Objectives The following minimum comparative objectives have been established for the total Fund:
1. 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.
2. The Fund's overall annualized total return should perform at least at the upper fiftieth (50th) percentile compared to investment style peers of similar
13
type as found in recognized performance measurement style database for each asset class segment.
3. 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 (3) or maximum of five (5) year period.
4. 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: - Bloomberg Aggregate US Bond Index
- Bloomberg Intermediate US Government/Credit
- Standard & Poor's 500 Stock Index - Russell 2500 - MSCI EAFE Index - MSCI ACWI Ex USA
- NCRIEF Fund 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.
b. Equity Segment Return Objectives The following minimum performance goals have been established for the Fund's domestic equity segment:
1. The domestic equity segment total return should perform at least at the upper fiftieth (50th) percentile compared to a recognized performance measurement company’s total U.S. equity database measured over a minimum period of three (3) or maximum of five (5) years.
2. The individual domestic equity 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 U.S. equity database measured over a minimum period of three (3) or
maximum of five (5) years.
3. The domestic equity segment total return should exceed the total return of the Standard & Poor's 500 Stock Index, net of management fees, measured over a minimum period of three (3) or maximum of five (5) years.
c. International Equity Segment Return Objectives
14
The following minimum performance goals have been established for the Fund's international equity segment:
1. 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 five (5) years.
2. 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 five (5) years.
3. The international equity segment total return should exceed the total return of the Morgan Stanley Capital All Country World Index Ex United States, net of management fees, measured over a minimum of three (3) or
maximum of five (5) years.
d. Fixed Income Segment Return Objectives . The following minimum performance goals have been established for
the Fund's domestic fixed-income segment:
1. 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 five (5) years.
2. 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 five (5) years. 3. The domestic fixed income segment total returns should exceed the total return of the Bloomberg Aggregate US Bond Index measured over a
minimum period of three (3) or maximum of five (5) years.
e. Real Estate Segment Return Objectives The following minimum performance goals have been established for the
Fund’s Real Estate Segment:
1. The Real Estate segment total return should perform at least at the upper fiftieth (50th) percentile compared to recognized performance measurement
15
database measured over a minimum period of three (3) or maximum of five (5) years.
2. The Real Estate 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 measurement company’s database measured over a minimum period of three (3) or maximum of five
(5) years.
3. The Real Estate managers total return should exceed the total return for comparable strategies of the Wilshire RESI Index, the NCRIEF ODCE Fund Index or the NCRIEF Property Index over a minimum of three (3) or
maximum of five (5) years.
f. Alternative Segment Return Objectives The following minimum performance goals have been established for the
Fund’s alternative investment segment.
1. The Alternative total return should perform at least at the upper fiftieth (50th) percentile compared to recognized performance measurement database measured over a minimum period of three (3) or maximum of five
(5) years.
2. The alternative manager’s 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 measurement company’s
database measured over a minimum period of three (3) or maximum of five
(5) years. 3. The alternative manager’s total return should exceed the total return for comparable strategies of the alternative asset class’s specific recognized
index measured over a minimum of three (3) or maximum of five (5) years.
4. The Investment Committee is aware that alternative investments may have unusual or inconsistent return patterns due to the liquidity and marketability, or lack thereof, of such investments. Occasions may arise
where performance measurement devices appropriate for more liquid
markets may not properly or fairly measure relative performance. In these situations, the Committee may overlook traditional measures and apply normal business standards for evaluating the investment positions including long term appreciation potential, current market liquidity, impacting macro-
economic factors and potential future cash flows.
16
Criteria for Investment Manager Review and Manager Termination
Consistent under-performance of the stated target index over rolling 3-year periods.
Failure to out-perform the manager’s chosen performance benchmark or index measured over a minimum of three (3) years or maximum of five (5) years.
Failure to out-perform the manager’s investment style peer group measured over a
minimum period of three (3) years or maximum of (5) years.
Loss by the Manager of any senior personnel deemed detrimental to the Manager’s ability to perform required duties or any potentially detrimental organizational issues
that may arise and have an effect on the management of the Plan’s assets.
Substantial change in basic investment philosophy by the Manager.
Substantial change of ownership of the firm deemed detrimental to the Manager’s
ability to perform the required duties.
Failure to observe any guidelines as stated in this policy.
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:
a. the objectives set forth in Appendix "A", as a primary consideration,
b. their own previously stated investment style, c. other investment managers, both in asset class and in style group,
d. other retirement funds, e. 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
17
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.
APPENDIX A:
18
FUND SEGMENT AND INDIVIDUAL MANAGER GUIDELINES
CITY OF CLEARWATER EMPLOYEES PENSION FUND INVESTMENT STRUCTURE
Target Investment Manager Allocation
Domestic Equity
Value Orientation 10% - 30% Domestic Equity
Growth Orientation 10% - 30%
International Equity 10% - 25%
Domestic Fixed Income 20% - 40% Real Estate 0% - 15%
Alternative Investments 0% - 20%
19
APPENDIX A (continued): 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 practical, 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.
20
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 Fund’s 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. 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.
21
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.
a. 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 ten percent (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 fifty percent (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 (25%) 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 not represent more than twenty-five percent (25%) of a manager's portfolio without the prior written consent of the Fund.
No purchase shall be made by an investment manager that would cause a
holding to exceed five percent (5%) of the issue outstanding. b. International Equity Segment
Each international equity manager is expected to adhere to the following minimum
guidelines: Equity holdings in any one company and all of its subsidiaries and affiliates (including equities, convertible securities and debt) should not exceed five
percent (5%) 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 percent (50%) of the market value of the manager's portfolio without the prior written consent of the Fund.
22
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. 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, Fitch, 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.
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 percent (5%) 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 percent (10%) 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 ten percent (10%) of an investment manager's portfolio, valued at market, shall be invested in certificates of deposit, time deposits, bankers
23
acceptances, commercial paper, or related investments of a single issuer financial institution or financial institution holding company family.
d. Real Estate Segment Each Real Estate manager is expected to adhere to the following guidelines:
REIT managers will limit holdings in any one company to fifteen percent
(15%) of the market value of the manager’s Fund, cash equivalents and positions in fixed income vehicles should not exceed twenty five percent (25%) of the managers portfolio and no purchase shall be made that would cause a holding to exceed ten percent (10%) of the issues outstanding.
Managers of direct investments in real estate structured as limited partnerships, limited liability companies or separate accounts will operate strictly within conformance to the regulations of their state of domicile and comply with any applicable federal or state security laws.
Managers of direct investments in real estate may be income oriented or capital gains oriented but in no event will the manager apply average leverage in excess of fifty percent (50%) of the value of the total portfolio.
Managers of direct investments in real estate shall seek to diversify the
portfolio in terms of geographic location, tenant usage, and lease schedules.
Timberland managers shall maintain portfolios of geographically diversified stands of biological tree growth with the potential for land value appreciation,
alternative use and leasing potential, diversified product opportunities and
long term land appreciation possibilities. e. Alternative Investment Segment
Academic research supports the use of alternative investments as a mechanism to
potentially reduce the volatility and/or enhance the expected return of an investment portfolio. However, the use of alternative investments can introduce unique types of risks due to their inherent structure and characteristics which include but are not limited to the following: leverage, illiquidity, short sales, derivatives, and lack of
transparency and regulation. In light of these unique risks, the Fund does not
attempt to define or limit the manager’s discretion as to the use of financial instruments. The Fund will actively monitor the investment manager’s performance and activities to limit exposure to these unique risks.
f. 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
24
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. g. 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. h. 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.
12. Individual Manager Descriptions and Five-Year Expectations
All expectations are minimums. All investment managers shall exceed the stated expectations.
Investment Manager
Percentile Expectation Relative To
Other Managers
Percentile Expectation Relative To
Style Peers
Domestic Equity Specialist Manager Value Orientation 50th 50th
Domestic Equity Specialist Manager Growth Orientation 50th 50th
International Equity Specialist Manager 50th 50th
Domestic Fixed Income Specialist Manager Core Fixed Income Orientation 50th 50th
Real Estate Specialist Manager 50th 50th
Alternatives Specialist Manager 50th 50th
25
13. Reporting Requirements:
a. 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.
b. Investment Reporting:
• On not less than 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. c. Proxy Voting:
• On not less than a quarterly basis, money managers will report to the Plan their proxy voting during the last period. 14. 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. 15. 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, year-to-date, last year, 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.
26
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.
Supporting discussion of the next period's strategy with reference to investment manager's capital market and economic assumptions, if applicable. An electronic copy of the written summary should be received by the Fund at least
three 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.
Cover Memo
City of Clearwater Main Library - Council
Chambers
100 N. Osceola Avenue
Clearwater, FL 33755
File Number: ID#25-0815
Agenda Date: 11/3/2025 Status: Agenda ReadyVersion: 2
File Type: Action ItemIn Control: Pension Trustees
Agenda Number: 4.4
SUBJECT/RECOMMENDATION:
Approve the new hires for acceptance into the Pension Plan as listed.
SUMMARY:
Name/Job Classification/Department Pension Eligibility Date
Gabriel Timberlake, Aquatics Coordinator, Parks & Recreation 06/14/2025
Aulden Lloyd, Risk Management Specialist I, Finance & Budget 06/16/2025
Brandon Nault, Customer Service Rep I, Utility Customer Service 06/16/2025
Celeste Casillas, Police Cadet, Police Department 06/16/2025
Holden Midkiff, Police Cadet, Police Department 06/16/2025
Samuel Miller, Solid Waste Worker I, Solid Waste & Recycling 06/16/2025
Skyler Belloise, Engineering Specialist I, Public Utilities 06/16/2025
Thomas Glick, Police Cadet, Police Department 06/16/2025
Yan Ramirez-Figueroa, Solid Waste Worker I, Solid Waste & Recycling 06/16/2025
Alexandra Vakos, Police Officer, Police Department 06/30/2025
Bryce Miller, Police Officer, Police Department 06/30/2025
Courtney Davis, Parks Service Technician I, Parks & Recreation 06/30/2025
Crystal Flores, Network Analyst I, Information Technology 06/30/2025
Dehvan Truckenmiller, Police Officer, Police Department 06/30/2025
Jack Donahue, Public Info Coordinator I, Public Communications 06/30/2025
Joseph Phillips, Parks Service Technician I, Parks & Recreation 06/30/2025
Kyle Pauze, Network Analyst I, Information Technology 06/30/2025
Markus Jalaber, Water Distribution Operator Trainee, Public Utilities 06/30/2025
Regina Bavington, Account Collector I, Utility Customer Service 06/30/2025
Aaron Head, Solid Waste Worker I, Solid Waste & Recycling 07/14/2025
Aidan Coyne, Parks Service Technician III, Parks & Recreation 07/14/2025
Caden Skaggs, Gas Tech Apprentice, Gas System 07/14/2025
Cage Gregory, Gas Technician II, Gas System 07/14/2025
Cassidy Gordon, Customer Service Rep I, Utility Customer Service 07/14/2025
Laura Daniels, Accounting Tech I, Parks & Recreation 07/14/2025
Timothy Huse, Solid Waste Worker I, Solid Waste & Recycling 07/14/2025
Tyler Hileman, Parks Service Technician I, Parks & Recreation 07/14/2025
Kristopher Williams, Solid Waste Worker I, Solid Waste & Recycling 07/26/2025
Adam Singer, Parking, Fac & Sec Aide, Marine & Aviation 07/28/2025
Anthony Walker-Collins, Solid Waste Worker I, Solid Waste & Recycling 07/28/2025
David Wells, Streets & Sidewalks Tech I, Public Works 07/28/2025
Page 1 City of Clearwater Printed on 10/28/2025
File Number: ID#25-0815
Gabriel Greco Gilreath, Meter reader I, Utility Customer Service 07/28/2025
Jason Mckoy, Industrial Electrician, Public Utilities 07/28/2025
Marques Alexander, Solid Waste Worker I, Solid Waste & Recycling 07/28/2025
Ramona Hunter, CRA Coordinator, Community Redevelopment Agency 07/28/2025
Wade Brockman, Streets & Sidewalks Tech I, Public Works 07/28/2025
Aaron Cornwell, Scada Specialist, Public Utilities 08/11/2025
Jayce Ortiz, Solid Waste Worker I, Solid Waste & Recycling 08/11/2025
Kenyatta Anderson, Solid Waste Worker I, Solid Waste & Recycling 08/11/2025
Rashad Banks, Solid Waste Worker I, Solid Waste & Recycling 08/11/2025
APPROPRIATION CODE AND AMOUNT: N/A
USE OF RESERVE FUNDS: N/A
Page 2 City of Clearwater Printed on 10/28/2025
Interoffice Correspondence Sheet
TO: Pension Advisory Committee
FROM: Tiffany Makras, Human Resources Director
SUBJECT: Recommendation for Acceptance into Pension Plan
DATE: September 11, 2025
Subject/Recommendation:
Recommend approval of the new hires for acceptance into the Pension Plan as listed.
Name Job Classification Department
Pension
Eligibility
Date
Gabriel Timberlake Aquatics Coordinator Parks & Recreation 06/14/2025
Aulden Lloyd Risk Management Specialist I Finance & Budget 06/16/2025
Brandon Nault Customer Service Rep I Utility Customer Service 06/16/2025
Celeste Casillas Police Cadet Police Department 06/16/2025
Holden Midkiff Police Cadet Police Department 06/16/2025
Samuel Miller Solid Waste Worker I Solid Waste & Recycling 06/16/2025
Skyler Belloise Engineering Specialist I Public Utilities 06/16/2025
Thomas Glick Police Cadet Police Department 06/16/2025
Yan Ramirez-Figueroa Solid Waste Worker I Solid Waste & Recycling 06/16/2025
Alexandra Vakos Police Officer Police Department 06/30/2025
Bryce Miller Police Officer Police Department 06/30/2025
Courtney Davis Parks Service Technician I Parks & Recreation 06/30/2025
Crystal Flores Network Analyst I Information Technology 06/30/2025
Dehvan Truckenmiller Police Officer Police Department 06/30/2025
Jack Donahue Public Info Coordinator I Public Communications 06/30/2025
Joseph Phillips Parks Service Technician I Parks & Recreation 06/30/2025
Kyle Pauze Network Analyst I Information Technology 06/30/2025
Markus Jalaber Water Distribution Operator Trainee Public Utilities 06/30/2025
Regina Bavington Account Collector I Utility Customer Service 06/30/2025
Aaron Head Solid Waste Worker I Solid Waste & Recycling 07/14/2025
Aidan Coyne Parks Service Technician III Parks & Recreation 07/14/2025
Caden Skaggs Gas Tech Apprentice Gas System 07/14/2025
Cage Gregory Gas Technician II Gas System 07/14/2025
Cassidy Gordon Customer Service Rep I Utility Customer Service 07/14/2025
Laura Daniels Accounting Tech I Parks & Recreation 07/14/2025
Timothy Huse Solid Waste Worker I Solid Waste & Recycling 07/14/2025
Tyler Hileman Parks Service Technician I Parks & Recreation 07/14/2025
Kristopher Williams Solid Waste Worker I Solid Waste & Recycling 07/26/2025
Adam Singer Parking, Fac & Sec Aide Marine & Aviation
07/28/2025
Anthony Walker-Collins Solid Waste Worker I Solid Waste & Recycling 07/28/2025
David Wells Streets & Sidewalks Tech I Public Works 07/28/2025
Gabriel Greco Gilreath Meter reader I Utility Customer Service 07/28/2025
Jason Mckoy Industrial Electrician Public Utilities 07/28/2025
Marques Alexander Solid Waste Worker I Solid Waste & Recycling 07/28/2025
Ramona Hunter
CRA Coordinator Community
Redevelopment Agency
07/28/2025
Wade Brockman Streets & Sidewalks Tech I Public Works 07/28/2025
Aaron Cornwell Scada Specialist Public Utilities 08/11/2025
Jayce Ortiz Solid Waste Worker I Solid Waste & Recycling 08/11/2025
Kenyatta Anderson Solid Waste Worker I Solid Waste & Recycling 08/11/2025
Rashad Banks Solid Waste Worker I Solid Waste & Recycling 08/11/2025
Cover Memo
City of Clearwater Main Library - Council
Chambers
100 N. Osceola Avenue
Clearwater, FL 33755
File Number: ID#25-0816
Agenda Date: 11/3/2025 Status: Agenda ReadyVersion: 2
File Type: Action ItemIn Control: Pension Trustees
Agenda Number: 4.5
SUBJECT/RECOMMENDATION:
Approve the following request of employee Michael Morea, Police Department, to vest his
pension as provided by Section 2.419 of the Employees’ Pension Plan.
SUMMARY:
Micheal Morea, Police Officer, Police Department, was employed by the City on January 9,
2006, and his pension service credit is effective on that date. Mr. Morea terminated from city
employment on June 11, 2025.
The Employees’ Pension Plan provides that should an employee cease to be an employee of
the City of Clearwater or change status from full-time to part-time after completing five or more
years (non-hazardous duty) and ten or more years (hazardous duty) of creditable service
(pension participation), 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 2.416 provides for normal retirement eligibility for non-hazardous duty employees hired
prior to the effective date of this reinstatement (1/1/13), a member shall be eligible for
retirement following the earlier of the date on which a participant has reached the age of 55
years and completed 20 years of credited service; the date on which a participant has reached
age 65 years and completed five years of credited service; or the date on which a member has
completed 30 years of service regardless of age. For non-hazardous duty employees hired on
or after the effective date of this restatement, a member shall be eligible for retirement following
the earlier of the date on which a participant has reached the age of 60 years and completed 25
years of credited service; or the date on which a participant has reached the age of 65 years
and completed five years of credited service.
Section 2.416 provides for normal retirement eligibility for hazardous duty employees, a
member shall be eligible for retirement following the earlier of the date on which the participant
has completed 20 years of credited service regardless of age, or the date on which the
participant has reached 55 years and completed ten years of credited service. Mr. Morea will
meet the hazardous duty criteria and begin collecting a pension in February of 2026.
APPROPRIATION CODE AND AMOUNT: N/A
USE OF RESERVE FUNDS: N/A
Page 1 City of Clearwater Printed on 10/28/2025
Cover Memo
City of Clearwater Main Library - Council
Chambers
100 N. Osceola Avenue
Clearwater, FL 33755
File Number: ID#25-0817
Agenda Date: 11/3/2025 Status: Agenda ReadyVersion: 2
File Type: Action ItemIn Control: Pension Trustees
Agenda Number: 4.6
SUBJECT/RECOMMENDATION:
Approve the following request of Steven Baginski, Police Department, Jevon Graham, Fire
Department, and Sandra Lear, Information Technology Department for a regular pension as
provided by Sections 2.416 and 2.424 of the Employees’ Pension Plan.
SUMMARY:
Steven Baginski, Police Lieutenant, Police Department, was employed by the City on February
6, 1995, and his pension service credit is effective on that date. His pension will be effective
September 1, 2025. Based on an average salary of approximately $150,847.68 over the past
five years, the formula for computing regular pensions and Mr. Baginski’s selection of the 100%
Joint and Survivor Annuity with the 30% partial lump sum, this pension benefit will be
approximately $86,947.32 annually.
Jevon Graham, Fire Division Chief, Fire Department, was employed by the City on July 19,
1999, and his pension service credit is effective on that date. His pension will be effective
September 1, 2025. Based on an average salary of approximately $121,962.86 over the past
five years, the formula for computing regular pensions and Mr. Graham’s selection of the Single
Life Annuity, this pension benefit will be approximately $88,219.08 annually.
Sandra Lear, Business System Analyst II, Information Technology Department, was employed
by the City on November 10, 1997, and her pension service credit is effective on that date. Her
pension will be effective January 1, 2026. Based on an average salary of approximately
$97,957.74 over the past five years, the formula for computing regular pensions and Ms. Lear’s
selection of the Single Life Annuity, this pension benefit will be approximately $75,779.16
annually.
Section 2.416 provides for normal retirement eligibility for non-hazardous duty employees hired
prior to the effective date of this reinstatement (1/1/13), a member shall be eligible for
retirement following the earlier of the date on which a participant has reached the age of 55
years and completed 20 years of credited service; the date on which a participant has reached
age 65 years and completed five years of credited service; or the date on which a member has
completed 30 years of service regardless of age. For non-hazardous duty employees hired on
or after the effective date of this restatement, a member shall be eligible for retirement following
the earlier of the date on which a participant has reached the age of 60 years and completed 25
years of credited service; or the date on which a participant has reached the age of 65 years
and completed five years of credited service. Ms. Lear has met the non-hazardous duty criteria.
Page 1 City of Clearwater Printed on 10/28/2025
File Number: ID#25-0817
Section 2.416 provides for normal retirement eligibility for hazardous duty employees, a
member shall be eligible for retirement following the earlier of the date on which the participant
has completed 20 years of credited service regardless of age, or the date on which the
participant has reached 55 years and completed ten years of credited service. Mr. Baginski and
Mr. Graham have met the hazardous duty criteria.
APPROPRIATION CODE AND AMOUNT: N/A
USE OF RESERVE FUNDS: N/A
Page 2 City of Clearwater Printed on 10/28/2025