HomeMy WebLinkAbout2022 05 12 Board of Trustees Regular Meeting AgendaBOARD OF TRUSTEES
REGULAR MEETING AGENDA
THURSDAY, MAY 12, 2022 - 5:30 PM
CITY HALL - COMMISSION CHAMBERS
1126 EAST STATE ROAD 434, WINTER SPRINGS, FLORIDA
1
CALL TO ORDER
Roll Call
Invocation
Pledge of Allegiance
Agenda Changes
AWARDS AND PRESENTATIONS
100. Not Used
INFORMATIONAL AGENDA
200. Not Used
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. Approval of the Thursday, February 10, 2022 Board of Trustees Regular Meeting
Minutes
Minutes
PUBLIC HEARINGS AGENDA
400. Not Used
REGULAR AGENDA
500. GRS Actuarial Valuation Report of the Defined Benefit Plan
Actuarial Valuation Report (Oct. 1)
501. Quarterly Investment Return Report from AndCO Consulting
2022-03-31 Winter Springs General (Quarterly Report)
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
2
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.
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CITY OF WINTER SPRINGS, FLORIDA
MINUTES
BOARD OF TRUSTEES
REGULAR MEETING
FEBRUARY 10, 2022
CALL TO ORDER
Chairperson David Withee called the Regular Meeting of Thursday, February 10, 2022
of the Board of Trustees to order at 5:34 pm in the West Conference Room (City Hall,
1126 East State Road 434, Winter Springs, Florida 32708).
Roll Call:
Chairperson David Withee, present
Board Member John Ripley, absent
Board Member Marco Santoro, present
Board Member Arif Fareed, present
Assistant City Clerk Tristin Motter, present
A moment of silence was followed by the Pledge of Allegiance.
REGULAR AGENDA - PART I
500) Election for Chairperson of the Board of Trustees for Calendar Year 2022
Mrs. Casey Howard, Deputy City Manager opened nominations for Chairperson.
Chairperson Withee expressed his want to continue as chairperson.
“I NOMINATE DAVID WITHEE TO CONTINUE AS CHAIRPERSON.” NOMINATION
MADE BY BOARD MEMBER FAREED. SECONDED BY BOARD MEMBER SANTORO
NO OTHER NOMINATIONS WERE MADE.
MOTION PASSED WITH UNANIMOUS CONSENT
MOTION CARRIED. 3-0
DAVID WITHEE WAS ELECTED THE CHAIRPERSON
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CITY OF WINTER SPRINGS, FLORIDA
MINUTES
BOARD OF TRUSTEES
REGULAR MEETING – FEBRUARY 10, 2022
PAGE 2 OF 4
P L A N N I N G A N D Z O N I N G B O A R D / L O C A L P L A N N I N G A G E N C Y
R E G U L A R M E E T I N G | W E D N E S D A Y , J U N E 5 , 2 0 1 9 | P A G E 2 OF 4
501) Election for Vice-Chairperson of the Board of Trustees for Calendar Year
2022
“I WILL NOMINATE MARCO SANTORO TO BE VICE-CHAIR FOR THE BOARD OF
TRUSTEE.” NOMINATED BY CHAIRPERSON WITHEE. SECONDED BY BOARD
MEMBER FAREED.
NO OTHER NOMINATIONS WERE MADE.
MOTION PASSED WITH UNANIMOUS CONSENT
MOTION CARRIED. 3-0
MARCO SANTORO WAS ELECTED THE VICE-CHAIRPERSON
PUBLIC INPUT
Chairperson Withee opened Public Input
No one spoke
Chairperson Withee closed Public Input
CONSENT AGENDA
300) Approval of the Thursday, November 30th, 2021 Board of Trustees
Regular Meeting Minutes
Minutes
“MOTION TO STIPULATE THE AGENDA MINUTES AS WRITTEN.” MOTION BY
CHAIRPERSON WITHEE. SECOND BY BOARD MEMBER SANTORO. DISCUSSION.
VOTE:
WITHEE (AYE); SANTORO (AYE); FAREED (AYE)
MOTION CARRIED. 3-0
5
CITY OF WINTER SPRINGS, FLORIDA
MINUTES
BOARD OF TRUSTEES
REGULAR MEETING – FEBRUARY 10, 2022
PAGE 3 OF 4
P L A N N I N G A N D Z O N I N G B O A R D / L O C A L P L A N N I N G A G E N C Y
R E G U L A R M E E T I N G | W E D N E S D A Y , J U N E 5 , 2 0 1 9 | P A G E 3 OF 4
REGULAR AGENDA - PART II
502) Quarterly Investment Return Report from AndCO Consulting
Winter Springs General Quarterly Report
Mr. Dave West, Senior Consultant, AndCo Consulting, 4901 Vineland Road, Suite 600,
Orlando, Florida began by giving an AndCo firm update and gave some background
on the company and business model for the Boards new members. Mr. West
continued by giving a thorough review of the “General Quarterly Report” for the
Board. Question and discussion ensued regarding Bond portfolio, strategy with the
TIPS and PIMOC funds and what the target duration for maturity is of each. Further
review of the active managers, value stock orientation and fee analysis overview
rounded out the “General Quarterly Report.” Mr. West then gave a summary the
“Asset Allocation Report” for the Board and purposed a reversal of the previous
rebalance by reallocating money from the Cash fund to the Total Stock. Mr. West
recommended reinvesting 1.4 million (2%) in the Total Stock Index Fund portfolio
pulling from the Cash fund if feasible, if not or need additional pull from the
Vanguard Short Term Bond Fund.
“AMENDED [MOTION] TO TAKE 1.4 MILLION ADD TO THE EQUIDTY ALLOCATION
THROUGH THE VANGUARD TOTAL STOCK INDEX, SOURCED FROM THE CASH. IF
THE CASH ISN’T UNAVAILABLE TO LIQUIDATE WHAT IS NECESSARY FROM THE
VANGUARD SHORT TERM BOND FUND.” MOTION BY CHAIRPERSON WITHEE.
SECONDED BY BOARD MEMBER FAREED. DISCUSSION.
VOTE:
SANTORO (AYE); WITHEE (AYE); FAREED (AYE)
MOTION CARRIED. 3-0
PUBLIC INPUT
Chairperson Withee opened Public Input
No one spoke
Chairperson Withee closed Public Input
6
CITY OF WINTER SPRINGS, FLORIDA
MINUTES
BOARD OF TRUSTEES
REGULAR MEETING – FEBRUARY 10, 2022
PAGE 4 OF 4
P L A N N I N G A N D Z O N I N G B O A R D / L O C A L P L A N N I N G A G E N C Y
R E G U L A R M E E T I N G | W E D N E S D A Y , J U N E 5 , 2 0 1 9 | P A G E 4 OF 4
ADJOURNMENT
Chairperson Withee adjourned the Regular Meeting at 6:51 p.m.
RESPECTFULLY SUBMITTED:
_____________________________________
TRISTIN MOTTER
ASSISTANT CITY CLERK
NOTE: These Minutes were approved at the May 12, 2022 Board of Trustees Regular Meeting.
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April 12, 2022
Ms. Casey Howard
Deputy City Manager
City of Winter Springs
1126 East State Road 434
Winter Springs, Florida 32708
Re: City of Winter Springs Defined Benefit Plan
October 1, 2021 Actuarial Valuation
Dear Casey:
As requested, we are pleased to enclose eleven (11) copies of the October 1, 2021 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,
Gabriel, Roeder, Smith & Company
Shelly L. Jones, A.S.A.
Consultant and Actuary
Enclosures
8
City Of Winter Springs
Defined Benefit Plan
ACTUARIAL VALUATION AS OF OCTOBER 1, 2021
This Valuation Determines the Annual Contribution for the Plan Year October 1, 2022 through
September 30, 2023 to be Paid in Plan Year October 1, 2022 to September 30, 2023
April 12, 2022
9
10
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 ...... 35
XII.Statistics for Participants Entitled to Deferred Benefits and Participants
Receiving Benefits ................................................................................................... 40
XIII.Reconciliation of Employee Data ............................................................................. 41
XIV.Projected Retirement Benefits ................................................................................ 42
XV.Recent Plan Experience ........................................................................................... 43
XVI.State Required Exhibit ............................................................................................. 45
XVII.Glossary ................................................................................................................... 49
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April 12, 2022
City Council
City of Winter Springs Defined Benefit Plan
c/o Ms. Casey Howard
Deputy City Manager
1126 East State Road 434
Winter Springs, Florida 32708
Dear Council Members:
October 1, 2021 Actuarial Valuation
We are pleased to present our October 1, 2021 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,
2022 – September 30, 2023 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 $873,869 (21.4%). The figure in parentheses is the Plan cost expressed as a
percentage of projected covered annual payroll for fiscal year October 1, 2022 – September 30, 2023
($4,081,949).
This total cost is to be met by member, County and City contributions. We anticipate member
contributions will be $204,097 (5.0% of projected covered payroll for fiscal year ending September 30,
2022). The resulting minimum required County and City contribution is $669,772 (16.4%).
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.
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Council Members
April 12, 2022
Page Two
Changes in Actuarial Assumptions, Methods and Plan Provisions
The Plan provisions remain unchanged from our October 1, 2020 Actuarial Valuation. The Plan
provisions are outlined on Table IX.
The actuarial assumptions and methods remain unchanged from our October 1, 2020 Actuarial
Valuation. The actuarial assumptions and methods are outlined on Table X.
Comparison of October 1, 2020 and October 1, 2021 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, 2020. The right columns indicate the costs as calculated
for October 1, 2021.
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 8% while covered payroll decreased by
approximately 4%. Total Plan membership decreased slightly. Total normal cost decreased as a dollar
amount but increased as a percentage of covered payroll. The unfunded actuarial accrued liability
and the net County and City minimum funding requirement both decreased as a dollar amount and a
percentage of covered payroll.
Plan assets exceed the value of vested accrued benefits this year, resulting in a Vested Benefit
Security Ratio (VBSR) of 110.9% which is an increase from 91.9% as of the October 1, 2020 Actuarial
Valuation. The VBSR is measured on a market value of assets basis.
Plan Experience
The Plan experienced an actuarial gain in the amount of $2,083,576 this year. This indicates actual
overall Plan experience was more favorable than expected.
Table XV (salary, turnover and investment yield) provides figures on recent Plan experience. Salary
experience indicates actual salary increases averaged approximately 4.9% for General and Forensic
Employees and 3.4% for Firefighters and Police Officers for Plan Year ended September 30, 2021 when
compared to the assumed salary increase of 3.1% and 3.5%, respectively. Salary increases were an
offsetting source of actuarial loss for General and Forensic Employees and a source of actuarial gain
for Firefighters and Police Officers. The three, five and ten-year average annual salary increases are
7.1%, 5.9% and 3.6% for General and Forensic Employees, respectively – 4.0%, 4.4% and 2.7% for
Firefighters and Police Officers, respectively.
Employee turnover this year was 690% of the assumed turnover for General and Forensic Employees
and 80% of the assumed turnover for Firefighters and Police Officers. Employee turnover was
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Council Members
April 12, 2022
Page Three
generally a source of actuarial gain for General and Forensic Employees and an offsetting source of
actuarial loss for Firefighters and Police Officers. The three, five and ten-year average annual turnover
is 410%, 310% and 230%, respectively for General and Forensic Employees - 100%, 160% and 200%,
respectively for Firefighters and Police Officers.
The smoothed value investment return of 11.45% was greater than the investment return assumption
of 7.40%. Smoothed value investment return was an additional source of actuarial gain during the
year. The three, five and ten-year average annual smoothed value investment returns are 9.25%,
9.4% and 8.8%, respectively. The one, three, five and ten-year average annual market value returns
are 25.50%, 11.59%, 11.9% and 11.7%, respectively.
Member Census and Financial Data
The City submitted the Member census data used for this Actuarial Valuation to us as of October 1,
2021. This information contains name, Social Security number, date of birth, date of hire, October 1,
2021 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, 2021. 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.
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Council Members
April 12, 2022
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:
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Council Members
April 12, 2022
Page Five
2020 2021
Ratio of market value of assets to payroll 13.82 17.75
Ratio of actuarial accrued liability to payroll 15.89 16.83
Ratio of actives to retirees and beneficiaries 0.56 0.50
Ratio of net cash flow to market value of assets -0.8% -1.5%
Duration of the actuarial accrued liability 11.42 11.24
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.
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Council Members
April 12, 2022
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.
The Government Finance Officers Association (GFOA) recommends an experience study every five
years. The last experience study performed was five years ago. Therefore, we recommend an
experience study to ensure the assumptions continue to be aligned with recent 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
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Council Members
April 12, 2022
Page Seven
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.
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 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 was prepared using ProVal’s valuation model, a software product of Winklevoss
Technologies. We are relying on the ProVal model. We performed tests of the ProVal model with this
assignment and made a reasonable attempt to understand the developer’s intended purpose of,
general operation of, major sensitivities and dependencies within, and key strengths and limitations of
the ProVal model. In our professional judgment, the ProVal valuation model has the capability to
provide results that are consistent with the purposes of the valuation and has no material limitations
or known weaknesses.
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.
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Council Members
April 12, 2022
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,
Gabriel, Roeder, Smith & Company
Shelly L. Jones, A.S.A., E.A.
Consultant and Actuary
Jennifer M. Borregard, E.A.
Consultant and Actuary
19
Table I
Cost % of
Data Payroll
A. Participant Data Summary (Table III)
1. Active Employees 68 N/A
2. Terminated Vested 166 N/A
3. Receiving Benefits 137 N/A
4. Total Annual Payroll of Active Employees 4,081,949$ 100.0%
B. Total Normal Costs
1. Age Retirement Benefits 238,795$ 5.9%
2. Termination Benefits 122,306 3.0%
3. Death Benefits 6,487 0.2%
4. Disability Benefits 3,296 0.1%
5. Estimated Expenses 46,494 1.1%
6. Total Annual Normal Costs 417,378$ 10.2%
C. Total Actuarial Accrued Liability
1.Age Retirement and Termination Benefits Active Employees 12,813,304$ 313.9%
2.Death Benefits Active Employees 212,646 5.2%
3. Disability Benefits Active Employees 99,735 2.4%
4. Retired or Terminated Vested Participants
Receiving Benefits 44,201,520 1082.9%
5. Terminated Vested Participants Entitled to
Future Benefits 9,571,219 234.5%
6. Deceased Participants Whose Beneficiaries
are Receiving Benefits (includes DROs)1,711,311 41.9%
7. Disabled Participants Receiving Benefits 0 0.0%
8. Miscellaneous Liability (Refunds in Process)106,637 2.6%
9. Total Actuarial Accrued Liability 68,716,372$ 1683.4%
D. Assets (Table V)
1.Smoothed Value of Assets 64,718,452$ 1585.5%
2. Market Value of Assets 72,453,381$ 1775.0%
E. Unfunded Actuarial Accrued Liability
(C.9. ‐ D.1.)3,997,920$ 97.9%
Summary of Retirement Plan Costs as of October 1, 2021
City of Winter Springs Defined Benefit Plan 920
Table I
(Cont'd)
Cost % of
Data Payroll
F. Minimum Required Contribution
1. Total Normal Cost (including expenses)417,378$ 10.2%
2. Amortization of Unfunded Liability 420,617 10.3%
3. Interest Adjustment 35,874 0.9%
4. Total Payment 873,869$ 21.4%
G. Expected payroll of active employees for FYE 2023
(1.000 x $4,081,949)4,081,949$ 100.0%
H. Contribution Sources (percent of expected 2023 payroll)
1. County and City 669,772$ 16.4%
2. Member 204,097 5.0%
3. Total required contribution 873,869$ 21.4%
I. Actuarial Gain / (Loss)2,083,576$ 51.0%
J.Actuarial Present Value of Vested Accrued Benefits
1. Retired, Terminated Vested, Beneficiaries
and Disabled Receiving Benefits 45,912,831$ 1124.8%
2. Terminated Vested Participants Entitled to
Future Benefits and Miscellaneous 9,677,856 237.1%
3. Active Participants Entitled to Future Benefits 9,723,644 238.2%
4. Total Actuarial Present Value of Vested
Accrued Benefits 65,314,331$ 1600.1%
K. Unfunded Actuarial Present Value of Vested
Accrued Benefits (J.4. ‐ D.2., not less than zero)0$ 0.0%
L. Vested Benefit Security Ratio (D.2. ÷ J.4.)110.9% N/A
Summary of Retirement Plan Costs as of October 1, 2021
City of Winter Springs Defined Benefit Plan 1021
Table IICost % of Cost % of Data Compensation Data CompensationA. Participants1. Active Employees 74 N/A 68 N/A 2. Terminated Vested 167 N/A 166 N/A 3. Receiving Benefits 131 N/A 137 N/A 4. Total Annual Payroll of Active Employees 4,236,443$ 100.0% 4,081,949$ 100.0%B. Total Normal Costs 423,391$ 10.0% 417,378$ 10.2%C. Actuarial Accrued Liability 67,328,099$ 1589.3% 68,716,372$ 1683.4%D. Present Value of Future Benefits 70,042,511$ 1653.3% 71,262,066$ 1745.8%E. Smoothed Value of Assets 58,929,456$ 1391.0% 64,718,452$ 1585.5%F. Market Value of Assets 58,544,989$ 1381.9% 72,453,381$ 1775.0%G. Unfunded Actuarial Accrued Liability(C. ‐ E.) 8,398,643$ 198.2% 3,997,920$ 97.9%H. County and City Minimum Funding Payment 1,055,047$ 24.9% 669,772$ 16.4%I. Ratios1. Vested Benefit Security Ratio 91.9% N/A 110.9% N/A2. Funded Ratio (Market Basis) (F. / C.) 87.0% N/A 105.4% N/AComparison of Cost Data of October 1, 2020 and October 1, 2021 ValuationsOctober 1, 2020 October 1, 2021City of Winter Springs Defined Benefit Plan 1122
Table III
A. Active Plan Participants Summary
1. Active participants fully vested 44
2. Active participants partially vested 0
3. Active participants non‐vested 24
4. Total active participants 68
5. Annual rate of pay of active participants 4,081,949$
B. Retired and Terminated Vested Participant Summary
1. Retired or terminated vested participants receiving
benefits 124
2. Terminated vested participants entitled to
future benefits 166
3. Deceased participants whose beneficiaries are
receiving benefits (includes DROs) 13
4. Disabled participants receiving benefits 0
C. Projected Annual Retirement Benefits
1. Retired or terminated vested receiving benefits 4,107,574$
2. Terminated vested entitled to future benefits 1,573,901$
3. Beneficiaries of deceased participants (includes DROs) 188,471$
4. Disabled participants 0$
Actuarial Valuation as of October 1, 2021
Characteristics of Participants in
City of Winter Springs Defined Benefit Plan 1223
Table IV
Assets Market Value
A. Cash and Cash Equivalents 2,293,939$
B. General Investments
1. Common Stock 47,485,780$
2. Bonds 15,039,299
3. Real Estate 5,269,992
4. Other 1,874,382
C. Receivables
1. Accrued Interest 0$
2. Employee Contribution Receivable 143
3. City and County Contributions Receivable 560,719
4. Accounts Receivable 0
D. Payables
1. Accounts Payable 70,873$
2. Due to Broker 0
E. Plan Assets
(A + B + C ‐ D) 72,453,381$
Statement of Assets as of October 1, 2021
City of Winter Springs Defined Benefit Plan 1324
Table V
A. Market Value of Assets as of October 1, 2020 58,544,989$
Adjustment to Market Value of Assets as of October 1, 2020 (35,123)
Total Market Value of Assets as of October 1, 2020 58,509,866$
B. Receipts During Period
1. Contributions
a. Member 208,098$
b. City and County 3,052,914
c. Total 3,261,012$
2. Investment Income
a. Interest and dividends 1,032,183$
b. Realized / unrealized gains (losses) 14,117,600
c. Investment expenses (301,136)
d. Net investment income 14,848,647$
3. Total receipts during period 18,109,659$
C. Disbursements During Period
1. Pension payments and contribution refunds 4,119,650$
2. Administrative expenses 46,494
3. Total disbursements during period 4,166,144$
D. Market Value of Assets as of September 30, 2021 72,453,381$
Reconciliation of Plan Assets
City of Winter Springs Defined Benefit Plan 1425
Table V(Cont'd)202020212022202320242025A. Preliminary total smoothed value from prior year 54,759,146$ 58,929,456$ 64,718,452$ B. Market value beginning of year 54,713,697 58,544,989 72,453,381 C. Market value end of year 58,544,989 72,453,381 D. Non‐investment net cash flow (422,708) (905,132) E. Investment return1. Total market value return: C. ‐ B. ‐ D. 4,254,000 14,813,524 2. Amount for immediate recognition (7.50% / 7.40%) 4,087,676 4,298,839 3. Amount for phased‐in recognition: E.1. ‐ E.2. 166,324 10,514,685 F. Phased‐in recognition of investment return:1. Current year 33,265 2,102,937 2. First prior year (539,542) 33,265 2,102,937 3. Second prior year 302,469 (539,542) 33,265 2,102,937 4. Third prior year 496,160 302,469 (539,542) 33,265 2,102,937 5. Fourth prior year 212,990 496,160 302,471 (539,542) 33,264 2,102,937 6. Total phased‐in recognition of investment return 505,342 2,395,289 1,899,131 1,596,660 2,136,201 2,102,937 G. Total smoothed value end of year1. Preliminary total smoothed value end of year 58,929,456 64,718,452 A. + D. + E.2. + F.6.2. Upper corridor limit: 120% of C. 70,253,987 86,944,057 3. Lower corridor limit: 80% of C. 46,835,991 57,962,705 4. Total smoothed value end of year: G.1., not more than G.2., nor less than G.3. 58,929,456 64,718,452 H. Difference between total market value and total smoothed value (384,467) 7,734,929 I. Smoothed value rate of return 8.42% 11.45%J. Market value rate of return 7.81% 25.50%Development of Smoothed Value of Assets as of September 30City of Winter Springs Defined Benefit Plan 1526
Table VI
A. Derivation of Actuarial Gain / (Loss)
1. City and County net normal cost previous valuation 211,569$
2. Unfunded actuarial accrued liability previous valuation 8,398,643
3. City and County contributions previous year 3,052,914
4. Interest on:
(a) City and County net normal cost 15,656$
(b) Unfunded actuarial accrued liability 621,500
(c) City and County contributions 112,958
(d) Net total: (a) + (b) ‐ (c) 524,198$
5. Expected unfunded actuarial accrued liability current year:
(1. + 2. ‐ 3. + 4.) 6,081,496$
6. Actual unfunded actuarial accrued liability current year 3,997,920
7. Actuarial gain / (loss): (5. ‐ 6.) 2,083,576$
B. Approximate Portion of Gain / (Loss)
due to Investments
1. Smoothed value of assets previous year 58,929,456$
2. Contributions during period 3,261,012
3. Benefits and administrative expenses during period 4,166,144
4. Expected appreciation for period 4,327,290
5. Expected smoothed value of assets current year:
(1. + 2. ‐ 3. + 4.) 62,351,614$
6. Actual smoothed value of assets current year 64,718,452$
7. Approximate investment gain / (loss) due to investments: (6. ‐ 5.) 2,366,838$
C. Approximate Portion of Gain / (Loss)
due to Liabilities: A.7. ‐ B.7.(283,262)$
Actuarial Gain / (Loss) for
Plan Year Ended September 30, 2021
City of Winter Springs Defined Benefit Plan 1627
Table VII
A. Unfunded Actuarial Accrued Liability
Unfunded Amortization
Date Liability Payment
October 1, 2021 3,997,920$ 420,617$
October 1, 2022 3,842,023$ 420,617$
October 1, 2023 3,674,590$ 420,617$
October 1, 2024 3,494,767$ 420,617$
October 1, 2025 3,301,637$ 420,617$
…
…
October 1, 2051 0$ 0$
B. Covered Payroll History
Covered Annual
Date Payroll Increase
October 1, 2021 4,081,949$ (3.6%)
October 1, 2020 4,236,443$ (2.1%)
October 1, 2019 4,325,321$ (14.2%)
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$ N/A
Ten‐Year Average Annual Increase (7.5%)
Amortization of Unfunded Actuarial Accrued Liability
City of Winter Springs Defined Benefit Plan 1728
Table VIII
10/01/2020 10/01/2021
I. Number of Plan Members
a. Retirees and beneficiaries receiving benefits 131 137
b. Terminated plan members entitled to but not yet receiving benefits 167 166
c. Active plan members 74 68
d. Total 372 371
II.Financial Accounting Standards Board Allocation as of October 1, 2021
A. Statement of Accumulated Plan Benefits
1. Actuarial present value of accumulated vested plan benefits
a. Participants currently receiving benefits 43,828,169$ 45,912,831$
b. Other participants 19,872,143 19,401,500
c. Total 63,700,312$ 65,314,331$
2. Actuarial present value of accumulated
non‐vested plan benefits 157,702$ 165,752$
3. Total actuarial present value of accumulated plan benefits 63,858,014$ 65,480,083$
B. Statement of Change in Accumulated Plan Benefits
1. Actuarial present value of accumulated plan benefits
as of October 1, 2020 63,858,014$
2. Increase (decrease) during year attributable to:
a. Plan amendment 0$
b. Change in actuarial assumptions 0
c. Benefits paid including refunds (4,119,650)
d. Other, including benefits accumulated, increase
for interest due to decrease in the discount period 5,741,719
e. Net increase 1,622,069$
3. Actuarial present value of accumulated plan benefits
as of October 1, 2021 65,480,083$
C. Significant Matters Affecting Calculations
1. Assumed rate of return used in determining actuarial present values 7.40%
2. Change in Plan provisions None.
3. Change in actuarial assumptions None.
Accounting Disclosure Exhibit
City of Winter Springs Defined Benefit Plan 1829
Table VIII(Cont'd)III. Net Pension Liability and Related Ratios (GASB No. 67 & No. 68)ProjectedMeasurement date 9/30/2014 9/30/2015 9/30/2016 9/30/2017 9/30/2018 9/30/2019 9/30/2020 9/30/2021 9/30/2022 *A. Total Pension Liability (TPL)Service Cost 886,819$ 834,402$ 808,281$ 697,459$ 502,667$ 472,736$ 401,950$ 390,407$ 370,884$ Interest 3,666,120 3,851,130 4,059,813 4,229,901 4,452,760 4,693,091 4,736,276 4,858,742 4,946,318 Benefit Changes 0 0 0 0 0 0 0 0 0 Difference Between Actual and Expected Experience (581,481) (107,513) 275,994 (592,087) 124,345 1,281,355 569,125 661,000 258,774 Assumption Changes 0 8,107 0 526,115 2,531,601 0 479,182 691,291 0 Benefit Payments, including Refunds of Member Contributions (1,974,208) (2,202,769) (2,450,972) (2,679,408) (2,935,206) (3,276,412) (3,821,626) (4,119,650) (4,490,245) Net Change in Total Pension Liability 1,997,250$ 2,383,357$ 2,693,116$ 2,181,980$ 4,676,167$ 3,170,770$ 2,364,907$ 2,481,790$ 1,085,731$ 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 63,610,901 65,975,808 68,457,598 Total Pension Liability (TPL) ‐ (end of year) 48,505,511$ 50,888,868$ 53,581,984$ 55,763,964$ 60,440,131$ 63,610,901$ 65,975,808$ 68,457,598$ 69,543,329$ B. Plan Fiduciary Net PositionContributions ‐ City and County 2,527,508$ 2,392,948$ 2,586,936$ 2,605,753$ 2,635,968$ 2,924,706$ 3,213,927$ 3,052,914$ 1,055,047$ Contributions ‐ Member 369,500 358,106 479,257 342,209 460,745 265,688 217,975 208,098 204,097 Net Investment Income 3,885,344 5,160 4,077,452 5,851,493 5,243,193 1,437,224 4,254,000 14,813,524 5,240,279 Benefit Payments, including Refunds of Member Contributions (1,974,208) (2,202,769) (2,450,972) (2,679,408) (2,935,206) (3,276,412) (3,821,626) (4,119,650) (4,490,245) Administrative Expenses (159,424) (11,937) (28,208) (55,697) (64,770) (69,023) (32,984) (46,494) (46,494) Other 0 0 0 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$ 1,282,183$ 3,831,292$ 13,908,392$ 1,962,684 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 54,713,697 58,544,989 72,453,381 Plan Fiduciary Net Position ‐ (end of year) 36,821,261$ 37,362,769$ 42,027,234$ 48,091,584$ 53,431,514$ 54,713,697$ 58,544,989$ 72,453,381$ 74,416,065$ 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$ 8,897,204$ 7,430,819$ (3,995,783)$ (4,872,736)$ D. Plan Fiduciary Net Position as a Percentage of TPL: (B) / (A)75.91 % 73.42 % 78.44 % 86.24 % 88.40 % 86.01 % 88.74 % 105.84 % 107.01 %E. Covered Employee Payroll **7,369,943$ 7,070,355$ 6,671,503$ 5,846,435$ 5,342,971$ 4,800,755$ 4,334,163$ 4,335,802$ 4,081,949$ F. NPL as a Percentage of Covered Employee Payroll: (C) / (E) 158.54 % 191.31 % 173.20 % 131.23 % 131.17 % 185.33 % 171.45 % (92.16)% (119.37)%G. Notes to Schedule:Valuation Date 10/1/2013 10/1/2014 10/1/2015 10/1/2016 10/1/2017 10/1/2018 10/1/2019 10/01/2020 10/01/2021Reporting Date (GASB No. 68) 9/30/2014 9/30/2015 9/30/2016 9/30/2017 9/30/2018 9/30/2019 9/30/2020 9/30/2021 9/30/2022Update 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 ExhibitCity of Winter Springs Defined Benefit Plan 1930
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
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 1,484,498 2,924,706 (1,440,208) 4,800,755 60.92%
2020 1,389,125 3,213,927 (1,824,802) 4,334,163 74.15%
2021 1,251,632 3,052,914 (1,801,282) 4,335,802 70.41%
2022 3 1,055,047 1,055,047 0 4,081,949 25.85%
1 Per City Annual Report 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 2031
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, 2022:
Actuarial Cost Method
Amortization Method
Amortization Period
Asset Valuation Method
Inflation
Salary Increases
Investment Rate of Return 7.40%
Retirement Age
Mortality
Entry Age Normal
Level dollar, closed
For disabled General Employee participants, PUB‐2010 Headcount Weighted General
Disabled Retiree Mortality Table, separate rates for males and females, both set forward 3
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 General Employee participants during employment, PUB‐2010 Headcount
Weighted General Below Median Employee Mortality Table, separate rates for males and
females, set back 1 year for male, with fully generational mortality improvements
projected to each future decrement date with Scale MP‐2018.
For healthy Firefighter, Police Officer and Forensic Professional participants during
employment, PUB‐2010 Headcount Weighted Safety Employee Female Mortality Table and
Safety Below Median Employee Male Mortality Table, both set forward 1 year, with fully
generational mortality improvements projected to each future decrement date with Scale
MP‐2018.
For healthy General Employee participants post employment, PUB‐2010 Headcount
Weighted General Below Median Healthy Retiree Mortality Table, separate rates for males
and females, set back 1 year for male, with fully generational mortality improvements
projected to each future decrement date with Scale MP‐2018.
For healthy Firefighter, Police Officer and Forensic Professional participants post
employment, PUB‐2010 Headcount Weighted Safety Healthy Retiree Female Mortality
Table and Safety Below Median Healthy Retiree Male Mortality Table, both set forward 1
year, with fully generational mortality improvements projected to each future decrement
date with Scale MP‐2018.
For disabled Firefighter, Police Officer and Forensic Professional participants, 80% PUB‐
2010 Headcount Weighted General Disabled Retiree Mortality Table / 20% PUB‐2010
Headcount Weighted Safety Disabled Retiree Mortality Table, separate rates for males and
females, without projected mortality improvements.
30 years
Accounting Disclosure Exhibit
Actuarially determined contributions are calculated as of October 1st ‐two years prior the
fiscal year end in which contributions are reported.
City of Winter Springs Defined Benefit Plan 2132
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 6.40% 7.40% 8.40%
NPL 3,652,614$ (3,995,783)$ (10,423,129)$
Current
1% Decrease Discount Rate 1% Increase
Discount Rate 6.40% 7.40% 8.40%
NPL 2,796,544$ (4,872,736)$ (11,325,613)$
* Projected ‐ actual amounts will be available after fiscal year end
Accounting Disclosure Exhibit
A discount rate of 7.40% was used to measure the September 30, 2021 and September 30, 2022 TPL. This
discount rate was based on the expected rate of return on Plan investments of 7.40%. 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, 2022 *
Measurement date: September 30, 2021
2020: Investment return and mortality rates for disableds updated. 2019: Investment return, mortality rates
and disability rates updated. 2017: Investment return, salary increase, withdrawal and retirement rates
updated. 2016: Mortality rates updated. 2014: Disability rates 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.
City of Winter Springs Defined Benefit Plan 2233
Table VIII
(Cont'd)
VIII.
Pension Expense for Fiscal Year Ending September 30, 2021 (423,654)$
Deferred Outflows
of Resources
Deferred Inflows
of Resources
293,778$ 0$
Changes of assumptions or other inputs 307,240 0
0 7,734,929
Total 601,018$ 7,734,929$
Year Ending
30‐Sep Amount
2022 (1,298,113)$
2023 (1,596,660)
2024 (2,136,201)
2025 (2,102,937)
2026 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, 2021
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.
City of Winter Springs Defined Benefit Plan 2334
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)ProjectedMeasurement Date 9/30/2014 9/30/2015 9/30/2016 9/30/2017 9/30/2018 9/30/2019 9/30/2020 9/30/2021 9/30/2022 *Service Cost 886,819$ 834,402$ 808,281$ 697,459$ 502,667$ 472,736$ 401,950$ 390,407$ 370,884$ Interest on Total Pension Liability 3,666,120 3,851,130 4,059,813 4,229,901 4,452,760 4,693,091 4,736,276 4,858,742 4,946,318 Current‐Period Benefit Changes 0 0 0 0 0 0 0 0 0 (369,500) (358,106) (479,257) (342,209) (460,745) (265,688) (217,975) (208,098) (204,097) Projected Earnings on Plan Investments (2,604,338) (2,967,155) (3,012,502) (3,370,693) (3,730,846) (4,134,934) (4,087,676) (4,298,839) (5,240,279) Administrative Expenses 159,424 11,937 28,208 55,697 64,770 69,023 32,984 46,494 46,494 Other Changes in Plan Fiduciary Net Position 0 0 0 0 0 0 0 0 0 (126,409) (149,527) (78,759) (99,375) 1,158,437 1,917,785 1,460,935 1,182,929 762,752 (256,201) 336,198 123,208 (372,952) (675,422) 120,322 (505,342) (2,395,289) (1,899,131) Total Pension Expense 1,355,915$ 1,558,879$ 1,448,992$ 797,828$ 1,311,621$ 2,872,335$ 1,821,152$ (423,654)$ (1,217,059)$ * Projected ‐ actual amounts will be available after measurement dateContributions ‐ MemberRecognition of Beginning Deferred Outflows / (Inflows) due to LiabilitiesRecognition of Beginning Deferred Outflows / (Inflows) due to AssetsAccounting Disclosure ExhibitCity of Winter Springs Defined Benefit Plan 2435
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
9/30/2021
Recognition
Amount for
2020 / 2021
Balance as of
9/30/2021
2019 / 2020 569,125$ 1.7 0.0 234,346$ 0$
2020 / 2021 661,000$ 1.8 0.8 367,222$ 293,778$
TOTAL 601,568$ 293,778$
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
9/30/2021
Recognition
Amount for
2020 / 2021
Balance as of
9/30/2021
2019 / 2020 0$ 1.7 0.0 0$ 0$
2020 / 2021 0$ 1.8 0.8 0$ 0$
TOTAL 0$ 0$
Recognition of Deferred Outflows due to Changes of Assumptions or Other Inputs
Established Initial Balance
Initial
Recognition
Period
Remaining
Recognition
Period as of
9/30/2021
Recognition
Amount for
2020 / 2021
Balance as of
9/30/2021
2019 / 2020 479,182$ 1.7 0.0 197,310$ 0$
2020 / 2021 691,291$ 1.8 0.8 384,051$ 307,240$
TOTAL 581,361$ 307,240$
Accounting Disclosure Exhibit
City of Winter Springs Defined Benefit Plan 2536
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
9/30/2021
Recognition
Amount for
2020 / 2021
Balance as of
9/30/2021
2019 / 2020 0$ 1.7 0.0 0$ 0$
2020 / 2021 0$ 1.8 0.8 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
9/30/2021
Recognition
Amount for
2020 / 2021
Balance as of
9/30/2021
2016 / 2017 (2,480,800)$ 5 0 (496,160)$ 0$
2017 / 2018 (1,512,347)$ 5 1 (302,469)$ (302,471)$
2018 / 2019 2,697,710$ 5 2 539,542$ 1,079,084$
2019 / 2020 (166,324)$ 5 3 (33,265)$ (99,794)$
2020 / 2021 (10,514,685)$ 5 4 (2,102,937)$ (8,411,748)$
TOTAL (2,395,289)$ (7,734,929)$
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 2637
Table IX
A. Effective Date
B. Eligibility Requirements
C. Accrual Service
D. Compensation
E. Final Average Compensation
F. Normal Retirement
1. Eligibility:
(a) 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 2738
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 2839
Table IX
(Cont'd)
J. Death Benefit
K. Participant Contributions
L. Vested Benefit Upon Termination
Years of Service Vested Percentage
Less Than 70%
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 2940
Table X
A. Mortality
Firefighter, Police Officer and Forensic Professional participants:
Sample
Ages
(2021) Men Women Men Women
55 30.53 34.39 27.68 31.26
60 25.58 29.33 23.10 26.47
62 23.66 27.32 21.36 24.63
Sample
Ages
(2041) Men Women Men Women
55 32.17 35.88 29.58 33.09
60 27.15 30.77 24.88 28.22
62 25.19 28.74 23.09 26.33
General Employee participants:
Expectancy (Years)
Future Life
For healthy participants post employment, PUB‐2010 Headcount Weighted General Below Median
Healthy Retiree Mortality Table, separate rates for males and females, set back 1 year for male, with fully
generational mortality improvements projected to each future decrement date with Scale MP‐2018.
For healthy participants during employment, PUB‐2010 Headcount Weighted General Below Median
Employee Mortality Table, separate rates for males and females, set back 1 year for male, with fully
generational mortality improvements projected to each future decrement date with Scale MP‐2018.
For healthy participants post employment, PUB‐2010 Headcount Weighted Safety Healthy Retiree Female
Mortality Table and Safety Below Median Healthy Retiree Male Mortality Table, both set forward 1 year,
with fully generational mortality improvements projected to each future decrement date with Scale MP‐
2018.
For healthy participants during employment, PUB‐2010 Headcount Weighted Safety Employee Female
Mortality Table and Safety Below Median Employee Male Mortality Table, both set forward 1 year, with
fully generational mortality improvements projected to each future decrement date with Scale MP‐2018.
Used in the Valuation
Actuarial Assumptions and Actuarial Cost Methods
Post‐retirement
Expectancy (Years)
Future Life
Post‐retirement
For disabled participants, 80% PUB‐2010 Headcount Weighted General Disabled Retiree Mortality Table /
20% PUB‐2010 Headcount Weighted Safety Disabled Retiree Mortality Table, separate rates for males
and females, without projected mortality improvements.
Future Life
Pre‐retirement
Expectancy (Years)
Future Life
Pre‐retirement
Expectancy (Years)
City of Winter Springs Defined Benefit Plan 3041
Table X
(Cont'd)
A. Mortality (cont'd)
Sample
Ages
(2021) Male Female Male Female
55 32.67 35.09 28.73 32.46
60 27.81 30.07 24.64 27.92
62 25.92 28.09 23.02 26.09
Sample
Ages
(2041) Male Female Male Female
55 34.30 36.58 30.75 34.24
60 29.38 31.51 26.50 29.59
62 27.45 29.50 24.81 27.71
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 disabled participants, PUB‐2010 Headcount Weighted General Disabled Retiree Mortality Table, separate
rates for males and females, both set forward 3 years, without projected mortality improvements.
Expectancy (Years)
Future Life
Pre‐retirement
Expectancy (Years)
Future Life
Post‐retirement
7.40%, 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 3142
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.
General All Other
Age Employees Employees
< 40 0.001%0.005%
45 0.001% 0.050%
50 0.002% 0.050%
55 0.005% 0.090%
60 0.006% 0.090%
65 0.001% 0.090%
2.
General All Other
Age Employees Employees
20 0.00% 0.02%
25 0.01% 0.02%
30 0.01% 0.04%
35 0.01% 0.04%
40 0.02% 0.04%
45 0.04% 0.04%
50 0.08% 0.07%
55 0.16% 0.07%
60 0.21% 0.07%
65 0.04% 0.07%
Non‐duty disability rates for General Employees, 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, 2021 FRS Actuarial Valuation.
Actuarial Assumptions and Actuarial Cost Methods
Used in the Valuation
Line‐of‐duty disability rates for General Employees, Forensic Professionals, Firefighters and Police
Officers 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 3243
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 3344
Table X
(Cont'd)
K. Cost Method
L. Disclosure of Assumptions
M. Changes Since Previous Valuation
None.
Actuarial Assumptions and Actuarial Cost Methods
Used in the Valuation
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.
Normal Retirement, Termination, Disability, and Death Benefits: Entry Age Normal Cost Method
Vested Normal Retirement, Termination, Disability, and Death Benefits: Unit Credit Cost Method
Under this method, the actuarial present value of vested accrued benefits is an amount calculated to be the
sum of the present values of each individual's vested accrued or earned benefit under the Plan as of the
valuation date. Each individual's calculation is based on pay and service as of the valuation date.
The investment return, salary increases, withdrawal and retirement rates were updated based on the most
recent experience study performed for the five years ending September 30, 2016. The mortality rates are
based upon the July 1, 2021 FRS Actuarial Valuation, as required under F.S., Chapter 2015 ‐157.
City of Winter Springs Defined Benefit Plan 3445
Table XIAttainedAge Group0 ‐ 45 ‐ 910 ‐ 1415 ‐ 1920 ‐ 2425 ‐ 29 30 & OverTotalUnder 25‐‐‐‐‐‐‐025 ‐ 29‐‐‐‐‐‐‐030 ‐ 34‐‐‐‐‐‐‐035 ‐ 39‐‐‐‐‐‐‐040 ‐ 44‐‐‐‐‐‐‐045 ‐ 49‐‐‐‐‐‐‐050 ‐ 54‐‐‐‐‐‐‐055 ‐ 59‐‐‐‐‐‐‐060 ‐ 64‐‐‐‐‐1‐165 & Over‐‐‐‐‐‐‐0TOTAL 0 0 0 0 0 1 0 110/01/2020 10/01/2021Average Attained Age 60.07 years 61.07 yearsAverage Hire Age 36.07 years 36.07 yearsAverage Pay 76,182$ 82,509$ Percent Female 0.0% 0.0%and Service Groups as of October 1, 2021‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐COMPLETED YEARS OF SERVICE‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐Distribution by Attained Age GroupsFirefightersCity of Winter Springs Defined Benefit Plan 3546
Table XI(Cont'd)AttainedAge Group0 ‐ 45 ‐ 910 ‐ 1415 ‐ 1920 ‐ 2425 ‐ 29 30 & OverTotalUnder 25‐‐‐‐‐‐‐025 ‐ 29‐‐‐‐‐‐‐030 ‐ 34‐‐1‐‐‐‐135 ‐ 39‐‐‐1‐‐‐140 ‐ 44‐‐‐22‐‐445 ‐ 49‐‐‐‐11‐250 ‐ 54‐‐‐1‐‐‐155 ‐ 59‐‐11‐‐‐260 ‐ 64‐‐11‐11465 & Over‐‐‐2‐‐‐2TOTAL 0 0 3 8 3 2 1 1710/01/2020 10/01/2021Average Attained Age 50.11 years 52.15 yearsAverage Hire Age 32.63 years 33.09 yearsAverage Pay 54,136$ 59,203$ Percent Female 28.6% 23.5%‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐COMPLETED YEARS OF SERVICE‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐Distribution by Attained Age Groupsand Service Groups as of October 1, 2021General EmployeesCity of Winter Springs Defined Benefit Plan 3647
Table XI(Cont'd)AttainedAge Group0 ‐ 45 ‐ 910 ‐ 1415 ‐ 1920 ‐ 2425 ‐ 29 30 & OverTotalUnder 25 5‐‐ ‐‐‐‐525 ‐ 29 9‐‐ ‐‐‐‐930 ‐ 34 5 2 1‐‐‐‐835 ‐ 39 3‐21‐‐‐640 ‐ 44‐1‐41‐‐645 ‐ 49 1‐‐ ‐14‐650 ‐ 54‐‐‐1211555 ‐ 59‐‐111‐‐360 ‐ 64‐‐1‐1‐‐265 & Over‐‐‐‐‐‐‐0TOTAL 23 3 5 7 6 5 1 5010/01/2020 10/01/2021Average Attained Age 38.58 years 39.06 yearsAverage Hire Age 28.02 years 28.30 yearsAverage Pay 58,549$ 59,860$ Percent Female 20.0% 22.0%and Service Groups as of October 1, 2021‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐COMPLETED YEARS OF SERVICE‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐Distribution by Attained Age GroupsPolice OfficersCity of Winter Springs Defined Benefit Plan 3748
Table XI(Cont'd)AttainedAge Group0 ‐ 45 ‐ 910 ‐ 1415 ‐ 1920 ‐ 2425 ‐ 29 30 & OverTotalUnder 25‐‐‐‐‐‐‐025 ‐ 29‐‐‐‐‐‐‐030 ‐ 34‐‐‐‐‐‐‐035 ‐ 39‐‐‐‐‐‐‐040 ‐ 44‐‐‐‐‐‐‐045 ‐ 49‐‐‐‐‐‐‐050 ‐ 54‐‐‐‐‐‐‐055 ‐ 59‐‐‐‐‐‐‐060 ‐ 64‐‐‐‐‐‐‐065 & Over‐‐‐‐‐‐‐0TOTAL 0 0 0 0 0 0 0 010/01/2020 10/01/2021Average Attained Age 43.83 years N/AAverage Hire Age 31.33 years N/AAverage Pay 47,975$ N/APercent Female 100.0% N/A‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐COMPLETED YEARS OF SERVICE‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐Distribution by Attained Age Groupsand Service Groups as of October 1, 2021Forensic ProfessionalsCity of Winter Springs Defined Benefit Plan 3849
Table XI(Cont'd)AttainedAge Group0 ‐ 45 ‐ 910 ‐ 1415 ‐ 1920 ‐ 2425 ‐ 29 30 & OverTotalUnder 25 5‐‐ ‐‐‐‐525 ‐ 29 9‐‐ ‐‐‐‐930 ‐ 34 5 2 2‐‐‐‐935 ‐ 39 3‐22‐‐‐740 ‐ 44‐1‐63‐‐1045 ‐ 49 1‐‐ ‐25‐850 ‐ 54‐‐‐2211655 ‐ 59‐‐221‐‐560 ‐ 64‐‐21121765 & Over‐‐‐2‐‐‐2TOTAL 23 3 8 15 9 8 2 6810/01/2020 10/01/2021Average Attained Age 42.28 years 42.66 yearsAverage Hire Age 29.52 years 29.62 yearsAverage Pay 57,249$ 60,029$ Percent Female 24.3% 22.1%and Service Groups as of October 1, 2021‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐COMPLETED YEARS OF SERVICE‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐‐Distribution by Attained Age GroupsAll MembersCity of Winter Springs Defined Benefit Plan 3950
Table XII
A. Entitled to Deferred Benefits
Current Age Total Average
Group Count Annual Benefit Annual Benefit
Less than 40 21 112,355$ 5,350$
40 ‐ 44 25 281,675 11,267
45 ‐ 49 37 446,545 12,069
50 ‐ 54 35 493,711 14,106
55 ‐ 59 22 125,407 5,700
60 ‐ 64 18 90,200 5,011
65 ‐ 69 3 12,968 4,323
70 ‐ 74 3 8,651 2,884
75 & Over 2 2,389 1,195
TOTAL 166 1,573,901$ 9,481$
B. Receiving Benefits
Current Age Total Average
Group Count Annual Benefit Annual Benefit
Less than 50 2 18,664$ 9,332$
50 ‐ 54 3 75,318 25,106
55 ‐ 59 27 1,064,768 39,436
60 ‐ 64 33 1,453,750 44,053
65 ‐ 69 26 758,834 29,186
70 ‐ 74 27 525,746 19,472
75 ‐ 79 13 306,676 23,590
80 ‐ 84 5 84,885 16,977
85 & Over 1 7,404 7,404
TOTAL 137 4,296,045$ 31,358$
Statistics for Participants Entitled to Deferred Benefits
and Participants Receiving Benefits
City of Winter Springs Defined Benefit Plan 4051
Table XIII
A. Active Participants
1. Active participants previous year 74
2. Retired during year (2)
3. Died during year 0
4. Disabled during year 0
5. Terminated non‐vested during year (4)
6. Terminated vested during year (4)
7. New active participants 4
8. Out on military leave 0
9. Rehired during year 0
10. Transferred to DC Plan 0
11. Active participants current year 68
B. Participants Receiving Benefits
1. Participants receiving benefits previous year 131
2. New retired participants 2
3. New DRO recipient 0
4. New terminated vested receiving benefits 5
5. New beneficiaries receiving benefits 0
6. Died or ceased payment during year (1)
7. Retired or terminated vested receiving benefits current year 137
C. Terminated Vested Participants Entitled to Future Benefits
1. Terminated vested entitled previous year 167
2. Died during year 0
3. Commenced receiving benefits during year (5)
4. New terminated vested 4
5. Terminated vested refunded employee contributions 0
6. Rehired 0
7. Terminated vested entitled current year 166
Reconciliation of Employee Data
City of Winter Springs Defined Benefit Plan 4152
Table XIV
Projected Total
Fiscal Year Ending Annual Payout
2022 4,490,245$
2023 4,724,136$
2024 4,848,937$
2025 4,969,268$
2026 5,187,443$
2027 5,424,753$
2028 5,540,124$
2029 5,693,177$
2030 5,681,956$
2031 5,746,018$
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 4253
Table XVYear Benefits Administrative Employee City / County SmoothedEndingPaid 2Expenses ContributionsContributions 3Value09/30/2021 4,119,650$ 46,494$ 208,098$ 3,052,914$ 64,718,452$ 09/30/2020 3,821,626 32,984 217,975 3,213,927 58,929,456 09/30/2019 3,276,412 69,023 265,688 2,924,706 54,759,146 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 1City of Winter Springs Defined Benefit Plan 4354
Table XV(Cont'd)General & Forensic Police & FireValuationNet Market Net Smoothed Assumed RateDate Actual Assumed Actual Assumed Value Yield Value Yield of Return10/01/2021 4.9% 3.1% 3.4% 3.5% 6.9 0.8 25.50% 11.45% 7.40%10/01/2020 7.8% 3.1% 4.1% 3.4% 2.6 1.2 7.81% 8.42% 7.50%10/01/2019 8.5% 3.2% 4.5% 3.3% 3.9 0.9 2.69% 7.90% 7.75%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%Last 3 Years 7.1% 3.1% 4.0% 3.4% 4.1 1.0 11.59% 9.25% 7.55%Last 5 Years 5.9% 3.3% 4.4% 3.6% 3.1 1.6 11.9% 9.4% 7.7%Last 10 Years 3.6% 3.9% 2.7% 4.2% 2.3 2.0 11.7% 8.8% 7.8%Recent Compensation, Termination and Investment Return ExperienceInvestment ReturnCompensation% Increase / (Decrease)Police & Fireto ExpectedRatio of ActualTerminationGeneral & ForensicCity of Winter Springs Defined Benefit Plan 4455
Table XVI
10/01/2020 10/01/2021
A. Participant Data
1. Active participants 74 68
2. Retired participants and beneficiaries
receiving benefits 131 137
3. Disabled participants receiving benefits 0 0
4. Terminated vested participants 167 166
5. Annual payroll of active participants 4,236,443$ 4,081,949$
6. Annual benefits payable to those currently
receiving benefits 4,069,710$ 4,296,045$
B. Value of Assets
1. Smoothed Value 58,929,456$ 64,718,452$
2. Market Value 58,544,989$ 72,453,381$
C. Liabilities
1. Actuarial present value of future expected
benefit payments for active members
a. Retirement benefits 14,120,281$ 14,001,369$
b. Vesting benefits 1,440,316 1,291,837
c. Death benefits 262,530 255,218
d. Disability benefits 129,076 122,955
e. Total 15,952,203$ 15,671,379$
2. Actuarial present value of future expected benefit
payments for terminated vested members 10,143,331$ 9,571,219$
3. Actuarial present value of future expected benefit
payments for members currently receiving benefits
a. Service retired 42,049,921$ 44,201,520$
b. Disability retired 0 0
c. Beneficiaries 1,778,248 1,711,311
d. Miscellaneous (Refunds in Process) 118,808 106,637
e. Total 43,946,977$ 46,019,468$
State Required Exhibit
Actuarial Valuation as of October 1, 2021
City of Winter Springs Defined Benefit Plan 4556
Table XVI
(Cont'd)
10/01/2020 10/01/2021
4. Total actuarial present value of future
expected benefit payments 70,042,511$ 71,262,066$
5. Actuarial accrued liabilities 67,328,099$ 68,716,372$
6. Unfunded actuarial accrued liabilities 8,398,643$ 3,997,920$
D. Statement of Accumulated Plan Benefits
1. Actuarial present value of accumulated vested
benefits
a. Participants currently receiving benefits 43,828,169$ 45,912,831$
b. Other participants 19,872,143 19,401,500
c. Total 63,700,312$ 65,314,331$
2. Actuarial present value of accumulated non‐
vested plan benefits 157,702 165,752
3. Total actuarial present value of accumulated
plan benefits 63,858,014$ 65,480,083$
E. Pension Cost
1. Total normal cost 423,391$ 417,378$
2. Payment required to amortize unfunded liability 790,747 420,617
3. Interest adjustment 52,731 35,874
4. Total required contribution 1,266,869$ 873,869$
5. Item 4 as a percentage of base payroll 29.9% 21.4%
6. Estimated employee contributions 211,822$ 204,097$
7. Item 6 as a percentage of base payroll 5.0% 5.0%
8. Net amount payable by County and City 1,055,047$ 669,772$
9. Item 8 as a percentage of base payroll 24.9% 16.4%
Actuarial Valuation as of October 1, 2021
State Required Exhibit
City of Winter Springs Defined Benefit Plan 4657
Table XVI
(Cont'd)
10/01/2020 10/01/2021
F. Past Contributions
1. Total contribution required (previous valuation) 1,459,730$ 1,266,869$
2. Actual contributions made:
a. Members 208,098$ N/A
b. City and County 3,052,914 N/A
c. Total 3,261,012$ N/A
G. Disclosure of Following Items:
1. Actuarial present value of future salaries
‐ attained age 30,622,636$ 28,833,389$
2. Actuarial present value of future employee
contributions ‐ attained age 1,531,132$ 1,441,669$
3. Actuarial present value of future contributions
from other sources N/A N/A
4. Amount of active members' accumulated
contributions 1,959,373$ 1,930,247$
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, 2021
City of Winter Springs Defined Benefit Plan 4758
Table XVI
(Cont'd)
Current Remaining
Unfunded Amortization Funding
Unfunded Actuarial Accrued Liabilities Liabilities Payment Period
10/01/2000 Initial 325,136$ 47,259$ 9 years
10/01/2002 Assumption Change (5,459) (691) 11 years
10/01/2003 Plan Amendment 38,214 4,576 12 years
10/01/2004 Plan Amendment 63,088 7,189 13 years
10/01/2005 Plan Amendment 140,588 15,329 14 years
10/01/2006 Plan Amendment 172,182 18,049 15 years
10/01/2007 Plan Amendment 186,083 18,830 16 years
10/01/2008 Plan Amendment and Assumption Change 876,231 85,894 17 years
10/01/2008 Method Change 1,958,507 191,986 17 years
10/01/2009 Actuarial Loss / (Gain)873,401 83,194 18 years
10/01/2010 Actuarial Loss / (Gain)(167,593) (15,554) 19 years
10/01/2010 Plan Amendment (971,661) (90,177) 19 years
10/01/2011 Actuarial Loss / (Gain)1,098,540 99,572 20 years
10/01/2012 Actuarial Loss / (Gain)382,039 33,891 21 years
10/01/2013 Actuarial Loss / (Gain)(305,723) (26,594) 22 years
10/01/2014 Actuarial Loss / (Gain)(333,451) (28,491) 23 years
10/01/2014 Assumption Change 3,131 268 23 years
10/01/2015 Actuarial Loss / (Gain)(136,820) (11,500) 24 years
10/01/2016 Actuarial Loss / (Gain)(669,225) (55,411) 25 years
10/01/2016 Assumption Change 231,964 19,206 25 years
10/01/2017 Actuarial Loss / (Gain)(342,273) (27,951) 26 years
10/01/2017 Assumption Change 1,240,231 101,281 26 years
10/01/2018 Actuarial Loss / (Gain)165,183 13,319 27 years
10/01/2019 Actuarial Loss / (Gain)313,196 24,961 28 years
10/01/2019 Assumption Change 305,792 24,371 28 years
10/01/2020 Actuarial Loss / (Gain)98,316 7,752 29 years
10/01/2020 Assumption Change 541,879 42,726 29 years
10/01/2021 Actuarial Loss / (Gain)(2,083,576) (162,667) 30 years
TOTAL 3,997,920$ 420,617$
Shelly L. Jones, A.S.A., E.A.Jennifer M. Borregard, E.A.
Enrollment Number: 20‐08646 Enrollment Number: 20‐07624
Dated: April 12, 2022
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 4859
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. 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 4960
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 5061
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.
Vested Benefit Security Ratio.The ratio of the Market Value of Assets to the Actuarial Present Value
of Vested Accrued Benefits.
City of Winter Springs Defined Benefit Plan 5162
<CBDoc TenantId="2" EntityTypeId="3100" EntityId=”190" DocumentTypeId="1" EffectiveDate="03/31/2022" Interval="3" Description="Quarterly Report" />
Investment Performance Review
Period Ending March 31, 2022
Winter Springs General
Employees Plan and Trust
63
1st Quarter 2022 Market Environment
Page 1 64
The Market Environment
Executive Summary
As of March 31, 2022
The Economy
The global economy faced headwinds as Russia invaded Ukraine in February.
Despite their small percentage of the global GDP,both Russia and Ukraine play
significant roles in the global economy.Russia provides most of Europe’s energy
supplies and combined,both countries account for a large percentage of food
supplies.
Prior to the crisis in Ukraine,the global and US economies were already expected
to grow at a slower rate in the 1st quarter.For the 4th quarter 2021,the US GDP
grew at an annual rate of 6.9%.Estimates for the 1st quarter 2022 vary
significantly,ranging between 0.5%and 2.0%.
The US labor market remained a source of strength during the 1st quarter with the
unemployment rate falling to 3.6%in March.The pace of job growth accelerated
during the quarter with a three-month average of roughly +562,000.Importantly,
the number of workers re-entering the workforce increased during the quarter with
strong wage growth as the likely catalyst.
The US Federal Reserve Bank (the Fed)began the process of normalizing interest
rates by raising the Fed Funds rate by 0.25%.Additionally,the Fed signaled it was
ready to begin the process of shrinking its balance sheet by not reinvesting up to
$95 billion of maturing bonds into new securities each month.This process is
referred to as “quantitative tightening”and is meant to drain liquidity from the
economy with the goal of slowing inflation.
Equity (Domestic and International)
US equities declined during the 1st quarter as concerns regarding the conflict in
Ukraine and the potential for a slowing global economy acted as headwinds.Large
cap value was the best performing domestic segment of the equity market relative
to other US market capitalizations and styles during the period while small cap
growth performed the worst.
International stocks also struggled during the 1st quarter.The primary driver of
performance was the conflict in Ukraine which significantly affected western
Europe and emerging markets.Another contributor to poor performance was the
continued strength of the US dollar,which rose against both the Euro and Yen
developed market currencies and most emerging market currencies during the
period.Finally,China was negatively impacted by a rise in Covid-19 infections
which resulted in new restrictions in Shanghai.
Fixed Income
Continued concerns about rising inflation,combined with the Fed beginning to
raise interest rates acted as headwinds for fixed income performance during the
quarter.US interest rates moved significantly higher during the quarter with the US
10-Year Treasury bond rising 83 basis points to close at 2.34%.
Performance across most bond market sectors was negative during the quarter,
with US high yield corporate bonds and US Treasury Inflation-Protected Securities
(TIPS)down the least.
The combination of higher coupons and a shorter maturity profile relative to high
quality government bonds was the primary driver of the relative outperformance of
high yield bonds during the period.
TIPS continued their strong relative performance against all other bond market
sectors during the quarter.Investors’expectations of higher future US inflation
remained strong as inflation remained well above the Fed’s stated 2%long-term
target average.
Market Themes
The tone of global central bank monetary policy shifted during the quarter as the
Fed and the Bank of England both raised interest rates during the period.
Additionally,the European Central Bank announced it would begin tightening
monetary policy by slowing its bond purchases.
The crisis in Ukraine will likely be a drag on global economic growth for the
foreseeable future.Restrictions on Russian energy exports,especially to western
Europe,will likely result in a material slowdown of those economies as a result of
higher prices.
US equity markets experienced their first down quarter since the onset of the
pandemic in the 1st quarter of 2020.Growth-oriented stocks underperformed
value stocks as investors’concerns about future economic growth increased.
Historically,value stocks have outperformed growth stocks during economic
slowdowns marked by recession.
Interest rates rose across the Treasury yield curve during the quarter in
anticipation of the Fed raising interest rates.As a result of their maturity profile,
longer-dated bonds significantly underperformed shorter-dated bonds despite
yields rising only modestly in comparison.Lower quality corporate bonds
outperformed given their higher coupons and shorter maturity profiles despite
concerns about widening credit spreads as economic conditions deteriorate.
Page 2 65
The Market Environment
Major Market Index Performance
As of March 31, 2022
Broad US equity markets experienced weak,negative returns during the 1st
quarter of 2022.A variety of factors contributed to performance including
elevated inflation,rising interest rate expectations,geopolitical events in
Ukraine,and concerns related to slower economic growth.For the period,the
S&P 500 large cap benchmark returned -4.6%,compared to -5.7%for mid-cap
and -7.5%for small cap indices.
Developed markets international equities also suffered negative results for the
1st quarter.Europe was negatively impacted by the crisis in Ukraine,rising
energy costs,and continued rising inflation.Emerging markets were also
negatively impacted by Russia’s invasion of Ukraine.Emerging markets were
also impacted by the rise of Covid-19 cases in China and resulting restrictions.
During the period,the MSCI EAFE Index returned -5.9%while the MSCI
Emerging Markets Index declined by -7.0%
For the quarter,performance of the bond market was broadly negative due to
increasing inflation and expectations that global central banks would begin the
process of raising interest rates.The Bloomberg (BB)US Aggregate Index
returned -5.9%,for the period while Investment Grade Corporate bonds posted
a return of -7.7%.The best performing sector on a relative basis was US TIPS
which declined by -3.0%.
Despite the recent poor performance,developed equity markets posted strong
returns over the trailing 1-year period.The primary drivers of return during the
period were economic growth and an accommodative monetary policy support
from global central banks.The S&P 500 large cap stock index led equity
market performance for the year with a return of 15.6%.The outlier was the
Russell 2000 small cap index which declined by -5.8%for the year.
Over the trailing 1-year period performance across international markets
diverged with the developed market MSCI EAFE Index returning 1.2%while
the MSCI Emerging Markets Index fell by -11.4%.While economic growth
improved throughout the year,emerging markets were negatively impacted by
geopolitical events related to Russia,Ukraine,and China.
Bond market returns disappointed over the trailing 1-year period due to rising
inflation and the expectation of multiple interest rates increases.TIPS were the
lone bright spot in the bond market with the TIPS Index returning 4.3%for the
year.
Source: Investment Metrics
0.1%
-4.2%
-4.9%
4.3%
-3.7%
-4.2%
-11.4%
1.2%
-1.5%
-5.8%
6.9%
13.3%
11.9%
15.6%
-15.0%-5.0%5.0%15.0%
3-Month T-Bill
Bloomberg Corp IG
Bloomberg MBS
Bloomberg US TIPS
Bloomberg US Govt
Bloomberg US Agg
MSCI Emerg Mkts
MSCI EAFE
MSCI ACWxUS
Russell 2000
Russell MidCap
Russell 1000
Russell 3000
S&P 500
1-Year Performance
0.0%
-7.7%
-5.0%
-3.0%
-5.5%
-5.9%
-7.0%
-5.9%
-5.4%
-7.5%
-5.7%
-5.1%
-5.3%
-4.6%
-10.0%-8.0%-6.0%-4.0%-2.0%0.0%2.0%
3-Month T-Bill
Bloomberg Corp IG
Bloomberg MBS
Bloomberg US TIPS
Bloomberg US Govt
Bloomberg US Agg
MSCI Emerg Mkts
MSCI EAFE
MSCI ACWxUS
Russell 2000
Russell MidCap
Russell 1000
Russell 3000
S&P 500
Quarter Performance
Page 3 66
Source: Investment Metrics
The Market Environment
Domestic Equity Style Index Performance
As of March 31, 2022
Momentum shifted during the 1st quarter as each broad US equity benchmark
posted negative results across both the style and market capitalization
spectrums.Large cap stocks continued their leadership,followed by mid and
small cap issues.The Russell 1000 Index declined by -5.1%for the quarter
while the Russell Mid Cap Index and the Russell 2000 Index fell by -5.7%and -
7.5%,respectively.
Performance across styles and market capitalizations was disparate during the
quarter.Large,Mid,Small cap value stocks all sizably outpaced their growth
counterparts.For the period,the Russell 1000 Value Index was the best
relative performing style index,posting a return of -0.7%.Mid cap and small
cap growth stocks were the laggards during the period with both the Mid Cap
Growth Index and Russell 2000 Growth Index returning a weak -12.6%.
Performance across most market capitalizations and styles was positive over
the trailing 1-year period.Much like the 1st quarter,large cap stocks
outperformed mid and small cap stocks for the year.The Russell 1000 Index
return of 13.3%for the year,significantly outperformed both its mid and small
cap growth index counterparts.The outlier during the period was the Russell
2000 Index which returned -5.8%.
While the dispersion across large cap styles was relatively narrow for the year,
there was wide performance dispersion across mid and small style-based
indexes.Within mid and small cap benchmark results,value dominated growth
by double digits.The Russell Mid Cap Value Index returned 11.5%while the
Russell 2000 Value Index returned 3.3%for the period.In comparison,the
Russell Mid Cap Growth Index returned -0.9%,while the Russell 2000 Growth
Index declined by -14.3%.
-14.3%
-5.8%
3.3%
-0.9%
6.9%
11.5%
15.0%
13.3%
11.7%
12.9%
11.9%
11.1%
-20.0%-15.0%-10.0%-5.0%0.0%5.0%10.0%15.0%20.0%
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
-12.6%
-7.5%
-2.4%
-12.6%
-5.7%
-1.8%
-9.0%
-5.1%
-0.7%
-9.3%
-5.3%
-0.8%
-14.0%-12.0%-10.0%-8.0%-6.0%-4.0%-2.0%0.0%
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
Page 4 67
The Market Environment
GICS Sector Performance & (Sector Weight)
As of March 31, 2022
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.
Economic sector performance was negative across eight of the eleven
large cap economic sectors for the 1st quarter.However,the three
positive sectors represent less than 10%of the index.Four additional
sectors outpaced the return of the broad index on a relative basis during
the period.
Energy (38.7%),utilities (4.3%),and materials (0.2%)were the best
performing sectors for the quarter.Energy continued its relative
outperformance during the quarter as the price of oil remained elevated.
Economically sensitive sectors such as communication services (-12.2%),
consumer discretionary (-9.9%),and information technology (-9.0%)
significantly underperformed the broader index for the quarter.
For the full year,eight sectors exceeded the return of the broad large cap
benchmark:energy (65.2%),real estate (21.8%),utilities (19.3%),
information technology (17.2%),health care (16.7%),consumer staples
(14.9%),financials (14.8%),and materials (14.7%).The weakest
economic sector performance in the Russell 1000 for the year was
communication services,which was the lone sector to deliver negative
returns (-2.9%).
Small cap sector performance was also mixed with two economic sectors
posting positive performance and an additional five outpacing the return of
the broader Russell 2000 Index (-7.5%)on a relative basis.Energy
(42.0%)was the best performing sector for the period.Utilities (3.2%)was
the only other sector posting a positive return for the quarter.
For the trailing 1-year period,nine of the eleven sectors outpaced the
broad benchmark’s return.Not surprisingly,sector performance was led
by energy (67.1%),real estate (12.1%),utilities (10.9%),materials (2.5%),
industrials (1.6%),and financials (0.6%).Consumer staples (-2.4%),
communication services (-4.5%),and information technology (-4.9%)
outpaced the core benchmark on a relative basis but were negative in
absolute terms.The weakest sector over the full year was health care
which fell -28.6%.
19.3%
21.8%
14.7%
17.2%
3.5%
16.7%
14.8%
65.2%
14.9%
5.8%
-2.9%
4.3%
-6.1%
0.2%
-9.0%
-3.8%
-3.5%
-1.6%
38.7%
-0.9%
-9.9%
-12.2%
-20.0%-10.0%0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%
Utilities (2.5%)
Real Estate (3.3%)
Materials (2.4%)
Info Technology (28.6%)
Industrials (8.5%)
Health Care (13.0%)
Financials (11.5%)
Energy (3.1%)
Consumer Staples (5.8%)
Consumer Disc (12.0%)
Comm Services (9.4%)
Russell 1000 Quarter 1-Year
10.9%
12.1%
2.5%
-4.9%
1.6%
-28.6%
0.6%
67.1%
-2.4%
-17.0%
-4.5%
3.2%
-4.7%
-1.6%
-13.8%
-5.9%
-14.4%
-7.0%
42.0%
-7.2%
-17.2%
-6.7%
-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%
Utilities (2.8%)
Real Estate (7.5%)
Materials (3.9%)
Info Technology (14.1%)
Industrials (15.3%)
Health Care (17.0%)
Financials (16.5%)
Energy (5.1%)
Consumer Staples (3.5%)
Consumer Disc (11.2%)
Comm Services (3.1%)
Russell 2000 Quarter 1-Year
Page 5 68
The Market Environment
Top 10 Index Weights & Quarterly Performance for the Russell 1000 & 2000
As of March 31, 2022
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
Apple Inc 6.38%-1.5%43.8%Information Technology Ovintiv Inc 0.52%61.4%130.9%Energy
Microsoft Corp 5.50%-8.1%31.8%Information Technology AMC Entertainment Hldgs Inc Class A 0.47%-9.4%141.3%Communication Services
Amazon.com Inc 3.35%-2.2%5.4%Consumer Discretionary Avis Budget Group Inc 0.40%27.0%263.0%Industrials
Tesla Inc 2.12%2.0%61.3%Consumer Discretionary BJ's Wholesale Club Holdings Inc 0.34%1.0%50.7%Consumer Staples
Alphabet Inc Class A 1.98%-4.0%34.9%Communication Services Chesapeake Energy Corp Ord Shrs 0.33%37.6%108.8%Energy
Alphabet Inc Class C 1.83%-3.5%35.0%Communication Services Tenet Healthcare Corp 0.33%5.2%65.3%Health Care
NVIDIA Corp 1.54%-7.2%104.6%Information Technology Tetra Tech Inc 0.33%-2.7%22.2%Industrials
Berkshire Hathaway Inc Class B 1.53%18.0%38.1%Financials Antero Resources Corp 0.32%74.5%199.3%Energy
Meta Platforms Inc Class A 1.21%-33.9%-24.5%Communication Services Lattice Semiconductor Corp 0.30%-20.9%35.4%Information Technology
UnitedHealth Group Inc 1.13%1.9%38.9%Health Care EastGroup Properties Inc 0.30%-10.3%44.8%Real Estate
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
Occidental Petroleum Corp 0.11%96.2%113.9%Energy NexTier Oilfield Solutions Inc 0.06%160.3%148.4%Energy
New Fortress Energy Inc Class A 0.00%77.1%-6.0%Energy Peabody Energy Corp 0.08%143.6%701.6%Energy
The Mosaic Co 0.06%69.6%112.2%Materials RPC Inc 0.03%135.0%97.6%Energy
Halliburton Co 0.08%66.2%78.2%Energy SOC Telemed Inc Ord Shrs -Class A 0.01%133.6%-52.5%Health Care
United States Steel Corp 0.02%58.9%44.9%Materials Kosmos Energy Ltd 0.12%107.8%134.2%Energy
EQT Corp 0.02%58.6%86.2%Energy Tidewater Inc 0.03%103.0%73.5%Energy
APA Corp 0.04%54.3%133.0%Energy Team Inc 0.00%102.8%-80.8%Industrials
Marathon Oil Corp 0.05%53.4%138.6%Energy Golar LNG Ltd 0.09%100.0%142.2%Energy
Baker Hughes Co Class A 0.06%52.4%73.5%Energy US Silica Holdings Inc 0.05%98.5%51.8%Energy
Alcoa Corp 0.04%51.3%178.0%Materials Intrepid Potash Inc 0.03%92.2%152.3%Materials
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
Vroom Inc Ordinary Shares 0.00%-75.3%-93.2%Consumer Discretionary Kodiak Sciences Inc 0.01%-90.9%-93.2%Health Care
GoHealth Inc Ordinary Shares -Class A 0.00%-68.9%-89.9%Financials Aligos Therapeutics Inc Ord Shares 0.00%-81.9%-90.5%Health Care
TuSimple Hldgs Inc Ord Shrs -Class A 0.00%-66.0%N/A Industrials MEI Pharma Inc 0.00%-77.4%-82.4%Health Care
Fluence Energy Inc 0.00%-63.1%N/A Industrials Applied Therapeutics Inc 0.00%-76.4%-88.7%Health Care
Nektar Therapeutics 0.00%-60.1%-73.1%Health Care Annexon Inc Ordinary Shares 0.00%-76.2%-90.2%Health Care
Skillz Inc Ordinary Shares -Class A 0.00%-59.7%-84.2%Communication Services BioAtla Inc Ordinary Shares 0.00%-74.5%-90.2%Health Care
Natera Inc 0.01%-56.4%-59.9%Health Care Accelerate Diagnostics Inc 0.00%-72.4%-82.7%Health Care
EPAM Systems Inc 0.04%-55.6%-25.2%Information Technology Laird Superfood Inc Ordinary Shares 0.00%-72.3%-90.4%Consumer Staples
Trex Co Inc 0.02%-51.6%-28.6%Industrials Society Pass Inc 0.00%-71.5%N/A Communication Services
Rivian Automotive Inc Class A 0.02%-51.5%N/A Consumer Discretionary 89bio Inc Ordinary Shares 0.00%-71.2%-84.1%Health Care
Page 6 69
Source: MSCI Global Index Monitor (Returns are Net)
The Market Environment
International and Regional Market Index Performance (Country Count)
As of March 31, 2022
Most developed market international equity indexes tracked in the chart
posted negative returns in both US dollar (USD)and local currency (LC)
terms for the 1st quarter.The outlier during the period was the Latin America
region.This strong performance was led by Brazil which benefited from rising
commodity prices.The developed market MSCI EAFE Index returned -5.9%
in USD and -3.7%in LC terms for the period,while the MSCI Emerging
Markets Index declined by -7.0%in USD and -6.1%in LC terms.
The trailing 1-year results for international developed markets were broadly
positive across most regions and currencies.The MSCI EAFE Index returned
1.2%in USD for the year and 6.2%in LC terms.In contrast,returns across
emerging markets were broadly lower with the exception being Latin America.
While the MSCI Emerging Markets Index declined by -11.4%in USD and
-9.9%in LC terms,the Latin America regional index’s return was a solid
23.5%in USD and 10.6%in LC term.In contrast,performance in the Asia
regional benchmarks detracted from emerging market index performance with
the EM Asia Index returning -15.2%in USD and -13.4%in LC term,largely
due to concerns related to slowing growth in China and the recent rise in
infections related to the pandemic.
13.7%
-7.3%
-9.5%
-6.1%
-0.5%
-5.4%
-3.7%
-3.0%
-3.9%
27.3%
-8.7%
-13.7%
-7.0%
-3.1%
-7.4%
-5.9%
-4.8%
-5.4%
-20.0%-10.0%0.0%10.0%20.0%30.0%
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
10.6%
-13.4%
1.4%
-9.9%
3.4%
7.9%
6.2%
7.5%
2.0%
23.5%
-15.2%
-5.7%
-11.4%
-3.0%
3.5%
1.2%
3.0%
-1.5%
-20.0%-10.0%0.0%10.0%20.0%30.0%
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
Page 7 70
The Market Environment
US Dollar International Index Attribution & Country Detail
As of March 31, 2022
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 4.9%-1.7%-10.8%
Consumer Discretionary 11.5%-13.6%-9.6%
Consumer Staples 10.2%-7.7%1.7%
Energy 4.1%17.0%30.0%
Financials 17.7%-1.1%5.1%
Health Care 13.1%-3.7%8.9%
Industrials 15.4%-10.7%-3.8%
Information Technology 8.6%-16.1%-1.0%
Materials 8.2%3.3%8.4%
Real Estate 2.9%-2.7%-1.2%
Utilities 3.4%-4.1%-1.7%
Total 100.0%-5.9%1.2%
MSCI –ACWIxUS Sector Weight Quarter Return 1-Year Return
Communication Services 6.2%-6.1%-16.6%
Consumer Discretionary 11.1%-14.3%-21.2%
Consumer Staples 8.4%-7.2%0.2%
Energy 5.4%6.9%22.9%
Financials 20.6%1.6%9.1%
Health Care 9.4%-5.1%2.3%
Industrials 12.2%-8.6%-1.9%
Information Technology 12.2%-15.1%-5.4%
Materials 8.9%5.2%9.5%
Real Estate 2.5%-2.8%-8.1%
Utilities 3.2%-2.4%2.0%
Total 100.0%-5.4%-1.5%
MSCI -Emerging Mkt Sector Weight Quarter Return 1-Year Return
Communication Services 10.1%-11.3%-23.6%
Consumer Discretionary 12.3%-16.4%-38.8%
Consumer Staples 5.8%-7.9%-9.9%
Energy 4.8%-20.7%-6.7%
Financials 22.1%5.7%10.7%
Health Care 3.9%-14.0%-27.8%
Industrials 5.4%-2.7%2.7%
Information Technology 21.6%-11.2%-6.8%
Materials 9.4%3.2%3.4%
Real Estate 2.1%-1.8%-27.6%
Utilities 2.6%-0.2%10.2%
Total 100.0%-7.0%-11.4%
MSCI-EAFE MSCI-ACWIxUS Quarter 1-Year
Country Weight Weight Return Return
Japan 22.3%14.1%-6.6%-6.5%
United Kingdom 15.3%9.6%1.8%13.6%
France 11.4%7.2%-8.7%4.5%
Switzerland 10.4%6.6%-6.4%13.9%
Germany 8.2%5.2%-12.9%-12.0%
Australia 8.2%5.1%7.3%13.5%
Netherlands 4.4%2.8%-17.4%-5.2%
Sweden 3.6%2.2%-15.5%-7.4%
Hong Kong 2.9%1.8%-1.8%-12.0%
Denmark 2.7%1.7%-6.4%14.9%
Italy 2.4%1.5%-10.1%-2.7%
Spain 2.3%1.5%-4.1%-3.7%
Singapore 1.5%0.9%-1.7%-4.6%
Finland 1.0%0.6%-11.9%-2.6%
Belgium 0.9%0.6%-4.9%-0.3%
Norway 0.8%0.5%10.2%21.1%
Israel 0.7%0.5%-6.9%7.6%
Ireland 0.6%0.4%-20.1%-17.7%
Portugal 0.2%0.1%2.3%7.1%
Austria 0.2%0.1%-20.0%3.6%
New Zealand 0.2%0.1%-8.7%-15.2%
Total EAFE Countries 100.0%63.1%-5.9%1.2%
Canada 8.3%4.6%20.2%
Total Developed Countries 71.4%-4.8%3.0%
China 8.6%-14.2%-32.5%
Taiwan 4.6%-6.6%6.3%
India 3.7%-1.9%17.9%
Korea 3.6%-9.6%-18.5%
Brazil 1.7%35.9%24.7%
Saudi Arabia 1.2%17.3%38.7%
South Africa 1.2%20.3%11.1%
Mexico 0.7%8.6%27.7%
Thailand 0.5%4.2%-1.6%
Indonesia 0.5%9.6%21.0%
Malaysia 0.4%2.0%1.5%
United Arab Emirates 0.4%21.2%58.1%
Qatar 0.3%19.5%34.4%
Kuwait 0.2%19.4%45.7%
Philippines 0.2%2.2%9.9%
Poland 0.2%-9.8%5.8%
Chile 0.2%29.5%-8.3%
Peru 0.1%34.9%20.9%
Turkey 0.1%12.9%1.6%
Colombia 0.1%33.8%39.3%
Greece 0.1%1.1%7.6%
Hungary 0.1%-19.4%-10.0%
Czech Republic 0.0%3.1%51.5%
Egypt 0.0%-23.4%-14.3%
Total Emerging Countries 28.6%-7.0%-11.4%
Total ACWIxUS Countries 100.0%-5.4%-1.5%
Page 8 71
Source: Bloomberg
The Market Environment
Domestic Bond Sector & Broad/Global Bond Market Performance (Duration)
As of March 31, 2022
Fixed income market results were broadly negative during the 1st quarter.
Investors’concerns about rising inflation,combined with expectations of
higher US interest rates,detracted from performance.US Treasury yields
were higher across the maturity curve but remained below their long-term
averages.
The return for the BB US Aggregate Bond Index,the bellwether investment
grade benchmark,was down -5.9%for the period.
Performance across the investment grade index’s segments was also
negative during the period with the US Corporate Investment Grade bonds
returning -7.7%and the US Mortgage index component posting a return of
-5.0%.
US TIPS posted the quarter’s strongest relative bond performance with a
return of -3.0%.High yield bonds outperformed their investment grade
counterparts,but still declined by -4.8%.
Outside of domestic markets,the BB Global Aggregate ex US Index posted a
return of -6.1%for the quarter.Like international stocks,global bond index
performance was negatively impacted by the strengthening USD,which acted
as a drag on domestic index returns.
Over the trailing 1-year period,domestic investment grade benchmark
performance was negative,led lower by mortgage-backed bonds (-4.9%)and
investment grade corporate bonds (-4.2%).The only sector of the market that
generated positive performance for the year was US TIPS (4.3%).The
bellwether Bloomberg US Aggregate Bond Index (-4.2%)declined for the
year.
Lower quality high yield corporate bonds outperformed their investment grade
counterparts on a relative basis with the Bloomberg US High Yield Index
returning -0.7%for the period.
Performance for non-US bonds was broadly negative for the year with the
developed market Bloomberg Global Aggregate ex US Index falling by -7.9%.
The combination of rising interest rates overseas,a longer maturity profile,
and USD strength hindered index performance for the year.
-6.1%
-6.1%
-4.7%
-5.9%
-7.9%
-7.3%
-7.0%
-5.3%
-3.0%
-4.8%-7.7%
-5.0%
-5.6%
-8.0%-7.0%-6.0%-5.0%-4.0%-3.0%-2.0%-1.0%0.0%
Multiverse (7.1)
Global Agg x US (7.9)
Intermediate Agg (4.5)
Aggregate (6.6)
Baa (8.2)
A (7.9)
AA (8.0)
AAA (6.0)
U.S. TIPS (5.8)
U.S. High Yield (3.9)
U.S. Corporate IG (8.1)
U.S. Mortgage (5.2)
U.S. Treasury (6.8)
Quarter Performance
-6.2%
-7.9%
-4.4%
-4.2%
-4.1%
-4.3%
-4.1%
-4.2%
4.3%-0.7%
-4.2%
-4.9%
-3.7%
-10.0%-8.0%-6.0%-4.0%-2.0%0.0%2.0%4.0%
Multiverse (7.1)
Global Agg x US (7.9)
Intermediate Agg (4.5)
Aggregate (6.6)
Baa (8.2)
A (7.9)
AA (8.0)
AAA (6.0)
U.S. TIPS (5.8)
U.S. High Yield (3.9)
U.S. Corporate IG (8.1)
U.S. Mortgage (5.2)
U.S. Treasury (6.8)
1-Year Performance
Page 9 72
0.00
1.00
2.00
3.00
4.00
5.00
6.00
7.00
8.00
9.00
10.00
Mar-21 Apr-21 May-21 Jun-21 Jul-21 Aug-21 Sep-21 Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22
1-Year Trailing Market Rates
Fed Funds Rate BAA OAS
10yr Treasury High Yield OAS
Source: US Department of Treasury, FRED (Federal Reserve of St. Louis)
The Market Environment
Market Rate & Yield Curve Comparison
As of March 31, 2022
The gray band across the graph illustrates the range of the current Fed Funds
Rate.In the 1st quarter this year,the Fed raised its target rate range from
0.25%to 0.50%.During its recent March meeting,the Federal Open Market
Committee (FOMC)stated it intends to begin removing liquidity from the
market by also allowing bonds held on its balance sheet to mature without
reinvesting those proceeds.Importantly,the FOMC also stated that it will
react to data and could potentially raise rates at a faster pace if inflation does
not subside.
The yield on the US 10-year Treasury (green line)ended the period higher as
concerns over the pace of inflation,combined with the Fed’s announced rate
increase,drove yields higher.After reaching a high of 2.47%during the latter
part of March 2022,interest rates traded lower for the remainder of the
quarter.The yield on the US 10-year Treasury was 2.34%on March 31st.
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-US Treasury investment grade issues.For the full
year,the spread widened slightly from 1.18%to 1.49%.High Yield OAS was
largely unchanged during the year as spreads rose from 3.33%to 3.43%.
High Yield spreads briefly exceeded 4.00%following the onset of the crisis in
Ukraine,but quickly retreated.
The lower graph provides a snapshot of the US Treasury yield curve at the
end of each of the last four quarters.Short-term rates rose dramatically during
the 1st quarter of 2022 in anticipation that the FOMC would begin raising
rates to combat rising inflation.Longer-term rates were modestly higher,albeit
less dramatically than either short-or intermediate-term interest rates.While
not shown in the chart,10-Year rates briefly traded below the 2-year rates.
Historically,a persistent inversion of these two key rates has been an
indication of a future recession withing 6-to 24-months.As of the end of the
quarter,the spread between 2-Year and 10-Year rates was positive.
However,10-Year rates were trading lower than the intermediate 3-and 5-
year rates.
0.00
0.50
1.00
1.50
2.00
2.50
3.00
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
6/30/2021 9/30/2021
12/31/2021 3/31/2022
Page 10 73
Page Intentionally Left Blank Page 1174
Executive Summary
Policy Target In Policy Outside Policy
0.0%8.0%16.0%24.0%32.0%40.0%48.0%56.0%64.0%72.0%
Receipt & Disbursement
$398,745.5 (0.6%)
Direct Real Estate
$5,981,820.5 (8.3%)
Non-Core Fixed Income$8,865,064.8 (12.3%)
Broad Mkt Fixed Income
$8,271,875.7 (11.5%)
Foreign Equity Securities
$10,338,496.5 (14.3%)
Domestic Equity Securities
$38,313,732.2 (53.1%)
Asset Allocation Compliance
Asset
Allocation
$
Current
Allocation (%)
Minimum
Allocation (%)
Maximum
Allocation (%)
Target
Allocation (%)
Total Fund Portfolio 72,169,735 100.0 N/A N/A 100.0
Domestic Equity Securities 38,313,732 53.1 45.0 55.0 50.0
Foreign Equity Securities 10,338,497 14.3 10.0 20.0 15.0
Broad Mkt Fixed Income 8,271,876 11.5 10.0 30.0 15.0
Non-Core Fixed Income 8,865,065 12.3 0.0 20.0 10.0
Direct Real Estate 5,981,821 8.3 0.0 15.0 10.0
Receipt & Disbursement 398,746 0.6 0.0 5.0 0.0
Asset Allocation Compliance
Total Fund Portfolio
As of March 31, 2022
Page 12 75
Asset Allocation By Segment as of
December 31, 2021 : $75,509,108
Asset Allocation By Segment as of
March 31, 2022 : $72,169,735
Allocation
Segments Market Value Allocation
Domestic Equity 38,772,229 51.3¢
Foreign Equity 10,757,115 14.2¢
Broad Mkt Fixed Income 8,672,719 11.5¢
Non-Core Fixed Income 9,265,129 12.3¢
Real Estate 5,634,255 7.5¢
Cash Equivalent 2,407,661 3.2¢
Allocation
Segments Market Value Allocation
Domestic Equity 38,313,732 53.1¢
Foreign Equity 10,338,497 14.3¢
Broad Mkt Fixed Income 8,271,876 11.5¢
Non-Core Fixed Income 8,865,065 12.3¢
Real Estate 5,973,379 8.3¢
Cash Equivalent 407,187 0.6¢
Asset Allocation Summary
Total Fund
As of March 31, 2022
NONE
Page 13 76
Asset Allocation By Manager as ofDecember 31, 2021 : $75,509,108 Asset Allocation By Manager as ofMarch 31, 2022 : $72,169,735
Allocation
Market Value Allocation
Vanguard Total Stock Market (VITSX)32,952,039 43.6¢
RBC Global (Voyageur)10,757,115 14.2¢
Galliard Core Fixed Income 8,672,719 11.5¢
Brandywine GLBL Dynamic (LMBGX)5,820,189 7.7¢
Intercontinental 4,431,299 5.9¢
Vanguard Inflation-Protected Secs (VAIPX)3,921,475 5.2¢
Receipt & Disbursement 2,399,842 3.2¢
PIMCO Diversified Income Fund Instl (PDIIX)1,970,137 2.6¢
Vanguard Short Term Bond Index (VSCSX)1,720,475 2.3¢
ARA Core Property Fund 1,210,775 1.6¢
Crescent Direct Lending II Fund 976,718 1.3¢
Crescent Direct Lending Fund 676,324 0.9¢
Allocation
Market Value Allocation
Vanguard Total Stock Market (VITSX)32,585,397 45.2¢
RBC Global (Voyageur)10,338,497 14.3¢
Galliard Core Fixed Income 8,271,876 11.5¢
Brandywine GLBL Dynamic (LMBGX)5,728,336 7.9¢
Intercontinental 4,680,642 6.5¢
Vanguard Inflation-Protected Secs (VAIPX)3,771,180 5.2¢
PIMCO Diversified Income Fund Instl (PDIIX)1,831,040 2.5¢
Vanguard Short Term Bond Index (VSCSX)1,654,371 2.3¢
ARA Core Property Fund 1,301,179 1.8¢
Crescent Direct Lending II Fund 920,796 1.3¢
Crescent Direct Lending Fund 687,678 1.0¢
Receipt & Disbursement 398,746 0.6¢
Asset Allocation Summary
Total Fund
As of March 31, 2022
NONE
Page 14 77
Historical Asset Allocation by Segment
Domestic Equity Foreign Equity Broad Mkt Fixed Income Global Fixed Income
Non-Core 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 6/08 3/09 12/09 9/10 6/11 3/12 12/12 9/13 6/14 3/15 12/15 9/16 6/17 3/18 12/18 9/19 6/20 3/21 3/22
Historical Asset Allocation by Segment
Total Fund
October 1, 2007 To March 31, 2022
Page 15 78
-12.0
-4.0
4.0
12.0
20.0
28.0
36.0
44.0
52.0
60.0
68.0
76.0
Allocation (%)US Equity Global ex-US Equity Global Fixed Income US Fixed Alternatives Total Real Estate Cash & Equivalents
Total Fund Portfolio 53.09 (20)14.33 (46)2.54 (79)18.98 (73)2.23 (91)8.29 (58)0.55 (75)z
5th Percentile 60.89 23.22 11.37 59.71 42.04 16.24 8.02
1st Quartile 51.41 17.63 5.01 32.08 19.33 11.05 2.50
Median 44.23 14.02 4.05 24.19 10.63 9.09 1.16
3rd Quartile 32.63 11.43 2.84 18.38 4.75 5.97 0.55
95th Percentile 14.80 7.09 1.31 11.12 1.39 2.51 0.08
Plan Sponsor TF Asset Allocation
Total Fund Portfolio Vs. All Public Plans-Total Fund
As of March 31, 2022
Page 16 79
Historical Asset Allocation by Portfolio
Mar-2022 Dec-2021 Sep-2021 Jun-2021 Mar-2021
($)%($)%($)%($)%($)%
Total Equity 48,652,229 67.41 49,529,344 65.59 47,485,781 66.01 47,690,473 66.18 44,740,631 65.73
Domestic Equity Securities 38,313,732 53.09 38,772,229 51.35 36,838,977 51.21 36,890,961 51.19 34,119,947 50.13
Vanguard Total Stock Market (VITSX)32,585,397 45.15 32,952,039 43.64 31,326,995 43.54 31,346,870 43.50 24,145,711 35.47
Brandywine GLBL Dynamic (LMBGX)5,728,336 7.94 5,820,189 7.71 5,511,982 7.66 5,544,091 7.69 9,923,378 14.58
Vanguard Value Index Fund (VIVIX)-0.00 -0.00 -0.00 -0.00 50,857 0.07
Foreign Equity Securities 10,338,497 14.33 10,757,115 14.25 10,646,804 14.80 10,799,512 14.99 10,620,684 15.60
RBC Global (Voyageur)10,338,497 14.33 10,757,115 14.25 10,646,804 14.80 10,799,512 14.99 10,620,684 15.60
Total Fixed Income 17,136,941 23.75 17,937,847 23.76 16,885,273 23.47 17,005,019 23.60 16,960,187 24.92
Galliard Core Fixed Income 8,271,876 11.46 8,672,719 11.49 8,725,741 12.13 8,730,085 12.11 8,659,139 12.72
Vanguard Short Term Bond Index (VSCSX)1,654,371 2.29 1,720,475 2.28 1,729,888 2.40 1,728,860 2.40 1,715,081 2.52
Vanguard Inflation-Protected Secs (VAIPX)3,771,180 5.23 3,921,475 5.19 2,612,563 3.63 2,591,034 3.60 2,532,414 3.72
PIMCO Diversified Income Fund Instl (PDIIX)1,831,040 2.54 1,970,137 2.61 1,971,106 2.74 1,968,611 2.73 1,915,348 2.81
Crescent Direct Lending Fund 687,678 0.95 676,324 0.90 704,817 0.98 791,425 1.10 847,378 1.24
Crescent Direct Lending II Fund 920,796 1.28 976,718 1.29 1,141,157 1.59 1,195,004 1.66 1,290,828 1.90
Direct Real Estate 5,981,821 8.29 5,642,074 7.47 5,277,623 7.34 5,531,340 7.68 5,500,535 8.08
ARA Core Property Fund 1,301,179 1.80 1,210,775 1.60 1,123,336 1.56 1,602,079 2.22 1,731,370 2.54
Intercontinental 4,680,642 6.49 4,431,299 5.87 4,154,287 5.77 3,929,261 5.45 3,769,165 5.54
Receipt & Disbursement 398,746 0.55 2,399,842 3.18 2,293,986 3.19 1,836,393 2.55 868,214 1.28
Total Fund Portfolio 72,169,735 100.00 75,509,108 100.00 71,942,663 100.00 72,063,226 100.00 68,069,567 100.00
Asset Allocation
Asset Allocation History By Portfolio
As of March 31, 2022
Page 17 80
Historical Asset Allocation by Portfolio
Domestic Equity Foreign Equity Broad Mkt Fixed
Income
Non-Core Fixed
Income Real Estate Cash Equivalent Total Fund
($)%($)%($)%($)%($)%($)%($)%
Total Equity 38,313,732 78.75 10,338,497 21.25 --------48,652,229 67.41
Domestic Equity Securities 38,313,732 100.00 ----------38,313,732 53.09
Vanguard Total Stock Market (VITSX)32,585,397 100.00 ----------32,585,397 45.15
Brandywine GLBL Dynamic (LMBGX)5,728,336 100.00 ----------5,728,336 7.94
Foreign Equity Securities --10,338,497 100.00 --------10,338,497 14.33
RBC Global (Voyageur)--10,338,497 100.00 --------10,338,497 14.33
Total Fixed Income ----8,271,876 48.27 8,865,065 51.73 ----17,136,941 23.75
Galliard Core Fixed Income ----8,271,876 100.00 ------8,271,876 11.46
Vanguard Short Term Bond Index (VSCSX)------1,654,371 100.00 ----1,654,371 2.29
Vanguard Inflation-Protected Secs (VAIPX)------3,771,180 100.00 ----3,771,180 5.23
PIMCO Diversified Income Fund Instl (PDIIX)------1,831,040 100.00 ----1,831,040 2.54
Crescent Direct Lending Fund ------687,678 100.00 ----687,678 0.95
Crescent Direct Lending II Fund ------920,796 100.00 ----920,796 1.28
Direct Real Estate --------5,973,379 99.86 8,441 0.14 5,981,821 8.29
ARA Core Property Fund --------1,292,737 99.35 8,441 0.65 1,301,179 1.80
Intercontinental --------4,680,642 100.00 --4,680,642 6.49
Receipt & Disbursement ----------398,746 100.00 398,746 0.55
Total Fund Portfolio 38,313,732 53.09 10,338,497 14.33 8,271,876 11.46 8,865,065 12.28 5,973,379 8.28 407,187 0.56 72,169,735 100.00
Asset Allocation
Asset Allocation History By Portfolio
As of March 31, 2022
Page 18 81
Schedule of Investable Assets
Total Fund Portfolio Net Cash Flow
$0.0
$8,000,000.0
$16,000,000.0
$24,000,000.0
$32,000,000.0
$40,000,000.0
$48,000,000.0
$56,000,000.0
$64,000,000.0
$72,000,000.0
$80,000,000.0
$88,000,000.0
$96,000,000.0
($8,000,000.0)Market Value7/07 4/08 1/09 10/09 7/10 4/11 1/12 10/12 7/13 4/14 1/15 10/15 7/16 4/17 1/18 10/18 7/19 4/20 1/21 3/22
$21,0 92,6 09 .1
$72,169,735.2
Schedule of Investable Assets
Periods Ending
Beginning
Market Value
$
Net
Cash Flow
$
Gain/Loss
$
Ending
Market Value
$
Aug-2007 To Mar-2022 16,259,673 4,832,937 51,077,126 72,169,735
Schedule of Investable Assets
Total Fund Portfolio
August 1, 2007 To March 31, 2022
Page 19 82
Comparative Performance Trailling Returns
QTR FYTD 1 YR 3 YR 5 YR 7 YR 10 YR Inception Inception
Date
Total Fund (Net)-3.55 (28)1.29 (22)6.64 (30)12.73 (7)10.97 (5)9.75 (2)10.27 (2)6.94 (29)11/01/2000
Total Fund Policy -3.59 (28)1.87 (13)8.02 (18)12.43 (9)10.64 (9)9.33 (5)9.96 (4)6.62 (47)
Difference 0.04 -0.58 -1.38 0.30 0.33 0.42 0.31 0.32
All Public Plans-Total Fund Median -4.27 -0.12 5.27 10.52 9.22 7.90 8.50 6.56
Total Fund (Gross)-3.50 1.67 7.09 13.08 11.32 10.10 10.67 7.52 11/01/2000
Total Fund Policy -3.59 1.87 8.02 12.43 10.64 9.33 9.96 6.62
Difference 0.09 -0.20 -0.93 0.65 0.68 0.77 0.71 0.90
Total Equity -4.61 2.01 8.40 16.81 14.12 12.24 13.20 8.23 01/01/2001
Total Equity Policy -5.30 1.84 8.76 15.72 13.40 11.51 12.51 7.07
Difference 0.69 0.17 -0.36 1.09 0.72 0.73 0.69 1.16
Domestic Equity Securities -4.85 (56)3.36 (71)11.77 (67)19.73 (22)16.34 (23)14.05 (24)14.54 (41)8.73 (35)11/01/2000
Domestic Equity Securities Policy -5.28 (62)3.51 (70)11.92 (64)18.24 (43)15.40 (49)13.38 (46)14.28 (53)7.48 (95)
Difference 0.43 -0.15 -0.15 1.49 0.94 0.67 0.26 1.25
IM U.S. Large Cap Core Equity (SA+CF) Median -4.58 5.22 13.98 17.92 15.39 13.14 14.30 8.47
Foreign Equity Securities -3.87 (45)-2.86 (54)-2.59 (75)7.12 (55)7.07 (35)6.39 (27)9.02 (8)6.44 (57)11/01/2000
Foreign Equity Securities Policy -5.44 (62)-3.72 (60)-1.48 (60)7.45 (51)6.73 (40)5.26 (49)6.52 (49)4.75 (99)
Difference 1.57 0.86 -1.11 -0.33 0.34 1.13 2.50 1.69
IM International Large Cap Value Equity (SA+CF) Median -4.37 -2.46 -0.65 7.48 6.22 5.19 6.47 6.53
Total Fixed Income -4.03 -3.55 -1.30 3.25 3.67 3.50 3.25 4.72 11/01/2000
Total Fixed Policy -4.00 -3.92 -2.19 2.47 2.44 2.10 2.20 4.20
Difference -0.03 0.37 0.89 0.78 1.23 1.40 1.05 0.52
Broad Mkt Fixed Income -4.56 (5)-5.08 (9)-4.26 (88)1.92 (76)2.09 (95)2.01 (79)2.11 (98)4.17 (98)11/01/2000
Broad Mkt Fixed Income Policy -4.69 (6)-5.17 (12)-4.38 (90)1.19 (100)1.67 (100)1.56 (99)1.81 (100)4.02 (99)
Difference 0.13 0.09 0.12 0.73 0.42 0.45 0.30 0.15
IM U.S. Broad Market Core Fixed Income (SA+CF) Median -5.81 -5.87 -3.88 2.24 2.66 2.37 2.75 4.73
Non-Core Fixed Income -3.52 -1.98 1.84 3.70 7.41 8.98 N/A 8.76 10/01/2014
Non-Core Fixed Policy -2.97 -2.01 1.18 4.11 3.74 3.78 N/A 3.77
Difference -0.55 0.03 0.66 -0.41 3.67 5.20 N/A 4.99
Direct Real Estate 6.34 (68)16.50 (27)28.58 (45)12.41 (38)11.11 (33)11.48 (36)12.26 (36)7.52 (26)10/01/2007
NCREIF Fund Index-OEDC (EW)7.97 (15)16.28 (29)29.84 (32)12.05 (49)10.39 (54)10.66 (51)11.18 (52)6.64 (62)
Difference -1.63 0.22 -1.26 0.36 0.72 0.82 1.08 0.88
IM U.S. Open End Private Real Estate (SA+CF) Median 6.75 14.86 27.92 11.92 10.65 10.74 11.38 6.89
Comparative Performance Trailing Returns
Total Fund
As of March 31, 2022
Returns for periods greater than one year are annualized. Returns are expressed as percentages. Total Fund Policy represents new policy beginning 9/1/2020. Old policy geometrically linked to new policy. See benchmark history for details.
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst.
Page 20 83
Comparative Performance Trailing Returns
Total Fund
As of March 31, 2022
QTR FYTD 1 YR 3 YR 5 YR 7 YR 10 YR Inception Inception
Date
Domestic Equity Securities -4.85 3.36 11.77 19.73 16.34 14.05 14.54 8.73 11/01/2000
Domestic Equity Securities Policy -5.28 3.51 11.92 18.24 15.40 13.38 14.28 7.48
Difference 0.43 -0.15 -0.15 1.49 0.94 0.67 0.26 1.25
Vanguard Total Stock Market (VITSX)-5.46 (47)3.20 (46)11.68 (37)18.16 (22)15.37 (14)13.34 (8)N/A 14.59 (10)02/01/2013
Vanguard Total Stock Market Index Hybrid -5.44 (46)3.22 (45)11.71 (36)18.17 (21)15.38 (14)13.35 (8)14.26 (11)14.61 (9)
Difference -0.02 -0.02 -0.03 -0.01 -0.01 -0.01 N/A -0.02
IM U.S. Multi-Cap Core Equity (MF) Median -5.69 2.82 10.37 15.76 13.22 11.01 12.53 12.81
Brandywine GLBL Dynamic (LMBGX)-1.58 (75)3.92 (91)8.42 (93)N/A N/A N/A N/A 26.00 (36)09/01/2020
Russell 1000 Value Index -0.74 (62)6.98 (63)11.67 (66)13.02 (60)10.29 (62)9.73 (45)11.70 (29)24.17 (54)
Difference -0.84 -3.06 -3.25 N/A N/A N/A N/A 1.83
IM U.S. Large Cap Value Equity (MF) Median -0.38 7.79 12.73 13.55 10.66 9.59 11.20 24.60
Foreign Equity Securities -3.87 -2.86 -2.59 7.12 7.07 6.39 9.02 6.44 11/01/2000
Foreign Equity Securities Policy -5.44 -3.72 -1.48 7.45 6.73 5.26 6.52 4.75
Difference 1.57 0.86 -1.11 -0.33 0.34 1.13 2.50 1.69
RBC Global (Voyageur)-3.87 (45)-2.86 (54)-2.59 (75)7.12 (55)7.07 (35)6.39 (27)9.02 (8)4.74 (14)11/01/2007
MSCI EAFE Index -5.79 (66)-3.21 (57)1.65 (33)8.29 (39)7.23 (32)5.62 (43)6.77 (46)2.64 (66)
Difference 1.92 0.35 -4.24 -1.17 -0.16 0.77 2.25 2.10
MSCI EAFE Value 0.51 (4)1.76 (8)4.22 (13)5.88 (74)4.81 (76)3.75 (84)5.48 (83)1.37 (94)
Difference -4.38 -4.62 -6.81 1.24 2.26 2.64 3.54 3.37
IM International Large Cap Value Equity (SA+CF) Median -4.37 -2.46 -0.65 7.48 6.22 5.19 6.47 3.38
Returns for periods greater than one year are annualized. Returns are expressed as percentages. Total Fund Policy represents new policy beginning 9/1/2020. Old policy geometrically linked to new policy. See benchmark history for details.
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst.
Page 21 84
Comparative Performance Trailing Returns
Total Fund
As of March 31, 2022
QTR FYTD 1 YR 3 YR 5 YR 7 YR 10 YR Inception Inception
Date
Total Fixed Income -4.03 -3.55 -1.30 3.25 3.67 3.50 3.25 4.72 11/01/2000
Total Fixed Policy -4.00 -3.92 -2.19 2.47 2.44 2.10 2.20 4.20
Difference -0.03 0.37 0.89 0.78 1.23 1.40 1.05 0.52
Galliard Core Fixed Income -4.56 (79)-5.08 (77)-3.99 (74)1.86 (47)2.21 (43)2.05 (42)2.31 (44)3.36 (70)10/01/2007
Bloomberg Intermed Aggregate Index -4.69 (88)-5.17 (86)-4.38 (96)1.19 (94)1.67 (93)1.56 (92)1.81 (87)3.10 (87)
Difference 0.13 0.09 0.39 0.67 0.54 0.49 0.50 0.26
IM U.S. Intermediate Duration (SA+CF) Median -4.34 -4.85 -3.73 1.83 2.15 1.98 2.25 3.50
Vanguard Inflation-Protected Secs (VAIPX)-3.83 (97)-1.73 (94)3.03 (77)5.75 (44)4.06 (40)N/A N/A 4.14 (36)01/01/2017
Bloomberg U.S. TIPS Index -3.02 (71)-0.73 (43)4.29 (22)6.22 (18)4.43 (15)3.58 (14)2.69 (12)4.46 (15)
Difference -0.81 -1.00 -1.26 -0.47 -0.37 N/A N/A -0.32
IM U.S. TIPS (MF) Median -2.59 -0.85 3.59 5.53 3.83 2.98 2.06 3.86
Vanguard Short Term Bond Index (VSCSX)-3.73 (70)-4.36 (69)-3.54 (63)1.55 (41)1.94 (22)1.89 (16)N/A 1.97 (17)01/01/2015
Blmbg. U.S. Corporate 1-5 Year Index -3.73 (70)-4.38 (71)-3.61 (64)1.74 (26)2.08 (9)2.03 (11)2.27 (11)2.13 (10)
Difference 0.00 0.02 0.07 -0.19 -0.14 -0.14 N/A -0.16
IM U.S. Intermediate Investment Grade (MF) Median -3.36 -3.76 -3.18 1.41 1.58 1.42 1.58 1.52
PIMCO Diversified Income Fund Instl (PDIIX)-7.06 (83)-6.96 (64)-4.25 (36)1.96 (26)N/A N/A N/A 2.86 (9)04/01/2018
Blmbg. Global Credit (Hedged)-6.67 (73)-6.70 (56)-4.53 (44)2.27 (22)2.99 (10)3.03 (7)3.85 (2)2.96 (8)
Difference -0.39 -0.26 0.28 -0.31 N/A N/A N/A -0.10
IM Global Fixed Income (MF) Median -5.42 -5.87 -4.77 1.25 1.82 1.68 1.56 1.03
Direct Real Estate 6.34 16.50 28.58 12.41 11.11 11.48 12.26 7.52 10/01/2007
NCREIF Fund Index-Open End Diversified Core (EW)7.97 16.28 29.84 12.05 10.39 10.66 11.18 6.64
Difference -1.63 0.22 -1.26 0.36 0.72 0.82 1.08 0.88
American Core Realty Fund 8.46 (9)18.02 (17)29.68 (34)11.92 (50)10.39 (55)10.27 (57)10.87 (65)6.54 (70)10/01/2007
American Core Realty Policy 7.97 (15)16.28 (29)29.84 (32)12.05 (49)10.39 (54)10.66 (51)11.18 (52)8.19 (11)
Difference 0.49 1.74 -0.16 -0.13 0.00 -0.39 -0.31 -1.65
IM U.S. Open End Private Real Estate (SA+CF) Median 6.75 14.86 27.92 11.92 10.65 10.74 11.38 6.89
Intercontinental 5.76 (75)16.07 (30)28.31 (46)12.79 (29)11.61 (29)12.36 (30)13.09 (29)13.42 (35)10/01/2010
NCREIF Fund Index-OEDC (EW)7.97 (15)16.28 (29)29.84 (32)12.05 (49)10.39 (54)10.66 (51)11.18 (52)11.81 (64)
Difference -2.21 -0.21 -1.53 0.74 1.22 1.70 1.91 1.61
IM U.S. Open End Private Real Estate (SA+CF) Median 6.75 14.86 27.92 11.92 10.65 10.74 11.38 12.27
Returns for periods greater than one year are annualized. Returns are expressed as percentages. Total Fund Policy represents new policy beginning 9/1/2020. Old policy geometrically linked to new policy. See benchmark history for details.
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst.
Page 22 85
Comparative Performance - IRR
QTR 1 YR 3 YR 5 YR 7 YR Inception Inception
Date
Crescent Direct Lending Fund 1.68 5.31 5.12 2.23 7.62 7.19 10/14/2014
Crescent Direct Lending II Fund 2.07 12.88 8.38 N/A N/A 8.91 03/13/2018
Comparative Performance - IRR
As of March 31, 2022
Page 23 86
Financial Reconciliation Quarter to Date
Market Value
01/01/2022
Net
Transfers Contributions Distributions Management
Fees
Other
Expenses Income Apprec./
Deprec.
Market Value
03/31/2022
Total Equity 49,529,344 1,425,032 ---25,032 -1,914 189,926 -2,465,127 48,652,229
Domestic Equity Securities 38,772,229 1,400,000 ----101,195 -1,959,692 38,313,732
Vanguard Total Stock Market (VITSX)32,952,039 1,400,000 ----101,195 -1,867,838 32,585,397
Brandywine GLBL Dynamic (LMBGX)5,820,189 -------91,854 5,728,336
Foreign Equity Securities 10,757,115 25,032 ---25,032 -1,914 88,730 -505,435 10,338,497
RBC Global (Voyageur)10,757,115 25,032 ---25,032 -1,914 88,730 -505,435 10,338,497
Total Fixed Income 17,937,847 -75,121 ---5,420 -22,588 -742,953 17,136,941
Galliard Core Fixed Income 8,672,719 ----5,420 ---395,422 8,271,876
Vanguard Short Term Bond Index (VSCSX)1,720,475 -----3,959 -70,063 1,654,371
Vanguard Inflation-Protected Secs (VAIPX)3,921,475 -------150,296 3,771,180
PIMCO Diversified Income Fund Instl (PDIIX)1,970,137 -----18,628 -157,725 1,831,040
Crescent Direct Lending Fund 676,324 ------11,354 687,678
Crescent Direct Lending II Fund 976,718 -75,121 -----19,199 920,796
Direct Real Estate 5,642,074 -7,819 ---9,569 -42,963 314,170 5,981,821
ARA Core Property Fund 1,210,775 -7,819 ---3,588 -12,030 89,781 1,301,179
Intercontinental 4,431,299 ----5,980 -30,934 224,390 4,680,642
Receipt & Disbursement 2,399,842 -1,342,092 442,992 -1,071,691 --30,412 106 -398,746
Total Fund Portfolio 75,509,108 -442,992 -1,071,691 -40,021 -32,326 255,582 -2,893,910 72,169,735
Financial Reconciliation Quarter to Date
Total Fund
1 Quarter Ending March 31, 2022
Page 24 87
Financial Reconciliation Fiscal Year to Date
Market Value
10/01/2021
Net
Transfers Contributions Distributions Management
Fees
Other
Expenses Income Apprec./
Deprec.
Market Value
03/31/2022
Total Equity 47,485,781 321,408 ---121,408 -3,694 1,168,015 -197,874 48,652,229
Domestic Equity Securities 36,838,977 200,000 ----1,025,407 249,348 38,313,732
Vanguard Total Stock Market (VITSX)31,326,995 200,000 ----217,978 840,423 32,585,397
Brandywine GLBL Dynamic (LMBGX)5,511,982 -----807,428 -591,075 5,728,336
Foreign Equity Securities 10,646,804 121,408 ---121,408 -3,694 142,608 -447,222 10,338,497
RBC Global (Voyageur)10,646,804 121,408 ---121,408 -3,694 142,608 -447,222 10,338,497
Total Fixed Income 16,885,273 903,539 ---14,980 -2,065 180,152 -814,978 17,136,941
Galliard Core Fixed Income 8,725,741 ----10,874 ---442,992 8,271,876
Vanguard Short Term Bond Index (VSCSX)1,729,888 -----16,201 -91,718 1,654,371
Vanguard Inflation-Protected Secs (VAIPX)2,612,563 1,200,000 ----126,842 -168,225 3,771,180
PIMCO Diversified Income Fund Instl (PDIIX)1,971,106 -----37,109 -177,175 1,831,040
Crescent Direct Lending Fund 704,817 -24,099 ---2,156 -1,092 -10,208 687,678
Crescent Direct Lending II Fund 1,141,157 -272,362 ---1,950 -973 -54,924 920,796
Direct Real Estate 5,277,623 -15,386 ---140,379 -90,416 769,548 5,981,821
ARA Core Property Fund 1,123,336 -15,386 ---6,927 -23,187 176,969 1,301,179
Intercontinental 4,154,287 ----133,453 -67,228 592,579 4,680,642
Receipt & Disbursement 2,293,986 -1,209,561 1,519,943 -2,151,354 --54,514 245 -398,746
Total Fund Portfolio 71,942,663 -1,519,943 -2,151,354 -276,768 -60,273 1,438,827 -243,304 72,169,735
Financial Reconciliation Fiscal Year to Date
Total Fund
October 1, 2021 To March 31, 2022
Page 25 88
Comparative Performance Fiscal Year Returns
Oct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
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
Total Fund (Net)26.26 (5)7.92 (44)2.78 (85)11.28 (3)14.16 (13)11.15 (12)0.33 (20)11.85 (9)15.72 (8)18.95 (23)
Total Fund Policy 21.33 (41)10.06 (16)4.31 (49)9.85 (10)12.90 (32)10.79 (18)0.59 (16)11.39 (15)14.95 (12)19.64 (14)
Difference 4.93 -2.14 -1.53 1.43 1.26 0.36 -0.26 0.46 0.77 -0.69
All Public Plans-Total Fund Median 20.72 7.55 4.27 7.40 11.99 9.75 -0.90 9.86 12.37 17.36
Total Fund (Gross)26.48 8.16 3.16 11.63 14.52 11.51 0.63 12.21 16.33 19.81
Total Fund Policy 21.33 10.06 4.31 9.85 12.90 10.79 0.59 11.39 14.95 19.64
Difference 5.15 -1.90 -1.15 1.78 1.62 0.72 0.04 0.82 1.38 0.17
Total Equity 37.06 9.65 0.85 15.01 19.50 14.20 -1.52 15.46 23.09 27.08
Total Equity Policy 30.05 11.69 2.09 14.18 19.00 13.13 -2.28 14.65 22.30 26.46
Difference 7.01 -2.04 -1.24 0.83 0.50 1.07 0.76 0.81 0.79 0.62
Domestic Equity Securities 36.79 (15)15.35 (36)2.89 (53)17.88 (42)18.64 (51)15.21 (26)-0.59 (62)17.58 (69)21.85 (34)27.76 (61)
Domestic Equity Securities Policy 31.88 (38)15.00 (39)2.92 (53)17.58 (47)18.71 (51)14.96 (30)-0.49 (61)17.76 (67)21.60 (36)30.20 (44)
Difference 4.91 0.35 -0.03 0.30 -0.07 0.25 -0.10 -0.18 0.25 -2.44
IM U.S. Large Cap Core Equity (SA+CF) Median 30.73 12.77 3.21 17.34 18.71 13.41 0.11 19.19 20.53 29.61
Foreign Equity Securities 39.45 (14)-9.19 (87)-5.36 (69)6.76 (5)22.69 (38)10.74 (30)-4.36 (20)10.08 (7)27.54 (18)24.74 (4)
Foreign Equity Securities Policy 23.92 (78)1.03 (32)-0.82 (29)3.25 (29)19.65 (55)7.06 (63)-8.27 (40)4.70 (62)24.29 (40)14.33 (59)
Difference 15.53 -10.22 -4.54 3.51 3.04 3.68 3.91 5.38 3.25 10.41
IM International Large Cap Value Equity (SA+CF) Median 29.80 -5.08 -3.39 1.51 20.82 8.46 -9.56 5.67 22.84 15.55
Total Fixed Income 3.66 5.44 8.69 2.41 3.59 4.93 1.40 3.23 -0.59 6.34
Total Fixed Policy 2.04 5.71 8.08 -0.93 0.25 3.57 2.95 2.74 -0.71 4.31
Difference 1.62 -0.27 0.61 3.34 3.34 1.36 -1.55 0.49 0.12 2.03
Broad Mkt Fixed Income -0.30 (59)7.53 (50)7.81 (97)-0.21 (17)0.61 (52)4.21 (98)2.31 (86)2.61 (99)-1.30 (54)5.88 (77)
Broad Mkt Fixed Income Policy -0.38 (60)5.66 (97)8.08 (97)-0.93 (62)0.25 (70)3.57 (100)2.95 (61)2.74 (99)-0.71 (25)4.31 (99)
Difference 0.08 1.87 -0.27 0.72 0.36 0.64 -0.64 -0.13 -0.59 1.57
IM U.S. Broad Market Core Fixed Income (SA+CF) Median -0.02 7.52 10.42 -0.75 0.63 5.66 3.02 4.47 -1.24 6.62
Non-Core Fixed Income 7.18 0.92 10.83 14.15 13.06 13.88 8.65 N/A N/A N/A
Non-Core Fixed Policy 5.75 4.45 6.91 2.69 4.05 5.34 1.34 N/A N/A N/A
Difference 1.43 -3.53 3.92 11.46 9.01 8.54 7.31 N/A N/A N/A
Direct Real Estate 13.82 (73)3.40 (18)7.75 (28)10.25 (26)10.01 (17)11.44 (48)14.27 (63)13.47 (36)16.42 (20)12.81 (50)
NCREIF Fund Index-OEDC (EW)15.75 (53)1.74 (51)6.17 (67)8.82 (58)7.81 (53)10.62 (67)14.71 (58)12.39 (66)12.47 (68)11.77 (63)
Difference -1.93 1.66 1.58 1.43 2.20 0.82 -0.44 1.08 3.95 1.04
IM U.S. Open End Private Real Estate (SA+CF) Median 16.11 1.74 6.80 8.98 7.88 11.26 15.32 12.68 13.28 12.64
Comparative Performance Fiscal Year Returns
Total Fund
As of March 31, 2022
Returns for periods greater than one year are annualized. Returns are expressed as percentages.
Total Fund Policy represents new policy beginning 9/1/2020. Old policy geometrically linked to new policy. See benchmark history for details.
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst.
Page 26 89
Comparative Performance Fiscal Year Returns
Total Fund
As of March 31, 2022
Oct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
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
Domestic Equity Securities 36.79 15.35 2.89 17.88 18.64 15.21 -0.59 17.58 21.85 27.76
Lateef Asset Mgmt.Equity N/A N/A N/A N/A N/A N/A N/A N/A N/A 33.21 (9)
Russell 1000 Growth Index 27.32 (52)37.53 (29)3.71 (52)26.30 (37)21.94 (39)13.76 (23)3.17 (55)19.15 (40)19.27 (64)29.19 (39)
Difference N/A N/A N/A N/A N/A N/A N/A N/A N/A 4.02
IM U.S. Large Cap Growth Equity (SA+CF) Median 27.47 33.32 3.80 24.48 20.87 11.81 3.61 18.18 20.29 27.82
Vanguard Total Stock Market (VITSX)32.10 (39)15.01 (22)2.89 (37)17.62 (19)18.64 (38)15.00 (16)-0.59 (35)17.77 (32)N/A N/A
Vanguard Total Stock Market Index Hybrid 32.11 (39)14.99 (23)2.92 (37)17.62 (19)18.64 (38)14.99 (16)-0.55 (34)17.77 (32)21.60 (59)30.28 (16)
Difference -0.01 0.02 -0.03 0.00 0.00 0.01 -0.04 0.00 N/A N/A
IM U.S. Multi-Cap Core Equity (MF) Median 30.89 10.21 1.47 14.73 17.63 11.78 -1.80 16.35 22.62 27.03
Brandywine GLBL Dynamic (LMBGX)41.75 (19)N/A N/A N/A N/A N/A N/A N/A N/A N/A
Russell 1000 Value Index 35.01 (53)-5.03 (54)4.00 (30)9.45 (61)15.12 (72)16.19 (18)-4.42 (41)18.89 (19)22.30 (52)30.92 (15)
Difference 6.74 N/A N/A N/A N/A N/A N/A N/A N/A N/A
IM U.S. Large Cap Value Equity (MF) Median 35.63 -4.55 1.87 10.42 16.75 12.50 -4.90 17.21 22.35 28.44
Vanguard Value Index Fund (VIVIX)N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
CRSP U.S. Large Cap Value TR Index 32.53 (68)-3.34 (41)3.57 (34)13.59 (18)17.76 (34)16.33 (17)-2.94 (17)19.19 (15)21.75 (59)29.54 (37)
Difference N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
IM U.S. Large Cap Value Equity (MF) Median 35.63 -4.55 1.87 10.42 16.75 12.50 -4.90 17.21 22.35 28.44
Foreign Equity Securities 39.45 -9.19 -5.36 6.76 22.69 10.74 -4.36 10.08 27.54 24.74
RBC Global (Voyageur)39.45 (14)-9.19 (87)-5.36 (69)6.76 (5)22.69 (38)10.74 (30)-4.36 (20)10.08 (7)27.54 (18)24.74 (4)
MSCI EAFE Index 26.29 (70)0.93 (32)-0.82 (29)3.25 (29)19.65 (55)7.06 (63)-8.27 (40)4.70 (62)24.29 (40)14.33 (59)
Difference 13.16 -10.12 -4.54 3.51 3.04 3.68 3.91 5.38 3.25 10.41
MSCI EAFE Value 31.43 (43)-11.45 (93)-4.31 (59)0.24 (74)23.22 (34)4.16 (88)-12.18 (77)6.18 (42)24.91 (38)13.34 (67)
Difference 8.02 2.26 -1.05 6.52 -0.53 6.58 7.82 3.90 2.63 11.40
IM International Large Cap Value Equity (SA+CF) Median 29.80 -5.08 -3.39 1.51 20.82 8.46 -9.56 5.67 22.84 15.55
Returns for periods greater than one year are annualized. Returns are expressed as percentages.
Total Fund Policy represents new policy beginning 9/1/2020. Old policy geometrically linked to new policy. See benchmark history for details.
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst.
Page 27 90
Comparative Performance Fiscal Year Returns
Total Fund
As of March 31, 2022
Oct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
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
Total Fixed Income 3.66 5.44 8.69 2.41 3.59 4.93 1.40 3.23 -0.59 6.34
Galliard Core Fixed Income -0.02 (67)6.85 (30)8.50 (17)-0.43 (57)0.44 (71)4.36 (24)3.04 (26)3.15 (37)-0.64 (75)5.82 (44)
Bloomberg Intermed Aggregate Index -0.38 (87)5.66 (81)8.08 (45)-0.93 (94)0.25 (86)3.57 (72)2.95 (31)2.74 (57)-0.71 (77)4.31 (83)
Difference 0.36 1.19 0.42 0.50 0.19 0.79 0.09 0.41 0.07 1.51
IM U.S. Intermediate Duration (SA+CF) Median 0.25 6.45 8.01 -0.38 0.69 3.89 2.70 2.87 -0.26 5.56
Galliard TIPS N/A 7.46 5.76 0.39 -0.23 4.75 -0.38 0.59 -3.71 6.01
Blmbg. U.S. TIPS 1-10 Year 5.75 7.75 5.75 0.33 -0.14 4.83 -0.82 0.61 -3.90 6.32
Difference N/A -0.29 0.01 0.06 -0.09 -0.08 0.44 -0.02 0.19 -0.31
Templeton Global Bond Fund (FBNRX)N/A N/A N/A N/A N/A 0.83 -7.63 6.33 3.54 N/A
FTSE World Government Bond Index -3.33 6.77 8.13 -1.54 -2.69 9.71 -3.83 -0.07 -4.60 3.29
Difference N/A N/A N/A N/A N/A -8.88 -3.80 6.40 8.14 N/A
PIMCO Diversified Income Fund Instl (PDIIX)4.87 (6)3.63 (72)9.52 (20)N/A N/A N/A N/A N/A N/A N/A
Blmbg. Global Credit (Hedged)2.72 (22)5.26 (53)10.83 (12)0.39 (17)3.04 (28)9.19 (26)0.86 (19)6.83 (10)1.46 (9)11.61 (6)
Difference 2.15 -1.63 -1.31 N/A N/A N/A N/A N/A N/A N/A
IM Global Fixed Income (MF) Median 0.91 5.39 7.67 -1.29 1.05 7.42 -3.81 3.40 -1.81 7.18
Vanguard Inflation-Protected Secs (VAIPX)5.09 (60)9.84 (26)7.03 (13)0.23 (55)N/A N/A N/A N/A N/A N/A
Bloomberg U.S. TIPS Index 5.19 (56)10.08 (20)7.13 (9)0.41 (41)-0.73 (61)6.58 (27)-0.83 (7)1.59 (19)-6.10 (46)9.10 (19)
Difference -0.10 -0.24 -0.10 -0.18 N/A N/A N/A N/A N/A N/A
IM U.S. TIPS (MF) Median 5.37 8.47 5.72 0.29 -0.43 5.77 -1.90 0.95 -6.17 8.21
Vanguard Short Term Bond Index (VSCSX)1.37 (24)4.91 (48)6.71 (12)-0.14 (41)1.55 (27)3.40 (20)N/A N/A N/A N/A
Blmbg. U.S. Corporate 1-5 Year Index 1.35 (24)5.21 (39)6.78 (11)0.11 (28)1.82 (20)3.33 (21)1.98 (8)2.46 (25)1.47 (16)6.29 (29)
Difference 0.02 -0.30 -0.07 -0.25 -0.27 0.07 N/A N/A N/A N/A
IM U.S. Intermediate Investment Grade (MF) Median 0.55 4.84 5.40 -0.38 0.85 2.56 1.21 1.64 -0.52 4.93
Direct Real Estate 13.82 3.40 7.75 10.25 10.01 11.44 14.27 13.47 16.42 12.81
ARA Core Property Fund 13.51 (76)1.62 (58)6.81 (49)8.50 (64)7.52 (59)9.04 (92)13.98 (64)12.49 (63)12.27 (71)11.56 (65)
American Core Realty Policy 15.75 (53)1.74 (51)6.17 (67)8.82 (58)7.81 (53)10.62 (67)14.71 (58)12.39 (66)12.47 (68)11.77 (63)
Difference -2.24 -0.12 0.64 -0.32 -0.29 -1.58 -0.73 0.10 -0.20 -0.21
IM U.S. Open End Private Real Estate (SA+CF) Median 16.11 1.74 6.80 8.98 7.88 11.26 15.32 12.68 13.28 12.64
Intercontinental 13.87 (71)4.41 (13)8.32 (21)11.40 (10)11.82 (6)13.30 (20)13.96 (64)14.10 (29)18.21 (12)13.38 (40)
NCREIF Fund Index-OEDC (EW)15.75 (53)1.74 (51)6.17 (67)8.82 (58)7.81 (53)10.62 (67)14.71 (58)12.39 (66)12.47 (68)11.77 (63)
Difference -1.88 2.67 2.15 2.58 4.01 2.68 -0.75 1.71 5.74 1.61
IM U.S. Open End Private Real Estate (SA+CF) Median 16.11 1.74 6.80 8.98 7.88 11.26 15.32 12.68 13.28 12.64
Returns for periods greater than one year are annualized. Returns are expressed as percentages.
Total Fund Policy represents new policy beginning 9/1/2020. Old policy geometrically linked to new policy. See benchmark history for details.
Parenthesized number represents pertinent peer group ranking: 1-100, best to worst.
Page 28 91
Plan Sponsor Peer Group Analysis - All Public Plans-Total Fund
Comparative Performance
-15.00
-10.00
-5.00
0.00
5.00
10.00
15.00
20.00
25.00
30.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Total Fund Portfolio -3.55 (16)1.29 (15)6.64 (19)24.50 (2)12.73 (4)10.93 (4)10.97 (4)z
Total Fund Policy -3.59 (16)1.87 (8)8.02 (8)21.83 (14)12.43 (5)10.77 (5)10.64 (6)z
Median -4.85 -0.62 4.72 19.43 10.53 8.96 9.10
-4.00
0.00
4.00
8.00
12.00
16.00
20.00
24.00
28.00
32.00
ReturnOct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Total Fund Portfolio 26.26 (3)7.92 (58)2.78 (82)11.28 (6)14.16 (8)11.15 (6)z
Total Fund Policy 21.33 (29)10.06 (34)4.31 (39)9.85 (16)12.90 (23)10.79 (13)z
Median 19.83 8.64 4.00 7.86 11.65 9.29
1 QtrEndingDec-2021
1 QtrEndingSep-2021
1 QtrEndingJun-2021
1 QtrEndingMar-2021
1 QtrEndingDec-2020
1 QtrEndingSep-2020
Total Fund Portfolio 5.02 (26)0.23 (26)5.04 (74)6.96 (1)12.12 (11)5.90 (30)
Total Fund Policy 5.67 (9)0.34 (21)5.67 (35)3.70 (30)10.35 (45)5.72 (37)
All Public Plans-Total Fund Median 4.47 -0.14 5.47 3.11 10.19 5.41
As of March 31, 2022
Performance Review (Net)
Total Fund Portfolio
NONE
Page 29 92
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
-10.0
0.0
10.0
20.0
30.0
Total Fund Portfolio (%)-10.0 0.0 10.0 20.0 30.0
Total Fund Policy (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank6/17 12/17 6/18 12/18 6/19 12/19 6/20 12/20 6/21 3/22
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
Total Fund Portfolio 20 16 (80%)4 (20%)0 (0%)0 (0%)z
Total Fund Policy 20 20 (100%)0 (0%)0 (0%)0 (0%)z
9.49
10.22
10.95
11.68
12.41
13.14
Return (%)11.22 11.55 11.88 12.21 12.54 12.87 13.20
Risk (Standard Deviation %)
Return StandardDeviation
Total Fund Portfolio 12.73 12.95z
Total Fund Policy 12.43 11.50z
Median 10.53 11.56¾
8.54
9.15
9.76
10.37
10.98
11.59
Return (%)9.9 10.2 10.5 10.8 11.1 11.4 11.7
Risk (Standard Deviation %)
Return StandardDeviation
Total Fund Portfolio 10.97 11.28z
Total Fund Policy 10.64 10.15z
Median 9.10 10.17¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
Total Fund Portfolio 2.28 108.21 113.67 -0.97 0.20 0.92 1.11 8.22
Total Fund Policy 0.00 100.00 100.00 0.00 N/A 1.00 1.00 7.05
90 Day U.S. Treasury Bill 11.61 1.97 -3.38 0.93 -1.00 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 1.83 107.23 111.15 -0.66 0.23 0.88 1.10 7.30
Total Fund Policy 0.00 100.00 100.00 0.00 N/A 0.93 1.00 6.42
90 Day U.S. Treasury Bill 10.24 4.04 -3.69 1.22 -0.93 N/A -0.01 0.00
As of March 31, 2022
Performance Review (Net)
Total Fund Portfolio
NONE
Page 30 93
Peer Group Analysis - IM U.S. Multi-Cap Core Equity (MF)
Comparative Performance
-30.00
-20.00
-10.00
0.00
10.00
20.00
30.00
40.00
50.00
60.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
VG Total Stk Mkt (VITSX)-5.46 (47)3.20 (46)11.68 (37)34.81 (31)18.16 (22)15.75 (13)15.37 (14)z
VG Total Stk Mkt Index Hyb -5.44 (46)3.22 (45)11.71 (36)34.83 (31)18.17 (21)15.76 (13)15.38 (14)z
Median -5.69 2.82 10.37 32.80 15.76 13.06 13.22
-20.00
-10.00
0.00
10.00
20.00
30.00
40.00
50.00
60.00
ReturnOct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
VG Total Stk Mkt (VITSX)32.10 (39)15.01 (22)2.89 (37)17.62 (19)18.64 (38)15.00 (16)z
VG Total Stk Mkt Index Hyb 32.11 (39)14.99 (23)2.92 (37)17.62 (19)18.64 (38)14.99 (16)z
Median 30.89 10.21 1.47 14.73 17.63 11.78
1 QtrEndingDec-2021
1 QtrEndingSep-2021
1 QtrEndingJun-2021
1 QtrEndingMar-2021
1 QtrEndingDec-2020
1 QtrEndingSep-2020
VG Total Stk Mkt (VITSX)9.16 (41)-0.06 (43)8.29 (28)6.43 (54)14.69 (39)9.19 (30)
Vanguard Total Stock Market Index Hybrid 9.16 (41)-0.06 (42)8.29 (28)6.43 (54)14.70 (38)9.20 (29)
IM U.S. Multi-Cap Core Equity (MF) Median 8.66 -0.22 7.52 6.63 13.82 7.96
Performance Review
As of March 31, 2022
VG Total Stk Mkt (VITSX)
NONE
Page 31 94
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
-10.0
0.0
10.0
20.0
30.0
VG Total Stk Mkt (VITSX) (%)-10.0 0.0 10.0 20.0 30.0
Vanguard Total Stock Market Index Hybrid (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank6/17 12/17 6/18 12/18 6/19 12/19 6/20 12/20 6/21 3/22
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
VG Total Stk Mkt (VITSX)20 20 (100%)0 (0%)0 (0%)0 (0%)z
VG Total Stk Mkt Index Hyb 20 20 (100%)0 (0%)0 (0%)0 (0%)z
15.01
15.80
16.59
17.38
18.17
18.96
Return (%)18.21 18.22
Risk (Standard Deviation %)
Return StandardDeviation
VG Total Stk Mkt (VITSX)18.16 18.21z
VG Total Stk Mkt Index Hyb 18.17 18.22z
Median 15.76 18.21¾
12.78
13.49
14.20
14.91
15.62
16.33
Return (%)16.20 16.23 16.26 16.29 16.32 16.35
Risk (Standard Deviation %)
Return StandardDeviation
VG Total Stk Mkt (VITSX)15.37 16.23z
VG Total Stk Mkt Index Hyb 15.38 16.23z
Median 13.22 16.31¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
VG Total Stk Mkt (VITSX)0.03 99.98 100.00 0.00 -0.22 0.96 1.00 11.32
VG Total Stk Mkt Index Hyb 0.00 100.00 100.00 0.00 N/A 0.96 1.00 11.32
90 Day U.S. Treasury Bill 18.33 1.27 -2.08 0.92 -0.96 N/A -0.01 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
VG Total Stk Mkt (VITSX)0.03 99.96 99.98 0.00 -0.32 0.89 1.00 10.42
VG Total Stk Mkt Index Hyb 0.00 100.00 100.00 0.00 N/A 0.89 1.00 10.43
90 Day U.S. Treasury Bill 16.32 2.61 -2.25 1.21 -0.89 N/A -0.01 0.00
Performance Review
As of March 31, 2022
VG Total Stk Mkt (VITSX)
NONE
Page 32 95
Page Intentionally Left Blank Page 3396
Peer Group Analysis - IM U.S. Large Cap Value Equity (MF)
Comparative Performance
-20.00
-12.00
-4.00
4.00
12.00
20.00
28.00
36.00
44.00
52.00
60.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Brandywine GLBL -1.58 (75)3.92 (91)8.42 (93)N/A N/A N/A N/Az
Russell 1V Index -0.74 (62)6.98 (63)11.67 (66)32.02 (61)13.02 (60)11.14 (50)10.29 (62)z
Median -0.38 7.79 12.73 32.91 13.55 11.10 10.66
-30.00
-20.00
-10.00
0.00
10.00
20.00
30.00
40.00
50.00
60.00
70.00
ReturnOct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Brandywine GLBL 41.75 (19)N/A N/A N/A N/A N/Az
Russell 1V Index 35.01 (53)-5.03 (54)4.00 (30)9.45 (61)15.12 (72)16.19 (18)z
Median 35.63 -4.55 1.87 10.42 16.75 12.50
1 QtrEndingDec-2021
1 QtrEndingSep-2021
1 QtrEndingJun-2021
1 QtrEndingMar-2021
1 QtrEndingDec-2020
1 QtrEndingSep-2020
Brandywine GLBL 5.59 (91)-0.58 (48)4.93 (64)17.26 (6)15.88 (48)N/A
Russell 1000 Value Index 7.77 (58)-0.78 (55)5.21 (53)11.26 (50)16.25 (43)5.59 (34)
IM U.S. Large Cap Value Equity (MF) Median 8.23 -0.66 5.25 11.23 15.77 4.82
Performance Review
As of March 31, 2022
Brandywine GLBL
NONE
Page 34 97
Peer Group Analysis - IM International Large Cap Value Equity (SA+CF)
Comparative Performance
-28.00
-20.00
-12.00
-4.00
4.00
12.00
20.00
28.00
36.00
44.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
RBC Global (Voyageur)-3.87 (44)-2.86 (54)-2.59 (75)28.88 (18)7.12 (55)4.62 (38)7.07 (35)z
MSCI EAFE Index -5.79 (66)-3.21 (57)1.65 (32)21.47 (64)8.29 (39)5.29 (31)7.23 (32)z
Median -4.53 -2.46 -0.75 23.98 7.48 4.10 6.23
-30.00
-20.00
-10.00
0.00
10.00
20.00
30.00
40.00
50.00
60.00
ReturnOct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
RBC Global (Voyageur)39.45 (14)-9.19 (87)-5.36 (69)6.76 (5)22.69 (38)10.74 (30)z
MSCI EAFE Index 26.29 (70)0.93 (32)-0.82 (29)3.25 (29)19.65 (55)7.06 (63)z
Median 29.80 -5.08 -3.39 1.51 20.82 8.46
1 QtrEndingDec-2021
1 QtrEndingSep-2021
1 QtrEndingJun-2021
1 QtrEndingMar-2021
1 QtrEndingDec-2020
1 QtrEndingSep-2020
RBC Global (Voyageur)1.05 (62)-1.40 (46)1.70 (100)9.56 (12)26.92 (9)3.42 (67)
MSCI EAFE Index 2.74 (27)-0.35 (19)5.38 (29)3.60 (79)16.09 (71)4.88 (49)
IM International Large Cap Value Equity (SA+CF) Median 1.64 -1.56 4.55 6.20 18.48 4.67
Performance Review
As of March 31, 2022
RBC Global (Voyageur)
NONE
Page 35 98
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
-16.0
-8.0
0.0
8.0
16.0
24.0
RBC Global (Voyageur) (%)-16.0 -8.0 0.0 8.0 16.0 24.0
MSCI EAFE Index (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank6/17 12/17 6/18 12/18 6/19 12/19 6/20 12/20 6/21 3/22
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
RBC Global (Voyageur)20 10 (50%)4 (20%)6 (30%)0 (0%)z
MSCI EAFE Index 20 1 (5%)14 (70%)5 (25%)0 (0%)z
6.80
7.20
7.60
8.00
8.40
8.80
Return (%)14.00 16.00 18.00 20.00 22.00 24.00 26.00
Risk (Standard Deviation %)
Return StandardDeviation
RBC Global (Voyageur)7.12 23.35z
MSCI EAFE Index 8.29 16.97z
Median 7.48 18.84¾
5.94
6.27
6.60
6.93
7.26
7.59
Return (%)14.00 16.00 18.00 20.00 22.00
Risk (Standard Deviation %)
Return StandardDeviation
RBC Global (Voyageur)7.07 19.66z
MSCI EAFE Index 7.23 14.89z
Median 6.23 16.64¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
RBC Global (Voyageur)8.40 120.80 130.09 -2.78 0.03 0.38 1.32 15.82
MSCI EAFE Index 0.00 100.00 100.00 0.00 N/A 0.51 1.00 11.13
90 Day U.S. Treasury Bill 17.08 1.40 -2.23 0.86 -0.51 N/A -0.01 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
RBC Global (Voyageur)6.81 115.97 119.67 -1.45 0.10 0.39 1.27 13.27
MSCI EAFE Index 0.00 100.00 100.00 0.00 N/A 0.47 1.00 9.91
90 Day U.S. Treasury Bill 14.98 2.41 -3.39 1.18 -0.47 N/A -0.01 0.00
Performance Review
As of March 31, 2022
RBC Global (Voyageur)
NONE
Page 36 99
Peer Group Analysis - IM U.S. Intermediate Duration (SA+CF)
Comparative Performance
-8.00
-6.00
-4.00
-2.00
0.00
2.00
4.00
6.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Galliard Core Fixed Inc -4.56 (79)-5.08 (77)-3.99 (74)-0.08 (48)1.86 (47)2.51 (46)2.21 (43)z
Barclays Int Agg Index -4.69 (88)-5.17 (86)-4.38 (96)-1.54 (97)1.19 (94)1.96 (93)1.67 (93)z
Median -4.34 -4.85 -3.73 -0.15 1.83 2.46 2.15
-4.00
-2.00
0.00
2.00
4.00
6.00
8.00
10.00
12.00
ReturnOct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Galliard Core Fixed Inc -0.02 (67)6.85 (30)8.50 (17)-0.43 (57)0.44 (71)4.36 (24)z
Barclays Int Agg Index -0.38 (87)5.66 (81)8.08 (45)-0.93 (94)0.25 (86)3.57 (72)z
Median 0.25 6.45 8.01 -0.38 0.69 3.89
1 QtrEndingDec-2021
1 QtrEndingSep-2021
1 QtrEndingJun-2021
1 QtrEndingMar-2021
1 QtrEndingDec-2020
1 QtrEndingSep-2020
Galliard Core Fixed Inc -0.55 (60)0.01 (77)1.14 (38)-1.78 (69)0.63 (60)1.10 (32)
Barclays Int Agg Index -0.51 (45)0.05 (59)0.78 (86)-1.61 (51)0.42 (86)0.48 (90)
IM U.S. Intermediate Duration (SA+CF) Median -0.52 0.07 1.05 -1.60 0.71 0.86
Performance Review
As of March 31, 2022
Galliard Core Fixed Inc
NONE
Page 37 100
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
0.0
1.5
3.0
4.5
6.0
Galliard Core Fixed Inc (%)0.0 1.5 3.0 4.5 6.0
Barclays Int Agg Index (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank6/17 12/17 6/18 12/18 6/19 12/19 6/20 12/20 6/21 3/22
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
Galliard Core Fixed Inc 20 2 (10%)17 (85%)1 (5%)0 (0%)z
Barclays Int Agg Index 20 0 (0%)1 (5%)3 (15%)16 (80%)z
0.90
1.20
1.50
1.80
2.10
Return (%)2.40 2.60 2.80 3.00 3.20 3.40 3.60
Risk (Standard Deviation %)
Return StandardDeviation
Galliard Core Fixed Inc 1.86 3.32z
Barclays Int Agg Index 1.19 2.69z
Median 1.83 2.98¾
1.40
1.60
1.80
2.00
2.20
2.40
Return (%)2.40 2.48 2.56 2.64 2.72 2.80 2.88 2.96
Risk (Standard Deviation %)
Return StandardDeviation
Galliard Core Fixed Inc 2.21 2.85z
Barclays Int Agg Index 1.67 2.47z
Median 2.15 2.59¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
Galliard Core Fixed Inc 1.33 134.83 125.59 0.51 0.51 0.33 1.14 2.19
Barclays Int Agg Index 0.00 100.00 100.00 0.00 N/A 0.16 1.00 1.89
90 Day U.S. Treasury Bill 2.59 14.47 -8.54 0.75 -0.16 N/A 0.04 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
Galliard Core Fixed Inc 1.05 120.29 112.16 0.41 0.51 0.39 1.07 1.79
Barclays Int Agg Index 0.00 100.00 100.00 0.00 N/A 0.24 1.00 1.60
90 Day U.S. Treasury Bill 2.38 17.57 -17.07 1.06 -0.24 N/A 0.04 0.00
Performance Review
As of March 31, 2022
Galliard Core Fixed Inc
NONE
Page 38 101
Peer Group Analysis - IM U.S. Intermediate Investment Grade (MF)
Comparative Performance
-8.00
-6.00
-4.00
-2.00
0.00
2.00
4.00
6.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
VG ST Bond Index (VSCSX)-3.73 (70)-4.36 (69)-3.54 (63)1.65 (31)1.55 (41)2.31 (14)1.94 (22)z
Barclays US Corp 1-5 Yr Index -3.73 (70)-4.38 (71)-3.61 (64)1.62 (31)1.74 (26)2.40 (10)2.08 (9)z
Median -3.36 -3.76 -3.18 0.65 1.41 1.87 1.58
-4.00
-2.00
0.00
2.00
4.00
6.00
8.00
10.00
ReturnOct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
VG ST Bond Index (VSCSX)1.37 (24)4.91 (48)6.71 (12)-0.14 (41)1.55 (27)3.22 (27)z
Barclays US Corp 1-5 Yr Index 1.35 (24)5.21 (39)6.78 (11)0.11 (28)1.82 (20)3.33 (21)z
Median 0.55 4.84 5.40 -0.38 0.85 2.56
1 QtrEndingDec-2021
1 QtrEndingSep-2021
1 QtrEndingJun-2021
1 QtrEndingMar-2021
1 QtrEndingDec-2020
1 QtrEndingSep-2020
VG ST Bond Index (VSCSX)-0.66 (65)0.06 (56)0.79 (17)-0.60 (40)1.12 (28)0.90 (38)
Barclays US Corp 1-5 Yr Index -0.68 (69)0.11 (41)0.70 (27)-0.59 (39)1.14 (27)0.92 (37)
IM U.S. Intermediate Investment Grade (MF) Median -0.57 0.08 0.50 -0.73 0.79 0.80
Performance Review
As of March 31, 2022
VG ST Bond Index (VSCSX)
NONE
Page 39 102
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
0.0
1.5
3.0
4.5
6.0
VG ST Bond Index (VSCSX) (%)0.0 1.5 3.0 4.5 6.0
Barclays US Corp 1-5 Yr Index (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank6/17 12/17 6/18 12/18 6/19 12/19 6/20 12/20 6/21 3/22
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
VG ST Bond Index (VSCSX)18 12 (67%)6 (33%)0 (0%)0 (0%)z
Barclays US Corp 1-5 Yr Index 20 18 (90%)2 (10%)0 (0%)0 (0%)z
1.20
1.40
1.60
1.80
Return (%)2.70 2.85 3.00 3.15 3.30 3.45 3.60 3.75
Risk (Standard Deviation %)
Return StandardDeviation
VG ST Bond Index (VSCSX)1.55 3.61z
Barclays US Corp 1-5 Yr Index 1.74 3.54z
Median 1.41 2.85¾
1.40
1.60
1.80
2.00
2.20
Return (%)2.20 2.40 2.60 2.80 3.00 3.20
Risk (Standard Deviation %)
Return StandardDeviation
VG ST Bond Index (VSCSX)1.94 2.96z
Barclays US Corp 1-5 Yr Index 2.08 2.89z
Median 1.58 2.41¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
VG ST Bond Index (VSCSX)0.30 97.79 102.43 -0.22 -0.62 0.22 1.02 2.71
Barclays US Corp 1-5 Yr Index 0.00 100.00 100.00 0.00 N/A 0.27 1.00 2.58
90 Day U.S. Treasury Bill 3.59 13.81 -4.02 0.83 -0.27 N/A -0.01 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
VG ST Bond Index (VSCSX)0.26 98.47 103.20 -0.18 -0.52 0.28 1.02 2.13
Barclays US Corp 1-5 Yr Index 0.00 100.00 100.00 0.00 N/A 0.34 1.00 2.03
90 Day U.S. Treasury Bill 2.91 19.30 -13.36 1.14 -0.34 N/A 0.00 0.00
Performance Review
As of March 31, 2022
VG ST Bond Index (VSCSX)
NONE
Page 40 103
Peer Group Analysis - IM U.S. TIPS (MF)
Comparative Performance
-8.00
-4.00
0.00
4.00
8.00
12.00
16.00
20.00
24.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Vanguard Infl-Protected Secs (VAIPX)-3.83 (97)-1.73 (94)3.03 (77)5.28 (85)5.75 (44)4.98 (33)4.06 (40)z
Bloomberg U.S. TIPS Index -3.02 (71)-0.73 (43)4.29 (22)5.90 (51)6.22 (18)5.33 (15)4.43 (15)z
Median -2.59 -0.85 3.59 5.94 5.53 4.65 3.83
-7.00
-4.00
-1.00
2.00
5.00
8.00
11.00
14.00
17.00
20.00
ReturnOct-
2020
To
Sep-
2021
Oct-
2019
To
Sep-
2020
Oct-
2018
To
Sep-
2019
Oct-
2017
To
Sep-
2018
Oct-
2016
To
Sep-
2017
Oct-
2015
To
Sep-
2016
Vanguard Infl-Protected Secs (VAIPX)5.09 (60)9.84 (26)7.03 (13)0.23 (55)N/A N/Az
Bloomberg U.S. TIPS Index 5.19 (56)10.08 (20)7.13 (9)0.41 (41)-0.73 (61)6.58 (27)z
Median 5.37 8.47 5.72 0.29 -0.43 5.77
1 QtrEndingDec-2021
1 QtrEndingSep-2021
1 QtrEndingJun-2021
1 QtrEndingMar-2021
1 QtrEndingDec-2020
1 QtrEndingSep-2020
Vanguard Infl-Protected Secs (VAIPX)2.18 (20)2.71 (1)2.08 (71)-1.36 (58)1.62 (65)3.02 (49)
Bloomberg U.S. TIPS Index 2.36 (11)1.75 (24)3.25 (19)-1.47 (62)1.62 (64)3.03 (48)
IM U.S. TIPS (MF) Median 1.75 1.59 2.71 -1.19 1.78 3.01
Performance Review
As of March 31, 2022
Vanguard Infl-Protected Secs (VAIPX)
NONE
Page 41 104
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
2.0
4.0
6.0
8.0
10.0
Vanguard Infl-Protected Secs (VAIPX) (%)2.0 4.0 6.0 8.0 10.0
Bloomberg U.S. TIPS Index (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank6/17 12/17 6/18 12/18 6/19 12/19 6/20 12/20 6/21 3/22
Total
Period
5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
Vanguard Infl-Protected Secs (VAIPX)10 7 (70%)3 (30%)0 (0%)0 (0%)z
Bloomberg U.S. TIPS Index 20 17 (85%)3 (15%)0 (0%)0 (0%)z
5.70
6.00
6.30
6.60
Return (%)4.24 4.28 4.32 4.36 4.40 4.44 4.48 4.52
Risk (Standard Deviation %)
Return StandardDeviation
Vanguard Infl-Protected Secs (VAIPX)5.75 4.46z
Bloomberg U.S. TIPS Index 6.22 4.27z
Median 5.53 4.35¾
3.60
3.80
4.00
4.20
4.40
4.60
Return (%)3.78 3.81 3.84 3.87 3.90 3.93 3.96
Risk (Standard Deviation %)
Return StandardDeviation
Vanguard Infl-Protected Secs (VAIPX)4.06 3.93z
Bloomberg U.S. TIPS Index 4.43 3.81z
Median 3.83 3.87¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
Vanguard Infl-Protected Secs (VAIPX)1.04 95.21 99.26 -0.53 -0.42 1.09 1.02 2.45
Bloomberg U.S. TIPS Index 0.00 100.00 100.00 0.00 N/A 1.24 1.00 2.33
90 Day U.S. Treasury Bill 4.29 6.43 -5.05 0.82 -1.24 N/A 0.00 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
Vanguard Infl-Protected Secs (VAIPX)0.83 95.59 100.03 -0.38 -0.42 0.75 1.01 2.21
Bloomberg U.S. TIPS Index 0.00 100.00 100.00 0.00 N/A 0.86 1.00 2.13
90 Day U.S. Treasury Bill 3.83 9.80 -10.28 1.14 -0.86 N/A 0.00 0.00
Performance Review
As of March 31, 2022
Vanguard Infl-Protected Secs (VAIPX)
NONE
Page 42 105
Peer Group Analysis - IM Global Fixed Income (MF)
Comparative Performance
-13.00
-10.00
-7.00
-4.00
-1.00
2.00
5.00
8.00
11.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
PIMCO Diversified Inc Fd Instl (PDIIX)-7.06 (83)-6.96 (64)-4.25 (36)3.69 (18)1.96 (26)2.86 (9)N/Az
Blmbg. Global Credit (Hedged)-6.67 (73)-6.70 (56)-4.53 (44)2.54 (32)2.27 (22)2.96 (8)2.99 (10)z
Median -5.42 -5.87 -4.77 0.99 1.25 1.03 1.82
-10.00
-7.00
-4.00
-1.00
2.00
5.00
8.00
11.00
14.00
17.00
ReturnOct-
2020
To
Sep-
2021
Oct-
2019
To
Sep-
2020
Oct-
2018
To
Sep-
2019
Oct-
2017
To
Sep-
2018
Oct-
2016
To
Sep-
2017
Oct-
2015
To
Sep-
2016
PIMCO Diversified Inc Fd Instl (PDIIX)4.87 (6)3.63 (72)9.52 (20)N/A N/A N/Az
Blmbg. Global Credit (Hedged)2.72 (22)5.26 (53)10.83 (12)0.39 (17)3.04 (28)9.19 (26)z
Median 0.91 5.39 7.67 -1.29 1.05 7.42
1 QtrEndingDec-2021
1 QtrEndingSep-2021
1 QtrEndingJun-2021
1 QtrEndingMar-2021
1 QtrEndingDec-2020
1 QtrEndingSep-2020
PIMCO Diversified Inc Fd Instl (PDIIX)0.11 (7)0.13 (17)2.78 (3)-2.50 (41)4.52 (27)2.73 (41)
Blmbg. Global Credit (Hedged)-0.03 (12)0.08 (22)2.24 (14)-2.64 (42)3.11 (59)1.97 (69)
IM Global Fixed Income (MF) Median -0.69 -0.34 1.33 -3.20 3.63 2.41
Performance Review
As of March 31, 2022
PIMCO Diversified Inc Fd Instl (PDIIX)
NONE
Page 43 106
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
0.0
2.0
4.0
6.0
8.0
PIMCO Diversified Inc Fd Instl (PDIIX) (%)0.0 2.0 4.0 6.0 8.0
Blmbg. Global Credit (Hedged) (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank6/17 12/17 6/18 12/18 6/19 12/19 6/20 12/20 6/21 3/22
Total
Period
5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
PIMCO Diversified Inc Fd Instl (PDIIX)5 4 (80%)1 (20%)0 (0%)0 (0%)z
Blmbg. Global Credit (Hedged)20 19 (95%)1 (5%)0 (0%)0 (0%)z
1.02
1.36
1.70
2.04
2.38
2.72
Return (%)5.40 5.70 6.00 6.30 6.60 6.90 7.20 7.50
Risk (Standard Deviation %)
Return StandardDeviation
PIMCO Diversified Inc Fd Instl (PDIIX)1.96 7.20z
Blmbg. Global Credit (Hedged)2.27 6.29z
Median 1.25 5.64¾
1.56
1.95
2.34
2.73
3.12
3.51
Return (%)4.80 4.86 4.92 4.98 5.04 5.10 5.16 5.22
Risk (Standard Deviation %)
Return StandardDeviation
PIMCO Diversified Inc Fd Instl (PDIIX)N/A N/Az
Blmbg. Global Credit (Hedged)2.99 5.14z
Median 1.82 4.85¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
PIMCO Diversified Inc Fd Instl (PDIIX)2.20 103.99 109.45 -0.47 -0.11 0.19 1.09 5.78
Blmbg. Global Credit (Hedged)0.00 100.00 100.00 0.00 N/A 0.26 1.00 4.83
90 Day U.S. Treasury Bill 6.35 7.10 -3.02 0.82 -0.26 N/A -0.01 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
PIMCO Diversified Inc Fd Instl (PDIIX)N/A N/A N/A N/A N/A N/A N/A N/A
Blmbg. Global Credit (Hedged)0.00 100.00 100.00 0.00 N/A 0.38 1.00 3.80
90 Day U.S. Treasury Bill 5.16 10.05 -8.49 1.14 -0.38 N/A 0.00 0.00
Performance Review
As of March 31, 2022
PIMCO Diversified Inc Fd Instl (PDIIX)
NONE
Page 44 107
Peer Group Analysis - IM U.S. Open End Private Real Estate (SA+CF)
Comparative Performance
-4.00
2.00
8.00
14.00
20.00
26.00
32.00
38.00
44.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
American Core RE 8.46 (9)18.02 (17)29.68 (34)14.95 (59)11.92 (50)10.98 (59)10.39 (55)z
American Core RE Policy 7.97 (15)16.28 (29)29.84 (32)15.61 (44)12.05 (49)10.96 (59)10.39 (54)z
Median 6.75 14.86 27.92 15.40 11.92 11.21 10.65
-10.00
-5.00
0.00
5.00
10.00
15.00
20.00
25.00
30.00
35.00
ReturnOct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
American Core RE 13.51 (76)1.62 (58)6.81 (49)8.50 (64)7.52 (59)9.04 (92)z
American Core RE Policy 15.75 (53)1.74 (51)6.17 (67)8.82 (58)7.81 (53)10.62 (67)z
Median 16.11 1.74 6.80 8.98 7.88 11.26
1 QtrEndingDec-2021
1 QtrEndingSep-2021
1 QtrEndingJun-2021
1 QtrEndingMar-2021
1 QtrEndingDec-2020
1 QtrEndingSep-2020
American Core RE 8.81 (30)5.62 (80)4.03 (56)1.87 (56)1.42 (58)-0.14 (81)
American Core RE Policy 7.70 (44)6.96 (35)4.39 (41)2.28 (40)1.36 (59)0.57 (48)
IM U.S. Open End Private Real Estate (SA+CF) Median 7.57 6.33 4.17 2.10 1.63 0.49
Performance Review
As of March 31, 2022
American Core RE
NONE
Page 45 108
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
3.0
6.0
9.0
12.0
15.0
American Core RE (%)3.0 6.0 9.0 12.0 15.0
American Core RE Policy (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank6/17 12/17 6/18 12/18 6/19 12/19 6/20 12/20 6/21 3/22
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
American Core RE 20 0 (0%)2 (10%)14 (70%)4 (20%)z
American Core RE Policy 20 0 (0%)2 (10%)18 (90%)0 (0%)z
11.85
11.90
11.95
12.00
12.05
12.10
Return (%)5.80 5.85 5.90 5.95 6.00 6.05 6.10 6.15 6.20
Risk (Standard Deviation %)
Return StandardDeviation
American Core RE 11.92 6.11z
American Core RE Policy 12.05 5.88z
Median 11.92 6.00¾
10.35
10.44
10.53
10.62
10.71
Return (%)4.60 4.64 4.68 4.72 4.76 4.80 4.84 4.88
Risk (Standard Deviation %)
Return StandardDeviation
American Core RE 10.39 4.83z
American Core RE Policy 10.39 4.66z
Median 10.65 4.82¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
American Core RE 1.23 99.01 96.48 -0.20 -0.09 1.39 1.01 0.71
American Core RE Policy 0.00 100.00 100.00 0.00 N/A 1.43 1.00 0.74
90 Day U.S. Treasury Bill 7.62 6.59 -1.02 0.87 -1.43 N/A -0.01 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
American Core RE 0.99 99.92 96.48 -0.07 0.00 1.41 1.01 0.55
American Core RE Policy 0.00 100.00 100.00 0.00 N/A 1.43 1.00 0.57
90 Day U.S. Treasury Bill 6.27 10.81 -1.02 1.19 -1.43 N/A -0.01 0.00
Performance Review
As of March 31, 2022
American Core RE
NONE
Page 46 109
Peer Group Analysis - IM U.S. Open End Private Real Estate (SA+CF)
Comparative Performance
-4.00
2.00
8.00
14.00
20.00
26.00
32.00
38.00
44.00
ReturnQTR FYTD 1 YR 2 YR 3 YR 4 YR 5 YR
Intercontinental 5.76 (75)16.07 (30)28.31 (46)15.47 (46)12.79 (29)12.05 (29)11.61 (29)z
NCREIF Fund Index-OEDC (EW)7.97 (15)16.28 (29)29.84 (32)15.61 (44)12.05 (49)10.96 (59)10.39 (54)z
Median 6.75 14.86 27.92 15.40 11.92 11.21 10.65
-10.00
-5.00
0.00
5.00
10.00
15.00
20.00
25.00
30.00
35.00
ReturnOct-2020
To
Sep-2021
Oct-2019
To
Sep-2020
Oct-2018
To
Sep-2019
Oct-2017
To
Sep-2018
Oct-2016
To
Sep-2017
Oct-2015
To
Sep-2016
Intercontinental 13.87 (71)4.41 (13)8.32 (21)11.40 (10)11.82 (6)13.30 (20)z
NCREIF Fund Index-OEDC (EW)15.75 (53)1.74 (51)6.17 (67)8.82 (58)7.81 (53)10.62 (67)z
Median 16.11 1.74 6.80 8.98 7.88 11.26
1 QtrEndingDec-2021
1 QtrEndingSep-2021
1 QtrEndingJun-2021
1 QtrEndingMar-2021
1 QtrEndingDec-2020
1 QtrEndingSep-2020
Intercontinental 9.75 (17)5.88 (72)4.40 (40)2.52 (36)0.48 (85)0.90 (28)
NCREIF Fund Index-OEDC (EW)7.70 (44)6.96 (35)4.39 (41)2.28 (40)1.36 (59)0.57 (48)
IM U.S. Open End Private Real Estate (SA+CF) Median 7.57 6.33 4.17 2.10 1.63 0.49
Performance Review
As of March 31, 2022
Intercontinental
NONE
Page 47 110
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
3.0
6.0
9.0
12.0
15.0
18.0
Intercontinental (%)3.0 6.0 9.0 12.0 15.0 18.0
NCREIF Fund Index-OEDC (EW) (%)
Over
Performance
Under
Performance
0.0
25.0
50.0
75.0
100.0Return Percentile Rank6/17 12/17 6/18 12/18 6/19 12/19 6/20 12/20 6/21 3/22
Total Period 5-25
Count
25-Median
Count
Median-75
Count
75-95
Count
Intercontinental 20 16 (80%)4 (20%)0 (0%)0 (0%)z
NCREIF Fund Index-OEDC (EW)20 0 (0%)2 (10%)18 (90%)0 (0%)z
11.60
11.89
12.18
12.47
12.76
13.05
Return (%)5.58 5.67 5.76 5.85 5.94 6.03 6.12
Risk (Standard Deviation %)
Return StandardDeviation
Intercontinental 12.79 5.59z
NCREIF Fund Index-OEDC (EW)12.05 5.88z
Median 11.92 6.00¾
10.00
10.40
10.80
11.20
11.60
12.00
Return (%)4.32 4.40 4.48 4.56 4.64 4.72 4.80 4.88 4.96
Risk (Standard Deviation %)
Return StandardDeviation
Intercontinental 11.61 4.42z
NCREIF Fund Index-OEDC (EW)10.39 4.66z
Median 10.65 4.82¾
TrackingError
UpMarketCapture
DownMarketCapture Alpha InformationRatio SharpeRatio Beta DownsideRisk
Intercontinental 2.38 102.00 1.54 2.20 0.28 2.00 0.87 0.01
NCREIF Fund Index-OEDC (EW)0.00 100.00 100.00 0.00 N/A 1.79 1.00 0.74
90 Day U.S. Treasury Bill 6.10 6.58 -1.81 1.22 -1.79 N/A -0.04 0.00
Tracking
Error
Up
Market
Capture
Down
Market
Capture
Alpha Information
Ratio
Sharpe
Ratio Beta Downside
Risk
Intercontinental 1.90 108.31 1.54 2.49 0.59 2.19 0.87 0.01
NCREIF Fund Index-OEDC (EW)0.00 100.00 100.00 0.00 N/A 1.84 1.00 0.57
90 Day U.S. Treasury Bill 4.88 10.81 -1.81 1.57 -1.84 N/A -0.04 0.00
Performance Review
As of March 31, 2022
Intercontinental
NONE
Page 48 111
Private Equity Summary of Partnership
Partnerships Valuation
Date
Vintage
Year
Investment
Strategy
Capital
Commitment
$
Drawn
Down
$
Market
Value
$
Distributed
$
IRR
(%)
TVPI
Multiple ICM/PME
Crescent Direct Lending Fund 03/31/2022 2014 Other 2,000,000 3,055,050 687,678 2,939,510 7.2 1.2 2.1
Crescent Direct Lending II Fund 03/31/2022 2017 Other 2,000,000 2,110,851 920,796 1,574,313 8.9 1.2 2.6
Private Equity Summary of Partnership
Crescent Direct Lending Fund
As of March 31, 2022
Page 49 112
Comparative Performance - IRR
1
Quarter
Ending
Dec-2021
1
Year
Ending
Dec-2021
2
Years
Ending
Dec-2021
3
Years
Ending
Dec-2021
4
Years
Ending
Dec-2021
5
Years
Ending
Dec-2021
Since
Inception
Ending
Dec-2021
Inception
Date
Crescent Direct Lending Fund -0.63 7.17 3.83 5.35 6.05 6.90 7.19 10/14/2014
ICM/PME (Bloomberg Intermed Aggregate Index)-0.51 -1.37 2.63 4.37 2.97 2.78 2.30
Crescent Direct Lending II Fund 3.14 14.68 7.85 8.56 N/A N/A 8.92 03/13/2018
ICM/PME (Bloomberg Intermed Aggregate Index)-0.57 -1.49 2.58 3.54 N/A N/A 3.52
Winter Springs General Employees General Plan and Trust
Comparative Performance - IRR
As of March 31, 2022
Page 50 113
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:$3,055,050
Management Fees:$70,322
Expenses:$203,423
Interest:-
Total Contributions:$3,055,050
Remaining Capital Commitment:$182,930
Total Distributions:$2,939,510
Market Value:$687,678
Inception Date:10/14/2014
Inception IRR:7.2
TVPI:1.2
Cash Flow Analysis
Net Asset Value Distribution Contributions
$0.0
$900,000.0
$1,800,000.0
$2,700,000.0
$3,600,000.0
($900,000.0)
10/14 7/15 4/16 1/17 10/17 7/18 4/19 1/20 10/20 7/21 3/22
Private Equity Fund Overview
Crescent Direct Lending Fund
As of March 31, 2022
Page 51 114
Fund Information
Type of Fund:Direct Vintage Year:2017
Strategy Type:Other Management Fee:.75%
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:$2,110,851
Management Fees:$13,251
Expenses:$19,342
Interest:-
Total Contributions:$2,110,851
Remaining Capital Commitment:$1,072,683
Total Distributions:$1,574,313
Market Value:$920,796
Inception Date:03/13/2018
Inception IRR:8.9
TVPI:1.2
Cash Flow Analysis
Net Asset Value Distribution Contributions
$0.0
$600,000.0
$1,200,000.0
$1,800,000.0
$2,400,000.0
$3,000,000.0
($600,000.0)
3/18 9/18 3/19 9/19 3/20 9/20 3/21 9/21 3/22
Private Equity Fund Overview
Crescent Direct Lending II Fund
As of March 31, 2022
Page 52 115
Total Fund Policy
Allocation Mandate Weight (%)
Jan-1976
S&P 500 Index 65.00
Blmbg. U.S. Aggregate Index 30.00
MSCI EAFE Index 5.00
Oct-2003
S&P 500 Index 60.00
Blmbg. U.S. Aggregate Index 30.00
MSCI EAFE Index 10.00
Sep-2006
S&P 500 Index 60.00
Bloomberg Intermed Aggregate Index 40.00
Oct-2009
Russell 3000 Index 50.00
Bloomberg Intermed Aggregate Index 25.00
MSCI EAFE Index 15.00
Bloomberg U.S. TIPS Index 5.00
NCREIF Property Index 5.00
Oct-2010
Russell 3000 Index 50.00
Bloomberg Intermed Aggregate Index 20.00
MSCI EAFE Index 15.00
Bloomberg U.S. TIPS Index 5.00
NCREIF Fund Index-Open End Diversified Core (EW)10.00
Sep-2020
Russell 3000 Index 50.00
MSCI AC World ex USA (Net)15.00
Bloomberg Intermed Aggregate Index 15.00
Credit Suisse Leveraged Loan Index 4.00
Blmbg. U.S. TIPS 1-5 Year 3.00
Blmbg. Global Credit (Hedged)3.00
NCREIF Fund Index-Open End Diversified Core (EW)10.00
American Core Realty Policy
Allocation Mandate Weight (%)
Oct-2007
NCREIF Property Index 100.00
Oct-2010
NCREIF Fund Index-Open End Diversified Core (EW)100.00
Vanguard 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
Benchmark History
Investment Policy Benchmarks
As of March 31, 2022
Page 53 116
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
Sep-2020
Russell 3000 Index 77.00
MSCI AC World ex USA (Net)23.00
Domestic Equity Securities Policy
Allocation Mandate Weight (%)
Jan-1926
S&P 500 Index 100.00
Oct-2009
Russell 3000 Index 100.00
Foreign Equity Policy
Allocation Mandate Weight (%)
Nov-2000
MSCI EAFE Index 100.00
Sep-2020
MSCI AC World ex USA (Net)100.00
Benchmark History
Investment Policy Benchmarks
As of March 31, 2022
Page 54 117
Total Fixed Policy
Allocation Mandate Weight (%)
Nov-2000
Blmbg. U.S. Aggregate Index 100.00
Sep-2006
Bloomberg Intermed Aggregate Index 100.00
Sep-2020
Bloomberg Intermed Aggregate Index 60.00
Credit Suisse Leveraged Loan Index 16.00
Bloomberg U.S. TIPS Index 12.00
Blmbg. Global Credit (Hedged)12.00
Broad Mkt Fixed Income
Allocation Mandate Weight (%)
Nov-2000
Blmbg. U.S. Aggregate Index 100.00
Sep-2006
Bloomberg Intermed Aggregate Index 100.00
Non-Core Fixed Policy
Allocation Mandate Weight (%)
Oct-2014
Credit Suisse Leveraged Loan Index 100.00
Dec-2016
Credit Suisse Leveraged Loan Index 50.00
Bloomberg U.S. TIPS Index 50.00
Mar-2018
Credit Suisse Leveraged Loan Index 41.00
Bloomberg U.S. TIPS Index 20.00
Blmbg. Global Credit (Hedged)39.00
Sep-2020
Credit Suisse Leveraged Loan Index 40.00
Bloomberg U.S. TIPS Index 30.00
Blmbg. Global Credit (Hedged)30.00
Benchmark History
Investment Policy Benchmarks
As of March 31, 2022
Page 55 118
Compliance ChecklistTotal FundAs of March 31, 2022Winter Springs GETotal Fund Compliance:Yes No N/A1. The Total Plan return equaled or exceeded the 7.4% 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 market.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.~~ 0.26 of bonds is rated BB, since this is below the threshold of #3. marked in complianceYes No N/A 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 and five year down-market capture ratio less than the index. Yes No N/A 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 and five year down-market capture ratio less than the index. VG Short BDIntercontinental PIMCO-3Manager Compliance:Vanguard Infl-prot.American REManager Compliance:Vanguard Total RBC Global GalliardBrandywinePage 56119
Estimated
Annual Fee
(%)
Market Value
($)
Estimated
Annual Fee
($)
Fee Schedule
Vanguard Total Stock Market (VITSX)0.03 32,585,397 9,776 0.03 % of Assets
Brandywine GLBL Dynamic (LMBGX)0.65 5,728,336 37,234 0.65 % of Assets
Domestic Equity Securities 0.12 38,313,732 47,010
RBC Global (Voyageur)0.95 10,338,497 98,216 0.95 % of Assets
Foreign Equity Securities 0.95 10,338,497 98,216
Galliard Core Fixed Income 0.25 8,271,876 20,680 0.25 % of Assets
Vanguard Inflation-Protected Secs (VAIPX)0.10 3,771,180 3,771 0.10 % of Assets
Vanguard Short Term Bond Index (VSCSX)0.07 1,654,371 1,158 0.07 % of Assets
PIMCO Diversified Income Fund Instl (PDIIX)0.79 1,831,040 14,465 0.79 % of Assets
Crescent Direct Lending Fund 1.35 687,678 9,284 1.35 % of Assets
Crescent Direct Lending II Fund 0.75 920,796 6,906 0.75 % of Assets
Total Fixed Income 0.33 17,136,941 56,264
Intercontinental 1.10 4,680,642 51,487 1.10 % of Assets
ARA Core Property Fund 1.10 1,301,179 14,313 1.10 % of Assets
Direct Real Estate 1.10 5,981,821 65,800
Receipt & Disbursement 398,746 -
Total Fund 0.37 72,169,735 267,289
Winter Springs General Employees General Plan and Trust
Fee Analysis
As of March 31, 2022
Page 57 120
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 March 31, 2022
Page 58 121
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. Page 59122
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. Page 60123
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