HomeMy WebLinkAbout2019 08 08 Board of Trustees Regular Meeting AgendaB O A R D O F T R U S T E E S | R E G U L A R M E E T I N G | T H U R S D A Y , A U G U S T 1 2 , 2 0 1 9 | P A G E 1 O F 2
BOARD OF TRUSTEES
REGULAR MEETING AGENDA
THURSDAY, AUGUST 8, 2019 AT 5:30 PM
CITY HALL - COMMISSION CHAMBERS
1126 EAST STATE ROAD 434, WINTER SPRINGS, FLORIDA
CALL TO ORDER
Roll Call
Invocation
Pledge of Allegiance
Approval of the Agenda
AWARDS AND PRESENTATIONS
100. Not Used
INFORMATIONAL AGENDA
200. Retirement of Larry Wilson
Attachments: Jennifer Borregard Bio
Shelly Jones Bio
Nicolas Lahaye Bio
PUBLIC INPUT
Anyone who wishes to speak during Public Input on any Agenda Item or subject matter will need to fill out a
“Public Input” form. Individuals will limit their comments to three (3) minutes, and representatives of groups
or homeowners' associations shall limit their comments to five (5) minutes, unless otherwise determined by
the City Commission.
CONSENT AGENDA
300. Minutes from the Wednesday, June 12, 2019 (Rescheduled from May 9, 2019)
Board Of Trustees Regular Meeting
Attachments: Minutes
PUBLIC HEARINGS AGENDA
400. Not Used
B O A R D O F T R U S T E E S | R E G U L A R M E E T I N G | T H U R S D A Y , A U G U S T 1 2 , 2 0 1 9 | P A G E 2 O F 2
REGULAR AGENDA
500. Quarterly Investment Return Report From AndCo Consulting
Attachments: Third Quarter Investment Return Report
501. 2018 Annual Actuarial Valuation Report from Gabriel, Roeder, Smith & Company
Attachments 2018 Annual Actuarial Valuation Report
501. Discussion on Investment Rate Assumption Reduction
Attachments
REPORTS
PUBLIC INPUT
Anyone who wishes to speak during Public Input on any Agenda Item or subject matter will need to fill out a
“Public Input” form. Individuals will limit their comments to three (3) minutes, and representatives of groups
or homeowners' associations shall limit their comments to five (5) minutes, unless otherwise determined by
the City Commission.
ADJOURNMENT
PUBLIC NOTICE
This is a Public Meeting, and the public is invited to attend and this Agenda is subject to change.
Please be advised that one (1) or more Members of any of the City's Advisory Boards and Committees
may be in attendance at this Meeting, and may participate in discussions.
Persons with disabilities needing assistance to participate in any of these proceedings should
contact the City of Winter Springs at (407) 327-1800 "at least 48 hours prior to meeting, a written
request by a physically handicapped person to attend the meeting, directed to the chairperson or
director of such board, commission, agency, or authority" - per Section 286.26 Florida Statutes.
“If a person decides to appeal any decision made by the board, agency, or commission with respect
to any matter considered at such meeting or hearing, he or she will need a record of the
proceedings, and that, for such purpose, he or she may need to ensure that a verbatim record of
the proceedings is made, which record includes the testimony and evidence upon which the appeal
is to be based” - per Section 286.0105 Florida Statutes.
Jennifer M. Borregard, EA, FCA, MAAA
Consultant
jennifer.borregard@grsconsulting.com
Expertise
Jennifer Borregard is a Consultant in GRS' Fort Lauderdale, Florida office. She has more than 20 years of
experience in actuarial, administrative and consulting services for public sector retiree health care and
pension systems, corporations, and tax-exempt organizations.
Jennifer’s responsibilities include valuations for funding and accounting purposes, cost analyses for
proposed plan changes, experience studies, cash flow projections, benefit calculations, benefit statements
and client data maintenance.
Jennifer has extensive knowledge of Florida Statutes, including Chapter 175 and 185, as they apply to
municipal pension plans. She also has experience consulting on hybrid plans, COLAs, Deferred Retirement
Option Plans (DROPs), Share Plans and closed plans.
Professional Designations
• Enrolled Actuary, ERISA
• Fellow, Conference of Consulting Actuaries
• Member, American Academy of Actuaries
Education
Bachelor of Science, Mathematics, minor in Actuarial Sciences, University of Florida
Michelle Jones, ASA, EA, FCA, MAAA
Consultant
shelly.jones@grsconsulting.com
Expertise
Michelle (Shelly) Jones is a Consultant in GRS' Fort Lauderdale, Florida office. She has more than 10 years
of actuarial and investment related experience with employee retirement systems and retiree health
programs.
Her responsibilities include valuations for funding and accounting purposes, actuarial audits, cost analyses
for proposed plan changes, experience studies, cash flow projections, retiree health claims calculations and
investment return assumption analysis. Shelly has extensive knowledge related to projecting economic
assumptions using stochastic and deterministic modeling.
Professional Designations
• Associate, Society of Actuaries
• Enrolled Actuary, ERISA
• Fellow, Conference of Consulting Actuaries
• Member, American Academy of Actuaries
Shelly has passed both Level I and Level II CFA exams. She is currently awaiting results of the Level III CFA
exam which is the last exam in order to earn the CFA Charter.
Education
Bachelor of Arts, Actuarial Science, University of Connecticut
Nicolas Lahaye, FSA, EA, FCA, MAAA
Consultant
nicolas.lahaye@grsconsulting.com
Expertise
Nicolas Lahaye is a Consultant in GRS’ Fort Lauderdale, Florida office. He has more than 15 years of
actuarial and benefits consulting experience. Nicolas provides actuarial and consulting services to both
public and private sector employee retirements systems and OPEB plans.
Nicolas’s work for his clients includes preparation, supervision, and presentation of actuarial valuations
and GASB/FASB accounting disclosures, benefit redesign studies, experience studies, and cash flow
projections. He also has significant experience performing modeling studies, including asset/liability
studies using deterministic and stochastic approaches.
Nicolas has worked for both public sector and middle market private-sector plans. His pension plan
experience includes defined benefit plans and hybrid arrangements, covering plan design features such
as final average pay, career average pay, target benefit, and early retirement windows. He also has
working knowledge of Florida Statutes, governing operations of municipal pension plans, and group
insurance plans offered by public sector employees.
Professional Designations
• Fellow, Society of Actuaries
• Enrolled Actuary
• Fellow, Conference of Consulting Actuaries
• Member, American Academy of Actuaries
Education
Bachelor of Actuarial Sciences, Laval University, Quebec, Canada
CITY OF WINTER SPRINGS, FLORIDA
MINUTES
BOARD OF TRUSTEES
REGULAR MEETING
JUNE 12, 2019
(RESCHEDULED FROM MAY 9, 2019)
CALL TO ORDER
The Regular Meeting of Thursday, June 12, 2019 (Rescheduled from May 9, 2019)
of the Board of Trustees was called to Order at 5:34 p.m. by Chairperson David
Withee in the Commission Chambers (City Hall, 1126 East State Road 434,
Winter Springs, Florida 32708).
Roll Call:
Chairperson David Withee present
Vice-Chairperson Barbara Watkins, present
Board Member Michael Blake, absent
Board Member Steven Krohn, present
Board Member Robin Paris, present
Assistant to the City Clerk, Antonia DeJesus, present
Assistant to the City Clerk, Christian Gowan, present
A moment of silence was followed by the Pledge of Allegiance.
No changes were made to the Agenda.
AWARDS AND PRESENTATIONS
100. Not Used
INFORMATIONAL AGENDA
200. Not Used
CITY OF WINTER SPRINGS, FLORIDA
MINUTES
BOARD OF TRUSTEES
REGULAR MEETING – JUNE 12, 2019
(RESCHEDULED FROM MAY 9, 2019)
PAGE 2 OF 5
PLANNING AND ZONING BOARD/LOCAL PLANNING AGENCY
REGULAR MEETING | WEDNESDAY, JUNE 5, 2019 | PAGE 2 OF 5
PUBLIC INPUT
Chairperson Withee opened “Public Input”.
No one spoke.
Chairperson Withee closed “Public Input”.
CONSENT AGENDA
300. Minutes from the Thursday, February 14, 2019 Board of Trustees
Regular Meeting
Chairperson Withee asked for a Motion to approve the February 14,, 2019
Meeting Minutes.
“SO MOVED.” MOTION BY BOARD MEMBER PARIS. SECONDED.
DISCUSSION.
VOTE:
VICE CHAIRPERSON WATKINS: AYE
BOARD MEMBER PARIS: AYE
BOARD MEMBER KROHN: AYE
CHAIRPERSON WITHEE: AYE
MOTION CARRIED.
Related to other City business, Interim City Manager Shawn Boyle asked for
the Board to discuss and consider approving a request for an Agenda Item at
the next meeting to present a recommendation to lower the assumed rate of
return from 7 ¾ to 7 ½ percent and remarked that it would cost about “A
hundred and fifty thousand dollars ($150,000.00) - to the Operational Budget
on an annual basis. But we’re in a situation where we can do that.” Interim
Manager Boyle explained that “It improves our probability that it’s going to be
around for the folks that are going to be participating in it.”
Discussion followed on the previous adjustment to the assumed rate of return,
the City’s contribution in relation to the investment rate of return, the number
of individuals in the Plan, who has access to the Plan, and the desire to ensure
that the Plan is survivable and sustainable.
CITY OF WINTER SPRINGS, FLORIDA
MINUTES
BOARD OF TRUSTEES
REGULAR MEETING – JUNE 12, 2019
(RESCHEDULED FROM MAY 9, 2019)
PAGE 3 OF 5
PLANNING AND ZONING BOARD/LOCAL PLANNING AGENCY
REGULAR MEETING | WEDNESDAY, JUNE 5, 2019 | PAGE 3 OF 5
Interim Manager Boyle clarified the difference between the investment rate of
return and the City contribution saying, “I’m not suggesting we drop the
contributions by a hundred and fifty thousand dollars ($150,000.00) - I’m
increasing the contributions by a hundred and fifty thousand dollars
($150,000.00) because we’re reducing the investment return assumption over
the next thirty (30) years.”
Discussion continued.
Interim Manager Boyle then said that this recommendation is one (1) of five (5)
that came from the Actuary and remarked, “I’m probably coming before you
over the next six (6) months to evaluate all five (5) of those factors.”
Further discussion followed on the progress that has been made, the work of
the Board in improving the Pension Fund, and the desire to create a
sustainable fund.
Mr. Dave West, Senior Consultant, AndCo Consulting, 4901 Vineland Road,
Suite 600, Orlando, Florida: spoke of Plans, rates of return, and funding.
Discussion continued.
Interim Manager Boyle noted that it was helpful to the City Commission to
receive input from this Board on such matters, and as such, Interim Manager
Boyle was looking for Consensus from this Board so that “Before we go down
this path to reduce this multiplier that I have general Consensus from you all
to do the work.” Interim Manager Boyle added that the Actuarial might need
to do some calculations which might cost around two thousand dollars
($2,000.00).
Chairperson Withee asked if the Board Members were in agreement that
Interim Manager Boyle could bring a Agenda Item to the next Board of
Trustees Meeting. Hearing no objections, Chairperson Withee said to Interim
Manager Boyle, “You have the Consent of the Board to proceed.”
PUBLIC HEARINGS AGENDA
400. Not Used
CITY OF WINTER SPRINGS, FLORIDA
MINUTES
BOARD OF TRUSTEES
REGULAR MEETING – JUNE 12, 2019
(RESCHEDULED FROM MAY 9, 2019)
PAGE 4 OF 5
PLANNING AND ZONING BOARD/LOCAL PLANNING AGENCY
REGULAR MEETING | WEDNESDAY, JUNE 5, 2019 | PAGE 4 OF 5
REGULAR AGENDA
500. Quarterly Investment Return Report from AndCo Consulting
Mr. Dave West, Senior Consultant, AndCo Consulting, 4901 Vineland Road,
Suite 600, Orlando, Florida: addressed the investment report for the March
quarter, ratings and performance of various Funds, cash flow, equity
allocations, and management changes for the Galliard Fund.
Mr. West then continued with an Investment Performance Review update
which brought the Board up to date through May 31, 2109 discussing and
expanded on year-to-date numbers for various funds, cash flow, and asset
allocation. Mr. West concluded, “I recommend we stay the course.”
600. REPORTS
No Reports were given.
PUBLIC INPUT
Chairperson Withee opened “Public Input”.
No one spoke.
Chairperson Withee closed “Public Input”.
AGENDA NOTE: REGULAR AGENDA ITEM “500” WAS FURTHER
ADDDRESSED AS DOCUMENTED.
REGULAR AGENDA
500. Quarterly Investment Return Report from AndCo Consulting
Brief discussion.
CITY OF WINTER SPRINGS, FLORIDA
MINUTES
BOARD OF TRUSTEES
REGULAR MEETING – JUNE 12, 2019
(RESCHEDULED FROM MAY 9, 2019)
PAGE 5 OF 5
PLANNING AND ZONING BOARD/LOCAL PLANNING AGENCY
REGULAR MEETING | WEDNESDAY, JUNE 5, 2019 | PAGE 5 OF 5
Chairperson Withee said, “May I have a Motion from the Board to accept the
AndCo Report with no changes to the proposal recommended.”
“SO MOVED.” MOTION BY BOARD MEMBER PARIS. SECONDED BY BOARD
MEMBER KROHN. DISCUSSION.
VOTE:
BOARD MEMBER KROHN: AYE
CHAIRPERSON WITHEE: AYE
VICE CHAIRPERSON WATKINS: AYE
BOARD MEMBER PARIS: AYE
MOTION CARRIED.
ADJOURNMENT
Chairperson Withee adjourned the Meeting at 6:35 p.m.
RESPECTFULLY SUBMITTED:
_____________________________________
CHRISTIAN GOWAN
ASSISTANT TO THE CITY CLERK
NOTE: These Minutes were Approved at the ____________________________, 2019 Board of Trustees Regular Meeting.
<CBDoc TenantId="2" EntityTypeId="3100" EntityId=”190" DocumentTypeId="1" EffectiveDate="06/30/2019" Interval="3" Description="Quarterly Report" />
Investment Performance Review
Period Ending June 30, 2019
Winter Springs General
Employees Plan and Trust
2nd Quarter 2019 Market Environment
1
Broad asset class returns were positive during the 2nd quarter of 2019 with
both equity and fixed income indices extending their year-to-date gains. US
stocks outperformed international stocks during a very volatile quarter. Equity
indices rose to start the period as progress in global trade negotiations
outweighed signs of weakness in macroeconomic data. However, trade
discussions between the US and China fell apart in May prompting increased
tariffs and sharp declines in equity markets. The softening in economic data,
stubbornly low inflation and the threat of slower future growth caused by
ongoing disruption in trade led the Federal Reserve (Fed) to communicate a
shift toward a more accommodative policy stance. This change in central bank
posture caused markets to rebound strongly, ending the quarter higher for the
period. Fixed income returns were also positive during the quarter as the
prospect of more accommodative monetary policy pushed interest rates lower,
increasing bond prices. Within domestic equity markets, large cap stocks
outperformed small cap equities during the quarter with the S&P 500 Index
returning 4.3% versus a 2.1% return on the small cap Russell 2000 Index. US
equity returns over the 1-year period were positive within large and mid cap
stocks, returning 10.4% and 7.8% respectively, but small cap stocks posted a
loss, falling -3.3%.
Similar to US markets, international markets were volatile during the 2nd
quarter as investors reacted to mixed economic data, heightened geopolitical
uncertainly, particularly around the outlook for global trade and Brexit, and
increased accommodation in central bank policy with the European Central
Bank (ECB) and People’s Bank of China (PBoC) pledging additional stimulus if
needed. Developed markets outperformed emerging markets during the period
with the MSCI EAFE Index returning 3.7% versus a 0.6% return on the MSCI
Emerging Markets Index. Both developing and emerging markets posted
modest gains over the 1-year period, returning 1.1% and 1.2% respectively.
Fixed income returns were in line with equities during the 2nd quarter. The
broad market Bloomberg Barclays Aggregate Index returned 3.1% as a more
dovish stance from the Fed and other global central banks pushed interest
rates lower across the US Treasury Yield Curve. The curve steepened but
remained inverted with shorter-term maturities paying higher interest rates
than those in the middle of the curve. Investment grade corporate issues were
the best performing securities for the second quarter in a row, outperforming
Treasury and securitized issues. The Bloomberg Barclays Corporate IG Index
returned 4.5% for the period, as corporate credit had tailwinds due to greater
interest rate sensitivity, higher yields and tightening credit spreads. Corporate
issues also outperformed the other major fixed income sectors over the 1-year
period, returning 10.7% versus a 7.9% return for the Bloomberg Barclays
Aggregate Index.
Source: Investment Metrics
The Market Environment
Major Market Index Performance
As of June 30, 2019
0.6%
4.5%
2.0%
2.9%
3.0%
3.1%
2.1%
4.1%
4.2%
4.1%
4.3%
0.6%
3.7%
3.0%
0.0%1.0%2.0%3.0%4.0%5.0%
3-Month T-Bill
Bbg Barclays Corp IG
Bbg Barclays MBS
Bbg Barclays US TIPS
Bbg Barclays US Govt
Bbg Barclays US Agg
Russell 2000
Russell MidCap
Russell 1000
Russell 3000
S&P 500
MSCI Emerg Mkts
MSCI EAFE
MSCI ACWxUS
Quarter Performance
2.3%
10.7%
6.2%
4.8%
7.2%
7.9%
-3.3%
7.8%
10.0%
9.0%
10.4%
1.2%
1.1%
1.3%
-4.0% -2.0% 0.0% 2.0% 4.0% 6.0% 8.0% 10.0% 12.0%
3-Month T-Bill
Bbg Barclays Corp IG
Bbg Barclays MBS
Bbg Barclays US TIPS
Bbg Barclays US Govt
Bbg Barclays US Agg
Russell 2000
Russell MidCap
Russell 1000
Russell 3000
S&P 500
MSCI Emerg Mkts
MSCI EAFE
MSCI ACWxUS
1-Year Performance
2
Source: Investment Metrics
The Market Environment
Domestic Equity Style Index Performance
As of June 30, 2019
US equity index returns were modestly positive across the style and
capitalization spectrum for the 2nd quarter. Corporate earnings reported during
the quarter surprised to the upside, but economic data released during the
period showed signs of slowing growth. Developments around global trade were
particularly prominent during the period, heavily influencing market sentiment.
Positive developments in trade negotiations with China came to an abrupt halt in
May leading the US to increase tariffs on $200 billion of Chinese imports from
10% to 25% and announce that the US would consider tariffs on the remaining
$300 billion in goods imported from China. China retaliated by increasing the
tariff range on $60 billion of US goods from 5-10% to 5-25%. Additionally, the
US instituted a ban on sales of technology equipment to Chinese
telecommunications firm Huawei citing national security risks. China is expected
to take similar action in retaliation although nothing has been announced. Trade
talks are ready to resume and both sides have agreed to cease escalations
following a meeting between President Trump and President Jinping at the G20
summit held at the end of the quarter. In addition, President Trump threatened a
5% tariff on all Mexican imports as a tact to reduce the level of illegal
immigration at the US border with Mexico, and US waivers on sanctions for
Iranian oil ended leading to increased tensions in the region that were further
escalated after Iran downed a US drone. Despite these headwinds, markets
rose following comments from an increasingly accommodative Fed as investors
priced in greater odds of easy monetary policy going forward.
During the quarter, higher market cap stocks outperformed lower market cap
stocks across the style spectrum with the only exception being the
outperformance of mid cap growth stocks relative to large cap growth stocks.
The large cap Russell 1000 Index gained 4.2% during the period versus a 4.1%
return for the Russell MidCap Index and a 2.1% gain on the small cap Russell
2000 Index as market participants may be moving toward the relative safety of
large cap names as the economy continues to show growing signs of weakness.
When viewed over the most recent 1-year period, large cap stocks outperformed
relative to small cap stocks. The Russell 1000 returned 10.0% for the year while
the Russell 2000 fell -3.3%.
Growth indices outperformed value indices across the market cap spectrum
during the 2nd quarter. Growth stocks have outperformed value in nine of the
last ten quarters. The Russell MidCap Growth Index was the best performing
style index for the period, returning 5.4% for the quarter with the small cap value
index posting the lowest relative return, a gain of 1.4%. The trend of growth
outperformance is also visible over the 1-year period as growth indices have
benefitted from larger exposures to technology which has been a large driver of
index performance over the last year, as well as a meaningful underweight to
energy which has been a relative detractor.
2.7%
2.1%
1.4%
5.4%
4.1%
3.2%
4.6%
4.2%
3.8%
4.5%
4.1%
3.7%
0.0%2.0%4.0%6.0%
2000 Growth
2000 Index
2000 Value
MidCap Growth
MidCap Index
MidCap Value
1000 Growth
1000 Index
1000 Value
3000 Growth
3000 Index
3000 Value
Quarter Performance - Russell Style Series
-0.5%
-3.3%
-6.2%
13.9%7.8%
3.7%
11.6%
10.0%
8.5%
10.6%
9.0%
7.3%
-10.0% -5.0%0.0%5.0%10.0% 15.0%
2000 Growth
2000 Index
2000 Value
MidCap Growth
MidCap Index
MidCap Value
1000 Growth
1000 Index
1000 Value
3000 Growth
3000 Index
3000 Value
1-Year Performance - Russell Style Series
3
Sector performance was broadly positive across large cap sectors for the 2nd
quarter. There were gains for ten out of eleven sectors within the Russell 1000
Index during the period with four sectors outpacing the return of the index.
Cyclical sectors such as technology, industrials and consumer discretionary
were some of the best performers through the quarter returning 5.8%, 4.2%
and 5.1% respectively. Financials also outperformed, returning 7.9%, as
investors weighed the benefits of continued economic expansion due to easing
monetary policy against the effects of lower interest rates on bank earnings.
More defensive higher yielding sectors such as consumer staples, real estate
and utilities underperformed for the quarter returning 3.5%, 1.8% and 3.4%
respectively. The energy sector was the only large cap sector to post a
negative return during the quarter, falling -3.6%, as headwinds from
weakening economic data and low oil and natural gas prices weighed on 1st
quarter earnings. Health care stocks also lagged as continued discussions in
Washington around the potential for increased regulation on drug pricing acted
as a headwind. Returns over the 1-year period were positive with nine out of
eleven sectors posting gains, six of which were over 10%. Defensive sectors
such as utilities, REITs and consumer staples performed well returning 19.5%,
13.9% and 15.5% respectively. Technology returns were also strong gaining
18.6%. Energy and materials were the only sectors to post negative results
over the 1-year period with energy falling -14.9% and materials returning -
0.1%.
Quarterly results for small cap sectors were generally worse than their large
capitalization counterparts with only two of eleven sectors (industrials and
utilities) outperforming their corresponding large cap equivalents. Five of
eleven sectors produced gains during the period with four of eleven economic
sectors outpacing the Russell 2000 Index return for the quarter. Similar to
large caps, cyclical sectors performed well on hopes that any Fed policy
easing would counteract the recent weakness in economic growth. The
industrials sector performed particularly well returning 8.2%, financials posted
a 5.1% gain and technology returned 3.1%. Utilities also outperformed
returning 5.2%. The largest detractors over the period were energy and
communication services which returned -8.7% and -6.0% respectively. Over
the trailing 1-year period, returns were broadly negative. Utilities and
technology were relative bright spots returning 18.2% and 11.1%. The energy
sector was an outlier in terms of negative returns losing -37.6% during the
period. There were also notable losses in materials and consumer staples with
materials losing -13.0% and consumer staples falling -11.1%.
The Market Environment
GICS Sector Performance & (Sector Weight)
As of June 30, 2019
Source: Morningstar Direct
As a result of the GICS classification changes on 9/28/2018 and certain associated reporting limitations, sector performance represents backward looking performance for the prior year of each sector’s current constituency, post creation of the Communication
Services sector.
19.5%
13.9%
-0.1%
18.6%
10.1%
12.9%
6.1%
-14.9%
15.5%
8.9%
5.0%
3.4%
1.8%
4.1%
5.8%
4.2%
1.6%
7.9%
-3.6%
3.5%
5.1%
4.6%
-20.0% -15.0% -10.0% -5.0% 0.0% 5.0% 10.0% 15.0% 20.0% 25.0%
Utilities (3.2%)
Real Estate (3.8%)
Materials (2.9%)
Info Technology (21.7%)
Industrials (9.8%)
Health Care (13.8%)
Financials (13.2%)
Energy (4.9%)
Consumer Staples (6.8%)
Consumer Disc (10.3%)
Comm Services (9.7%)
Russell 1000 Quarter 1-Year
18.2%
1.7%
-13.0%
11.1%
-0.8%
-6.7%
-3.8%
-37.6%
-11.1%
-6.8%
-1.3%
5.2%
1.1%
-0.4%
3.1%
8.2%
-0.2%
5.1%
-8.7%
-3.2%
-0.6%
-6.0%
-40.0% -30.0% -20.0% -10.0% 0.0% 10.0% 20.0%
Utilities (3.8%)
Real Estate (7.6%)
Materials (3.8%)
Info Technology (15.5%)
Industrials (14.6%)
Health Care (15.6%)
Financials (17.6%)
Energy (3.5%)
Consumer Staples (2.8%)
Consumer Disc (12.0%)
Comm Services (3.3%)
Russell 2000 Quarter 1-Year
4
The Market Environment
Top 10 Index Weights & Quarterly Performance for the Russell 1000 & 2000
As of June 30, 2019
Source: Morningstar Direct
Top 10 Weighted Stocks Top 10 Weighted Stocks
Russell 1000 Weight 1-Qtr
Return
1-Year
Return Sector Russell 2000 Weight 1-Qtr
Return
1-Year
Return Sector
Microsoft Corp 3.71% 14.0% 37.5% Information Technology Array BioPharma Inc 0.48% 90.0% 176.1% Health Care
Apple Inc 3.44% 4.6% 8.6% Information Technology The Trade Desk Inc A 0.37% 15.1% 142.8% Information Technology
Amazon.com Inc 2.85% 6.3% 11.4% Consumer Discretionary Etsy Inc 0.36% -8.7% 45.5% Consumer Discretionary
Facebook Inc A 1.68% 15.8% -0.7% Communication Services Coupa Software Inc 0.35% 39.2% 103.4% Information Technology
Berkshire Hathaway Inc B 1.51% 6.1% 14.2% Financials Five Below Inc 0.32% -3.4% 22.8% Consumer Discretionary
Johnson & Johnson 1.37% 0.3% 17.9% Health Care Planet Fitness Inc A 0.31% 5.4% 64.9% Consumer Discretionary
JPMorgan Chase & Co 1.35% 11.3% 10.3% Financials HubSpot Inc 0.31% 2.6% 36.0% Information Technology
Alphabet Inc Class C 1.20% -7.9% -3.1% Communication Services Haemonetics Corp 0.30% 37.6% 34.2% Health Care
Exxon Mobil Corp 1.19% -4.1% -3.3% Energy Woodward Inc 0.30% 19.4% 48.0% Industrials
Alphabet Inc A 1.18% -8.0% -4.1% Communication Services Ciena Corp 0.29% 10.1% 55.1% Information Technology
Top 10 Performing Stocks (by Quarter)Top 10 Performing Stocks (by Quarter)
Russell 1000 Weight 1-Qtr
Return
1-Year
Return Sector Russell 2000 Weight 1-Qtr
Return
1-Year
Return Sector
Adient PLC 0.01% 87.3% -50.0% Consumer Discretionary Iovance Biotherapeutics Inc 0.13% 157.8% 91.6% Health Care
Anadarko Petroleum Corp 0.13% 55.8% -1.6% Energy Arqule Inc 0.06% 129.9% 99.1% Health Care
Cypress Semiconductor Corp 0.03% 49.8% 46.9% Information Technology Adverum Biotechnologies Inc 0.03% 126.9% 124.3% Health Care
Okta Inc A 0.04% 49.3% 145.2% Information Technology Chimerix Inc 0.01% 105.7% -9.2% Health Care
Erie Indemnity Co Class A 0.02% 43.2% 122.5% Financials Enphase Energy Inc 0.08% 97.5% 170.9% Information Technology
Heico Corp 0.02% 41.1% 83.9% Industrials Maxar Technologies Inc 0.02% 94.8% -84.0% Industrials
Legg Mason Inc-LeggMason RETAIL 0.01% 39.9% 14.4% Financials Array BioPharma Inc 0.48% 90.0% 176.1% Health Care
Exact Sciences Corp 0.05% 36.3% 97.4% Health Care Melinta Therapeutics Inc 0.00% 87.3% -79.1% Health Care
Caesars Entertainment Corp 0.02% 36.0% 10.5% Consumer Discretionary G1 Therapeutics Inc 0.03% 84.7% -29.5% Health Care
Ardagh Group SA 0.00% 35.9% 9.6% Materials Foundation Building Materials Inc 0.01% 80.7% 15.6% Industrials
Bottom 10 Performing Stocks (by Quarter)Bottom 10 Performing Stocks (by Quarter)
Russell 1000 Weight 1-Qtr
Return
1-Year
Return Sector Russell 2000 Weight 1-Qtr
Return
1-Year
Return Sector
2U Inc 0.01% -46.9% -55.0% Information Technology FuelCell Energy Inc 0.00% -94.0% -98.9% Industrials
Alkermes PLC 0.01% -38.2% -45.2% Health Care Halcon Resources Corp 0.00% -86.9% -96.0% Energy
Range Resources Corp 0.01% -37.7% -58.0% Energy Pioneer Energy Services Corp 0.00% -85.7% -95.7% Energy
Antero Resources Corp 0.00% -37.4% -74.1% Energy Eros International PLC 0.00% -85.2% -89.6% Communication Services
Chesapeake Energy Corp 0.01% -37.1% -62.8% Energy Superior Energy Services Inc 0.01% -72.2% -86.7% Energy
RPC Inc 0.00% -36.5% -48.8% Energy electroCore Inc 0.00% -71.4% -87.9% Health Care
Realogy Holdings Corp 0.00% -35.8% -67.4% Real Estate Ultra Petroleum Corp 0.00% -70.5% -92.2% Energy
The Chemours Co 0.02% -34.7% -44.2% Materials Nuvectra Corp 0.00% -69.6% -83.7% Health Care
United Therapeutics Corp 0.01% -33.5% -31.0% Health Care Dean Foods Co 0.00% -69.5% -91.1% Consumer Staples
Mylan NV 0.04% -32.8% -47.3% Health Care Kirkland's Inc 0.00% -67.9% -80.6% Consumer Discretionary
5
Source: MSCI Global Index Monitor (Returns are Net)
Broad international equity returns were positive for the quarter in both local
currency and USD terms. The MSCI ACWI ex US Index gained 2.1% in local
currency terms and 3.0% in US dollar (USD) terms during the 2nd quarter.
Similar to US markets, international equity investors balanced difficulties
around global trade with central bank shifts toward more accommodative
policies as a response to slowing global growth. Notably the ECB President
Mario Draghi stated that further monetary policy action may need to be taken if
inflation remains below target and the PBoC launched stimulus measures
designed to encourage growth following the deterioration of trade negotiations
with the US. Returns in USD largely outperformed those in local currency
during the quarter as the USD depreciated against most major developed
currencies following dovish Fed comments in June. However, the recent USD
strength can still be seen over the 1-year period with USD returns trailing most
local currency returns. Returns for the MSCI ACWI ex US Index were 2.2% in
local currency terms and 1.3%in USD terms for the trailing year.
Results for developed market international indices were positive in both local
currency and USD terms during the 2nd quarter, with the MSCI EAFE Index
returning 2.8% and 3.7% respectively. Outside of central bank policy and
trade, there was notable news out of the UK with Prime Minister Theresa May
resigning from her post after her Brexit withdrawal plan failed to gain
parliamentary approval and a new vote for the office is currently underway. UK
markets were pressured by continued uncertainty around Brexit with the UK
having until October to strike an agreement with the European Union (EU) or
withdraw with no agreement in place. Despite the growing uncertainty, the
Bank of England (BoE) left monetary policy unchanged. Japan also
underperformed as the yen appreciated due to its perceived safe haven status
and trade headwinds were expected to affect its export driven economy. The
MSCI EAFE Index returned 2.2% and 1.1% for the last twelve months in local
currency and USD terms respectively.
Emerging markets underperformed relative to developed markets for the 2nd
quarter, slightly appreciating in both local currency and USD terms. The MSCI
Emerging Markets Index gained 0.2% and 0.6% respectively. As expected,
geopolitical tensions around trade put pressure on emerging market stocks,
with Chinese equities underperforming relative to most countries. Latin
American stocks performed well with Brazil and Argentina posting strong
returns as commodity prices appreciated from recent lows at the end of 2018
and interest rates fell. Russian equities also performed well, benefiting from
increasing commodity prices, but also had a tailwind from a decrease in the
likelihood of future US sanctions. One year returns for the MSCI Emerging
Market Index were 1.8% in local currency terms and 1.2% in USD terms.
The Market Environment
International and Regional Market Index Performance (Country Count)
As June 30, 2019
3.2%
-1.2%
5.1%
0.2%
0.8%
4.0%
2.8%
2.8%
2.1%
4.4%
-1.3%
7.2%
0.6%
2.4%
4.4%
3.7%
3.8%
3.0%
-2.0%0.0%2.0%4.0%6.0%8.0%
EM Latin Amer (6)
EM Asia (9)
EM EMEA (11)
Emerging Mkt (26)
Pacific (5)
Europe & ME (16)
EAFE (21)
WORLD x US (22)
AC World x US (48)
Quarter Performance USD Local Currency
18.1%
-1.7%
9.3%
1.8%
-1.1%
4.2%
2.2%
2.2%
2.2%
18.5%
-2.3%
6.7%
1.2%
-0.2%
1.8%
1.1%
1.3%
1.3%
-5.0%0.0%5.0%10.0% 15.0% 20.0%
EM Latin Amer (6)
EM Asia (9)
EM EMEA (11)
Emerging Mkt (26)
Pacific (5)
Europe & ME (16)
EAFE (21)
WORLD x US (22)
AC World x US (48)
1-Year Performance USD Local Currency
6
The Market Environment
US Dollar International Index Attribution & Country Detail
As of June 30, 2019
Source: Morningstar Direct, MSCI Global Index Monitor (Returns are Net in USD)
As a result of the GICS classification changes on 9/28/2018 and certain associated reporting limitations, sector performance represents backward looking performance for the prior year of each sector’s current constituency, post creation of the Communication
Services sector.
MSCI - EAFE Sector Weight Quarter Return 1-Year Return
Communication Services 5.4%4.0%4.3%
Consumer Discretionary 11.1%5.9%-2.6%
Consumer Staples 11.7%1.9%4.8%
Energy 5.6%0.4%-5.5%
Financials 18.9%4.3%-2.9%
Health Care 11.2%2.0%7.5%
Industrials 14.8%5.9%2.4%
Information Technology 6.7%6.6%2.7%
Materials 7.4%3.9%0.2%
Real Estate 3.6%-2.2%2.3%
Utilities 3.6%1.5%9.8%
Total 100.0%3.7%1.1%
MSCI - ACWIxUS Sector Weight Quarter Return 1-Year Return
Communication Services 6.9%1.0%5.6%
Consumer Discretionary 11.3%3.8%-3.6%
Consumer Staples 9.8%2.2%4.6%
Energy 7.2%0.5%-1.4%
Financials 21.9%4.4%2.0%
Health Care 8.3%1.2%4.2%
Industrials 11.9%5.2%2.9%
Information Technology 8.5%4.0%-0.7%
Materials 7.6%2.9%-0.5%
Real Estate 3.3%-1.6%4.3%
Utilities 3.3%2.2%10.1%
Total 100.0%3.0%1.3%
MSCI - Emerging Mkt Sector Weight Quarter Return 1-Year Return
Communication Services 11.7%-2.4%4.5%
Consumer Discretionary 13.5%-1.2%-7.6%
Consumer Staples 6.6%3.3%0.9%
Energy 7.9%1.2%16.3%
Financials 25.2%4.0%11.9%
Health Care 2.6%-6.6%-24.7%
Industrials 5.3%0.0%4.1%
Information Technology 13.9%-0.1%-6.1%
Materials 7.6%-1.2%-1.9%
Real Estate 3.0%-0.2%10.1%
Utilities 2.7%2.9%9.0%
Total 100.0%0.6%1.2%
MSCI-EAFE MSCI-ACWIxUS Quarter 1- Year
Country Weight Weight Return Return
Japan 23.7%15.8%1.0%-4.2%
United Kingdom 16.8%11.2%0.9%-2.1%
France 11.4%7.6%6.5%3.0%
Switzerland 9.3%6.2%8.4%19.8%
Germany 8.8%5.9%7.1%-3.8%
Australia 7.1%4.8%7.3%6.6%
Hong Kong 4.0%2.7%1.0%10.4%
Netherlands 3.6%2.4%5.8%5.3%
Spain 3.0%2.0%2.6%-2.1%
Sweden 2.7%1.8%4.9%3.4%
Italy 2.3%1.6%2.9%-0.7%
Denmark 1.7%1.1%1.6%5.8%
Singapore 1.4%0.9%7.0%8.3%
Finland 1.0%0.7%0.2%-4.7%
Belgium 1.0%0.7%1.2%-9.1%
Norway 0.7%0.5%2.4%-4.3%
Israel 0.6%0.4%-3.6%-4.5%
Ireland 0.5%0.4%4.7%-9.2%
New Zealand 0.3%0.2%3.9%16.0%
Austria 0.2%0.2%0.8%-13.1%
Portugal 0.2%0.1%1.6%-4.6%
Total EAFE Countries 100.0%66.8%3.7%1.1%
Canada 6.8%4.9%3.3%
Total Developed Countries 73.6%3.8%1.3%
China 8.3%-4.0%-6.7%
Korea 3.3%-1.0%-9.1%
Taiwan 2.9%0.9%1.1%
India 2.4%0.5%7.9%
Brazil 2.0%7.2%39.4%
South Africa 1.6%6.6%-0.8%
Russia 1.1%16.9%27.1%
Thailand 0.8%9.3%19.8%
Saudi Arabia 0.8%0.6%11.0%
Mexico 0.7%1.1%-7.4%
Indonesia 0.6%3.2%20.3%
Malaysia 0.6%1.2%-0.8%
Philippines 0.3%4.4%19.7%
Poland 0.3%3.5%10.5%
Qatar 0.3%0.6%18.8%
Chile 0.2%-5.6%-12.1%
United Arab Emirates 0.2%-2.7%3.0%
Turkey 0.1%2.8%-17.1%
Colombia 0.1%-2.4%-3.7%
Peru 0.1%-1.9%3.5%
Argentina 0.1%31.7%15.8%
Greece 0.1%16.2%-9.2%
Hungary 0.1%-4.1%12.7%
Czech Republic 0.0%2.6%1.1%
Egypt 0.0%7.8%5.4%
Pakistan 0.0%-20.8%-36.7%
Total Emerging Countries 26.4%0.6%1.2%
Total ACWIxUS Countries 100.0%3.0%1.3%
7
Source: Bloomberg
The Market Environment
Domestic Bond Sector & Broad/Global Bond Market Performance (Duration)
As of June 30, 2019
Broad fixed income benchmarks built on their early 2019 gains during the 2nd
quarter. During the 1st quarter, the Federal Open Market Committee (FOMC)
reacted to a difficult end to 2018 by issuing guidance that the FOMC is no
longer projecting any further interest rate increases through 2019. Federal
Reserve Chair Jerome Powell also stated that the Fed would begin tapering
the roll off from the planned balance sheet reduction program in May with a
plan to halt the program entirely in September. The stoppage of the balance
sheet reduction program represents an easing of monetary policy. The Fed
took an increasingly dovish stance during the 2nd quarter reacting to softening
economic data, tepid inflation and increased risks around global trade. While
the committee left interest rates unchanged, the minutes from the June FOMC
meeting indicate that the committee felt “downside risks to the outlook for
economic activity had risen materially” during the quarter with several
participants noting that a “near-term cut in the target range for the Federal
Funds Rate could help cushion the effects of possible future adverse shocks to
the economy”. These comments led market participants to forecast greater
odds of an interest rate cut this year, pushing markets higher. Interest rates
fell across all maturities on the US Treasury Yield Curve with the greatest
declines occurring in the mid- and long-term issues. The curve remains
inverted with short-term maturities paying higher interest rates than issues in
the mid- to long-end of the curve. The bellwether Bloomberg Barclays US
Aggregate Index posted positive returns for both the 1st quarter and the 1-year
period, returning 3.1% and 7.9% respectively.
Within investment grade credit, lower quality issues outperformed higher
quality issues as investors gravitated toward higher risk securities during the
quarter. Lower quality issues also benefitted from their higher durations. On an
absolute basis, without negating the duration differences in the sub-indices,
Baa rated credit was the best performing investment grade credit quality
segment returning 4.8% for the quarter, while AAA was the worst performing,
returning 2.6%. High yield issues returned 2.5% for the quarter as these issues
did not commensurately benefit from the drop in interest rates due to their
lower durations. Returns over the 1-year period generally show lower quality
securities outperforming higher quality issues.
Investment grade corporates outperformed the more defensive Treasury and
mortgage backed sectors of the Bloomberg Barclays US Aggregate Index’s
three broad sectors during the 2nd quarter. Investment grade corporate credit
returned 4.5%, as falling interest rates benefitted these securities to a greater
degree and credit spreads have continued to tighten since the end of 2018.
When viewed over the 1-year period, corporate credit outperformed both
Treasuries and mortgage backed securities. Corporate issues returned 10.7%
versus a 6.2% return for mortgages and 7.2% gain on Treasury securities.
3.3%
3.4%
2.4%
3.1%
2.9%
4.5%
2.0%
3.0%
2.5%
4.8%4.2%
3.3%
2.6%
0.0%1.0%2.0%3.0%4.0%5.0%
Multiverse (6.9)
Global Agg x US (8.2)
Intermediate Agg (3.7)
Aggregate (5.7)
U.S. TIPS (1.1)
U.S. Corporate IG (7.6)
U.S. Mortgage (3.2)
U.S. Treasury (6.4)
U.S. High Yield (3.2)
Baa (7.7)
A (7.6)
AA (6.4)
AAA (5.0)
Quarter Performance
6.0%
4.1%
6.7%
7.9%
4.8%
10.7%
6.2%
7.2%
7.5%
11.4%10.1%
8.5%
6.9%
0.0% 2.0% 4.0% 6.0% 8.0% 10.0% 12.0%
Multiverse (6.9)
Global Agg x US (8.2)
Intermediate Agg (3.7)
Aggregate (5.7)
U.S. TIPS (1.1)
U.S. Corporate IG (7.6)
U.S. Mortgage (3.2)
U.S. Treasury (6.4)
U.S. High Yield (3.2)
Baa (7.7)
A (7.6)
AA (6.4)
AAA (5.0)
1-Year Performance
8
Source: US Department of Treasury, FRED (Federal Reserve of St. Louis)
The Market Environment
Market Rate & Yield Curve Comparison
As of June 30, 2019
Global fixed income returns were in line with their domestic counterparts,
slightly outperforming during the 2nd quarter. These indices have lower, or in
some cases (Germany, Japan), negative yields, but have higher durations.
The returns of these indices are also significantly influenced by fluctuations in
their currency denomination relative to the USD. The USD depreciated against
most other developed currencies, acting as a tailwind to global bond indices.
The return on global bonds, as represented by the Bloomberg Barclays Global
Aggregate ex US Index, was 3.4%. Global bonds still trail over the 1-year
period with the Global Aggregate ex US Index returning 4.1% versus a 7.9%
return on the domestically focused Barclays Aggregate Index. As global growth
has shown signs of stalling, several international central banks have started to
step back from more restrictive postures. The ECB and the PBoC have moved
toward an easing of monetary policy and implemented various stimulus
programs designed to support their respective economies. The Bank of
England and the Bank of Japan made no major policy changes during the
quarter as they continue to review macroeconomic data within their respective
countries.
Much of the index performance detailed in the bar graphs on the previous
page is visible on a time series basis by reviewing the line graphs to the right.
The ‘1-Year Trailing Market Rates’ chart illustrates that the 10-year Treasury
yield (green line) fell from recent high’s greater than 3.0%, to 2.0% to end the
quarter. The blue line illustrates changes in the BAA OAS (Option Adjusted
Spread). This measure quantifies the additional yield premium that investors
require to purchase and hold non-Treasury issues. This line illustrates an
abrupt increase in credit spreads during the 4th quarter of 2018 as investors
moved to higher quality assets during the quarter’s risk-off environment.
Subsequently, spreads dropped steadily until they rose again in May and then
later declined in June. This spread tightening is equivalent to an interest rate
decrease on corporate bonds, which produces an additional tailwind for
corporate bond index returns. These credit spreads have tightened by about 6
basis points over the last three months. The green band across the graph
illustrates the gradual increase in the Federal Funds Rate due to the tightening
of US monetary policy during 2018. There have been no changes to the
Federal Funds Rate in 2019.
The lower graph provides a snapshot of the US Treasury yield curve at the end
of each of the last four calendar quarters. The downward shift in interest rates
as well as a general steepening of the yield curve are clearly visible over the
last quarter. As mentioned, the yield curve continues to invert as yields on
shorter-term maturities fell less than interest rates in the middle- to long-end of
the curve.
0.00
0.50
1.00
1.50
2.00
2.50
3.00
3.50
4.00
Jun-18 Jul-18 Aug-18 Sep-18 Oct-18 Nov-18 Dec-18 Jan-19 Feb-19 Mar-19 Apr-19 May-19 Jun-19
1-Year Trailing Market Rates
Fed Funds Rate TED Spread 3-Month Libor
BAA OAS 10yr Treasury 10yr TIPS
0.00
0.50
1.00
1.50
2.00
2.50
3.00
3.50
4.00
1 mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 20 yr 30 yr
Treasury Yield Curve
9/30/2018 12/31/2018 3/31/2019 6/30/2019
9
Asset Allocation By Segment as of
March 31, 2019 : $52,395,852
Asset Allocation By Segment as of
June 30, 2019 : $53,864,258
Allocation
Segments Market Value Allocation
Domestic Equity 26,503,976 50.6¢
International Equity 8,428,118 16.1¢
Domestic Fixed Income 7,165,575 13.7¢
Global Fixed Income 1,821,808 3.5¢
Other Fixed Income 2,108,445 4.0¢
Real Estate 5,471,251 10.4¢
Cash Equivalent 896,679 1.7¢
Allocation
Segments Market Value Allocation
Domestic Equity 27,588,328 51.2¢
International Equity 8,634,785 16.0¢
Domestic Fixed Income 7,355,456 13.7¢
Global Fixed Income 1,867,102 3.5¢
Other Fixed Income 2,202,293 4.1¢
Real Estate 5,516,132 10.2¢
Cash Equivalent 700,163 1.3¢
Asset Allocation Summary
Total Fund
As of June 30, 2019
NONE
10
Asset Allocation By Manager as ofMarch 31, 2019 : $52,395,852 Asset Allocation By Manager as ofJune 30, 2019 : $53,864,258
Allocation
Market Value Allocation
Vanguard Total Stock Market (VITSX)26,503,976 50.6¢
RBC Global (Voyageur)8,428,118 16.1¢
Galliard Core Fixed Income 4,896,369 9.3¢
Intercontinental 3,415,504 6.5¢
American Core Realty Fund 2,080,769 4.0¢
PIMCO Diversified Income Fund Instl (PDIIX) 1,828,686 3.5¢
Crescent Direct Lending Fund 1,354,747 2.6¢
Galliard TIPS 1,243,747 2.4¢
Vanguard Inflation-Protected Secs (VAIPX)1,016,439 1.9¢
Receipt & Disbursement 856,414 1.6¢
Crescent Direct Lending II Fund 753,698 1.4¢
Vanguard Short Term Bond Index (VSCSX)17,386 0.0¢
Allocation
Market Value Allocation
Vanguard Total Stock Market (VITSX)27,588,328 51.2¢
RBC Global (Voyageur)8,634,785 16.0¢
Galliard Core Fixed Income 5,025,853 9.3¢
Intercontinental 3,459,853 6.4¢
American Core Realty Fund 2,081,376 3.9¢
PIMCO Diversified Income Fund Instl (PDIIX) 1,872,973 3.5¢
Galliard TIPS 1,274,609 2.4¢
Crescent Direct Lending Fund 1,231,729 2.3¢
Vanguard Inflation-Protected Secs (VAIPX)1,044,777 1.9¢
Crescent Direct Lending II Fund 970,564 1.8¢
Receipt & Disbursement 661,720 1.2¢
Vanguard Short Term Bond Index (VSCSX)17,691 0.0¢
Asset Allocation Summary
Total Fund
As of June 30, 2019
NONE
11
Asset Allocation vs. Target Allocation
Allocation Differences
0.0%0.5%1.0%1.5%2.0%2.5%-0.5 %-1.0 %-1.5 %-2.0 %-2.5 %-3.0 %
Receipt & Disbursement
Total Other Fixed Income
Total Real Estate
Total Global FI
Total Domestic Fixed Income
Total International Equity
Total Domestic Equity
1.2%
-0.9 %
0.3%
-1.5 %
-1.3 %
1.0%
1.2%
Asset Allocation vs. Target Allocation
Market Value
$Allocation (%)Target (%)
Total Domestic Equity 27,588,328 51.2 50.0
Total International Equity 8,634,785 16.0 15.0
Total Domestic Fixed Income 7,362,930 13.7 15.0
Total Global FI 1,872,973 3.5 5.0
Total Real Estate 5,541,229 10.3 10.0
Total Other Fixed Income 2,202,293 4.1 5.0
Receipt & Disbursement 661,720 1.2 0.0
Total Fund 53,864,258 100.0 100.0
Asset Allocation vs. Target Allocation
Total Fund
As of June 30, 2019
12
Historical Asset Allocation by Portfolio
Jun-2019 Mar-2019 Dec-2018 Sep-2018 Jun-2018
($)%($)%($)%($)%($)%
Total Equity 36,223,113 67.25 34,932,094 66.67 30,887,422 64.25 36,006,659 68.00 34,218,124 67.00
Total Domestic Equity 27,588,328 51.22 26,503,976 50.58 23,240,343 48.34 27,105,008 51.19 25,449,555 49.83
Vanguard Total Stock Market (VITSX)27,588,328 51.22 26,503,976 50.58 23,240,343 48.34 27,105,008 51.19 25,449,555 49.83
Total International Equity 8,634,785 16.03 8,428,118 16.09 7,647,079 15.91 8,901,652 16.81 8,768,569 17.17
RBC Global (Voyageur)8,634,785 16.03 8,428,118 16.09 7,647,079 15.91 8,901,652 16.81 8,768,569 17.17
Total Fixed Income 11,438,196 21.24 11,111,072 21.21 10,857,897 22.59 10,943,086 20.67 10,723,877 21.00
Total Domestic Fixed Income 7,362,930 13.67 7,173,941 13.69 6,991,729 14.54 6,930,015 13.09 6,931,946 13.57
Galliard Core Fixed Income 5,025,853 9.33 4,896,369 9.34 4,777,469 9.94 4,709,841 8.90 4,698,915 9.20
Galliard TIPS 1,274,609 2.37 1,243,747 2.37 1,212,270 2.52 1,213,425 2.29 1,218,462 2.39
Vanguard Short Term Bond Index (VSCSX) 17,691 0.03 17,386 0.03 16,937 0.04 16,774 0.03 16,663 0.03
Vanguard Inflation-Protected Secs (VAIPX) 1,044,777 1.94 1,016,439 1.94 985,053 2.05 989,974 1.87 997,905 1.95
Total Global FI 1,872,973 3.48 1,828,686 3.49 1,748,164 3.64 1,790,613 3.38 1,774,837 3.48
PIMCO Diversified Income Fund Instl (PDIIX) 1,872,973 3.48 1,828,686 3.49 1,748,164 3.64 1,790,613 3.38 1,774,837 3.48
Total Other Fixed Income 2,202,293 4.09 2,108,445 4.02 2,118,004 4.41 2,222,458 4.20 2,017,094 3.95
Crescent Direct Lending Fund 1,231,729 2.29 1,354,747 2.59 1,385,457 2.88 1,572,728 2.97 1,538,918 3.01
Crescent Direct Lending II Fund 970,564 1.80 753,698 1.44 732,547 1.52 649,730 1.23 478,176 0.94
Total Real Estate 5,541,229 10.29 5,496,273 10.49 5,430,039 11.30 5,372,247 10.15 5,281,755 10.34
American Core Realty Fund 2,081,376 3.86 2,080,769 3.97 2,075,780 4.32 2,066,672 3.90 2,052,496 4.02
Intercontinental 3,459,853 6.42 3,415,504 6.52 3,354,259 6.98 3,305,575 6.24 3,229,259 6.32
Receipt & Disbursement 661,720 1.23 856,414 1.63 896,624 1.87 625,858 1.18 846,678 1.66
Total Fund Portfolio 53,864,258 100.00 52,395,852 100.00 48,071,982 100.00 52,947,850 100.00 51,070,434 100.00
Asset Allocation
Asset Allocation History By Portfolio
As of June 30, 2019
13
Historical Asset Allocation by Segment
Domestic Equity International Equity Domestic Fixed Income Global Fixed Income
Other Fixed Income Real Estate Cash Equivalent
0.0
10.0
20.0
30.0
40.0
50.0
60.0
70.0
80.0
90.0
100.0
Allocation (%)9/07 3/08 9/08 3/09 9/09 3/10 9/10 3/11 9/11 3/12 9/12 3/13 9/13 3/14 9/14 3/15 9/15 3/16 9/16 3/17 9/17 3/18 9/18 6/19
Historical Asset Allocation by Segment
Total Fund
October 1, 2007 To June 30, 2019
14
-12.0
-4.0
4.0
12.0
20.0
28.0
36.0
44.0
52.0
60.0
68.0
Allocation (%)US Equity Intl. Equity US Fixed Income Intl. Fixed Income Alternative Inv.Real Estate Cash
Total Fund Portfolio 51.22 (18)16.03 (39)13.67 (96)3.48 (65)4.09 (86)10.29 (23)1.23 (48)
5th Percentile 58.89 26.29 57.00 8.71 36.71 14.00 6.91
1st Quartile 49.27 19.04 34.71 4.95 19.66 10.13 2.11
Median 40.81 14.67 27.15 4.23 11.33 8.34 1.14
3rd Quartile 31.22 11.91 19.90 2.48 5.32 5.09 0.50
95th Percentile 18.26 7.18 13.71 0.13 1.64 2.17 0.06
Plan Sponsor TF Asset Allocation
Total Fund Portfolio Vs. All Public Plans-Total Fund
As of June 30, 2019
15
Financial Reconciliation Quarter to Date
Market Value
04/01/2019
Net
Transfers Contributions Distributions
Management
Fees
Other
Expenses Income Apprec./
Deprec.
Market Value
06/30/2019
Total Equity 34,932,094 -107 ---1,424 240,635 1,051,701 36,223,113
Total Domestic Equity 26,503,976 ----- 100,274 984,078 27,588,328
Vanguard Total Stock Market (VITSX)26,503,976 ----- 100,274 984,078 27,588,328
Total International Equity 8,428,118 -107 ---1,424 140,361 67,624 8,634,785
RBC Global (Voyageur)8,428,118 -107 ---1,424 140,361 67,624 8,634,785
Total Fixed Income 11,111,072 73,147 ---3,527 -156 25,351 232,308 11,438,196
Total Domestic Fixed Income 7,173,941 ----3,527 -156 5,657 187,015 7,362,930
Galliard Core Fixed Income 4,896,369 ----3,527 -- 133,011 5,025,853
Galliard TIPS 1,243,747 -----156 1,023 29,995 1,274,609
Vanguard Short Term Bond Index (VSCSX)17,386 -----86 218 17,691
Vanguard Inflation-Protected Secs (VAIPX) 1,016,439 -----4,547 23,791 1,044,777
Total Global FI 1,828,686 -20,701 ----19,695 45,294 1,872,973
PIMCO Diversified Income Fund Instl (PDIIX) 1,828,686 -20,701 ----19,695 45,294 1,872,973
Total Other Fixed Income 2,108,445 93,848 ------ 2,202,293
Crescent Direct Lending Fund 1,354,747 -123,018 ------ 1,231,729
Crescent Direct Lending II Fund 753,698 216,866 ------ 970,564
Total Real Estate 5,496,273 -25,022 -- -10,844 -63,749 17,073 5,541,229
American Core Realty Fund 2,080,769 -25,022 ---5,740 -30,836 533 2,081,376
Intercontinental 3,415,504 ----5,104 -32,913 16,540 3,459,853
Receipt & Disbursement 856,414 -48,125 677,282 -816,313 - -12,125 4,586 - 661,720
Total Fund Portfolio 52,395,852 - 677,389 -816,313 -14,370 -13,704 334,321 1,301,082 53,864,258
Financial Reconciliation Quarter to Date
Total Fund
1 Quarter Ending June 30, 2019
16
Financial Reconciliation Fiscal Year to Date
Market Value
10/01/2018
Net
Transfers Contributions Distributions
Management
Fees
Other
Expenses Income Apprec./
Deprec.
Market Value
06/30/2019
Total Equity 36,006,659 39,903 107 - -39,903 -4,209 628,751 -408,195 36,223,113
Total Domestic Equity 27,105,008 ----- 370,839 112,481 27,588,328
Vanguard Total Stock Market (VITSX)27,105,008 ----- 370,839 112,481 27,588,328
Total International Equity 8,901,652 39,903 107 - -39,903 -4,209 257,912 -520,676 8,634,785
RBC Global (Voyageur)8,901,652 39,903 107 - -39,903 -4,209 257,912 -520,676 8,634,785
Total Fixed Income 10,943,086 -169,985 -- -26,383 -5,078 82,420 614,135 11,438,196
Total Domestic Fixed Income 6,930,015 --- -10,366 -458 20,780 422,959 7,362,930
Galliard Core Fixed Income 4,709,841 --- -10,366 -- 326,378 5,025,853
Galliard TIPS 1,213,425 -----458 2,941 58,700 1,274,609
Vanguard Short Term Bond Index (VSCSX)16,774 -----370 546 17,691
Vanguard Inflation-Protected Secs (VAIPX) 989,974 -----17,469 37,334 1,044,777
Total Global FI 1,790,613 -61,250 ----61,410 82,199 1,872,973
PIMCO Diversified Income Fund Instl (PDIIX) 1,790,613 -61,250 ----61,410 82,199 1,872,973
Total Other Fixed Income 2,222,458 -108,735 -- -16,017 -4,620 230 108,977 2,202,293
Crescent Direct Lending Fund 1,572,728 -392,325 -- -13,371 -2,912 -67,609 1,231,729
Crescent Direct Lending II Fund 649,730 283,590 -- -2,646 -1,708 230 41,368 970,564
Total Real Estate 5,372,247 -74,646 -- -49,554 - 182,633 110,549 5,541,229
American Core Realty Fund 2,066,672 -74,646 -- -17,202 -92,226 14,326 2,081,376
Intercontinental 3,305,575 --- -32,352 -90,407 96,223 3,459,853
Receipt & Disbursement 625,858 204,728 2,283,298 -2,410,354 - -55,243 13,434 -661,720
Total Fund Portfolio 52,947,850 - 2,283,405 -2,410,354 -115,840 -64,530 907,238 316,490 53,864,258
Financial Reconciliation Fiscal Year to Date
Total Fund
October 1, 2018 To June 30, 2019
17
Comparative Performance Trailling Returns
QTR FYTD 1 YR 3 YR 5 YR Inception Inception
Date
Total Fund (Net)3.10 2.08 6.30 10.60 7.42 6.12 11/01/2000
Total Fund Policy 3.40 3.40 7.50 9.88 7.22 5.82
Difference -0.30 -1.32 -1.20 0.72 0.20 0.30
Total Fund (New Mgrs) (Net)3.10 2.08 6.30 10.60 7.42 6.25 10/01/2007
Total Fund Policy 3.40 3.40 7.50 9.88 7.22 6.75
Difference -0.30 -1.32 -1.20 0.72 0.20 -0.50
Total Fund (Gross)3.13 (60)2.32 (85)6.68 (37)10.94 (2)7.76 (1)6.72 (10)11/01/2000
Total Fund Policy 3.40 (30)3.40 (51)7.50 (16)9.88 (12)7.22 (5)5.82 (60)
Difference -0.27 -1.08 -0.82 1.06 0.54 0.90
All Public Plans-Total Fund Median 3.23 3.40 6.33 8.90 5.93 5.98
Total Fund (New Mgrs) (Gross)3.13 (60)2.32 (85)6.68 (37)10.94 (2)7.76 (1)6.76 (5)10/01/2007
Total Fund Policy 3.40 (30)3.40 (51)7.50 (16)9.88 (12)7.22 (5)6.75 (5)
Difference -0.27 -1.08 -0.82 1.06 0.54 0.01
All Public Plans-Total Fund Median 3.23 3.40 6.33 8.90 5.93 5.71
Total Equity 3.70 0.61 6.33 13.63 8.79 6.99 01/01/2001
Total Equity Policy 4.07 1.41 7.30 13.06 8.49 5.86
Difference -0.37 -0.80 -0.97 0.57 0.30 1.13
Total Domestic Equity 4.09 (56)1.78 (53)9.03 (48)14.12 (43)10.27 (52)7.17 (41)11/01/2000
Total Domestic Equity Policy 4.10 (55)1.74 (53)8.98 (48)14.02 (46)10.19 (54)5.97 (93)
Difference -0.01 0.04 0.05 0.10 0.08 1.20
IM U.S. Large Cap Core Equity (SA+CF) Median 4.23 1.89 8.85 13.70 10.31 6.84
Total International Equity 2.47 (46)-2.95 (60)-1.46 (52)12.80 (6)4.42 (20)6.38 (49)11/01/2000
MSCI EAFE Index 3.97 (14)0.18 (34)1.60 (34)9.65 (33)2.74 (42)4.48 (98)
Difference -1.50 -3.13 -3.06 3.15 1.68 1.90
IM International Large Cap Value Equity (SA+CF) Median 2.33 -2.09 -1.33 8.33 2.17 6.24
Total Fixed Income 2.32 6.51 7.48 4.39 3.70 5.03 11/01/2000
Total Fixed Policy 2.39 6.61 6.73 2.03 2.46 4.56
Difference -0.07 -0.10 0.75 2.36 1.24 0.47
Total Domestic Fixed Income 2.69 (16)6.41 (60)6.43 (79)2.36 (47)2.57 (62)4.62 (54)11/01/2000
Total Domestic Fixed Policy 2.39 (68)6.61 (39)6.73 (63)2.03 (85)2.46 (78)4.56 (66)
Difference 0.30 -0.20 -0.30 0.33 0.11 0.06
IM U.S. Intermediate Duration (SA+CF) Median 2.51 6.48 6.88 2.33 2.67 4.67
Comparative Performance Trailing Returns
Total Fund
As of June 30, 2019
Returns for periods greater than one year are annualized. Returns are expressed as percentages.
10/1/2007 inception date represents the date new managers were hired. Total Fund Policy represents new policy beginning 10/1/2009. Old policy geometrically linked to new policy. See benchmark history for details.
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst. Crescent presented on IRR page.18
Comparative Performance Trailing Returns
Total Fund
As of June 30, 2019
QTR FYTD 1 YR 3 YR 5 YR Inception Inception
Date
Total Global FI 3.59 (37)8.23 (12)10.43 (2)N/A N/A 7.47 (2)04/01/2018
Blmbg. Barc. Global Credit (Hedged)3.60 (36)8.27 (12)9.32 (5)4.65 (9)4.35 (1)7.02 (3)
Difference -0.01 -0.04 1.11 N/A N/A 0.45
IM Global Fixed Income (MF) Median 3.37 6.51 6.42 2.56 1.51 3.16
Total Real Estate 1.48 (46)5.53 (45)8.05 (32)9.65 (27)11.06 (41)6.28 (18)10/01/2007
NCREIF Fund Index-ODCE (VW)0.99 (90)4.22 (90)6.40 (91)7.57 (78)9.76 (64)5.38 (57)
Difference 0.49 1.31 1.65 2.08 1.30 0.90
IM U.S. Open End Private Real Estate (SA+CF) Median 1.47 5.28 7.59 8.43 10.69 5.50
Returns for periods greater than one year are annualized. Returns are expressed as percentages.
10/1/2007 inception date represents the date new managers were hired. Total Fund Policy represents new policy beginning 10/1/2009. Old policy geometrically linked to new policy. See benchmark history for details.
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst. Crescent presented on IRR page.19
Comparative Performance Trailing Returns
Total Fund
As of June 30, 2019
QTR FYTD 1 YR 3 YR 5 YR Inception Inception
Date
Vanguard Total Stock Market (VITSX)4.09 (42)1.78 (35)9.00 (26)14.04 (19)10.18 (10)13.01 (11)03/01/2013
Vanguard Total Stock Market Index Hybrid 4.08 (43)1.79 (34)9.00 (27)14.04 (19)10.18 (10)13.03 (10)
Difference 0.01 -0.01 0.00 0.00 0.00 -0.02
IM U.S. Multi-Cap Core Equity (MF) Median 3.88 0.47 6.33 12.40 8.12 11.47
RBC Global (Voyageur)2.47 (46)-2.95 (60)-1.46 (52)12.80 (6)4.42 (20)4.25 (12)11/01/2007
MSCI EAFE Index 3.97 (14)0.18 (34)1.60 (34)9.65 (33)2.74 (42)1.52 (63)
Difference -1.50 -3.13 -3.06 3.15 1.68 2.73
IM International Large Cap Value Equity (SA+CF) Median 2.33 -2.09 -1.33 8.33 2.17 2.49
Galliard Core Fixed Income 2.72 (13)6.94 (12)7.26 (20)2.36 (47)2.85 (26)3.91 (66)10/01/2007
Bloomberg Barclays Intermed Aggregate Index 2.39 (68)6.61 (39)6.73 (63)2.03 (85)2.46 (78)3.73 (84)
Difference 0.33 0.33 0.53 0.33 0.39 0.18
IM U.S. Intermediate Duration (SA+CF) Median 2.51 6.48 6.88 2.33 2.67 4.08
Galliard TIPS 2.49 (86)5.08 (86)4.66 (73)1.93 (97)1.49 (88)3.19 (100)10/01/2007
Blmbg. Barc. U.S. TIPS 1-10 Year 2.53 (73)5.11 (81)4.67 (66)1.93 (97)1.42 (96)3.24 (100)
Difference -0.04 -0.03 -0.01 0.00 0.07 -0.05
IM U.S. TIPS (SA+CF) Median 2.83 5.63 4.82 2.16 1.77 3.92
Vanguard Inflation-Protected Secs (VAIPX)2.79 (17)5.54 (17)4.70 (20)N/A N/A 2.96 (27)01/01/2017
Bloomberg Barclays U.S. TIPS Index 2.86 (11)5.70 (11)4.84 (13)2.08 (31)1.76 (12)3.11 (16)
Difference -0.07 -0.16 -0.14 N/A N/A -0.15
IM U.S. TIPS (MF) Median 2.50 4.83 4.09 1.84 1.14 2.55
Vanguard Short Term Bond Index (VSCSX)1.75 (57)5.46 (18)6.16 (13)2.43 (21)N/A 2.58 (15)01/01/2015
Blmbg. Barc. U.S. Corporate 1-5 Year Index 2.09 (20)5.55 (14)6.30 (8)2.65 (12)2.52 (4)2.74 (8)
Difference -0.34 -0.09 -0.14 -0.22 N/A -0.16
IM U.S. Intermediate Investment Grade (MF) Median 1.79 4.72 4.97 1.86 1.71 1.89
PIMCO Diversified Income Fund Instl (PDIIX)3.59 (37)8.22 (12)10.43 (2)N/A N/A 7.46 (2)04/01/2018
Blmbg. Barc. Global Credit (Hedged)3.60 (36)8.27 (12)9.32 (5)4.65 (9)4.35 (1)7.02 (3)
Difference -0.01 -0.05 1.11 N/A N/A 0.44
IM Global Fixed Income (MF) Median 3.37 6.51 6.42 2.56 1.51 3.16
American Core Realty Fund 1.53 (32)5.29 (50)7.60 (50)7.74 (77)9.55 (76)5.20 (73)10/01/2007
American Core Realty Policy 1.35 (67)4.73 (84)6.91 (84)7.88 (74)10.03 (61)7.17 (1)
Difference 0.18 0.56 0.69 -0.14 -0.48 -1.97
IM U.S. Open End Private Real Estate (SA+CF) Median 1.47 5.28 7.59 8.43 10.69 5.50
Intercontinental 1.45 (57)5.67 (33)8.33 (28)11.00 (6)12.02 (28)13.41 (34)10/01/2010
NCREIF Fund Index-ODCE 0.99 (90)4.22 (90)6.40 (91)7.57 (78)9.76 (64)11.48 (76)
Difference 0.46 1.45 1.93 3.43 2.26 1.93
IM U.S. Open End Private Real Estate (SA+CF) Median 1.47 5.28 7.59 8.43 10.69 12.35
Returns for periods greater than one year are annualized. Returns are expressed as percentages.
10/1/2007 inception date represents the date new managers were hired. Total Fund Policy represents new policy beginning 10/1/2009. Old policy geometrically linked to new policy. See benchmark history for details.
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst. Crescent presented on IRR page.20
Comparative Performance - IRR
QTR 1 YR 3 YR 5 YR Inception Inception
Date
Crescent Direct Lending Fund 0.00 6.25 8.03 N/A 7.71 10/14/2014
Crescent Direct Lending II Fund 0.00 7.84 N/A N/A 8.89 03/13/2018
Comparative Performance - IRR
As of June 30, 2019
21
Comparative Performance Fiscal Year Returns
FYTD
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
Oct-2011
To
Sep-2012
Oct-2010
To
Sep-2011
Oct-2009
To
Sep-2010
Oct-2008
To
Sep-2009
Total Fund (Net)2.08 (89)11.28 (2)14.16 (12)11.15 (17)0.33 (25)11.85 (15)15.72 (7)18.95 (26)-1.17 (85)10.67 (32)0.70 (63)
Total Fund Policy 3.40 (51)9.81 (10)12.89 (30)10.64 (26)0.55 (21)11.38 (23)15.00 (10)19.61 (17)2.51 (20)9.13 (70)0.33 (67)
Difference -1.32 1.47 1.27 0.51 -0.22 0.47 0.72 -0.66 -3.68 1.54 0.37
All Public Plans-Total Fund Median 3.40 7.10 11.84 9.74 -0.78 9.93 12.08 17.67 0.69 9.90 1.44
Total Fund (New Mgrs) (Net)2.08 (89)11.28 (2)14.16 (12)11.15 (17)0.33 (25)11.85 (15)15.72 (7)18.95 (26)-1.17 (85)10.66 (32)0.68 (63)
Total Fund Policy 3.40 (51)9.81 (10)12.89 (30)10.64 (26)0.55 (21)11.38 (23)15.00 (10)19.61 (17)2.51 (20)9.13 (70)0.33 (67)
Difference -1.32 1.47 1.27 0.51 -0.22 0.47 0.72 -0.66 -3.68 1.53 0.35
All Public Plans-Total Fund Median 3.40 7.10 11.84 9.74 -0.78 9.93 12.08 17.67 0.69 9.90 1.44
Total Fund (Gross)2.32 (85)11.63 (2)14.52 (9)11.51 (13)0.63 (20)12.21 (11)16.33 (5)19.81 (14)-0.45 (75)11.40 (19)1.43 (51)
Total Fund Policy 3.40 (51)9.81 (10)12.89 (30)10.64 (26)0.55 (21)11.38 (23)15.00 (10)19.61 (17)2.51 (20)9.13 (70)0.33 (67)
Difference -1.08 1.82 1.63 0.87 0.08 0.83 1.33 0.20 -2.96 2.27 1.10
All Public Plans-Total Fund Median 3.40 7.10 11.84 9.74 -0.78 9.93 12.08 17.67 0.69 9.90 1.44
Total Fund (New Mgrs) (Gross)2.32 (85)11.63 (2)14.52 (9)11.51 (13)0.63 (20)12.21 (11)16.33 (5)19.81 (14)-0.45 (75)11.40 (19)1.39 (52)
Total Fund Policy 3.40 (51)9.81 (10)12.89 (30)10.64 (26)0.55 (21)11.38 (23)15.00 (10)19.61 (17)2.51 (20)9.13 (70)0.33 (67)
Difference -1.08 1.82 1.63 0.87 0.08 0.83 1.33 0.20 -2.96 2.27 1.06
All Public Plans-Total Fund Median 3.40 7.10 11.84 9.74 -0.78 9.93 12.08 17.67 0.69 9.90 1.44
Total Equity 0.61 15.01 19.50 14.20 -1.52 15.46 23.09 27.08 -4.58 13.61 -1.09
Total Equity Policy 1.41 14.18 19.00 13.13 -2.28 14.65 22.30 26.46 -1.66 9.34 -6.91
Difference -0.80 0.83 0.50 1.07 0.76 0.81 0.79 0.62 -2.92 4.27 5.82
Total Domestic Equity 1.78 (53)17.88 (41)18.64 (52)15.21 (25)-0.59 (62)17.58 (69)21.85 (34)27.76 (61)-3.30 (90)14.19 (9)-4.29 (38)
Total Domestic Equity Policy 1.74 (53)17.58 (46)18.71 (51)14.96 (29)-0.49 (61)17.76 (67)21.60 (37)30.20 (44)0.55 (58)10.96 (32)-6.91 (64)
Difference 0.04 0.30 -0.07 0.25 -0.10 -0.18 0.25 -2.44 -3.85 3.23 2.62
IM U.S. Large Cap Core Equity (SA+CF) Median 1.89 17.31 18.74 13.26 0.09 19.21 20.66 29.63 1.16 9.53 -5.79
Total International Equity -2.95 (60)6.76 (5)22.69 (36)10.74 (29)-4.36 (19)10.08 (8)27.54 (18)24.74 (3)-8.75 (53)11.69 (15)11.87 (19)
MSCI EAFE Index 0.18 (34)3.25 (28)19.65 (55)7.06 (61)-8.27 (42)4.70 (63)24.29 (40)14.33 (57)-8.94 (55)3.71 (66)3.80 (66)
Difference -3.13 3.51 3.04 3.68 3.91 5.38 3.25 10.41 0.19 7.98 8.07
IM International Large Cap Value Equity (SA+CF) Median -2.09 1.44 20.70 8.41 -9.45 5.75 22.93 15.45 -8.62 5.00 6.49
Total Fixed Income 6.51 2.41 3.59 4.93 1.40 3.23 -0.59 6.34 4.67 9.27 10.53
Total Fixed Policy 6.61 -0.93 0.25 3.57 2.95 2.74 -0.71 4.31 4.22 7.52 9.69
Difference -0.10 3.34 3.34 1.36 -1.55 0.49 0.12 2.03 0.45 1.75 0.84
Comparative Performance Fiscal Year Returns
Total Fund
As of June 30, 2019
Returns for periods greater than one year are annualized. Returns are expressed as percentages.
10/1/2007 inception date represents the date new managers were hired. Total Fund Policy represents new policy beginning 10/1/2009. Old policy geometrically linked to new policy. See benchmark history for details. Intercontinental Returns are preliminary
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst 22
Comparative Performance Fiscal Year Returns
Total Fund
As of June 30, 2019
FYTD
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
Oct-2011
To
Sep-2012
Oct-2010
To
Sep-2011
Oct-2009
To
Sep-2010
Oct-2008
To
Sep-2009
Total Domestic Fixed Income 6.41 (60)-0.21 (34)0.61 (60)4.21 (31)2.31 (73)2.61 (63)-1.30 (95)5.88 (43)4.67 (13)9.27 (22)10.53 (70)
Total Domestic Fixed Policy 6.61 (39)-0.93 (96)0.25 (87)3.57 (73)2.95 (32)2.74 (58)-0.71 (77)4.31 (84)4.22 (23)7.52 (77)9.69 (81)
Difference -0.20 0.72 0.36 0.64 -0.64 -0.13 -0.59 1.57 0.45 1.75 0.84
IM U.S. Intermediate Duration (SA+CF) Median 6.48 -0.38 0.69 3.90 2.70 2.88 -0.27 5.56 3.61 8.25 11.53
Total Global Fixed Income N/A N/A N/A 0.81 (100)-7.63 (93)6.31 (12)3.53 (2)N/A N/A N/A N/A
Total Global Fixed Income Policy 7.22 (35)-1.54 (55)-2.69 (94)9.71 (20)-3.83 (50)-0.07 (96)-4.60 (82)N/A N/A N/A N/A
Difference N/A N/A N/A -8.90 -3.80 6.38 8.13 N/A N/A N/A N/A
IM Global Fixed Income (MF) Median 6.51 -1.29 1.02 7.42 -3.85 3.37 -1.81 7.17 1.74 7.68 13.54
Total Global FI 8.23 (12)N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Blmbg. Barc. Global Credit (Hedged)8.27 (12)0.39 (17)3.04 (27)9.19 (25)0.86 (18)6.83 (9)1.46 (8)11.61 (5)1.69 (53)11.05 (28)15.99 (27)
Difference -0.04 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
IM Global Fixed Income (MF) Median 6.51 -1.29 1.02 7.42 -3.85 3.37 -1.81 7.17 1.74 7.68 13.54
Total Real Estate 5.53 (45)10.25 (26)10.01 (19)11.44 (49)14.27 (67)13.47 (38)16.42 (19)12.81 (51)15.82 (72)2.71 (77)-32.42 (32)
NCREIF Fund Index-ODCE 4.22 (90)8.68 (63)7.66 (62)10.08 (83)14.93 (61)12.40 (68)13.04 (53)11.61 (64)18.27 (43)6.97 (43)-35.19 (49)
Difference 1.31 1.57 2.35 1.36 -0.66 1.07 3.38 1.20 -2.45 -4.26 2.77
IM U.S. Open End Private Real Estate (SA+CF) Median 5.28 9.04 8.29 11.32 15.45 12.78 13.18 12.87 16.96 6.43 -35.32
Returns for periods greater than one year are annualized. Returns are expressed as percentages.
10/1/2007 inception date represents the date new managers were hired. Total Fund Policy represents new policy beginning 10/1/2009. Old policy geometrically linked to new policy. See benchmark history for details. Intercontinental Returns are preliminary
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst 23
Comparative Performance Fiscal Year Returns
Total Fund
As of June 30, 2019
FYTD
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
Oct-2011
To
Sep-2012
Oct-2010
To
Sep-2011
Oct-2009
To
Sep-2010
Oct-2008
To
Sep-2009
Lateef Asset Mgmt.Equity N/A N/A N/A N/A N/A N/A N/A 33.21 (8)-1.17 (76)11.93 (44)0.53 (23)
Russell 1000 Growth Index 2.19 (64)26.30 (37)21.94 (37)13.76 (23)3.17 (55)19.15 (40)19.27 (63)29.19 (39)3.78 (30)12.65 (35)-1.85 (37)
Difference N/A N/A N/A N/A N/A N/A N/A 4.02 -4.95 -0.72 2.38
IM U.S. Large Cap Growth Equity (SA+CF) Median 3.67 24.44 20.81 11.69 3.60 18.19 20.25 27.65 1.38 11.27 -3.00
RBC Global (Voyageur)-2.95 (60)6.76 (5)22.69 (36)10.74 (29)-4.36 (19)10.08 (8)27.54 (18)24.74 (3)-8.75 (53)11.69 (15)11.87 (19)
MSCI EAFE Index 0.18 (34)3.25 (28)19.65 (55)7.06 (61)-8.27 (42)4.70 (63)24.29 (40)14.33 (57)-8.94 (55)3.71 (66)3.80 (66)
Difference -3.13 3.51 3.04 3.68 3.91 5.38 3.25 10.41 0.19 7.98 8.07
IM International Large Cap Value Equity (SA+CF) Median -2.09 1.44 20.70 8.41 -9.45 5.75 22.93 15.45 -8.62 5.00 6.49
Vanguard Total Stock Market (VITSX)1.78 (35)17.62 (19)18.64 (38)15.00 (16)-0.59 (35)17.77 (32)N/A N/A N/A N/A N/A
Vanguard Total Stock Market Index Hybrid 1.79 (34)17.62 (19)18.64 (38)14.99 (16)-0.55 (34)17.77 (32)21.60 (59)30.28 (16)0.71 (26)11.16 (26)-6.03 (54)
Difference -0.01 0.00 0.00 0.01 -0.04 0.00 N/A N/A N/A N/A N/A
IM U.S. Multi-Cap Core Equity (MF) Median 0.47 14.74 17.59 11.75 -1.81 16.34 22.72 27.01 -1.53 9.27 -5.60
Galliard Core Fixed Income 6.94 (12)-0.43 (57)0.44 (73)4.36 (25)3.04 (26)3.15 (38)-0.64 (74)5.82 (45)4.16 (27)9.63 (17)12.08 (38)
Bloomberg Barclays Intermed Aggregate Index 6.61 (39)-0.93 (96)0.25 (87)3.57 (73)2.95 (32)2.74 (58)-0.71 (77)4.31 (84)4.22 (23)7.52 (77)9.69 (81)
Difference 0.33 0.50 0.19 0.79 0.09 0.41 0.07 1.51 -0.06 2.11 2.39
IM U.S. Intermediate Duration (SA+CF) Median 6.48 -0.38 0.69 3.90 2.70 2.88 -0.27 5.56 3.61 8.25 11.53
Galliard TIPS 5.08 0.39 -0.23 4.75 -0.38 0.59 -3.71 6.01 6.73 7.28 3.97
Blmbg. Barc. U.S. TIPS 1-10 Year 5.11 0.33 -0.14 4.83 -0.82 0.61 -3.90 6.32 7.19 7.40 4.02
Difference -0.03 0.06 -0.09 -0.08 0.44 -0.02 0.19 -0.31 -0.46 -0.12 -0.05
Templeton Global Bond Fund (FBNRX)N/A N/A N/A 0.83 -7.63 6.33 3.54 N/A N/A N/A N/A
FTSE World Government Bond Index 7.22 -1.54 -2.69 9.71 -3.83 -0.07 -4.60 3.29 4.61 4.99 13.78
Difference N/A N/A N/A -8.88 -3.80 6.40 8.14 N/A N/A N/A N/A
PIMCO Diversified Income Fund Instl (PDIIX)8.22 (12)N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Blmbg. Barc. Global Credit (Hedged)8.27 (12)0.39 (17)3.04 (27)9.19 (25)0.86 (18)6.83 (9)1.46 (8)11.61 (5)1.69 (53)11.05 (28)15.99 (27)
Difference -0.05 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
IM Global Fixed Income (MF) Median 6.51 -1.29 1.02 7.42 -3.85 3.37 -1.81 7.17 1.74 7.68 13.54
Vanguard Inflation-Protected Secs (VAIPX)5.54 (17)0.23 (55)N/A N/A N/A N/A N/A N/A N/A N/A N/A
Bloomberg Barclays U.S. TIPS Index 5.70 (11)0.41 (40)-0.73 (61)6.58 (27)-0.83 (7)1.59 (19)-6.10 (46)9.10 (19)9.87 (6)8.89 (43)5.67 (41)
Difference -0.16 -0.18 N/A N/A N/A N/A N/A N/A N/A N/A N/A
IM U.S. TIPS (MF) Median 4.83 0.29 -0.43 5.77 -1.90 0.95 -6.17 8.21 8.10 8.72 5.16
Vanguard Short Term Bond Index (VSCSX)5.46 (18)-0.14 (41)1.55 (27)3.40 (20)N/A N/A N/A N/A N/A N/A N/A
Blmbg. Barc. U.S. Corporate 1-5 Year Index 5.55 (14)0.11 (28)1.82 (20)3.33 (21)1.98 (8)2.46 (25)1.47 (16)6.29 (29)1.83 (58)8.25 (37)16.02 (2)
Difference -0.09 -0.25 -0.27 0.07 N/A N/A N/A N/A N/A N/A N/A
IM U.S. Intermediate Investment Grade (MF) Median 4.72 -0.38 0.85 2.56 1.21 1.64 -0.52 4.93 1.99 7.52 10.46
Returns for periods greater than one year are annualized. Returns are expressed as percentages.
10/1/2007 inception date represents the date new managers were hired. Total Fund Policy represents new policy beginning 10/1/2009. Old policy geometrically linked to new policy. See benchmark history for details. Intercontinental Returns are preliminary
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst 24
Comparative Performance Fiscal Year Returns
Total Fund
As of June 30, 2019
FYTD
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
Oct-2011
To
Sep-2012
Oct-2010
To
Sep-2011
Oct-2009
To
Sep-2010
Oct-2008
To
Sep-2009
American Core Realty Fund 5.29 (50)8.50 (66)7.52 (67)9.04 (97)13.98 (69)12.49 (64)12.27 (70)11.56 (65)16.11 (66)2.71 (77)-32.42 (32)
American Core Realty Policy 4.73 (84)8.82 (59)7.81 (60)10.62 (69)14.71 (62)12.39 (68)12.47 (67)11.77 (63)18.03 (44)5.84 (56)-22.09 (5)
Difference 0.56 -0.32 -0.29 -1.58 -0.73 0.10 -0.20 -0.21 -1.92 -3.13 -10.33
IM U.S. Open End Private Real Estate (SA+CF) Median 5.28 9.04 8.29 11.32 15.45 12.78 13.18 12.87 16.96 6.43 -35.32
Intercontinental 5.67 (33)11.40 (8)11.82 (7)13.30 (23)13.96 (69)14.10 (30)18.21 (10)13.38 (40)15.68 (73)N/A N/A
NCREIF Fund Index-ODCE 4.22 (90)8.68 (63)7.66 (62)10.08 (83)14.93 (61)12.40 (68)13.04 (53)11.61 (64)18.27 (43)6.97 (43)-35.19 (49)
Difference 1.45 2.72 4.16 3.22 -0.97 1.70 5.17 1.77 -2.59 N/A N/A
IM U.S. Open End Private Real Estate (SA+CF) Median 5.28 9.04 8.29 11.32 15.45 12.78 13.18 12.87 16.96 6.43 -35.32
Returns for periods greater than one year are annualized. Returns are expressed as percentages.
10/1/2007 inception date represents the date new managers were hired. Total Fund Policy represents new policy beginning 10/1/2009. Old policy geometrically linked to new policy. See benchmark history for details. Intercontinental Returns are preliminary
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst 25
Plan Sponsor Peer Group Analysis - All Public Plans-Total Fund
Comparative Performance
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Total Fund Portfolio 3.13 (60)2.32 (85)6.68 (37)8.90 (4)10.94 (2)8.59 (1)7.76 (1)
Total Fund Policy 3.40 (30)3.40 (51)7.50 (16)8.40 (8)9.88 (12)7.84 (5)7.22 (5)
Median 3.23 3.40 6.33 7.22 8.90 6.73 5.93
-8.00
-4.00
0.00
4.00
8.00
12.00
16.00
20.00
ReturnOct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
Total Fund Portfolio 11.63 (2)14.52 (9)11.51 (13)0.63 (20)12.21 (11)16.33 (5)
Total Fund Policy 9.81 (10)12.89 (30)10.64 (26)0.55 (21)11.38 (23)15.00 (10)
Median 7.10 11.84 9.74 -0.78 9.93 12.08
1 QtrEndingMar-2019
1 QtrEndingDec-2018
1 QtrEndingSep-2018
1 QtrEndingJun-2018
1 QtrEndingMar-2018
1 QtrEndingDec-2017
Total Fund Portfolio 9.36 (21)-9.28 (89)4.26 (4)2.57 (4)-0.15 (40)4.54 (7)
Total Fund Policy 9.33 (22)-8.53 (75)3.96 (7)2.07 (11)-0.57 (66)4.07 (22)
All Public Plans-Total Fund Median 8.38 -7.55 2.58 1.03 -0.32 3.61
As of June 30, 2019
Performance Review
Total Fund Portfolio
NONE
26
Peer Group Scattergram - 3 Years
3 Yr Rolling Under/Over Performance - 5 Years
Peer Group Scattergram - 5 Years
3 Yr Rolling Percentile Ranking - 5 Years
Historical Statistics - 3 Years
Historical Statistics - 5 Years
Over Performance Earliest Date Latest Date
4.0
8.0
12.0
16.0
20.0
Total Fund Portfolio (%)4.0 8.0 12.0 16.0 20.0
Total Fund Policy (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank9/14 3/15 9/15 3/16 9/16 3/17 9/17 3/18 9/18 6/19
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
Total Fund Portfolio 20 20 (100%)0 (0%)0 (0%)0 (0%)
Total Fund Policy 20 20 (100%)0 (0%)0 (0%)0 (0%)
8.04
8.71
9.38
10.05
10.72
11.39
Return (%)7.03 7.22 7.41 7.60 7.79 7.98 8.17 8.36 8.55
Risk (Standard Deviation %)
Return StandardDeviation
Total Fund Portfolio 10.94 8.35
Total Fund Policy 9.88 7.94
Median 8.90 7.35¾
5.40
6.00
6.60
7.20
7.80
8.40
Return (%)6.4 6.6 6.8 7.0 7.2 7.4 7.6
Risk (Standard Deviation %)
Return StandardDeviation
Total Fund Portfolio 7.76 7.45
Total Fund Policy 7.22 7.08
Median 5.93 6.73¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
Total Fund Portfolio 0.91 108.73 103.63 0.56 1.12 1.13 1.05 5.36
Total Fund Policy 0.00 100.00 100.00 0.00 N/A 1.06 1.00 4.93
90 Day U.S. Treasury Bill 8.00 8.20 -10.09 1.42 -1.06 N/A -0.01 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
Total Fund Portfolio 0.85 106.78 105.40 0.20 0.63 0.94 1.05 4.67
Total Fund Policy 0.00 100.00 100.00 0.00 N/A 0.91 1.00 4.36
90 Day U.S. Treasury Bill 7.05 6.50 -6.60 0.81 -0.91 N/A 0.01 0.00
As of June 30, 2019
Performance Review
Total Fund Portfolio
NONE
27
Peer Group Analysis - IM U.S. Multi-Cap Core Equity (MF)
Comparative Performance
-12.00
-8.00
-4.00
0.00
4.00
8.00
12.00
16.00
20.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Vanguard Total Stock Market (VITSX) 4.09 (42)1.78 (35)9.00 (26)11.87 (18)14.04 (19)10.94 (9)10.18 (10)
Vanguard Total Stock Market Index Hybrid 4.08 (43)1.79 (34)9.00 (27)11.88 (18)14.04 (19)10.94 (9)10.18 (10)
Median 3.88 0.47 6.33 9.81 12.40 8.65 8.12
-20.00
-12.00
-4.00
4.00
12.00
20.00
28.00
36.00
44.00
ReturnOct-
2017
To
Sep-
2018
Oct-
2016
To
Sep-
2017
Oct-
2015
To
Sep-
2016
Oct-
2014
To
Sep-
2015
Oct-
2013
To
Sep-
2014
Oct-
2012
To
Sep-
2013
Vanguard Total Stock Market (VITSX)17.62 (19)18.64 (38)15.00 (16)-0.59 (35)17.77 (32)N/A
Vanguard Total Stock Market Index Hybrid17.62 (19)18.64 (38)14.99 (16)-0.55 (34)17.77 (32)21.60 (59)
Median 14.74 17.59 11.75 -1.81 16.34 22.72
1 QtrEndingMar-2019
1 QtrEndingDec-2018
1 QtrEndingSep-2018
1 QtrEndingJun-2018
1 QtrEndingMar-2018
1 QtrEndingDec-2017
Vanguard Total Stock Market (VITSX)14.04 (31)-14.26 (47)7.09 (23)3.91 (18)-0.60 (48)6.34 (42)
Vanguard Total Stock Market Index Hybrid 14.06 (31)-14.26 (47)7.08 (24)3.91 (17)-0.60 (48)6.34 (41)
IM U.S. Multi-Cap Core Equity (MF) Median 13.30 -14.37 5.83 2.65 -0.62 6.10
Performance Review
As of June 30, 2019
Vanguard Total Stock Market (VITSX)
NONE
28
Peer Group Scattergram - 3 Years
3 Yr Rolling Under/Over Performance - 5 Years
Peer Group Scattergram - 5 Years
3 Yr Rolling Percentile Ranking - 5 Years
Historical Statistics - 3 Years
Historical Statistics - 5 Years
Under Performance Earliest Date Latest Date
6.0
9.0
12.0
15.0
18.0
21.0
Vanguard Total Stock Market (VITSX) (%)6.0 9.0 12.0 15.0 18.0 21.0
Vanguard Total Stock Market Index Hybrid (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank9/14 3/15 9/15 3/16 9/16 3/17 9/17 3/18 9/18 6/19
Total
Period
5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
Vanguard Total Stock Market (VITSX) 14 13 (93%)1 (7%)0 (0%)0 (0%)
Vanguard Total Stock Market Index Hybrid 20 13 (65%)7 (35%)0 (0%)0 (0%)
11.88
12.42
12.96
13.50
14.04
14.58
Return (%)12.32 12.36 12.40 12.44 12.48 12.52 12.56 12.60
Risk (Standard Deviation %)
Return StandardDeviation
Vanguard Total Stock Market (VITSX)14.04 12.36
Vanguard Total Stock Market Index Hybrid 14.04 12.36
Median 12.40 12.53¾
7.48
8.16
8.84
9.52
10.20
10.88
Return (%)12.15 12.20 12.25 12.30 12.35 12.40 12.45
Risk (Standard Deviation %)
Return StandardDeviation
Vanguard Total Stock Market (VITSX)10.18 12.22
Vanguard Total Stock Market Index Hybrid 10.18 12.22
Median 8.12 12.40¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
Vanguard Total Stock Market (VITSX)0.03 99.99 99.98 0.00 -0.02 1.02 1.00 8.27
Vanguard Total Stock Market Index Hybrid 0.00 100.00 100.00 0.00 N/A 1.02 1.00 8.27
90 Day U.S. Treasury Bill 12.38 4.45 -2.69 1.38 -1.02 N/A 0.00 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
Vanguard Total Stock Market (VITSX)0.03 99.97 100.00 -0.01 -0.17 0.79 1.00 7.82
Vanguard Total Stock Market Index Hybrid 0.00 100.00 100.00 0.00 N/A 0.79 1.00 7.82
90 Day U.S. Treasury Bill 12.21 3.03 -1.61 0.84 -0.79 N/A 0.00 0.01
Performance Review
As of June 30, 2019
Vanguard Total Stock Market (VITSX)
NONE
29
Peer Group Analysis - IM International Large Cap Value Equity (SA+CF)
Comparative Performance
-16.00
-12.00
-8.00
-4.00
0.00
4.00
8.00
12.00
16.00
20.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
RBC Global (Voyageur) 2.47 (46)-2.95 (60)-1.46 (52)5.06 (14)12.80 (6)6.03 (20)4.42 (20)
MSCI EAFE Index 3.97 (14)0.18 (34)1.60 (34)4.45 (24)9.65 (33)4.45 (37)2.74 (42)
Median 2.33 -2.09 -1.33 2.94 8.33 3.69 2.17
-28.00
-20.00
-12.00
-4.00
4.00
12.00
20.00
28.00
36.00
44.00
ReturnOct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
RBC Global (Voyageur) 6.76 (5)22.69 (36)10.74 (29)-4.36 (19)10.08 (8)27.54 (18)
MSCI EAFE Index 3.25 (28)19.65 (55)7.06 (61)-8.27 (42)4.70 (63)24.29 (40)
Median 1.44 20.70 8.41 -9.45 5.75 22.93
1 QtrEndingMar-2019
1 QtrEndingDec-2018
1 QtrEndingSep-2018
1 QtrEndingJun-2018
1 QtrEndingMar-2018
1 QtrEndingDec-2017
RBC Global (Voyageur)10.23 (33)-14.08 (73)1.54 (31)1.35 (3)-1.41 (58)5.22 (27)
MSCI EAFE Index 10.13 (35)-12.50 (45)1.42 (33)-0.97 (17)-1.41 (58)4.27 (51)
IM International Large Cap Value Equity (SA+CF) Median 9.44 -12.88 0.88 -2.19 -1.26 4.27
Performance Review
As of June 30, 2019
RBC Global (Voyageur)
NONE
30
Peer Group Scattergram - 3 Years
3 Yr Rolling Under/Over Performance - 5 Years
Peer Group Scattergram - 5 Years
3 Yr Rolling Percentile Ranking - 5 Years
Historical Statistics - 3 Years
Historical Statistics - 5 Years
Over Performance Earliest Date Latest Date
-8.0
0.0
8.0
16.0
24.0
32.0
RBC Global (Voyageur) (%)-8.0 0.0 8.0 16.0 24.0 32.0
MSCI EAFE Index (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank9/14 3/15 9/15 3/16 9/16 3/17 9/17 3/18 9/18 6/19
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
RBC Global (Voyageur) 20 17 (85%)3 (15%)0 (0%)0 (0%)
MSCI EAFE Index 20 0 (0%)10 (50%)10 (50%)0 (0%)
6.00
8.00
10.00
12.00
14.00
Return (%)10.25 10.66 11.07 11.48 11.89 12.30 12.71 13.12
Risk (Standard Deviation %)
Return StandardDeviation
RBC Global (Voyageur)12.80 12.69
MSCI EAFE Index 9.65 10.92
Median 8.33 11.72¾
1.52
2.28
3.04
3.80
4.56
5.32
Return (%)11.76 12.04 12.32 12.60 12.88 13.16 13.44 13.72
Risk (Standard Deviation %)
Return StandardDeviation
RBC Global (Voyageur)4.42 13.45
MSCI EAFE Index 2.74 12.19
Median 2.17 12.56¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
RBC Global (Voyageur)4.27 115.90 102.31 2.11 0.72 0.91 1.10 8.04
MSCI EAFE Index 0.00 100.00 100.00 0.00 N/A 0.77 1.00 7.05
90 Day U.S. Treasury Bill 10.96 3.75 -5.22 1.41 -0.77 N/A 0.00 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
RBC Global (Voyageur)4.58 108.50 98.78 1.67 0.39 0.33 1.04 9.09
MSCI EAFE Index 0.00 100.00 100.00 0.00 N/A 0.21 1.00 8.27
90 Day U.S. Treasury Bill 12.18 2.55 -2.39 0.85 -0.21 N/A 0.00 0.01
Performance Review
As of June 30, 2019
RBC Global (Voyageur)
NONE
31
Peer Group Analysis - IM U.S. Intermediate Duration (SA+CF)
Comparative Performance
0.28
1.20
2.12
3.04
3.96
4.88
5.80
6.72
7.64
8.56
9.48
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Galliard Core Fixed Inc 2.72 (13)6.94 (12)7.26 (20)3.59 (21)2.36 (47)3.05 (30)2.85 (26)
Barclays Int Agg Index 2.39 (68)6.61 (39)6.73 (63)3.14 (75)2.03 (85)2.61 (81)2.46 (78)
Median 2.51 6.48 6.88 3.33 2.33 2.89 2.67
-4.00
-2.00
0.00
2.00
4.00
6.00
8.00
ReturnOct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
Galliard Core Fixed Inc -0.43 (57)0.44 (73)4.36 (25)3.04 (26)3.15 (38)-0.64 (74)
Barclays Int Agg Index -0.93 (96)0.25 (87)3.57 (73)2.95 (32)2.74 (58)-0.71 (77)
Median -0.38 0.69 3.90 2.70 2.88 -0.27
1 QtrEndingMar-2019
1 QtrEndingDec-2018
1 QtrEndingSep-2018
1 QtrEndingJun-2018
1 QtrEndingMar-2018
1 QtrEndingDec-2017
Galliard Core Fixed Inc 2.56 (34)1.51 (35)0.30 (66)0.05 (73)-0.90 (53)0.11 (31)
Barclays Int Agg Index 2.28 (71)1.80 (10)0.11 (95)0.09 (61)-1.05 (82)-0.07 (77)
IM U.S. Intermediate Duration (SA+CF) Median 2.45 1.38 0.37 0.12 -0.90 0.02
Performance Review
As of June 30, 2019
Galliard Core Fixed Inc
NONE
32
Peer Group Scattergram - 3 Years
3 Yr Rolling Under/Over Performance - 5 Years
Peer Group Scattergram - 5 Years
3 Yr Rolling Percentile Ranking - 5 Years
Historical Statistics - 3 Years
Historical Statistics - 5 Years
Over Performance Earliest Date Latest Date
0.0
1.0
2.0
3.0
4.0
5.0
Galliard Core Fixed Inc (%)0.0 1.0 2.0 3.0 4.0 5.0
Barclays Int Agg Index (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank9/14 3/15 9/15 3/16 9/16 3/17 9/17 3/18 9/18 6/19
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
Galliard Core Fixed Inc 20 0 (0%)20 (100%)0 (0%)0 (0%)
Barclays Int Agg Index 20 0 (0%)1 (5%)11 (55%)8 (40%)
1.80
2.00
2.20
2.40
2.60
Return (%)2.01 2.04 2.07 2.10 2.13 2.16 2.19 2.22 2.25 2.28
Risk (Standard Deviation %)
Return StandardDeviation
Galliard Core Fixed Inc 2.36 2.16
Barclays Int Agg Index 2.03 2.22
Median 2.33 2.07¾
2.40
2.60
2.80
3.00
Return (%)2.00 2.02 2.04 2.06 2.08 2.10 2.12 2.14 2.16
Risk (Standard Deviation %)
Return StandardDeviation
Galliard Core Fixed Inc 2.85 2.13
Barclays Int Agg Index 2.46 2.12
Median 2.67 2.03¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
Galliard Core Fixed Inc 0.28 103.08 89.77 0.40 1.15 0.49 0.96 1.25
Barclays Int Agg Index 0.00 100.00 100.00 0.00 N/A 0.32 1.00 1.32
90 Day U.S. Treasury Bill 2.12 22.37 -23.13 1.27 -0.32 N/A 0.05 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
Galliard Core Fixed Inc 0.32 105.66 91.60 0.39 1.18 0.95 1.00 1.08
Barclays Int Agg Index 0.00 100.00 100.00 0.00 N/A 0.78 1.00 1.12
90 Day U.S. Treasury Bill 2.07 13.60 -16.26 0.78 -0.78 N/A 0.03 0.01
Performance Review
As of June 30, 2019
Galliard Core Fixed Inc
NONE
33
Peer Group Analysis - IM U.S. TIPS (SA+CF)
Comparative Performance
0.10
0.87
1.64
2.41
3.18
3.95
4.72
5.49
6.26
7.03
7.80
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Galliard TIPS 2.49 (86)5.08 (86)4.66 (73)3.07 (96)1.93 (97)2.31 (90)1.49 (88)
Barclays US TIPS 1-10 Yr 2.53 (73)5.11 (81)4.67 (66)3.05 (96)1.93 (97)2.28 (96)1.42 (96)
Median 2.83 5.63 4.82 3.50 2.16 2.67 1.77
-10.00
-7.00
-4.00
-1.00
2.00
5.00
8.00
11.00
ReturnOct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
Galliard TIPS 0.39 (76)-0.23 (38)4.75 (95)-0.38 (19)0.59 (86)-3.71 (10)
Barclays US TIPS 1-10 Yr 0.33 (91)-0.14 (35)4.83 (95)-0.82 (56)0.61 (81)-3.90 (18)
Median 0.43 -0.52 6.53 -0.79 1.57 -5.73
1 QtrEndingMar-2019
1 QtrEndingDec-2018
1 QtrEndingSep-2018
1 QtrEndingJun-2018
1 QtrEndingMar-2018
1 QtrEndingDec-2017
Galliard TIPS 2.61 (84)-0.08 (23)-0.40 (19)0.63 (81)-0.39 (18)0.55 (89)
Barclays US TIPS 1-10 Yr 2.57 (98)-0.05 (7)-0.42 (23)0.61 (86)-0.40 (18)0.53 (92)
IM U.S. TIPS (SA+CF) Median 3.20 -0.42 -0.77 0.76 -0.73 1.26
Performance Review
As of June 30, 2019
Galliard TIPS
NONE
34
Peer Group Scattergram - 3 Years
3 Yr Rolling Under/Over Performance - 5 Years
Peer Group Scattergram - 5 Years
3 Yr Rolling Percentile Ranking - 5 Years
Historical Statistics - 3 Years
Historical Statistics - 5 Years
Over Performance Under Performance
Earliest Date Latest Date
-4.0
-2.0
0.0
2.0
4.0
Galliard TIPS (%)-4.0 -2.0 0.0 2.0 4.0
Barclays US TIPS 1-10 Yr (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank9/14 3/15 9/15 3/16 9/16 3/17 9/17 3/18 9/18 6/19
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
Galliard TIPS 20 2 (10%)2 (10%)5 (25%)11 (55%)
Barclays US TIPS 1-10 Yr 20 2 (10%)0 (0%)2 (10%)16 (80%)
1.92
2.00
2.08
2.16
2.24
Return (%)2.00 2.20 2.40 2.60 2.80 3.00 3.20
Risk (Standard Deviation %)
Return StandardDeviation
Galliard TIPS 1.93 2.21
Barclays US TIPS 1-10 Yr 1.93 2.16
Median 2.16 2.89¾
1.20
1.40
1.60
1.80
2.00
Return (%)2.55 2.70 2.85 3.00 3.15 3.30 3.45 3.60 3.75
Risk (Standard Deviation %)
Return StandardDeviation
Galliard TIPS 1.49 2.80
Barclays US TIPS 1-10 Yr 1.42 2.70
Median 1.77 3.49¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
Galliard TIPS 0.41 99.96 99.93 -0.02 0.00 0.27 1.01 1.34
Barclays US TIPS 1-10 Yr 0.00 100.00 100.00 0.00 N/A 0.28 1.00 1.33
90 Day U.S. Treasury Bill 2.07 23.16 -17.46 1.28 -0.28 N/A 0.04 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
Galliard TIPS 0.42 99.87 97.28 0.04 0.18 0.25 1.02 1.64
Barclays US TIPS 1-10 Yr 0.00 100.00 100.00 0.00 N/A 0.23 1.00 1.64
90 Day U.S. Treasury Bill 2.65 13.78 -8.25 0.82 -0.23 N/A 0.02 0.01
Performance Review
As of June 30, 2019
Galliard TIPS
NONE
35
Peer Group Analysis - IM U.S. Intermediate Investment Grade (MF)
Comparative Performance
-1.30
-0.36
0.58
1.52
2.46
3.40
4.34
5.28
6.22
7.16
8.10
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
VG ST Bond Index (VSCSX) 1.75 (57)5.46 (18)6.16 (13)2.96 (19)2.43 (21)2.70 (14)N/A
Barclays US Corp 1-5 Yr Index 2.09 (20)5.55 (14)6.30 (8)3.18 (6)2.65 (12)2.83 (7)2.52 (4)
Median 1.79 4.72 4.97 2.42 1.86 1.96 1.71
-4.00
-2.00
0.00
2.00
4.00
6.00
8.00
ReturnOct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
VG ST Bond Index (VSCSX)-0.14 (41)1.55 (27)3.40 (20)N/A N/A N/A
Barclays US Corp 1-5 Yr Index 0.11 (28)1.82 (20)3.33 (21)1.98 (8)2.46 (25)1.47 (16)
Median -0.38 0.85 2.56 1.21 1.64 -0.52
1 QtrEndingMar-2019
1 QtrEndingDec-2018
1 QtrEndingSep-2018
1 QtrEndingJun-2018
1 QtrEndingMar-2018
1 QtrEndingDec-2017
VG ST Bond Index (VSCSX)2.66 (13)0.97 (44)0.67 (15)0.28 (21)-1.03 (91)-0.05 (38)
Barclays US Corp 1-5 Yr Index 2.61 (17)0.76 (54)0.71 (8)0.29 (21)-0.80 (65)-0.09 (43)
IM U.S. Intermediate Investment Grade (MF) Median 1.88 0.80 0.34 0.12 -0.72 -0.13
Performance Review
As of June 30, 2019
VG ST Bond Index (VSCSX)
NONE
36
Peer Group Analysis - IM U.S. TIPS (MF)
Comparative Performance
-2.00
-1.02
-0.04
0.94
1.92
2.90
3.88
4.86
5.84
6.82
7.80
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Vanguard Inflation-Protected Secs (VAIPX) 2.79 (17)5.54 (17)4.70 (20)3.26 (24)N/A N/A N/A
Bloomberg Barclays U.S. TIPS Index 2.86 (11)5.70 (11)4.84 (13)3.47 (11)2.08 (31)2.65 (14)1.76 (12)
Median 2.50 4.83 4.09 2.85 1.84 2.09 1.14
-13.00
-10.00
-7.00
-4.00
-1.00
2.00
5.00
8.00
11.00
14.00
ReturnOct-
2017
To
Sep-
2018
Oct-
2016
To
Sep-
2017
Oct-
2015
To
Sep-
2016
Oct-
2014
To
Sep-
2015
Oct-
2013
To
Sep-
2014
Oct-
2012
To
Sep-
2013
Vanguard Inflation-Protected Secs (VAIPX)0.23 (55)N/A N/A N/A N/A N/A
Bloomberg Barclays U.S. TIPS Index 0.41 (40)-0.73 (61)6.58 (27)-0.83 (7)1.59 (19)-6.10 (46)
Median 0.29 -0.43 5.77 -1.90 0.95 -6.17
1 QtrEndingMar-2019
1 QtrEndingDec-2018
1 QtrEndingSep-2018
1 QtrEndingJun-2018
1 QtrEndingMar-2018
1 QtrEndingDec-2017
Vanguard Inflation-Protected Secs (VAIPX)3.19 (45)-0.50 (30)-0.79 (58)0.84 (19)-0.99 (76)1.19 (44)
Bloomberg Barclays U.S. TIPS Index 3.19 (44)-0.42 (24)-0.82 (60)0.77 (27)-0.79 (54)1.26 (31)
IM U.S. TIPS (MF) Median 3.15 -0.84 -0.72 0.63 -0.75 1.11
Performance Review
As of June 30, 2019
Vanguard Inflation-Protected Secs (VAIPX)
NONE
37
Peer Group Analysis - IM Global Fixed Income (MF)
Comparative Performance
-2.00
0.00
2.00
4.00
6.00
8.00
10.00
12.00
14.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
PIMCO Diversified Income Fund Instl (PDIIX) 3.59 (37)8.22 (12)10.43 (2)N/A N/A N/A N/A
Blmbg. Barc. Global Credit (Hedged) 3.60 (36)8.27 (12)9.32 (5)5.00 (3)4.65 (9)5.06 (2)4.35 (1)
Median 3.37 6.51 6.42 3.41 2.56 3.31 1.51
-16.00
-12.00
-8.00
-4.00
0.00
4.00
8.00
12.00
16.00
ReturnOct-
2017
To
Sep-
2018
Oct-
2016
To
Sep-
2017
Oct-
2015
To
Sep-
2016
Oct-
2014
To
Sep-
2015
Oct-
2013
To
Sep-
2014
Oct-
2012
To
Sep-
2013
PIMCO Diversified Income Fund Instl (PDIIX)N/A N/A N/A N/A N/A N/A
Blmbg. Barc. Global Credit (Hedged)0.39 (17)3.04 (27)9.19 (25)0.86 (18)6.83 (9)1.46 (8)
Median -1.29 1.02 7.42 -3.85 3.37 -1.81
1 QtrEndingMar-2019
1 QtrEndingDec-2018
1 QtrEndingSep-2018
1 QtrEndingJun-2018
1 QtrEndingMar-2018
1 QtrEndingDec-2017
PIMCO Diversified Income Fund Instl (PDIIX)5.81 (1)-1.26 (91)2.03 (1)-0.92 (32)N/A N/A
Blmbg. Barc. Global Credit (Hedged)4.71 (6)-0.19 (66)0.98 (8)-0.44 (13)-1.15 (97)1.02 (18)
IM Global Fixed Income (MF) Median 3.10 0.35 -0.39 -2.29 0.80 0.66
Performance Review
As of June 30, 2019
PIMCO Diversified Income Fund Instl (PDIIX)
NONE
38
Peer Group Analysis - IM U.S. Open End Private Real Estate (SA+CF)
Comparative Performance
-4.00
-1.00
2.00
5.00
8.00
11.00
14.00
17.00
20.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
American Core RE 1.53 (32)5.29 (50)7.60 (50)7.88 (67)7.74 (77)8.46 (77)9.55 (76)
American Core RE Policy 1.35 (67)4.73 (84)6.91 (84)7.76 (73)7.88 (74)8.94 (73)10.03 (61)
Median 1.47 5.28 7.59 8.60 8.43 9.45 10.69
-1.00
2.00
5.00
8.00
11.00
14.00
17.00
20.00
23.00
26.00
ReturnOct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
American Core RE 8.50 (66)7.52 (67)9.04 (97)13.98 (69)12.49 (64)12.27 (70)
American Core RE Policy 8.82 (59)7.81 (60)10.62 (69)14.71 (62)12.39 (68)12.47 (67)
Median 9.04 8.29 11.32 15.45 12.78 13.18
1 QtrEndingMar-2019
1 QtrEndingDec-2018
1 QtrEndingSep-2018
1 QtrEndingJun-2018
1 QtrEndingMar-2018
1 QtrEndingDec-2017
American Core RE 1.74 (76)1.94 (27)2.19 (47)2.09 (66)2.23 (45)1.73 (87)
American Core RE Policy 1.69 (81)1.62 (62)2.09 (54)2.13 (61)2.17 (55)2.15 (57)
IM U.S. Open End Private Real Estate (SA+CF) Median 1.99 1.76 2.10 2.22 2.21 2.25
Performance Review
As of June 30, 2019
American Core RE
NONE
39
Peer Group Scattergram - 3 Years
3 Yr Rolling Under/Over Performance - 5 Years
Peer Group Scattergram - 5 Years
3 Yr Rolling Percentile Ranking - 5 Years
Historical Statistics - 3 Years
Historical Statistics - 5 Years
Under Performance Earliest Date Latest Date
6.0
8.0
10.0
12.0
14.0
16.0
American Core RE (%)6.0 8.0 10.0 12.0 14.0 16.0
American Core RE Policy (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank9/14 3/15 9/15 3/16 9/16 3/17 9/17 3/18 9/18 6/19
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
American Core RE 20 0 (0%)0 (0%)7 (35%)13 (65%)
American Core RE Policy 20 0 (0%)1 (5%)18 (90%)1 (5%)
7.50
7.80
8.10
8.40
8.70
Return (%)0.40 0.60 0.80 1.00 1.20 1.40
Risk (Standard Deviation %)
Return StandardDeviation
American Core RE 7.74 0.60
American Core RE Policy 7.88 0.53
Median 8.43 1.11¾
9.50
9.88
10.26
10.64
11.02
Return (%)1.36 1.44 1.52 1.60 1.68 1.76 1.84 1.92 2.00
Risk (Standard Deviation %)
Return StandardDeviation
American Core RE 9.55 1.68
American Core RE Policy 10.03 1.49
Median 10.69 1.87¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
American Core RE 0.74 98.35 N/A 6.45 -0.17 8.91 0.16 0.00
American Core RE Policy 0.00 100.00 N/A 0.00 N/A 7.72 1.00 0.00
90 Day U.S. Treasury Bill 0.82 17.80 N/A 4.54 -7.72 N/A -0.41 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
American Core RE 1.02 95.36 N/A 0.52 -0.44 4.38 0.90 0.00
American Core RE Policy 0.00 100.00 N/A 0.00 N/A 4.82 1.00 0.00
90 Day U.S. Treasury Bill 1.83 8.77 N/A 2.96 -4.82 N/A -0.21 0.00
Performance Review
As of June 30, 2019
American Core RE
NONE
40
Peer Group Analysis - IM U.S. Open End Private Real Estate (SA+CF)
Comparative Performance
-4.00
-1.00
2.00
5.00
8.00
11.00
14.00
17.00
20.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Intercontinental 1.45 (57)5.67 (33)8.33 (28)9.87 (17)11.00 (6)11.51 (24)12.02 (28)
NCREIF Fund Index 0.99 (90)4.22 (90)6.40 (91)7.42 (76)7.57 (78)8.62 (76)9.76 (64)
Median 1.47 5.28 7.59 8.60 8.43 9.45 10.69
-1.00
2.00
5.00
8.00
11.00
14.00
17.00
20.00
23.00
26.00
ReturnOct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Oct-2014
To
Sep-2015
Oct-2013
To
Sep-2014
Oct-2012
To
Sep-2013
Intercontinental 11.40 (8)11.82 (7)13.30 (23)13.96 (69)14.10 (30)18.21 (10)
NCREIF Fund Index 8.68 (63)7.66 (62)10.08 (83)14.93 (61)12.40 (68)13.04 (53)
Median 9.04 8.29 11.32 15.45 12.78 13.18
1 QtrEndingMar-2019
1 QtrEndingDec-2018
1 QtrEndingSep-2018
1 QtrEndingJun-2018
1 QtrEndingMar-2018
1 QtrEndingDec-2017
Intercontinental 1.98 (55)2.14 (20)2.52 (23)2.89 (27)2.79 (14)2.75 (14)
NCREIF Fund Index 1.42 (84)1.76 (51)2.09 (54)2.05 (67)2.20 (52)2.07 (68)
IM U.S. Open End Private Real Estate (SA+CF) Median 1.99 1.76 2.10 2.22 2.21 2.25
Performance Review
As of June 30, 2019
Intercontinental
NONE
41
Peer Group Scattergram - 3 Years
3 Yr Rolling Under/Over Performance - 5 Years
Peer Group Scattergram - 5 Years
3 Yr Rolling Percentile Ranking - 5 Years
Historical Statistics - 3 Years
Historical Statistics - 5 Years
Over Performance Earliest Date Latest Date
6.0
9.0
12.0
15.0
18.0
Intercontinental (%)6.0 9.0 12.0 15.0 18.0
NCREIF Fund Index (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank9/14 3/15 9/15 3/16 9/16 3/17 9/17 3/18 9/18 6/19
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
Intercontinental 20 10 (50%)10 (50%)0 (0%)0 (0%)
NCREIF Fund Index 20 0 (0%)0 (0%)19 (95%)1 (5%)
6.00
8.00
10.00
12.00
Return (%)0.00 0.40 0.80 1.20 1.60 2.00 2.40 2.80
Risk (Standard Deviation %)
Return StandardDeviation
Intercontinental 11.00 2.27
NCREIF Fund Index 7.57 0.67
Median 8.43 1.11¾
9.48
10.27
11.06
11.85
12.64
Return (%)1.25 1.50 1.75 2.00 2.25 2.50 2.75 3.00
Risk (Standard Deviation %)
Return StandardDeviation
Intercontinental 12.02 2.77
NCREIF Fund Index 9.76 1.56
Median 10.69 1.87¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
Intercontinental 1.94 143.84 N/A -4.57 1.67 3.69 2.07 0.00
NCREIF Fund Index 0.00 100.00 N/A 0.00 N/A 6.36 1.00 0.00
90 Day U.S. Treasury Bill 0.94 18.50 N/A 3.76 -6.36 N/A -0.32 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
Intercontinental 2.43 122.50 N/A 3.46 0.87 3.59 0.86 0.00
NCREIF Fund Index 0.00 100.00 N/A 0.00 N/A 4.50 1.00 0.00
90 Day U.S. Treasury Bill 1.91 9.01 N/A 2.83 -4.50 N/A -0.21 0.00
Performance Review
As of June 30, 2019
Intercontinental
NONE
42
Fund Information
Type of Fund:Direct Vintage Year:2014
Strategy Type:Other Management Fee:1.35% of invested equity capital
Size of Fund:-Preferred Return:7.00%
Inception:09/05/2014 General Partner:CDL Levered General Partner, Ltd.
Final Close:9/5/2015 expected Number of Funds:
Investment Strategy:High Current income while focusing on preservation of capital through investment primarily in senior secured loans of private U.S. lower-middle-market companies. The Fund will seek to
enhance returns on its investments through the use of leverage. Fund size is $250 million/ $500 million with leverage.
Cash Flow Summary
Capital Committed:$2,000,000
Capital Invested:$2,955,307
Management Fees:$38,642
Expenses:$192,355
Interest:-
Total Contributions:$2,955,307
Remaining Capital Commitment:$282,673
Total Distributions:$2,146,526
Market Value:$1,231,729
Inception Date:10/14/2014
Inception IRR:7.7
TVPI:1.1
Cash Flow Analysis
Net Asset Value Distribution Contributions
$0.0
$780,000.0
$1,560,000.0
$2,340,000.0
$3,120,000.0
$3,900,000.0
($780,000.0)
10/14 4/15 10/15 4/16 10/16 4/17 10/17 4/18 10/18 4/19 6/19
Private Equity Fund Overview
Crescent Direct Lending Fund
As of June 30, 2019
43
Fund Information
Type of Fund:Direct Vintage Year:2017
Strategy Type:Other Management Fee:75.% of invested equity capital
Size of Fund:1,500,000,000 Preferred Return:7.00%
Inception:09/27/2017 General Partner:Crescent Direct Lending II GP, LLC
Final Close:Number of Funds:
Investment Strategy:Crescent Direct Lending Levered Fund II intends to invest in directly originated senior secured loans (including primarily first lien and unitranche loans and to a lesser extent second lien
loans) of private U.S. lower-middle-market companies, primarily in conjunction with private equity investment firms.
Cash Flow Summary
Capital Committed:$2,000,000
Capital Invested:$1,115,413
Management Fees:$5,994
Expenses:$9,668
Interest:-
Total Contributions:$1,115,413
Remaining Capital Commitment:$1,026,420
Total Distributions:$212,770
Market Value:$970,564
Inception Date:03/13/2018
Inception IRR:8.9
TVPI:1.1
Cash Flow Analysis
Net Asset Value Distribution Contributions
$0.0
$320,000.0
$640,000.0
$960,000.0
$1,280,000.0
$1,600,000.0
($320,000.0)
3/18 6/18 9/18 12/18 3/19 6/19
Private Equity Fund Overview
Crescent Direct Lending II Fund
As of June 30, 2019
44
Total Fund Policy
Allocation Mandate Weight (%)
Jan-1976
S&P 500 Index 65.00
Blmbg. Barc. U.S. Aggregate Index 30.00
MSCI EAFE Index 5.00
Oct-2003
S&P 500 Index 60.00
Blmbg. Barc. U.S. Aggregate Index 30.00
MSCI EAFE Index 10.00
Sep-2006
S&P 500 Index 60.00
Bloomberg Barclays Intermed Aggregate Index 40.00
Oct-2009
Russell 3000 Index 50.00
Bloomberg Barclays Intermed Aggregate Index 25.00
MSCI EAFE Index 15.00
Bloomberg Barclays U.S. TIPS Index 5.00
NCREIF Property Index 5.00
Oct-2010
Russell 3000 Index 50.00
Bloomberg Barclays Intermed Aggregate Index 20.00
MSCI EAFE Index 15.00
Bloomberg Barclays U.S. TIPS Index 5.00
NCREIF Fund Index-Open End Diversified Core (EW)10.00
Total Equity Policy
Allocation Mandate Weight (%)
Jan-1970
S&P 500 Index 90.00
MSCI EAFE Index 10.00
Oct-2003
S&P 500 Index 85.00
MSCI EAFE Index 15.00
Sep-2006
S&P 500 Index 100.00
Oct-2009
Russell 3000 Index 77.00
MSCI EAFE Index 23.00
Total Domestic Equity Policy
Allocation Mandate Weight (%)
Jan-1926
S&P 500 Index 100.00
Oct-2009
Russell 3000 Index 100.00
Total Fixed Income Policy
Allocation Mandate Weight (%)
Nov-2000
Blmbg. Barc. U.S. Aggregate Index 100.00
Sep-2006
Bloomberg Barclays Intermed Aggregate Index 100.00Vanguard Total Stock Market Policy
Allocation Mandate Weight (%)
Jun-2003
MSCI US Broad Market Index 100.00
Feb-2013
CRSP U.S. Total Market TR Index 100.00
American Realty Policy
Allocation Mandate Weight (%)
Oct-2007
NCREIF Property Index 100.00
Oct-2010
NCREIF Fund Index-Open End Diversified Core (EW)100.00
Benchmark Historical Hybrid Compositions
Total Fund
As of June 30, 2019
45
Compliance ChecklistTotal FundAs of June 30, 2019Winter Springs GETotal Fund Compliance:Yes No N/A1. The Total Plan return equaled or exceeded the 7.75% actuarial earnings assumption over the trailing three and five year periods.2. The Total Plan return equaled or exceeded the total plan benchmark over the trailing three and five year periods.3. The Total Plan return ranked within the top 40th percentile of its peer group over the trailing three and five year periods.Equity Compliance:Yes No N/A1. Total domestic equity returns meet or exceed the benchmark over the trailing three and five year periods.2. Total foreign equity returns meet or exceed the benchmark over the trailing three and five year periods.3. Total domestic equity returns ranked within the top 40th percentile of its peer group over the trailing three year period.4. Total domestic equity returns ranked within the top 40th percentile of its peer group over the trailing five year period.5. The total equity allocation was less than 75% of the total plan assets at market.6. Total foreign equity was less than 25% of the total plan assets at cost.Fixed Income Compliance:Yes No N/A1. Total fixed income returns meet or exceed the benchmark over the trailing three and five year periods.2. Total fixed income returns ranked within the top 40th percentile of its peer group over the trailing three and five year periods.3. All separately managed fixed income investments have a minimum rating of investment grade or higher.~~ 0.41 of bonds is rated BB, since this is below the threshold of 1. marked in complianceYes No N/A Yes No N/A Yes No N/A Yes No N/A1. Manager outperformed the index over the trailing three year period.2. Manager outperformed the index over the trailing five year period.3. Manager ranked within the top 40th percentile over the trailing three year period.4. Manager ranked within the top 40th percentile over the trailing five year period.5. Less than four consecutive quarters of under performance relative to the benchmark.6. Three year down-market capture ratio less than the index. Yes No N/A Yes No N/A Yes No N/A Yes No N/A1. Manager outperformed the index over the trailing three year period. 2. Manager outperformed the index over the trailing five year period. 3. Manager ranked within the top 40th percentile over the trailing three year period. 4. Manager ranked within the top 40th percentile over the trailing five year period. 5. Less than four consecutive quarters of under performance relative to the benchmark.6. Three year down-market capture ratio less than the index.Intercontinental PIMCOManager Compliance:Vanguard Infl-prot.American REManager Compliance:Vanguard Total Galliard TIPS VG Short BDRBC Global46
Estimated
Annual Fee
(%)
Market Value
($)
Estimated
Annual Fee
($)
Fee Schedule
Vanguard Total Stock Market (VITSX)0.04 27,588,328 11,035 0.04 % of Assets
Total Domestic Equity 0.04 27,588,328 11,035
RBC Global (Voyageur)0.95 8,634,785 82,030 0.95 % of Assets
Total International Equity 0.95 8,634,785 82,030
Galliard Core Fixed Income 0.25 5,025,853 12,565 0.25 % of Assets
Galliard TIPS 0.15 1,274,609 1,912 0.15 % of Assets
Vanguard Inflation-Protected Secs (VAIPX)0.10 1,044,777 1,045 0.10 % of Assets
Vanguard Short Term Bond Index (VSCSX)0.12 17,691 21 0.12 % of Assets
Total Domestic Fixed Income 0.21 7,362,930 15,543
PIMCO Diversified Income Fund Instl (PDIIX)0.75 1,872,973 14,047 0.75 % of Assets
Total Global FI 0.75 1,872,973 14,047
Crescent Direct Lending Fund 1.35 1,231,729 16,628 1.35 % of Assets
Crescent Direct Lending II Fund 0.75 970,564 7,279 0.75 % of Assets
Total Other Fixed Income 1.09 2,202,293 23,908
Intercontinental 1.10 3,459,853 38,058 1.10 % of Assets
American Core Realty Fund 1.10 2,081,376 22,895 1.10 % of Assets
Total Real Estate 1.10 5,541,229 60,954
Receipt & Disbursement 661,720 -
Total Fund 0.39 53,864,258 207,517
Winter Springs General Employees General Plan and Trust
Fee Analysis
As of June 30, 2019
47
Disclosures
Neither AndCo, nor any covered associates have made political contributions to any official associated with the Winter Springs General Employees General Plan and
Trust, in excess of the permitted amount.
Disclosures
Total Fund
As of June 30, 2019
48
Report Statistics Definitions and Descriptions Active Return - Arithmetic difference between the manager’s performance and the designated benchmark return over a specified time period. Alpha - A measure of the difference between a portfolio's actual performance and its expected return based on its level of risk as determined by beta. It determines the portfolio's non-systemic return, or its historical performance not explained by movements of the market. Beta - A measure of the sensitivity of a portfolio to the movements in the market. It is a measure of the portfolio's systematic risk. Consistency - The percentage of quarters that a product achieved a rate of return higher than that of its benchmark. Higher consistency indicates the manager has contributed more to the product’s performance. Distributed to Paid In (DPI) - The ratio of money distributed to Limited Partners by the fund, relative to contributions. It is calculated by dividing cumulative distributions by paid in capital. This multiple shows the investor how much money they got back. It is a good measure for evaluating a fund later in its life because there are more distributions to measure against. Down Market Capture - The ratio of average portfolio performance over the designated benchmark during periods of negative returns. A lower value indicates better product performance Downside Risk - A measure similar to standard deviation that utilizes only the negative movements of the return series. It is calculated by taking the standard deviation of the negative quarterly set of returns. A higher factor is indicative of a riskier product. Excess Return - Arithmetic difference between the manager’s performance and the risk-free return over a specified time period. Excess Risk - A measure of the standard deviation of a portfolio's performance relative to the risk free return. Information Ratio - This calculates the value-added contribution of the manager and is derived by dividing the active rate of return of the portfolio by the tracking error. The higher the Information Ratio, the more the manager has added value to the portfolio. Public Market Equivalent (PME) - Designs a set of analyses used in the Private Equity Industry to evaluate the performance of a Private Equity Fund against a public benchmark or index. R-Squared - The percentage of a portfolio's performance that can be explained by the behavior of the appropriate benchmark. A high R-Squared means the portfolio's performance has historically moved in the same direction as the appropriate benchmark. Return - Compounded rate of return for the period. Sharpe Ratio - Represents the excess rate of return over the risk free return divided by the standard deviation of the excess return. The result is an absolute rate of return per unit of risk. A higher value demonstrates better historical risk-adjusted performance. Standard Deviation - A statistical measure of the range of a portfolio's performance. It represents the variability of returns around the average return over a specified time period. Total Value to Paid In (TVPI) - The ratio of the current value of remaining investments within a fund, plus the total value of all distributions to date, relative to the total amount of capital paid into the fund to date. It is a good measure of performance before the end of a fund’s life Tracking Error - This is a measure of the standard deviation of a portfolio's returns in relation to the performance of its designated market benchmark. Treynor Ratio - Similar to Sharpe ratio but utilizes beta rather than excess risk as determined by standard deviation. It is calculated by taking the excess rate of return above the risk free rate divided by beta to derive the absolute rate of return per unit of risk. A higher value indicates a product has achieved better historical risk-adjusted performance. Up Market Capture - The ratio of average portfolio performance over the designated benchmark during periods of positive returns. A higher value indicates better product performance. 49
Disclosures AndCo compiled this report for the sole use of the client for which it was prepared. AndCo is responsible for evaluating the performance results of the Total Fund along with the investment advisors by comparing their performance with indices and other related peer universe data that is deemed appropriate. AndCo uses the results from this evaluation to make observations and recommendations to the client. AndCo uses time-weighted calculations which are founded on standards recommended by the CFA Institute. The calculations and values shown are based on information that is received from custodians. AndCo analyzes transactions as indicated on the custodian statements and reviews the custodial market values of the portfolio. As a result, this provides AndCo with a reasonable basis that the investment information presented is free from material misstatement. This methodology of evaluating and measuring performance provides AndCo with a practical foundation for our observations and recommendations. Nothing came to our attention that would cause AndCo to believe that the information presented is significantly misstated. This performance report is based on data obtained by the client’s custodian(s), investment fund administrator, or other sources believed to be reliable. While these sources are believed to be reliable, the data providers are responsible for the accuracy and completeness of their statements. Clients are encouraged to compare the records of their custodian(s) to ensure this report fairly and accurately reflects their various asset positions. The strategies listed may not be suitable for all investors. We believe the information provided here is reliable, but do not warrant its accuracy or completeness. Past performance is not an indication of future performance. Any information contained in this report is for informational purposes only and should not be construed to be an offer to buy or sell any securities, investment consulting, or investment management services. Additional information included in this document may contain data provided by from index databases, public economic sources and the managers themselves. This document may contain data provided by Bloomberg Barclays. Bloomberg Barclays Index data provided by way of Barclays Live. This document may contain data provided by Standard and Poor’s. Nothing contained within any document, advertisement or presentation from S&P Indices constitutes an offer of services in jurisdictions where S&P Indices does not have the necessary licenses. All information provided by S&P Indices is impersonal and is not tailored to the needs of any person, entity or group of persons. Any returns or performance provided within any document is provided for illustrative purposes only and does not demonstrate actual performance. Past performance is not a guarantee of future investment results. This document may contain data provided by MSCI, Inc. Copyright MSCI, 2017. Unpublished. All Rights Reserved. This information may only be used for your internal use, may not be reproduced or redisseminated in any form and may not be used to create any financial instruments or products or any indices. This information is provided on an “as is” basis and the user of this information assumes the entire risk of any use it may make or permit to be made of this information. Neither MSCI, any of its affiliates or any other person involved in or related to compiling, computing or creating this information makes any express or implied warranties or representations with respect to such information or the results to be obtained by the use thereof, and MSCI, its affiliates and each such other person hereby expressly disclaim all warranties (including, without limitation, all warranties of originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for a particular purpose) with respect to this information. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any other person involved in or related to compiling, computing or creating this information have any liability for any direct, indirect, special, incidental, punitive, consequential or any other damages (including, without limitation, lost profits) even if notified of, or if it might otherwise have anticipated, the possibility of such damages. This document may contain data provided by Russell Investment Group. Russell Investment Group is the source owner of the data contained or reflected in this material and all trademarks and copyrights related thereto. The material may contain confidential information and unauthorized use, disclosure, copying, dissemination or redistribution is strictly prohibited. This is a user presentation of the data. Russell Investment Group is not responsible for the formatting or configuration of this material or for any inaccuracy in presentation thereof. This document may contain data provided by Morningstar. All rights reserved. Use of this content requires expert knowledge. It is to be used by specialist institutions only. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied, adapted or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information, except where such damages or losses cannot be limited or excluded by law in your jurisdiction. Past financial performance is not guarantee of future results. 50
CHICAGO | CLEVELAND | DALLAS | DETROIT | ORLANDO | PITTSBURGH | RENO
June 28, 2019
Ms. Casey Howard
HR and Benefits Manager
City of Winter Springs
1126 East State Road 434
Winter Springs, Florida 32708
Re: City of Winter Springs Defined Benefit Plan
October 1, 2018 Actuarial Valuation
Dear Casey:
As requested, we are pleased to enclose eleven (11) copies of the October 1, 2018 Actuarial
Valuation Report for the City of Winter Springs Defined Benefit Plan.
We appreciate the opportunity to partner with you on this important project.
Upon Board approval of the Actuarial Valuation Report, we will upload an electronic copy of
the Actuarial Valuation Report along with the required disclosure information to the State
portal as required by the State.
If you should have any questions concerning the above, please do not hesitate to contact us.
Sincerest regards,
Jennifer M. Borregard, E.A.
Consultant and Actuary
Enclosures
City Of Winter Springs
Defined Benefit Plan
ACTUARIAL VALUATION AS OF OCTOBER 1, 2018
This Valuation Determines the Annual Contribution for the Plan Year October 1, 2019 through
September 30, 2020 to be Paid in Plan Year October 1, 2019 to September 30, 2020
June 28, 2019
City of Winter Springs
Defined Benefit Plan
TABLE OF CONTENTS
Page
Commentary 1
I. Summary of Retirement Plan Costs ........................................................................... 9
II. Comparison of Cost Data of Current and Prior Valuations ..................................... 11
III. Characteristics of Participants in Actuarial Valuation ............................................. 12
IV. Statement of Assets ................................................................................................. 13
V. Reconciliation of Plan Assets ................................................................................... 14
VI. Actuarial Gain / (Loss) .............................................................................................. 16
VII. Amortization of Unfunded Actuarial Accrued Liability ............................................ 17
VIII. Accounting Disclosure Exhibit ................................................................................. 18
IX. Outline of Principal Provisions of the Retirement Plan ........................................... 27
X. Actuarial Assumptions and Actuarial Cost Methods Used ...................................... 30
XI. Distribution of Plan Participants by Attained Age Groups and Service Groups ...... 36
XII. Statistics for Participants Entitled to Deferred Benefits and Participants
Receiving Benefits ................................................................................................... 41
XIII. Reconciliation of Employee Data ............................................................................. 42
XIV. Projected Retirement Benefits ................................................................................ 43
XV. Recent Plan Experience ........................................................................................... 44
XVI. State Required Exhibit ............................................................................................. 46
XVII. Glossary ................................................................................................................... 50
June 28, 2019
City Council
City of Winter Springs Defined Benefit Plan
c/o Ms. Casey Howard
HR and Benefits Manager
1126 East State Road 434
Winter Springs, Florida 32708
Dear Council Members:
October 1, 2018 Actuarial Valuation
We are pleased to present our October 1, 2018 Actuarial Valuation for the City of Winter Springs
Defined Benefit Plan (Plan). The purpose of this report is to indicate appropriate contribution levels,
comment on the actuarial stability of the Plan and to satisfy State requirements. The City has retained
Gabriel, Roeder, Smith and Company (GRS) to prepare an annual actuarial valuation under Section
3.02 of the Plan.
This report consists of this commentary, detailed Tables I through XV, the State Required Exhibit on
Table XVI and Glossary on Table XVII. The Tables contain basic Plan cost figures plus significant details
on the benefits, liabilities and experience of the Plan. We suggest you thoroughly review the report at
your convenience and contact us with any questions that may arise.
Retirement Plan Costs
Our Actuarial Valuation develops the required minimum Plan payment for the Plan Year October 1,
2019 – September 30, 2020 under the Florida Protection of Public Employee Retirement Benefits Act.
The minimum payment consists of payment of annual normal costs including amortization of the
components of the unfunded actuarial accrued liability over various periods as prescribed by law. The
minimum payment is $1,641,228 (32.6%). The figure in parentheses is the Plan cost expressed as a
percentage of projected covered annual payroll for fiscal year October 1, 2019 – September 30, 2020
($5,042,067).
This total cost is to be met by member, County and City contributions. We anticipate member
contributions will be $252,103 (5.0% of projected covered payroll for fiscal year ending September 30,
2020). The resulting minimum required County and City contribution is $1,389,125 (27.6%).
We recommend the City continue to contribute not less than the dollar amount of minimum required
contribution due to the closing of the Plan to future general employees.
Council Members
June 28, 2019
Page Two
Changes in Actuarial Assumptions, Methods and Plan Provisions
The Plan provisions remain unchanged from our October 1, 2017 Actuarial Valuation. The Plan
provisions are outlined on Table IX.
The actuarial assumptions and methods remain unchanged from our October 1, 2017 Actuarial
Valuation. The actuarial assumptions and methods are outlined on Table X.
Comparison of October 1, 2017 and October 1, 2018 Valuation Results
Table II of our report provides information of a comparative nature. The left columns of the Table
indicate the costs as calculated for October 1, 2017. The right columns indicate the costs as calculated
for October 1, 2018.
Comparing the left and right columns of Table II shows the effect of Plan experience during the year.
The number of active participants decreased by approximately 12%. Covered payroll decreased by
approximately 9%. Total Plan membership increased by less than 1%. Total normal cost and City
minimum funding requirement decreased as a dollar amount but increased as a percentage of
covered payroll. The unfunded actuarial accrued liability decreased both as a dollar amount and as a
percentage of covered payroll.
The value of vested accrued benefits exceeds Plan assets, resulting in a Vested Benefit Security Ratio
(VBSR) of 92.9% which is an increase from 89.0% as of the October 1, 2017 Actuarial Valuation. The
VBSR is measured on a market value of assets basis.
Plan Experience
The Plan experienced an actuarial loss in the amount of $301,553 this year. This indicates actual
overall Plan experience was less favorable than expected.
Table XV (salary, turnover and investment yield) provides figures on recent Plan experience. Salary
experience indicates actual salary increases averaged approximately 4.7% for General and Forensic
Employees and 5.9% for Firefighters and Police Officers for Plan Year ended September 30, 2018 when
compared to the assumed salary increase of 3.1% and 3.2%, respectively. Salary increases were a
major source of actuarial loss. The three, five and ten-year average annual salary increases are 3.7%,
3.3% and 2.7% for General and Forensic Employees, respectively – 5.2%, 4.2% and 3.2% for
Firefighters and Police Officers, respectively.
Employee turnover this year was 260% of the assumed turnover for General and Forensic Employees
and 200% of the assumed turnover for Firefighters and Police Officers. Employee turnover was
generally an offsetting source of actuarial gain. The three, five and ten-year average annual turnover
Council Members
June 28, 2019
Page Three
is 200%, 180% and 170%, respectively for General and Forensic Employees - 420%, 300% and 240%,
respectively for Firefighters and Police Officers.
The smoothed value investment return of 9.49% was greater than the investment return assumption
of 7.75%. Smoothed value investment return was an additional offsetting source of actuarial gain
during the year. The three, five and ten-year average annual smoothed value investment returns are
9.9%, 9.9% and 7.3%, respectively. The one, three, five and ten-year average annual market value
returns are 10.89%, 11.9%, 9.4% and 9.4%, respectively.
Member Census and Financial Data
The City submitted the Member census data used for this Actuarial Valuation to us as of October 1,
2018. This information contains name, Social Security number, date of birth, date of hire, October 1,
2018 rate of pay, actual salary paid and member contributions for the previous year. Dates of
termination and retirement are provided where applicable. The City updated information on inactive
participants including retirees, beneficiaries and vested terminees.
Financial information concerning Plan assets was provided by the City as of September 30, 2018. We
do not audit the Member census data and asset information that is provided to us; however, we
perform certain reasonableness checks. The City is responsible for the accuracy of the data.
Risks Associated with Measuring the Accrued Liability and Actuarially Determined Contribution
The determination of the accrued liability and the actuarially determined contribution requires the
use of assumptions regarding future economic and demographic experience. Risk measures, as
illustrated in this report, are intended to aid in the understanding of the effects of future experience
differing from the assumptions used in the course of the actuarial valuation. Risk measures may also
help with illustrating the potential volatility in the accrued liability and the actuarially determined
contribution that result from the differences between actual experience and the actuarial
assumptions.
Future actuarial measurements may differ significantly from the current measurements presented in
this report due to such factors as the following: Plan experience differing from that anticipated by the
economic or demographic assumptions; changes in economic or demographic assumptions due to
changing conditions; increases or decreases expected as part of the natural operation of the
methodology used for these measurements (such as the end of an amortization period, or additional
cost or contribution requirements based on the Plan’s funded status); and changes in Plan provisions
or applicable law. The scope of an actuarial valuation does not include an analysis of the potential
range of such future measurements.
Council Members
June 28, 2019
Page Four
Examples of risk that may reasonably be anticipated to significantly affect the Plan’s future financial
condition include:
1. Investment risk – actual investment returns may differ from expected returns;
2. Asset / Liability mismatch – changes in asset values may not match changes in liabilities,
thereby altering the gap between the accrued liability and assets and consequently altering
the funded status and the actuarially determined contribution requirements;
3. Contribution risk – actual contributions may differ from expected future contributions. For
example, actual contributions may not be made in accordance with the Plan’s funding policy
or material changes may occur in the anticipated number of covered employees, covered
payroll or other relevant contribution base;
4. Salary and Payroll risk – actual salaries and total payroll may differ from expected, resulting in
actual future accrued liability and the actuarially determined contributions differing from
expected;
5. Longevity risk – members may live longer or shorter than expected and receive pensions for a
period of time other than assumed;
6. Other demographic risks – members may terminate, retire or become disabled at times or
with benefits other than assumed resulting in actual future accrued liability and the actuarially
determined contributions differing from expected.
The effects of certain trends in experience can generally be anticipated. For example if the
investment return since the most recent actuarial valuation is less (or more) than the assumed rate,
the actuarially determined contribution can be expected to increase (or decrease). Likewise if
longevity is improving (or worsening), increases (or decreases) in the actuarially determined
contribution can be anticipated.
The actuarially determined contribution rate shown on page one of the report may be considered as a
minimum contribution rate that complies with the Plan’s funding policy. The timely receipt of the
actuarially determined contributions is critical to support the financial health of the Plan. Users of this
report should be aware that contributions made at the actuarially determined rate do not necessarily
guarantee benefit security.
Plan Maturity Measures
Risks facing a pension plan evolve over time. A young plan with virtually no investments and paying
few benefits may experience little investment risk. An older plan with a large number of members in
pay status and a significant trust fund may be much more exposed to investment risk. Generally
accepted plan maturity measures include the following:
Council Members
June 28, 2019
Page Five
2017 2018
Ratio of market value of assets to payroll 8.69 10.60
Ratio of actuarial accrued liability to payroll 10.55 12.24
Ratio of actives to retirees and beneficiaries 0.95 0.75
Ratio of net cash flow to market value of assets 0.5% 0.2%
Duration of the actuarial accrued liability 12.05 11.76
Ratio of Market Value of Assets to Payroll
The relationship between assets and payroll is a useful indicator of the potential volatility of the
actuarially determined contribution. For example, if the market value of assets is 2.0 times the
payroll, a return on assets 5% different than assumed would equal 10% of payroll. A higher (lower) or
increasing (decreasing) level of this maturity measure generally indicates higher (lower) or increasing
(decreasing) volatility in the actuarially determined contribution as a percentage of payroll.
Ratio of Actuarial Accrued Liability to Payroll
The relationship between actuarial accrued liability and payroll is a useful indicator of the potential
volatility of the actuarially determined contributions for a fully funded plan. A funding policy targeting
a funded ratio of 100% is expected to result in the ratio of assets to payroll and the ratio of liability to
payroll converging over time.
The ratio of actuarial accrued liability to payroll may also be used as a measure of sensitivity of the
liability itself. For example, if the actuarial accrued liability is 2.5 times payroll, a change in actuarial
accrued liability 2% other than assumed would equal 5% of payroll. A higher (lower) or increasing
(decreasing) level of this maturity measure generally indicates a higher (lower) or increasing
(decreasing) volatility in actuarial accrued liability (and also the actuarially determined contribution)
as a percentage of payroll.
Ratio of Actives to Retirees and Beneficiaries
A young plan with many active members and few retirees will have a high ratio of active to retirees. A
mature open plan may have close to the same number of actives to retirees resulting in a ratio near
1.0. A super-mature or closed plan may have significantly more retirees than actives resulting in a
ratio below 1.0.
Council Members
June 28, 2019
Page Six
Ratio of Net Cash Flow to Market Value of Assets
A positive net cash flow means contributions exceed benefits and expenses. A negative cash flow
means existing funds are being used to make payments. A certain amount of negative net cash flow is
generally expected to occur when benefits are prefunded through a qualified trust. Large negative
net cash flows as a percent of assets may indicate a super-mature plan or a need for additional
contributions.
Duration of Actuarial Accrued Liability
The duration of the actuarial accrued liability may be used to approximate the sensitivity to a 1%
change in the assumed rate of return. For example, a duration of 10 indicates the actuarial accrued
liability would increase approximately 10% if the assumed rate of return were lowered 1%.
Additional Risk Assessment
Additional risk assessment is outside the scope of the annual actuarial valuation. Additional
assessment may include scenario tests, sensitivity tests, stochastic modeling, stress tests and a
comparison of the present value of accrued benefits at low-risk discount rates with the actuarial
accrued liability.
Summary
In our opinion the benefits provided for under the current Plan will be sufficiently funded through the
payment of the amount as indicated in this and future Actuarial Valuation reports. We will continue
to update you on the future payment requirements for the Plan through our actuarial reports. These
reports will also continue to monitor the future experience of the Plan.
The actuarial assumptions used in this Actuarial Valuation are as adopted by the Plan. The economic
and demographic actuarial assumptions are based upon the results of an Experience Study for the
period October 1, 2011 – September 30, 2016. The mortality assumptions are as prescribed by
statute. Each assumption represents an estimate of future Plan experience.
If all actuarial assumptions are met and if all future minimum required contributions are paid,
Plan assets will be sufficient to pay all Plan benefits, future contributions are expected to remain
relatively stable or decrease as a percent of payroll and the funded status is expected to improve.
Plan minimum required contributions are determined in compliance with the requirements of the
Florida Protection of Public Employee Retirement Benefits Act with normal cost determined as a level
percent of covered payroll and a level dollar amortization payment using an initial closed amortization
period of 30 years.
Council Members
June 28, 2019
Page Seven
The Unfunded Actuarial Accrued Liability (UAAL) may not be appropriate for assessing the sufficiency
of Plan assets to meet the estimated cost of settling benefit obligations but may be appropriate for
assessing the need for or the amount of future contributions. The UAAL would be different if it
reflected the market value of assets rather than the smoothed value of assets.
The Unfunded Actuarial Present Value of Vested Accrued Benefits and the corresponding Vested
Benefit Security Ratio may be appropriate for assessing the sufficiency of Plan assets to meet the
estimated cost of settling benefit obligations but may not be appropriate for assessing the need for or
the amount of future contributions.
The GASB Net Pension Liability and Plan Fiduciary Net Position as a Percentage of Total Pension
Liability may not be appropriate for assessing the sufficiency of Plan assets to meet the estimated cost
of settling benefit obligations but may be appropriate for assessing the need for or the amount of
future contributions.
The Funded Ratio shown in Table II is for informational purposes and may not be appropriate for
assessing the sufficiency of Plan assets to meet the estimated cost of settling benefit obligations but
may be appropriate for assessing the need for or the amount of future contributions.
This report should not be relied on for any purpose other than the purpose described in the primary
communication. Determinations of the financial results associated with the benefits described in this
report in a manner other than the intended purpose may produce significantly different results.
This report has been prepared by actuaries who have substantial experience valuing public employee
retirement plans. To the best of our knowledge the information contained in this report is accurate
and fairly presents the actuarial position of the Plan as of the valuation date. All calculations have
been made in conformity with generally accepted actuarial principles and practices, with the Actuarial
Standards of Practice issued by the Actuarial Standards Board and with applicable statutes.
This report may be provided to parties other than the City only in its entirety and only with the
permission of an approved representative of the City.
The signing actuaries are independent of the Plan sponsor.
Council Members
June 28, 2019
Page Eight
The undersigned are Members of the American Academy of Actuaries and meet the qualification
standards of the American Academy of Actuaries to render the actuarial opinions contained in this
report. We are available to respond to any questions with regards to matters covered in this report.
Very truly yours,
Lawrence F. Wilson, A.S.A., E.A.
Senior Consultant and Actuary
Shelly L. Jones, A.S.A., E.A.
Consultant and Actuary
Jennifer M. Borregard, E.A.
Consultant and Actuary
City of Winter Springs Defined Benefit Plan 9
Table I
Cost % of
Data Payroll
A.Participant Data Summary (Table III)
1.Active Employees 86 N/A
2.Terminated Vested 164 N/A
3.Receiving Benefits 114 N/A
4.Total Annual Payroll of Active Employees 5,042,067$ 100.0%
B.Total Normal Costs
1.Age Retirement Benefits 273,174$ 5.4%
2.Termination Benefits 181,896 3.6%
3.Death Benefits 12,715 0.3%
4.Disability Benefits 4,951 0.1%
5.Estimated Expenses 64,770 1.3%
6.Total Annual Normal Costs 537,506$ 10.7%
C.Total Actuarial Accrued Liability
1.Age Retirement and Termination Benefits Active Employees 19,038,326$ 377.6%
2.Death Benefits Active Employees 463,886 9.2%
3.Disability Benefits Active Employees 175,300 3.5%
4.Retired or Terminated Vested Participants
Receiving Benefits 30,477,660 604.5%
5.Terminated Vested Participants Entitled to
Future Benefits 9,470,263 187.8%
6.Deceased Participants Whose Beneficiaries
are Receiving Benefits (includes DROs)1,995,122 39.6%
7.Disabled Participants Receiving Benefits 0 0.0%
8.Miscellaneous Liability (Refunds in Process)100,929 2.0%
9.Total Actuarial Accrued Liability 61,721,486$ 1224.1%
D.Assets (Table V)
1.Smoothed Value of Assets 50,899,575$ 1009.5%
2.Market Value of Assets 53,431,514$ 1059.7%
E.Unfunded Actuarial Accrued Liability
(C.9. - D.1.)10,821,911$ 214.6%
Summary of Retirement Plan Costs as of October 1, 2018
City of Winter Springs Defined Benefit Plan 10
Table I
(Cont'd)
Cost % of
Data Payroll
F.Minimum Required Contribution
1.Total Normal Cost (including expenses)537,506$ 10.7%
2.Amortization of Unfunded Liability 1,032,209 20.5%
3.Interest Adjustment 71,513 1.4%
4.Total Payment 1,641,228$ 32.6%
G.Expected payroll of active employees for FYE 2020
(1.000 x $5,042,067)5,042,067$ 100.0%
H.Contribution Sources (percent of expected 2020 payroll)
1.County and City 1,389,125$ 27.6%
2.Member 252,103 5.0%
3.Total required contribution 1,641,228$ 32.6%
I.Actuarial Gain / (Loss)(301,553)$ (6.0%)
J.Actuarial Present Value of Vested Accrued Benefits
1.Retired, Terminated Vested, Beneficiaries
and Disabled Receiving Benefits 32,472,782$ 644.0%
2.Terminated Vested Participants Entitled to
Future Benefits and Miscellaneous 9,571,192 189.8%
3.Active Participants Entitled to Future Benefits 15,462,555 306.7%
4.Total Actuarial Present Value of Vested
Accrued Benefits 57,506,529$ 1140.5%
K.Unfunded Actuarial Present Value of Vested
Accrued Benefits (J.4. - D.2., not less than zero)4,075,015$ 80.8%
L.Vested Benefit Security Ratio (D.2. ÷ J.4.)92.9%N/A
Summary of Retirement Plan Costs as of October 1, 2018
City of Winter Springs Defined Benefit Plan 11
Table II
Cost % of Cost % of
Data Compensation Data Compensation
A.Participants
1.Active Employees 98 N/A 86 N/A
2.Terminated Vested 162 N/A 164 N/A
3.Receiving Benefits 103 N/A 114 N/A
4.Total Annual Payroll of Active Employees 5,537,207$ 100.0%5,042,067$ 100.0%
B.Total Normal Costs 558,364$ 10.1%537,506$ 10.7%
C.Actuarial Accrued Liability 58,419,910$ 1055.0%61,721,486$ 1224.1%
D.Present Value of Future Benefits 61,503,467$ 1110.7%64,535,748$ 1279.9%
E.Smoothed Value of Assets 46,396,570$ 837.9%50,899,575$ 1009.5%
F.Market Value of Assets 48,091,584$ 868.5%53,431,514$ 1059.7%
G.Unfunded Actuarial Accrued Liability
(C. - E.)12,023,340$ 217.1%10,821,911$ 214.6%
H.County and City Minimum Funding Payment 1,484,498$ 26.8%1,389,125$ 27.6%
I.Ratios
1.Vested Benefit Security Ratio 89.0%N/A 92.9%N/A
2.Funded Ratio (F. / C.)82.3%N/A 86.6%N/A
Comparison of Cost Data of October 1, 2017 and October 1, 2018 Valuations
October 1, 2017 October 1, 2018
City of Winter Springs Defined Benefit Plan 12
Table III
A.Active Plan Participants Summary
1.Active participants fully vested 74
2.Active participants partially vested 0
3.Active participants non-vested 12
4.Total active participants 86
5.Annual rate of pay of active participants 5,042,067$
B. Retired and Terminated Vested Participant Summary
1.Retired or terminated vested participants receiving
benefits 98
2.Terminated vested participants entitled to
future benefits 164
3.Deceased participants whose beneficiaries are
receiving benefits (includes DROs)16
4.Disabled participants receiving benefits 0
C. Projected Annual Retirement Benefits
1.Retired or terminated vested receiving benefits 2,865,899$
2.Terminated vested entitled to future benefits 1,623,152$
3.Beneficiaries of deceased participants (includes DROs)208,500$
4.Disabled participants 0$
Actuarial Valuation as of October 1, 2018
Characteristics of Participants in
City of Winter Springs Defined Benefit Plan 13
Table IV
Assets Market Value
A.Cash and Cash Equivalents 630,774$
B.General Investments
1.Common Stock 36,006,658$
2.Bonds 8,708,257
3.Real Estate 7,569,940
C.Receivables
1.Accrued Interest 0$
2.Employee Contribution Receivable 10,557
3.City and County Contributions Receivable 505,328
4.Accounts Receivable 0
D.Payables
1.Accounts Payable 0$
2.Due to Broker 0
E.Plan Assets
(A + B + C - D)53,431,514$
Statement of Assets as of October 1, 2018
City of Winter Springs Defined Benefit Plan 14
Table V
A.Market Value of Assets as of October 1, 2017 48,091,584$
B.Receipts During Period
1.Contributions
a.Member 460,745$
b.City and County 2,635,968
c.Total 3,096,713$
2.Investment Income
a.Interest and dividends 739,175$
b.Realized / unrealized gains (losses)4,759,480
c.Investment expenses (255,462)
d.Net investment income 5,243,193$
3.Total receipts during period 8,339,906$
C.Disbursements During Period
1.Pension payments and contribution refunds 2,935,206$
2.Administrative expenses 64,770
3.Total disbursements during period 2,999,976$
D.Market Value of Assets as of September 30, 2018 53,431,514$
Reconciliation of Plan Assets
City of Winter Springs Defined Benefit Plan 15
Table V
(Cont'd)
2017 2018 2019 2020 2021 2022
A.Preliminary total smoothed value from prior year 42,001,072$ 46,396,570$ 50,899,575$
B.Market value beginning of year 42,027,234 48,091,584 53,431,514
C.Market value end of year 48,091,584 53,431,514
D.Non-investment net cash flow 212,857 96,737
E.Investment return
1.Total market value return: C. - B. - D.5,851,493 5,243,193
2.Amount for immediate recognition (8% / 7.75%)3,370,693 3,730,846
3.Amount for phased-in recognition: E.1. - E.2.2,480,800 1,512,347
F.Phased-in recognition of investment return:
1.Current year 496,160 302,469
2.First prior year 212,990 496,160 302,469
3.Second prior year (592,399) 212,990 496,160 302,469
4.Third prior year 256,201 (592,399) 212,990 496,160 302,469
5.Fourth prior year 438,996 256,202 (592,399) 212,990 496,160 302,471
6.Total phased-in recognition of investment return 811,948 675,422 419,220 1,011,619 798,629 302,471
G.Total smoothed value end of year
1.Preliminary total smoothed value end of year 46,396,570 50,899,575
A. + D. + E.2. + F.6.
2.Upper corridor limit: 120% of C.57,709,901 64,117,817
3.Lower corridor limit: 80% of C.38,473,267 42,745,211
4.Total smoothed value end of year:
G.1., not more than G.2., nor less than G.3.46,396,570 50,899,575
H.Difference between total market value and total smoothed value 1,695,014 2,531,939
I.Smoothed value rate of return 9.9%9.49%
J.Market value rate of return 13.9%10.89%
Development of Smoothed Value of Assets as of September 30
City of Winter Springs Defined Benefit Plan 16
Table VI
A.Derivation of Actuarial Gain / (Loss)
1.City and County net normal cost previous valuation 281,504$
2.Unfunded actuarial accrued liability previous valuation 12,023,340
3.City and County contributions previous year 2,635,968
4.Interest on:
(a)City and County net normal cost 21,817$
(b)Unfunded actuarial accrued liability 931,809
(c)City and County contributions 102,144
(d)Net total: (a) + (b) - (c)851,482$
5.Expected unfunded actuarial accrued liability current year:
(1. + 2. - 3. + 4.)10,520,358$
6.Actual unfunded actuarial accrued liability current year 10,821,911
7.Actuarial gain / (loss): (5. - 6.)(301,553)$
B.Approximate Portion of Gain / (Loss)
due to Investments
1.Smoothed value of assets previous year 46,396,570$
2.Contributions during period 3,096,713
3.Benefits and administrative expenses during period 2,999,976
4.Expected appreciation for period 3,599,483
5.Expected smoothed value of assets current year:
(1. + 2. - 3. + 4.)50,092,790$
6.Actual smoothed value of assets current year 50,899,575$
7.Approximate investment gain / (loss) due to investments: (6. - 5.)806,785$
C.Approximate Portion of Gain / (Loss)
due to Liabilities: A.7. - B.7.(1,108,338)$
Actuarial Gain / (Loss) for
Plan Year Ended September 30, 2018
City of Winter Springs Defined Benefit Plan 17
Table VII
A.Unfunded Actuarial Accrued Liability
Unfunded Amortization
Date Liability Payment
October 1, 2018 10,821,911$ 1,032,209$
October 1, 2019 10,548,404$ 1,032,209$
October 1, 2020 10,253,700$ 1,032,209$
October 1, 2021 9,936,157$ 1,032,209$
October 1, 2022 9,594,004$ 1,032,209$
…
…
October 1, 2048 0$ 0$
B.Covered Payroll History
Covered Annual
Date Payroll Increase
October 1, 2018 5,042,067$ (8.9%)
October 1, 2017 5,537,207$ (6.4%)
October 1, 2016 5,916,189$ (13.9%)
October 1, 2015 6,868,214$ (3.2%)
October 1, 2014 7,093,513$ (4.5%)
October 1, 2013 7,431,031$ (9.6%)
October 1, 2012 8,216,342$ (7.4%)
October 1, 2011 8,875,836$ (13.9%)
October 1, 2010 10,304,054$ (4.2%)
October 1, 2009 10,752,720$ (0.1%)
October 1, 2008 10,767,596$ N/A
Ten-Year Average Annual Increase (7.3%)
Amortization of Unfunded Actuarial Accrued Liability
City of Winter Springs Defined Benefit Plan 18
Table VIII
10/01/2017 10/01/2018
I.Number of Plan Members
a.Retirees and beneficiaries receiving benefits 103 114
b.Terminated plan members entitled to but not yet receiving benefits 162 164
c.Active plan members 98 86
d.Total 363 364
II.Financial Accounting Standards Board Allocation as of October 1, 2018
A.Statement of Accumulated Plan Benefits
1.Actuarial present value of accumulated vested plan benefits
a.Participants currently receiving benefits 29,276,805$ 32,472,782$
b.Other participants 24,751,790 25,033,747
c.Total 54,028,595$ 57,506,529$
2.Actuarial present value of accumulated
non-vested plan benefits 505,700$ 423,711$
3.Total actuarial present value of accumulated plan benefits 54,534,295$ 57,930,240$
B.Statement of Change in Accumulated Plan Benefits
1.Actuarial present value of accumulated plan benefits
as of October 1, 2017 54,534,295$
2.Increase (decrease) during year attributable to:
a.Plan amendment 0$
b.Change in actuarial assumptions 0
c.Benefits paid including refunds (2,935,206)
d.Other, including benefits accumulated, increase
for interest due to decrease in the discount period 6,331,151
e.Net increase 3,395,945$
3.Actuarial present value of accumulated plan benefits
as of October 1, 2018 57,930,240$
C.Significant Matters Affecting Calculations
1.Assumed rate of return used in determining actuarial present values 7.75%
2.Change in Plan provisions None.
3.Change in actuarial assumptions None.
Accounting Disclosure Exhibit
City of Winter Springs Defined Benefit Plan 19
Table VIII
(Cont'd)
III.Net Pension Liability and Related Ratios (GASB No. 67 & No. 68)
Projected
Measurement date 9/30/2014 9/30/2015 9/30/2016 9/30/2017 9/30/2018 9/30/2019 *
A.Total Pension Liability (TPL)
Service Cost 886,819$ 834,402$ 808,281$ 697,459$ 502,667$ 472,736$
Interest 3,666,120 3,851,130 4,059,813 4,229,901 4,452,760 4,684,511
Benefit Changes 0 0 0 0 0 0
Difference Between Actual and Expected Experience (581,481) (107,513) 275,994 (592,087) 124,345 1,281,355
Assumption Changes 0 8,107 0 526,115 2,531,601 0
Benefit Payments, including Refunds of Member Contributions (1,974,208) (2,202,769) (2,450,972) (2,679,408) (2,935,206) (3,497,830)
Net Change in Total Pension Liability 1,997,250$ 2,383,357$ 2,693,116$ 2,181,980$ 4,676,167$ 2,940,772$
Total Pension Liability (TPL) - (beginning of year)46,508,261 48,505,511 50,888,868 53,581,984 55,763,964 60,440,131
Total Pension Liability (TPL) - (end of year)48,505,511$ 50,888,868$ 53,581,984$ 55,763,964$ 60,440,131$ 63,380,903$
B.Plan Fiduciary Net Position
Contributions - City and County 2,527,508$ 2,392,948$ 2,586,936$ 2,605,753$ 2,635,968$ 1,484,498$
Contributions - Member 369,500 358,106 479,257 342,209 460,745 252,103
Net Investment Income 3,885,344 5,160 4,077,452 5,851,493 5,243,193 4,070,185
Benefit Payments, including Refunds of Member Contributions (1,974,208) (2,202,769) (2,450,972) (2,679,408) (2,935,206) (3,497,830)
Administrative Expenses (159,424) (11,937) (28,208) (55,697) (64,770) (64,770)
Other 0 0 0 0 0 0
Net Change in Plan Fiduciary Net Position 4,648,720$ 541,508$ 4,664,465$ 6,064,350$ 5,339,930$ 2,244,186
Plan Fiduciary Net Position - (beginning of year)32,172,541 36,821,261 37,362,769 42,027,234 48,091,584 53,431,514
Plan Fiduciary Net Position - (end of year)36,821,261$ 37,362,769$ 42,027,234$ 48,091,584$ 53,431,514$ 55,675,700$
C.Net Pension Liability (NPL) - (end of year): (A) - (B)11,684,250$ 13,526,099$ 11,554,750$ 7,672,380$ 7,008,617$ 7,705,203$
D.Plan Fiduciary Net Position as a Percentage of TPL: (B) / (A)75.91 %73.42 %78.44 %86.24 %88.40 %87.84 %
E.Covered Employee Payroll **7,369,943$ 7,070,355$ 6,671,503$ 5,846,435$ 5,342,971$ 5,042,067$
F.NPL as a Percentage of Covered Employee Payroll: (C) / (E) 158.54 %191.31 %173.20 %131.23 %131.17 %152.82 %
G.Notes to Schedule:
Valuation Date 10/01/2013 10/01/2014 10/01/2015 10/01/2016 10/01/2017 10/01/2018
Reporting Date (GASB No. 68)9/30/2015 9/30/2016 9/30/2017 9/30/2018 9/30/2019 9/30/2020
Update procedures were used to roll forward the TPL to the measurement date.
See Table VIII, Item V. for a history of benefit changes and assumption changes.
*Projected - actual amounts will be available after fiscal year end.
**Reported payroll on which contributions to the Plan are based as provided under GASB No. 82.
Accounting Disclosure Exhibit
City of Winter Springs Defined Benefit Plan 20
Table VIII
(Cont'd)
IV.Schedule of Employer Contributions (GASB No. 67 & No. 68)
Actuarially Contribution Actual Contribution
Fiscal Year Determined Actual Deficiency /Covered as a % of
End 9/30 Contribution Contribution 1 (Excess)Payroll 2 Covered Payroll
2009 1,781,651$ 1,781,197$ 454$ 10,767,596$ 16.54%
2010 2,311,058 2,311,058 0 10,752,720 21.49%
2011 2,616,924 2,616,924 0 10,304,054 25.40%
2012 1,965,643 1,913,717 51,926 8,875,836 21.56%
2013 2,258,769 2,258,798 (29) 8,216,342 27.49%
2014 2,474,578 2,527,508 (52,930) 7,369,943 34.29%
2015 2,230,908 2,392,948 (162,040) 7,070,355 33.84%
2016 2,067,445 2,586,936 (519,491) 6,671,503 38.78%
2017 1,831,495 2,605,753 (774,258) 5,846,435 44.57%
2018 1,613,548 2,635,968 (1,022,420) 5,342,971 49.34%
2019 3 1,484,498 1,484,498 0 5,042,067 29.44%
1 Per City CAFR prior to September 30, 2014
2
3 Projected - actual amounts will be available after fiscal year end
Accounting Disclosure Exhibit
Reported payroll on which contributions to the Plan are based as provided under GASB No.82 (projected prior to fiscal year
ended September 30, 2014)
City of Winter Springs Defined Benefit Plan 21
Table VIII
(Cont'd)
V.Notes to Schedule of Contributions (GASB No. 67 & No. 68)
Valuation Date:
Methods and Assumptions Used to Determine Contribution Rates for Fiscal Year Ending September 30, 2019:
Actuarial Cost Method
Amortization Method
Amortization Period
Asset Valuation Method
Inflation
Salary Increases
Investment Rate of Return 7.75%
Retirement Age
Mortality
Entry Age Normal
Level dollar, closed
For disabled male General Employee participants,RP 2000 Disabled Male Mortality Table,
set back four years,without projected mortality improvements.For disabled female
General employee participants,RP 2000 Disabled Female Mortality Table,set forward two
years, without projected mortality improvements.
5-year smoothed market
2.75%
3.0% - 4.5%
Experience-based table of rates that are specific to the type of eligibility condition
For healthy male General Employee participants during employment,RP 2000 Combined
Male Healthy Participant Mortality Table,with 50%White Collar /50%Blue Collar
Adjustment and fully generational mortality improvements projected to each future
decrement date with Scale BB.For healthy female General Employee participants during
employment,RP 2000 Combined Female Healthy Participant Mortality Table,with White
Collar Adjustment and fully generational mortality improvements projected to each future
decrement date with Scale BB.
For healthy Firefighter and Police Officer participants during employment,RP 2000
Combined Healthy Participant Mortality Tables,separate rates for males and females,with
90%Blue Collar Adjustment /10%White Collar Adjustment and fully generational mortality
improvements projected to each future decrement date with Scale BB.
For healthy male General Employee participants post employment,RP 2000 Annuitant
Male Mortality Table,with 50%White Collar /50%Blue Collar Adjustment and fully
generational mortality improvements projected to each future decrement date with Scale
BB.For healthy female General Employee participants post employment,RP 2000
Annuitant Female Mortality Table,with White Collar Adjustment and fully generational
mortality improvements projected to each future decrement date with Scale BB.
For healthy Firefighter and Police Officer participants post employment,RP 2000 Annuitant
Mortality Tables,separate rates for males and females,with 90%Blue Collar Adjustment /
10%White Collar Adjustment and fully generational mortality improvements projected to
each future decrement date with Scale BB.
For disabled male Firefighter and Police Officer participants,60%RP 2000 Disabled Male
Mortality Table setback four years /40%RP 2000 Annuitant Male Mortality Table with
White Collar Adjustment with no setback, without projected mortality improvements.For
disabled female Firefighter and Police Officer participants,60%RP 2000 Disabled Female
Mortality Table set forward two years /40%RP 2000 Annuitant Female Mortality Table
with White Collar Adjustment with no setback, without projected mortality improvements.
30 years
Accounting Disclosure Exhibit
Actuarially determined contributions are calculated as of October 1st -two year(s)prior the
fiscal year end in which contributions are reported.
City of Winter Springs Defined Benefit Plan 22
Table VIII
(Cont'd)
V.Notes to Schedule of Contributions (GASB No. 67 & No. 68) (cont'd)
Other Information:
Benefit Changes
Assumption Changes
VI.Discount Rate (GASB No. 67 & No. 68)
VII.Sensitivity of the NPL to the Discount Rate Assumption (GASB No. 67 & No. 68)
Current
1% Decrease Discount Rate 1% Increase
Discount Rate 6.75%7.75%8.75%
NPL 14,118,554$ 7,008,617$ 1,044,379$
Current
1% Decrease Discount Rate 1% Increase
Discount Rate 6.75%7.75%8.75%
NPL 15,006,107$ 7,705,203$ 1,575,276$
* Projected - actual amounts will be available after fiscal year end
Accounting Disclosure Exhibit
A discount rate of 7.75%was used to measure the September 30, 2019 TPL.This discount rate was based on the
expected rate of return on Plan investments of 7.75%.The projection of cash flows used to determine this
discount rate assumed member contributions will be made at the current member contribution rate and City
and County contributions will be made at rates equal to the difference between actuarially determined
contribution rates and the member contribution rate.Based upon these assumptions, the Plan's fiduciary net
position was projected to be available to make all projected future expected benefit payments of current Plan
members. Therefore,the long-term expected rate of return on Plan investments was applied to all periods of
projected benefit payments to determine the TPL.
Measurement date: September 30, 2019 *
Measurement date: September 30, 2018
2017:Investment return,salary increase, withdrawal and retirement rates updated.2016:Mortality rates
updated.2014:Disability rates updated.2008:Mortality, salary increase, withdrawal, disability and retirement
rates updated; administrative expense assumption introduced and actuarial cost method updated.
2011:Plan closed to future general employees;pensionable earnings to base pay,overtime -maximum 150
hours and accrued leave balance as of July 1, 2011;vesting schedule updated; unreduced early retirement
eligibility updated;final average pay updated to five year average and future service benefit accrual rate reduced
for general employees. 2008: Benefit accrual rate increased.
City of Winter Springs Defined Benefit Plan 23
Table VIII
(Cont'd)
VIII.
Pension Expense for Fiscal Year Ending September 30, 2019 1,311,621$
Deferred Outflows
of Resources
Deferred Inflows
of Resources
131,515$ 229,534$
Changes of assumptions or other inputs 1,578,733 0
0 2,531,939
Total 1,710,248$ 2,761,473$
1,484,498$
Year Ending
30-Sep Amount
2020 824,168$
2021 (774,293)
2022 (798,629)
2023 (302,471)
2024 0
Thereafter 0
Accounting Disclosure Exhibit
Pension Expense and Deferred Outflows of Resources and Deferred Inflows of Resources Related to
Pensions - Reporting Date (GASB No. 68)
Summary of Outstanding Deferred Inflows and Outflows of Resources as of September 30, 2019
Differences between actual and expected experience on
liabilities
Net difference between projected and actual earnings on
pension Plan investments
Summary of Deferred Outflows and Inflows of Resources that to Be Recognized in Pension Expense in
Future Years.
Projected Deferred Outflows for County and City Contributions to Be Recognized in
Pension Expense for Fiscal Year Ending September 30, 2020
City of Winter Springs Defined Benefit Plan 24
Table VIII
(Cont'd)
The following information is not required to be disclosed but is provided for informational purposes.
IX.Components of Pension Expense (GASB No. 68)
Projected
Measurement Date 9/30/2014 9/30/2015 9/30/2016 9/30/2017 9/30/2018 9/30/2019 *
Service Cost 886,819$ 834,402$ 808,281$ 697,459$ 502,667$ 472,736$
Interest on Total Pension Liability 3,666,120 3,851,130 4,059,813 4,229,901 4,452,760 4,684,511
Current-Period Benefit Changes 0 0 0 0 0 0
(369,500) (358,106) (479,257) (342,209) (460,745) (252,103)
Projected Earnings on Plan Investments (2,604,338) (2,967,155) (3,012,502) (3,370,693) (3,730,846) (4,070,185)
Administrative Expenses 159,424 11,937 28,208 55,697 64,770 64,770
Other Changes in Plan Fiduciary Net Position 0 0 0 0 0 0
(126,409) (149,527) (78,759) (99,375) 1,158,437 1,917,785
(256,201) 336,198 123,208 (372,952) (675,422) (419,220)
Total Pension Expense 1,355,915$ 1,558,879$ 1,448,992$ 797,828$ 1,311,621$ 2,398,294$
* Projected - actual amounts will be available after measurement date
Contributions - Member
Recognition of Beginning Deferred Outflows / (Inflows)
due to Liabilities
Recognition of Beginning Deferred Outflows / (Inflows)
due to Assets
Accounting Disclosure Exhibit
City of Winter Springs Defined Benefit Plan 25
Table VIII
(Cont'd)
The following information is not required to be disclosed but is provided for informational purposes.
X.Recognition of Deferred Outflows and (Inflows) due to Liabilities - Measurement Date (GASB No. 68)
Recognition of Deferred Outflows due to Differences Between Actual and Expected Experience on Liabilities
Established Initial Balance
Initial
Recognition
Period
Remaining
Recognition
Period as of
9/30/2018
Recognition
Amount for
2017 / 2018
Balance as of
9/30/2018
2013 / 2014 0$ 4.6 0.0 0$ 0$
2014 / 2015 0$ 4.3 0.3 0$ 0$
2015 / 2016 275,994$ 3.9 0.9 70,768$ 63,690$
2016 / 2017 0$ 3.2 1.2 0$ 0$
2017 / 2018 124,345$ 2.2 1.2 56,520$ 67,825$
TOTAL 127,288$ 131,515$
Recognition of Deferred (Inflows) due to Differences Between Actual and Expected Experience on Liabilities
Established Initial Balance
Initial
Recognition
Period
Remaining
Recognition
Period as of
9/30/2018
Recognition
Amount for
2017 / 2018
Balance as of
9/30/2018
2013 / 2014 (581,481)$ 4.6 0.0 (75,845)$ 0$
2014 / 2015 (107,513)$ 4.3 0.3 (25,003)$ (7,501)$
2015 / 2016 0$ 3.9 0.9 0$ 0$
2016 / 2017 (592,087)$ 3.2 1.2 (185,027)$ (222,033)$
2017 / 2018 0$ 2.2 1.2 0$ 0$
TOTAL (285,875)$ (229,534)$
Recognition of Deferred Outflows due to Changes of Assumptions or Other Inputs
Established Initial Balance
Initial
Recognition
Period
Remaining
Recognition
Period as of
9/30/2018
Recognition
Amount for
2017 / 2018
Balance as of
9/30/2018
2013 / 2014 0$ 4.6 0.0 0$ 0$
2014 / 2015 8,107$ 4.3 0.3 1,885$ 567$
2015 / 2016 0$ 3.9 0.9 0$ 0$
2016 / 2017 526,115$ 3.2 1.2 164,411$ 197,293$
2017 / 2018 2,531,601$ 2.2 1.2 1,150,728$ 1,380,873$
TOTAL 1,317,024$ 1,578,733$
Accounting Disclosure Exhibit
City of Winter Springs Defined Benefit Plan 26
Table VIII
(Cont'd)
The following information is not required to be disclosed but is provided for informational purposes.
X.Recognition of Deferred Outflows and (Inflows) due to Liabilities - Measurement Date (GASB No. 68) (cont'd)
Recognition of Deferred (Inflows) due to Changes of Assumptions or Other Inputs
Established Initial Balance
Initial
Recognition
Period
Remaining
Recognition
Period as of
9/30/2018
Recognition
Amount for
2017 / 2018
Balance as of
9/30/2018
2013 / 2014 0$ 4.6 0.0 0$ 0$
2014 / 2015 0$ 4.3 0.3 0$ 0$
2015 / 2016 0$ 3.9 0.9 0$ 0$
2016 / 2017 0$ 3.2 1.2 0$ 0$
2017 / 2018 0$ 2.2 1.2 0$ 0$
TOTAL 0$ 0$
XI.Recognition of Deferred Outflows and (Inflows) due to Assets - Measurement Date (GASB No. 68)
Established Initial Balance
Initial
Recognition
Period
Remaining
Recognition
Period as of
9/30/2018
Recognition
Amount for
2017 / 2018
Balance as of
9/30/2018
2013 / 2014 (1,281,006)$ 5 0 (256,202)$ 0$
2014 / 2015 2,961,995$ 5 1 592,399$ 592,399$
2015 / 2016 (1,064,950)$ 5 2 (212,990)$ (425,980)$
2016 / 2017 (2,480,800)$ 5 3 (496,160)$ (1,488,480)$
2017 / 2018 (1,512,347)$ 5 4 (302,469)$ (1,209,878)$
TOTAL (675,422)$ (2,531,939)$
Recognition of Deferred Outflows / (Inflows) due to Difference Between Projected and Actual Earnings on
Pension Plan Investments
Accounting Disclosure Exhibit
City of Winter Springs Defined Benefit Plan 27
Table IX
A.Effective Date
B.Eligibility Requirements
C.Accrual Service
D.Compensation
E.Final Average Compensation
F.Normal Retirement
1.Eligibility:
x Attainment of age 65; or
(b)Completion of 30 years of service and determined to be disabled under the City's long term
disability insurance policy.
Years of Accrual Service are any Plan Years during which an Employee completes at least 1,000 hours of
service, including years of service completed prior to participation in the Plan.
Average earnings during the best five (5)consecutive Plan Years out of the last ten (10)Plan Years
preceding termination or retirement,but not less than the three (3)highest consecutive compensation
periods during employment with the City as of September 30, 2011.
Outline of Principal Provisions of the Retirement Plan
Plan adopted as a Money Purchase Floor Offset plan on October 1, 1997.Plan amended and restated as a
Defined Benefit Plan effective October 1, 2000.Plan most recently amended by Resolution 2017-10
adopted November 13, 2017.
General Employees hired prior to October 1, 2011,Police Officers and Forensic Professionals working 30 or
more hours per week are eligible to join the Plan on the first day of the month following completion of six
(6)months of service. Electing transferring Firefighters as of October 2, 2008 under the Agreement with
the County.
Wages,salaries and other amounts received (whether or not paid in cash)for personal services actually
rendered in the course of employment.Effective October 10, 2011 Compensation shall exclude
commissions,bonuses,overtime pay in excess of one hundred fifty (150)hours per Plan year and
payments for accrued leave in excess of the dollar amount of an Employee's accrued leave balance on July
1, 2011.
City of Winter Springs Defined Benefit Plan 28
Table IX
(Cont'd)
2.Benefit:
G.Early Retirement
1.Eligibility:
(a)Attainment of age 55 and completion of 15 years of service; or
(b)
2.Benefit:
H.Late Retirement
1.Eligibility:
Continued employment beyond Normal Retirement Date.
2.Benefit:
(a)
(b)
I.Disability Retirement
1.Eligibility:
2.Benefit:
Completion of 25 years of service.
Benefit accrued to date of early retirement,actuarially reduced for each year early retirement benefit
commencement precedes age 55.A participant as of September 30, 2011 who attains age 55 and
completes 10 or more years of service but less than 15 years of service may receive the accrued
benefit as of September 30, 2011 payable without actuarial reduction plus the accrued benefit earned
after September 30, 2011 payable with actuarial reduction from normal retirement date.
Outline of Principal Provisions of the Retirement Plan
For Firefighters, Police Officers and Forensic Professionals,3.00%times Final Average Compensation
multiplied by Accrual Service, up to a maximum of 30 years.
For General Employees,3.00%times Accrual Service earned through September 30, 2011 times Final
Average Compensation plus 2.50%times Accrual Service earned after September 30, 2011 times Final
Average Compensation, up to a maximum of 30 years of Accrual Service.
Accrued benefit calculated as for Normal Retirement based upon service and pay at Disability
Retirement Date.
Greater of (a) and (b):
Accrued benefit calculated as for Normal Retirement based upon service and pay at Late
Retirement Date.
Actuarially increased benefit as of Late Retirement Date.
Completion of 30 years of service and determined to be disabled under the City's long term disability
insurance policy.
City of Winter Springs Defined Benefit Plan 29
Table IX
(Cont'd)
J.Death Benefit
K.Participant Contributions
L.Vested Benefit Upon Termination
Years of Service Vested Percentage
Less Than 7 0%
7 or More 100%
M.Normal Form of Payment of Retirement Income
Other Options
N.Changes Since Previous Valuation
None.
Five percent (5%) of compensation.
Monthly benefit payable for life.
Actuarially equivalent joint and survivor at 50%, 75%, 100%; or ten (10) years certain and life.
Beneficiary entitled to a monthly benefit supported by the present value of the non-forfeitable accrued
benefit at the time of the participant's death.If death occurs after actual retirement,the beneficiary
receives whatever is payable under the form of benefit option elected.
Outline of Principal Provisions of the Retirement Plan
100%vested in required participant contributions.Participant contributions made after October 1, 2000
are included in the deferred vested benefit payable at normal or early retirement date.
Upon termination of service prior to normal or early retirement date a participant shall be entitled to a
benefit payable at normal or early retirement date calculated as for normal retirement.Based upon pay
and service at date of termination multiplied by a percentage from the following table.
City of Winter Springs Defined Benefit Plan 30
Table X
A.Mortality
Firefighter and Police Officer participants:
Sample
Ages
(2018)Men Women Men Women
55 29.84 32.60 29.33 32.40
60 24.96 27.56 24.76 27.41
62 23.09 25.59 22.97 25.49
Sample
Ages
(2038)Men Women Men Women
55 32.06 34.54 31.57 34.36
60 27.21 29.49 27.03 29.36
62 25.34 27.51 25.23 27.42
General Employee participants:
For healthy male participants during employment,RP 2000 Combined Male Healthy Participant Mortality
Table, with 50%White Collar /50%Blue Collar Adjustment and fully generational mortality
improvements projected to each future decrement date with Scale BB.For healthy female participants
during employment,RP 2000 Combined Female Healthy Participant Mortality Table, with White Collar
Adjustment and fully generational mortality improvements projected to each future decrement date with
Scale BB.
For healthy participants post employment,RP 2000 Annuitant Mortality Tables, separate rates for males
and females, with 90%Blue Collar Adjustment /10%White Collar Adjustment and fully generational
mortality improvements projected to each future decrement date with Scale BB.
For healthy participants during employment,RP 2000 Combined Healthy Participant Mortality Tables,
separate rates for males and females, with 90%Blue Collar Adjustment /10%White Collar Adjustment
and fully generational mortality improvements projected to each future decrement date with Scale BB.
Used in the Valuation
Actuarial Assumptions and Actuarial Cost Methods
Post-retirement
Expectancy (Years)
Future Life
Post-retirement
For disabled male participants,60%RP 2000 Disabled Male Mortality Table setback four years /40%RP
2000 Annuitant Male Mortality Table with White Collar Adjustment with no setback,without projected
mortality improvements.For disabled female participants,60%RP 2000 Disabled Female Mortality Table
set forward two years /40%RP 2000 Annuitant Female Mortality Table with White Collar Adjustment
with no setback, without projected mortality improvements.
Future Life
Pre-retirement
Expectancy (Years)
Future Life
Pre-retirement
Expectancy (Years)Expectancy (Years)
Future Life
City of Winter Springs Defined Benefit Plan 31
Table X
(Cont'd)
A.Mortality (continued)
Sample
Ages
(2018)Male Female Male Female
55 30.53 33.57 30.10 33.34
60 25.60 28.54 25.44 28.44
62 23.70 26.58 23.60 26.52
Sample
Ages
(2038)Male Female Male Female
55 32.67 35.41 32.26 35.21
60 27.78 30.38 27.63 30.30
62 25.87 28.40 25.78 28.35
B.Investment Return
C.Allowances for Expenses or Contingencies
D.Salary Increase Factors
General Firefighters and
Service Employees Police Officers
Less than 5 years 4.50%4.50%
5 - 14 years 3.25%3.25%
15 - 20 years 3.00%3.25%
20+ years 3.00%3.00%
Prior year's actual administrative expenses are included in normal cost.
Current salary is assumed to increase at a rate based on the table below per year until retirement -includes
assumed wage inflation of 3.0%.
Forensic Professionals,
For healthy male participants post employment,RP 2000 Annuitant Male Mortality Table, with 50%White
Collar /50%Blue Collar Adjustment and fully generational mortality improvements projected to each future
decrement date with Scale BB.For healthy female participants post employment,RP 2000 Annuitant Female
Mortality Table, with White Collar Adjustment and fully generational mortality improvements projected to
each future decrement date with Scale BB.
For disabled male participants,RP 2000 Disabled Male Mortality Table,set back four years,without projected
mortality improvements.For disabled female participants,RP 2000 Disabled Female Mortality Table,set
forward two years, without projected mortality improvements.
Expectancy (Years)
Future Life
Pre-retirement
Expectancy (Years)
Future Life
Post-retirement
7.75%, compounded annually, net of investment expenses - includes assumed inflation of 2.75%.
Actuarial Assumptions and Actuarial Cost Methods
Used in the Valuation
Expectancy (Years)
Future Life
Post-retirement
Expectancy (Years)
Future Life
Pre-retirement
City of Winter Springs Defined Benefit Plan 32
Table X
(Cont'd)
E.Employee Withdrawal Rates
Service Male Female Male Female
Less than 5 years 20.5%15.5%13.5%4.0%
5 - 9 years 8.0%12.0%9.0%4.0%
10+ years 4.5%5.0%4.5%4.0%
F.Disability Rates
1.
Age Male Female
20 0.000%0.000%
25 0.001%0.001%
30 0.001%0.001%
35 0.001%0.001%
40 0.001%0.001%
45 0.004%0.001%
50 0.006%0.006%
55 0.006%0.006%
60 0.010%0.013%
65 0.010%0.010%
2.
Age Male Female
20 0.00%0.00%
25 0.01%0.01%
30 0.01%0.01%
35 0.02%0.01%
40 0.02%0.02%
45 0.08%0.06%
50 0.16%0.10%
55 0.25%0.16%
60 0.30%0.26%
65 0.10%0.08%
Non-duty disability rates for General Employees were used in accordance with the following illustrative
example.
The disability assumptions are the disability assumptions used in the July 1, 2018 FRS Actuarial Valuation.
Actuarial Assumptions and Actuarial Cost Methods
Used in the Valuation
Line-of-duty disability rates for General Employees were used in accordance with the following
illustrative example.
General
Employees
Forensic Professionals,
Firefighters and Police Officers
Withdrawal rates were used in accordance with the following illustrative example.
City of Winter Springs Defined Benefit Plan 33
Table X
(Cont'd)
F.Disability Rates (continued)
3.
Age Male Female
20 0.010%0.000%
25 0.010%0.004%
30 0.010%0.004%
35 0.010%0.004%
40 0.020%0.040%
45 0.060%0.040%
50 0.140%0.050%
55 0.100%0.080%
60 0.140%0.150%
65 0.260%0.150%
4.
Age Male Female
20 0.02%0.00%
25 0.02%0.02%
30 0.03%0.02%
35 0.03%0.03%
40 0.03%0.03%
45 0.03%0.06%
50 0.08%0.11%
55 0.05%0.11%
60 0.05%0.11%
65 0.05%0.11%
Non-duty disability rates for Forensic Professionals, Firefighters and Police Officers were used in accordance with
the following illustrative example.
The disability assumptions are the disability assumptions used in the July 1, 2018 FRS Actuarial Valuation.
Actuarial Assumptions and Actuarial Cost Methods
Used in the Valuation
Line-of-duty disability rates for Forensic Professionals, Firefighters and Police Officers were used in accordance
with the following illustrative example.
City of Winter Springs Defined Benefit Plan 34
Table X
(Cont'd)
G.Assumed Retirement Age
Retirement rates were used in accordance with the following tables.
1.For Forensic Professionals, Police Officers and Firefighters:
Age 0 - 9 10 - 14 15 - 24 25 - 29 30 or more
Under 55 0.0%0.0%0.0%3.5%40.0%
55 0.0%5.0%25.0%70.0%80.0%
56 - 64 0.0%5.0%7.5%7.5%10.0%
65 and above 100.0%100.0%100.0%100.0%100.0%
2.For General Employees:
Age 0 - 14 15 - 24 25 or more
Under 55 0%0%0%
55 - 64 4%18%12%
65 and above 100%100%100%
H.Marital Assumptions
1.
2.
I.Interest on Future Participant Contributions
3.75%, compounded annually.
J.Asset Valuation Method
The method used for determining the smoothed value of assets phases in the deviation between the expected
and actual return on assets at the rate of 20%per year.The smoothed value of assets will be further adjusted
to the extent necessary to fall within the corridor whose lower limit is 80%of the fair market value of Plan
assets and whose upper limit is 120%of the fair market value of Plan assets -adjusted for equation of balance
October 1, 2010.
100% of active members are assumed to be married.
Females are assumed to be three (3) years younger than their male spouses.
Years of Service
Actuarial Assumptions and Actuarial Cost Methods
Used in the Valuation
Years of Service
City of Winter Springs Defined Benefit Plan 35
Table X
(Cont'd)
K.Cost Method
L.Changes Since Previous Valuation
None.
Actuarial Assumptions and Actuarial Cost Methods
Used in the Valuation
Normal Retirement, Termination, Disability, and Death Benefits: Entry Age Normal Cost Method
Under this method the normal cost for each active employee is the amount which is calculated to be a level
percentage of pay that would be required annually from his entry age to his assumed retirement age to fund
his estimated benefits,assuming the Plan had always been in effect.The normal cost for the Plan is the sum
of such amounts for all employees.The actuarial accrued liability as of any valuation date for each active
employee or inactive employee who is eligible to receive benefits under the Plan is the excess of the
actuarial present value of estimated future benefits over the actuarial present value of current and future
normal costs.The unfunded actuarial accrued liability as of any valuation date is the excess of the actuarial
accrued liability over the assets of the Plan.
City of Winter Springs Defined Benefit Plan 36
Table XI
Attained
Age Group 0 - 4 5 - 9 10 - 14 15 - 19 20 - 24 25 - 29 30 & Over Total
Under 25 -------0
25 - 29 -------0
30 - 34 -------0
35 - 39 -------0
40 - 44 -------0
45 - 49 -------0
50 - 54 -----2 2 4
55 - 59 ----1 2 -3
60 - 64 -------0
65 & Over -------0
TOTAL 0 0 0 0 1 4 2 7
10/01/2017 10/01/2018
Average Attained Age 54.34 years 55.34 years
Average Hire Age 27.34 years 27.34 years
Average Pay 84,559$ 82,710$
Percent Female 0.0%0.0%
and Service Groups as of October 1, 2018
---------------------------------------------COMPLETED YEARS OF SERVICE---------------------------------------------
Distribution by Attained Age Groups
Firefighters
City of Winter Springs Defined Benefit Plan 37
Table XI
(Cont'd)
Attained
Age Group 0 - 4 5 - 9 10 - 14 15 - 19 20 - 24 25 - 29 30 & Over Total
Under 25 -------0
25 - 29 -------0
30 - 34 -2 -----2
35 - 39 -1 2 1 ---4
40 - 44 --3 3 2 --8
45 - 49 --1 2 1 1 -5
50 - 54 --1 1 1 --3
55 - 59 -2 2 3 -1 1 9
60 - 64 --1 1 2 1 -5
65 & Over -------0
TOTAL 0 5 10 11 6 3 1 36
10/01/2017 10/01/2018
Average Attained Age 48.76 years 49.17 years
Average Hire Age 32.63 years 32.53 years
Average Pay 51,452$ 52,428$
Percent Female 31.9%25.0%
---------------------------------------------COMPLETED YEARS OF SERVICE---------------------------------------------
Distribution by Attained Age Groups
and Service Groups as of October 1, 2018
General Employees
City of Winter Springs Defined Benefit Plan 38
Table XI
(Cont'd)
Attained
Age Group 0 - 4 5 - 9 10 - 14 15 - 19 20 - 24 25 - 29 30 & Over Total
Under 25 1 ------1
25 - 29 3 ------3
30 - 34 2 2 2 ----6
35 - 39 --3 ----3
40 - 44 1 1 2 3 1 --8
45 - 49 --1 -2 3 -6
50 - 54 1 --4 1 -2 8
55 - 59 -2 -1 1 --4
60 - 64 --1 ----1
65 & Over -------0
TOTAL 8 5 9 8 5 3 2 40
10/01/2017 10/01/2018
Average Attained Age 42.44 years 43.38 years
Average Hire Age 29.34 years 29.68 years
Average Pay 58,058$ 61,097$
Percent Female 16.7%17.5%
and Service Groups as of October 1, 2018
---------------------------------------------COMPLETED YEARS OF SERVICE---------------------------------------------
Distribution by Attained Age Groups
Police Officers
City of Winter Springs Defined Benefit Plan 39
Table XI
(Cont'd)
Attained
Age Group 0 - 4 5 - 9 10 - 14 15 - 19 20 - 24 25 - 29 30 & Over Total
Under 25 -------0
25 - 29 1 ------1
30- 3 4 1 ------1
35 - 39 -------0
40 - 44 ----1 --1
45 - 49 -------0
50 - 54 -------0
55 - 59 -------0
60 - 64 -------0
65 & Over -------0
TOTAL 2 0 0 0 1 0 0 3
10/01/2017 10/01/2018
Average Attained Age 34.71 years 33.78 years
Average Hire Age 23.71 years 25.45 years
Average Pay 44,325$ 43,948$
Percent Female 100.0%100.0%
---------------------------------------------COMPLETED YEARS OF SERVICE---------------------------------------------
Distribution by Attained Age Groups
and Service Groups as of October 1, 2018
Forensic Professionals
City of Winter Springs Defined Benefit Plan 40
Table XI
(Cont'd)
Attained
Age Group 0 - 4 5 - 9 10 - 14 15 - 19 20 - 24 25 - 29 30 & Over Total
Under 25 1 ------1
25 - 29 4 ------4
30 - 34 3 4 2 ----9
35 - 39 -1 5 1 ---7
40 - 44 1 1 5 6 4 --17
45 - 49 --2 2 3 4 -11
50 - 54 1 -1 5 2 2 4 15
55 - 59 -4 2 4 2 3 1 16
60 - 64 --2 1 2 1 -6
65 & Over -------0
TOTAL 10 10 19 19 13 10 5 86
10/01/2017 10/01/2018
Average Attained Age 46.16 years 46.44 years
Average Hire Age 30.66 years 30.53 years
Average Pay 56,502$ 58,629$
Percent Female 24.5%22.1%
and Service Groups as of October 1, 2018
---------------------------------------------COMPLETED YEARS OF SERVICE---------------------------------------------
Distribution by Attained Age Groups
All Members
City of Winter Springs Defined Benefit Plan 41
Table XII
A.Entitled to Deferred Benefits
Current Age Total Average
Group Count Annual Benefit Annual Benefit
Less than 40 32 205,508$ 6,422$
40 - 44 25 275,614 11,025
45 - 49 38 447,365 11,773
50 - 54 31 487,409 15,723
55 -59 22 132,414 6,019
60 - 64 9 54,806 6,090
65 - 69 3 14,571 4,857
70 - 74 3 3,231 1,077
75 & Over 1 2,234 2,234
TOTAL 164 1,623,152$ 9,897$
B.Receiving Benefits
Current Age Total Average
Group Count Annual Benefit Annual Benefit
Less than 50 3 24,124$ 8,041$
50 - 54 0 - -
55 - 59 22 761,661 34,621
60 - 64 28 1,129,059 40,324
65 - 69 27 589,471 21,832
70 - 74 16 247,930 15,496
75 - 79 14 301,419 21,530
80 - 84 3 13,331 4,444
85 & Over 1 7,404 7,404
TOTAL 114 3,074,399$ 26,968$
Statistics for Participants Entitled to Deferred Benefits
and Participants Receiving Benefits
City of Winter Springs Defined Benefit Plan 42
Table XIII
A.Active Participants
1.Active participants previous year 98
2.Retired during year (6)
3.Died during year 0
4.Disabled during year 0
5.Terminated non-vested during year (3)
6.Terminated vested during year (8)
7.New active participants 5
8.Out on military leave 0
9.Rehired during year 0
10.Transferred to DC Plan 0
11.Active participants current year 86
B.Participants Receiving Benefits
1.Participants receiving benefits previous year 103
2.New retired participants 6
3.New DRO recipient 0
4.New terminated vested receiving benefits 6
5.New beneficiaries receiving benefits 1
6.Died or ceased payment during year (2)
7.Retired or terminated vested receiving benefits current year 114
C.Terminated Vested Participants Entitled to Future Benefits
1.Terminated vested entitled previous year 162
2.Died during year 0
3.Commenced receiving benefits during year (6)
4.New terminated vested 8
5.Terminated vested refunded employee contributions 0
6.Rehired 0
7.Terminated vested entitled current year 164
Reconciliation of Employee Data
City of Winter Springs Defined Benefit Plan 43
Table XIV
Projected Total
Fiscal Year Ending Annual Payout
2019 3,497,830$
2020 3,832,346$
2021 4,004,555$
2022 4,288,371$
2023 4,582,980$
2024 4,697,248$
2025 4,883,415$
2026 5,077,102$
2027 5,265,118$
2028 5,434,500$
Projected Retirement Benefits
The above projected payout of Plan benefits during the next ten years is based on assumptions involving all
decrements.Actual payouts may differ from the above estimates depending upon the death,salary and
retirement experience of the Plan.However,since the projected payment is recomputed each valuation date,
there is an automatic correction to the extent that actual experience varies from expected experience.
City of Winter Springs Defined Benefit Plan 44
Table XV
Year Benefits Administrative Employee City / County Smoothed
Ending Paid 2 Expenses Contributions Contributions 3 Value
09/30/2018 2,935,206$ 64,770$ 460,745$ 2,635,968$ 50,899,575$
09/30/2017 2,679,408 55,697 342,209 2,605,753 46,396,570
09/30/2016 2,450,972 28,208 479,257 2,586,936 42,001,072
09/30/2015 2,202,769 11,937 358,106 2,392,948 37,570,287
09/30/2014 1,974,208 159,424 369,500 2,527,508 33,841,977
09/30/2013 1,732,845 177,541 396,374 2,258,798 29,908,683
09/30/2012 1,606,752 309,874 418,635 1,824,431 26,852,721
09/30/2011 1,165,350 196,423 287,090 2,616,924 25,932,292
09/30/2010 886,521 178,530 284,866 2,311,058 23,887,446
09/30/2009 617,274 116,982 306,420 1,781,197 20,788,655
09/30/2008 384,482 70,423 365,288 1,663,951 18,746,975
09/30/2007 233,953 123,197 N/A 1,843,147 15,526,572
09/30/2006 171,697 84,340 N/A 1,505,020 11,951,383
09/30/2005 N/A N/A N/A 1,260,627 9,716,089
09/30/2004 140,509 62,225 N/A 1,013,379 8,134,588
09/30/2003 138,353 47,477 N/A 903,748 7,279,048
1 Information prior to September 30, 2008 as reported by prior actuary.
2 Includes refunds.
3 Values prior to September 30, 2008 include Employee Contributions.
Summary of Transaction Information 1
City of Winter Springs Defined Benefit Plan 45
Table XV
(Cont'd)
General & Forensic Police & Fire
Valuation Net Market Net Smoothed Assumed Rate
Date Actual Assumed Actual Assumed Value Yield Value Yield of Return
10/01/2018 4.7%3.1%5.9%3.2%2.6 2.0 10.89%9.49%7.75%
10/01/2017 3.9%4.0%4.0%4.6%1.7 6.6 13.9%9.9%8.0%
10/01/2016 2.4%4.2%5.6%4.8%1.8 5.5 10.8%10.2%8.0%
10/01/2015 3.2%4.4%3.8%4.8%1.9 1.4 0.0%9.4%8.0%
10/01/2014 2.5%4.7%1.8%4.9%1.2 2.3 11.9%10.5%8.0%
10/01/2013 0.7%4.7%0.7%4.9%1.4 2.4 16.0%8.5%8.0%
10/01/2012 (2.4%)4.8%(6.5%)5.0%2.4 2.4 19.5%2.3%8.0%
10/01/2011 4.9%4.8%3.5%5.2%1.9 2.4 (1.0%)2.0%8.0%
10/01/2010 0.9%5.0%2.8%5.3%1.2 1.7 12.0%7.3%8.0%
10/01/2009 6.4%5.1%11.6%5.3%1.1 1.1 2.1%3.5%8.0%
Last 3 Years 3.7%3.8%5.2%4.2%2.0 4.2 11.9%9.9%7.9%
Last 5 Years 3.3%4.1%4.2%4.5%1.8 3.0 9.4%9.9%7.9%
Last 10 Years 2.7%4.5%3.2%4.8%1.7 2.4 9.4%7.3%8.0%
Recent Compensation, Termination and Investment Return Experience
Investment ReturnCompensation
% Increase / (Decrease)
Police & Fire
to Expected
Ratio of Actual
Termination
General & Forensic
City of Winter Springs Defined Benefit Plan 46
Table XVI
10/01/2017 10/01/2018
A.Participant Data
1.Active participants 98 86
2.Retired participants and beneficiaries
receiving benefits 103 114
3.Disabled participants receiving benefits 0 0
4.Terminated vested participants 162 164
5.Annual payroll of active participants 5,537,207$ 5,042,067$
6.Annual benefits payable to those currently
receiving benefits 2,763,149$ 3,074,399$
B.Value of Assets
1.Smoothed Value 46,396,570$ 50,899,575$
2.Market Value 48,091,584$ 53,431,514$
C.Liabilities
1.Actuarial present value of future expected
benefit payments for active members
a.Retirement benefits 21,049,488$ 20,093,335$
b.Vesting benefits 1,736,234 1,654,020
c.Death benefits 576,007 538,603
d.Disability benefits 225,219 205,816
e.Total 23,586,948$ 22,491,774$
2.Actuarial present value of future expected benefit
payments for terminated vested members 8,543,090$ 9,470,263$
3.Actuarial present value of future expected benefit
payments for members currently receiving benefits
a.Service retired 27,342,345$ 30,477,660$
b.Disability retired 0 0
c.Beneficiaries 1,934,460 1,995,122
d.Miscellaneous (Refunds in Process)96,624 100,929
e.Total 29,373,429$ 32,573,711$
State Required Exhibit
Actuarial Valuation as of October 1, 2018
City of Winter Springs Defined Benefit Plan 47
Table XVI
(Cont'd)
10/01/2017 10/01/2018
4.Total actuarial present value of future
expected benefit payments 61,503,467$ 64,535,748$
5.Actuarial accrued liabilities 58,419,910$ 61,721,486$
6.Unfunded actuarial accrued liabilities 12,023,340$ 10,821,911$
D.Statement of Accumulated Plan Benefits
1.Actuarial present value of accumulated vested
benefits
a.Participants currently receiving benefits 29,276,805$ 32,472,782$
b.Other participants 24,751,790 25,033,747
c.Total 54,028,595$ 57,506,529$
2.Actuarial present value of accumulated non-
vested plan benefits 505,700 423,711
3.Total actuarial present value of accumulated
plan benefits 54,534,295$ 57,930,240$
E.Pension Cost
1.Total normal cost 558,364$ 537,506$
2.Payment required to amortize unfunded liability 1,126,303 1,032,209
3.Interest adjustment 76,691 71,513
4.Total required contribution 1,761,358$ 1,641,228$
5.Item 4 as a percentage of base payroll 31.8%32.6%
6.Estimated employee contributions 276,860$ 252,103$
7.Item 6 as a percentage of base payroll 5.0%5.0%
8.Net amount payable by County and City 1,484,498$ 1,389,125$
9.Item 8 as a percentage of base payroll 26.8%27.6%
Actuarial Valuation as of October 1, 2018
State Required Exhibit
City of Winter Springs Defined Benefit Plan 48
Table XVI
(Cont'd)
10/01/2017 10/01/2018
F.Past Contributions
1.Total contribution required (previous valuation)2,074,293$ 1,761,358$
2.Actual contributions made:
a.Members 460,745$ N/A
b.City and County 2,635,968 N/A
c.Total 3,096,713$ N/A
G.Disclosure of Following Items:
1.Actuarial present value of future salaries
- attained age 36,166,792$ 32,407,751$
2.Actuarial present value of future employee
contributions - attained age 1,808,341$ 1,620,388$
3.Actuarial present value of future contributions
from other sources N/A N/A
4.Amount of active members' accumulated
contributions 2,694,676$ 2,548,169$
5.Actuarial present value of future salaries and
future benefits at entry age N/A N/A
6.Actuarial present value of future employee
contributions at entry age N/A N/A
State Required Exhibit
Actuarial Valuation as of October 1, 2018
City of Winter Springs Defined Benefit Plan 49
Table XVI
(Cont'd)
Current Remaining
Unfunded Amortization Funding
Unfunded Actuarial Accrued Liabilities Liabilities Payment Period
10/01/2000 Initial 1,141,227$ 138,728$ 12 years
10/01/2002 Assumption Change (15,818) (1,755) 14 years
10/01/2003 Plan Amendment 103,166 11,016 15 years
10/01/2004 Plan Amendment 160,624 16,573 16 years
10/01/2005 Plan Amendment 340,656 34,084 17 years
10/01/2006 Plan Amendment 399,959 38,923 18 years
10/01/2007 Plan Amendment 416,791 39,556 19 years
10/01/2008 Plan Amendment and Assumption Change 1,901,440 176,406 20 years
10/01/2008 Method Change 4,249,998 394,292 20 years
10/01/2009 Actuarial Loss / (Gain)1,843,539 167,541 21 years
10/01/2010 Actuarial Loss / (Gain)(345,231) (30,791) 22 years
10/01/2010 Plan Amendment (2,001,559) (178,518) 22 years
10/01/2011 Actuarial Loss / (Gain)2,214,639 194,170 23 years
10/01/2012 Actuarial Loss / (Gain)755,556 65,217 24 years
10/01/2013 Actuarial Loss / (Gain)(594,366) (50,576) 25 years
10/01/2014 Actuarial Loss / (Gain)(638,409) (53,617) 26 years
10/01/2014 Assumption Change 5,995 503 26 years
10/01/2015 Actuarial Loss / (Gain)(258,363) (21,440) 27 years
10/01/2016 Actuarial Loss / (Gain)(1,248,124) (102,443) 28 years
10/01/2016 Assumption Change 432,621 35,508 28 years
10/01/2017 Actuarial Loss / (Gain)(631,222) (51,288) 29 years
10/01/2017 Assumption Change 2,287,239 185,844 29 years
10/01/2018 Actuarial Loss / (Gain)301,553 24,276 30 years
TOTAL 10,821,911$ 1,032,209$
Lawrence F. Wilson, A.S.A., E.A.Shelly L. Jones, A.S.A., E.A.Jennifer M. Borregard, E.A.
Enrollment Number: 17-02802 Enrollment Number: 17-08646 Enrollment Number: 17-07624
Dated: June 28, 2019
State Required Exhibit
This Actuarial Valuation and/or cost determination was prepared and completed by us or under our direct supervision, and
we acknowledge responsibility for the results.To the best of our knowledge,the results are complete and accurate,and in
our opinion, the techniques and assumptions used are reasonable and meet the requirements and intent of Part VII,
Chapter 112,Florida Statutes. There is no benefit or expense to be provided by the Plan and/or paid from the Plan's assets
for which liabilities or current costs have not been established or other wise provided for in the valuation.All known
events or trends which may require material increase in Plan costs or required contribution rates have been taken into
account in the valuation.
Amortization balances are written down in proportion to amortization payments.
City of Winter Springs Defined Benefit Plan 50
Table XVII
Glossary
Actuarial Accrued Liability.The difference between the Actuarial Present Value of Future Benefits,and the
Actuarial Present Value of Future Normal Costs.
Actuarial Assumptions.Assumptions about future plan experience that affect costs or liabilities,such as:
mortality, withdrawal, disablement, and retirement;future increases in salary;future rates of investment
earnings;future investment and administrative expenses;characteristics of members not specified in the
data,such as marital status;characteristics of future members;future elections made by members and
other items.
Actuarial Cost Method.Actuarial Cost Method A procedure for allocating the Actuarial Present Value of
Future Benefits between the Actuarial Present Value of Future Normal Costs and the Actuarial Accrued
Liability.
Actuarial Equivalent.Of equal Actuarial Present Value, determined as of a given date and based on a given
set of Actuarial Assumptions.
Actuarial Present Value of Future Benefits.The Actuarial Present Value of amounts which are expected to
be paid at various future times to active members, retired members, beneficiaries receiving benefits and
inactive, non-retired members entitled to either a refund or a future retirement benefit.Expressed another
way,it is the value that would have to be invested on the valuation date so that the amount invested plus
investment earnings would provide sufficient assets to pay all projected benefits and expenses when due.
Actuarial Valuation.The determination, as of a valuation date,of the Normal Cost,Actuarial Accrued
Liability, Actuarial Value of Assets,and related Actuarial Present Values for a plan. An Actuarial Valuation
for a governmental retirement system typically also includes calculations of items needed for compliance
with GASB No. 67.
Actuarial Value of Assets.The value of the assets as of a given date,used by the actuary for valuation
purposes.This may be the market or fair value of plan assets or a smoothed value in order to reduce the
year-to-year volatility of calculated results,such as the funded ratio and the actuarially required
contribution.
Amortization Method. A method for determining the Amortization Payment.The most common methods
used are level dollar and level percentage of payroll.Under the Level Dollar method, the Amortization
Payment is one of a stream of payments,all equal,whose Actuarial Present Value is equal to the UAAL.
Under the Level Percentage of Pay method, the Amortization Payment is one of a stream of increasing
payments,whose Actuarial Present Value is equal to the UAAL.Under the Level Percentage of Pay method,
the stream of payments increases at the rate at which total covered payroll of all active members is
assumed to increase.
City of Winter Springs Defined Benefit Plan 51
Table XVII
(Cont'd)
Glossary
Amortization Payment.That portion of the plan contribution which is designed to pay interest on
and to amortize the Unfunded Actuarial Accrued Liability.
Amortization Period. The period used in calculating the Amortization Payment.
Annual Required Contribution.The employer’s periodic required contributions,expressed as a dollar
amount or a percentage of covered plan compensation.The annual required contribution consists of
the Employer Normal Cost and Amortization Payment plus interest adjustment.
Closed Amortization Period.A specific number of years that is reduced by one each year, and
declines to zero with the passage of time. For example if the amortization period is initially set at 30
years, it is 29 years at the end of one year, 28 years at the end of two years, etc.
Employer Normal Cost.The portion of the Normal Cost to be paid by the employer. This is equal to
the Normal Cost less expected member contributions.
Equivalent Single Amortization Period.For plans that do not establish separate amortization bases
(separate components of the UAAL),this is the same as the Amortization Period. For plans that do
establish separate amortization bases,this is the period over which the UAAL would be amortized if
all amortization bases were combined upon the current UAAL payment.
Experience Gain/Loss.A measure of the difference between actual experience and that expected
based upon a set of Actuarial Assumptions, during the period between two actuarial valuations.To
the extent that actual experience differs from that assumed,Unfunded Actuarial Accrued Liabilities
emerge which may be larger or smaller than projected.Gains are due to favorable experience,e.g.,
the assets earn more than projected,salaries do not increase as fast as assumed,members retire later
than assumed,etc.Favorable experience means actual results produce actuarial liabilities not as large
as projected by the actuarial assumptions.Losses are the result of unfavorable experience,i.e.,actual
results that produce Unfunded Actuarial Accrued Liabilities which are larger than projected.
Funded Ratio. The ratio of the Actuarial Value of Assets to the Actuarial Accrued Liability.
GASB. Governmental Accounting Standards Board.
City of Winter Springs Defined Benefit Plan 52
Table XVII
(Cont'd)
Glossary
GASB No.67 and GASB No.68.These are the governmental accounting standards that set the
accounting rules for public retirement plans and the employers that sponsor or contribute to them.
Statement No. 67 sets the accounting rules for the plans themselves,while Statement No. 68 sets the
accounting rules for the employers that sponsor or contribute to public retirement plans.
Normal Cost. The annual cost assigned, under the Actuarial Cost Method, to the current plan year.
Open Amortization Period.An open amortization period is one which is used to determine the
Amortization Payment but which does not change over time.In other words,if the initial period is set
as 30 years,the same 30-year period is used in determining the Amortization Period each year.In
theory,if an Open Amortization Period is used to amortize the Unfunded Actuarial Accrued Liability,
the UAAL will never completely disappear,but will become smaller each year,either as a dollar
amount or in relation to covered payroll.
Unfunded Actuarial Accrued Liability.The difference between the Actuarial Accrued Liability and
Actuarial Value of Assets.
Valuation Date.The date as of which the Actuarial Present Value of Future Benefits are determined.
The benefits expected to be paid in the future are discounted to this date.