HomeMy WebLinkAbout2009 02 17 Regular 600 Anchor Capital PresentationDate: February 17, 2009
ATTACHED PRESENTATION
EMAILED AND MAILED TO
BOARD MEMBERS PRIOR TO
MEETING
WAS
THE
THE
V
Investment Presentation
for
City of Winter Springs
General Employees Pension Plan
February i7, 2009
William P. Rice
President, CEO
Anchor Capital Advisors LLC
(61'7 338-3800
Robert E Croce
Senior Vice President
Anchor Capital Advisors LLC
(61'7) 338-3800
Table of Contents
Our Firm Page 2
Investment Philosophy Page 4
Investment Process Page 5
Portfolio Characteristics Page 8
Performance Page 10
The Difference Page 13
Biographies Page 14
Disclosures Page 19
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Anchor Capital Advisors LLC
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Our Firm
Anchor Capital Advisors was founded in 1983 to provide
professional investment counseling services to individuals,
corporate and retirement accounts, Taft-Hartley funds, public
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funds and charitable organizations.
.r 1'he firm is registered with the Securities and Exchange Commission and rs a bonded fiduciary under EKLSA. Anchor
Capital operates through two divisions: the Anchor' Discretionary Managed Accoiu2t Division ("ADMA "), and the Anchor
Separate Mm2aged Account Division ("ASMA °). The ASMA Division does not claim GLPSOcon~plimice. On June 1,
2006 Boston Private Financial Holdings, a holding compafTV, purchased an 80c1o e~~uity interest in Anchor Capital
4dvisors LLC. The conrpar?y's employees continue to retanT a 20% interest.
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Anchor Capital Advisors LLC
Our Firm
December 31, 2008
Founded: 1983
Location: Boston, MA
Professional Staff: 9
Firm Assets Under Management:
Discretionary Managed Account Division Assets
Separate Managed Account Division Assets*
All Cap Assets Under Management:
All Cap Discretionary Managed Account Division Assets
All Cap Separate Managed Account Division Assets*
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This is supplemental to the attached presentation. The ASMA Division does
not claim GIPSO compliance.
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$ 1.59 Billion
$ 3.56 Billion
$283.06 Million
$ 29.05 Million
Anchor Capital Advisors LLC
Investment Philoso
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Anchor's investment philosophy is to strive to achieve superior
returns over time in a conservative and prudent manner. We believe
that capital preservation is as important as capital appreciation in
achieving long term investment success.
Anchor Capital Advisors LLC
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Investment Process
The objective of our process is to identify investment opportunities
which are undervalued, have moderate downside risk and a
reasonable probability of above average total return.
• Value Driven
• Quantitative Screening & Modeling
• Fundamental Research /Bottom-Up Analysis
• Up & Down Side Review Prices /Sell Discipline
• Team Approach
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Anchor Capital Advisors LLC
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Investment Process: Buy Discipline
Investment Committee
Rev iew
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Anchor Capital Advisors LLC
Sell Discipline
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We formulate a timely decision on whether to hold or sell
each security on a regular systematic basis.
• Achievement of price targets
• Negative changes regarding company
• More attractive alternatives
Anchor Capital Advisors LLC
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All Cap Value Portfolio Characteristics
As of December 3l, 2008
Anchor Capital Russell 1000 Value
P/E Trailing 10.80x 12.90x
Future EPS Growth Rate 10.00 °Io 8.00 %
Dividend Yield 2.80% 4.00%
Median Market Capitalization $14.03 B $2.78 B
Portfolio Holdings 50 654
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* This is supplemental to the attached investment return information. Please see
Disclosure Information on pages 19-20 of this presenla[ion.
Anchor Capital Advisors LLC
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All Cap Value Portfolio -Sector Breakdown
As of December 3l, 2008
Utilities
16%
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Other
2%
Technology
5%
Consumer Discretionary
10%
Consumer Staples
8%
* This is supplemental to the attached investment return information. Please see
Disclosure Information on pages 19-20 of this presenla[ion.
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Financial Services
21%
Anchor Capital Advisors LLC
Health Care
Producer Durables Energy 19%
1% Materials 12%
6%
Performance
Annualized Returns
Periods Ending December 3l, 2008
~n of
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0%
-10%
-20
-30
-40
Quarter to Date One Year Three Year Five Year Seven Year Ten Year
^ Anchor All-Cap (Gross) -18.50% -26.72% -1.65% 3.84% 4.50% 5.04%
^ Anchor All-Cap (Net) -18.64% -27.23% -2.32% 3.11 % 3.74% 4.27%
^ Russell 1000 Value" -22.18% -36.85% -8.32% -0.79% 0.78% 1.36%
.r Past performance is not a guarantee of future results. Inherent in any investment is the possibility of loss. Sce Disclosure
Information on pages 19-20 of this presentation.
` ~ The Russell 1000 Value index offers investors access to the lar~~e cap value segment of the US equity universe. The
Russell 1000 Value index is constructed to provide a comprehensive and unbiased barometer of the lame cap value market.
Based on ongoing empirical research of investment manager behavior, the methodology used to determine value probability
approximates the aggre~~atc large cap value manager`s opportunity set.
Anchor Capital Advisors LLC
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Performance
Yearly Returns
Periods Ending December 3l
Gnoi
40
30
20
10%
0%
-10
-20
-30
-40
-50
1999 2000 2001 2002 2003 2004 2005 2006 2007 2008
^ Anchor All-Cap (Gross) 42.32% -8.12% -8.11% -15.50% 33.41% 14.33% 10.98% 16.49% 11.45% -26.72%
^ Anchor All-Cap (Net) 41.31% -8.82% -8.82% -16.16% 32.36% 13.49% 10.20% 15.69% 10.69% -27.23%
^ Russell 1000 Value" 7.36% 7.02% -5.60% -15.53% 30.02% 16.49% 7.05% 22.25% -0.17% -36.85%
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'~` Past performance is not a guarantee of future results. Inherent in any investment is the possibility of loss. See Disclosure
Information on pages 19-20 of this presentation.
The Russell 1000 Value index offers invcstols access to the large cap value; segment of the US equity universe. The
Russell 1000 Value index is constructed to provide a comprehensive and unbiased barometer of the huge cap value market.
Based on ongoing empirical research of investment manager behavior, the methodology used to determine value probability
approximates the aggregate large cap value manager's opportunity set.
Anchor Capital Advisors LLC
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Performance
5 Year Risk vs. Return~~
Periods Ending December 3l, 2008
6%
4%
~ 2%
m
m
Y
0%
-2%
8
10 12 14 16
Standard Deviation
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>r Past performance is not a ~*u~uantee of luturc results. Inherent in any investment is the possibility of loss. See Disclosure
Information on pages 19-20 of this presentation.
.r"' This data is provided as supplemental information.
'~ The Russell 1000 Value index offers investors access to the large cap value segment of the US equity universe. The
Russell 1000 Value index is constructed to provide a comprehensive and unbiased barometer of the large cap value market.
Based on ongoing empirical research of investment manager behavior, the methodology used to determine value probability
approximates the aggrc~~ate lar«c cap value manager`s opportunity set.
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• HncnorHU-c;apvaiue(Uross
^ Anchor All-Cap Value (N et)
• Russell 1000 Value
Anchor Capital Advisors LLC
Anchor Capital LLC
The Difference
People
Philosophy
~ Process
~ Experience
Performance
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Anchor Capital Advisors LLC
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Biographies
William P. Rice
President
Education
Kenyon College, B.A., cum laude, 1966
Professional Background
1983 Founded Anchor Capital
1977- 1983 Fort Hill Investors Management Corp.
1969- 1977 Endowment Management & Research Corp.
1966 - 1967 Spencer Traslc & Company
Other Associations
Member, AIMSE
Boston Security Analysts Society
CFA Institute
International Foundation of Employee Benefit Plans
Investment Committee and Trustee of Donations, The
Episcopal Diocese of Massachusetts
President, Anchor/Russell Capital Advisors, Inc.
Trustee, Albert O. Wilson Foundation
Trustee, Anchor Venture Trust
Trustee & Vice President, Duxbury Rural & Hist. Society
Trustee, U.S.S. Constitution Museum
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Mark V. Rickabau~h, CFA
Executive Vice President
Chief ln>>esrn2ent Officer
Education
Purdue University, B.S., Electrical Engineering, 1963
University of Pennsylvania, Wharton, MBA 1969
Chartered Financial Analyst, 1975
Professional Background
1985 Joined Anchor Capital
1980 - 1984 Fort Hill Investors Management Corp.
1969 - 1980 Smith Barney, Harris Upham & Co.
1965 - 1967 IBM Corporation
1962 - 1965 United States Navy
Other Associations
Boston Security Analysts Society
CFA Institute
International Foundation of Employee Benefit Plans
Finance Committee, Nichols House Museum
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Anchor Capital Advisors LLC
Biographies
Robert F. Croce
Senio~° Vice President
Director of Marketing
POY'tfOhO Maj2ager
Frlnratinn
Suffolk University, B.A., 1961
Professional Background
1986 Joined Anchor Capital
1973 - 1986 Fort Hill Investors Management Coip
1971 - 1973 Bounty Management Corporation
1961 - 1971 Kidder, Peabody & Co., Incorporated
Other Associations
Board of Overseers, Walnut Hill School
Former Trustee & Treasurer, Walnut Hill School
International Foundation of Employee Benefit Plans
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Stephen Mead, Jr., CFA
First Vrce P~°esident
Senior Financial Analyst
Frinratinn
Harvard College, B.A., cum laude, 1975
University of Pennsylvania, Wharton, MBA 1983
Chartered Financial Analyst, 1986
Professional Background
1986 Joined Anchor Capital
1983 - 1985 Wellington Management Company
1975 - 1981 Citibank North American Banking Group
Other Associations
Board of Overseers -Boys & Girls Clubs of Boston
Board of Corporators -Brookline Savings Bank
Boston Security Analyst Society
CFA Institute
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Anchor Capital Advisors LLC
Biographies
Charles A. Austin III
Senior Vice President
Portfolio Manager
Education
Lehigh University, B.A., 1957
Professional Background
2001 Joined Anchor Capital
199 - 2001 Appleton Partners, Inc.
1966 - 1990 State Street Research & Management Co
1960 - 1966 Price Waterhouse & Co.
1957 - 1960 United States Navy
Other Associations
Trustee, Evergreen Family of Mutual Funds
Trustee, Arthritis Foundation, Massachusetts Chapter
Director, The Andover Companies
Director, Francis Ouimet Scholarship Fund
Member, American Institute of CPA's
Member, Massachusetts Society of CPA's
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Charles G. Pohl
Senior Vice President
Portfolio Manager
Education
Bowdoin College, B.A., 1983
Professional Background
2002 Joined Anchor Capital
1983 - 2001 Putnam Investments
1983 Allen and Company
Other Associations
CFA Institute
Boston Security Analyst Society
Finance Committee, Town of Weston, MA
Bowdoin College: Alumni Council; Capital Campaign &
Special Gifts Chair; Class Agent
Board of Directors, North Avenue School, Weston, MA
Weston Community Children's Association
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Anchor Capital Advisors LLC
Biographies
William J. Hickey
Vice President
Financial Atu~lvst
Education
Holy Cross, B.A., 1986
Pepperdine University, M.B.A. 1991
Professional Background
1995 Joined Anchor Capital
1993 - 1995 Banque Paribas
1991 - 1993 Oppenheimer & Co., Inc.
1987 - 1989 The Boston Company
Other Associations
Board of Directors, Wildlife International Network,
Inc., Orlando, FL
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David J. Watson
Vice President
Financial Analyst
Education
Lehigh University, B.S., 1985
University of California, M.B.A., 2000
Professional Background
2001 Joined Anchor Capital
1996 - 2000 AMA Consulting, Inc.
1993 - 1996 CIMCO Medical, Inc.
1988 - 1993 Allied Industries, Inc.
1985 - 1988 Singer Company-Aerospace Division,
Inc.
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Anchor Capital Advisors LLC
Biographies
William P. Rice, Jr.
Vice President
Financi~il Ancrlvst
Education
Georgetown University, B.S., 1998
Tuck School of Business at Dartmouth, M.B.A., 2005
Professional baclcaround
2005 Joined Anchor Capital
2000 - 2003 J.P. Morgan
1998 - 2000 Robertson Stephens
Other Associations
Member, Boston Security Analysts Society
Georgetown University Alumni Admissions Interviewer
Tuck Annual Giving Chair, Class of 2005
Trustee, Albert O. Wilson Foundation
Overseer, USS Constitution Museum
Member, Mayor's Young Bostonian Advisory Council
2005-2007
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Anchor Capital Advisors LLC
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Anchor Capital Advisors LLC
Notes to Investment Performance Statistics of Anchor Capital All Cap Composite
For the period from January i, i998 through December 3i, 2008
1. FIRM DEFINITION
Anchor Capital Advisors LLC is a Registered lnvesunent Advisor and operates dm~ough two divisions: the Anchor lliscretionary Managed Account llivision ("AllMA"j, and die And~or Separate Mana,ed
Account llivision (`'ASMA"j. The redefinition of the hrm into the AllMA and ASMA llivisions occurred as of 2003. The hrm was redefined in 2003 to assure compliance with (then) A1MR performance
reporting standards. Yor GIPS purposes, the firm is defined as the AllMA llivision of Anchor Capital. On June 1, 2006 Boston Yiivate Financial holdings, a holdin~~ company, purchased a^ 809c equity interest
in Anchor Capital Advisors LLC 'f~hc company's employees continue to retain a 20%. interest. 'f~hc firm specializes in mana~~m, equity, balanced, and fixed income portfolios for institutional and individual
dicnts.
2. DESCRIPTION OF ACCOUNT INVESTMENT OBJECTIVE
l~hc performance results displayed herein represent the pcrfonnancc of the All-Cap Value Composite managed by Anchor Capital Advisors LLC AllMA Division. The All-Cap Value Composite was created on
December 31, 2002, reu~oactivcly as of January 1, 1994. For all years the composite includes all discretionary accounts with assets exceeding 525Q,000, and those accounts were invested primarily in All-Cap
Value stocks (not including accounts which are in the Small-Cap, Mid-Cap, or Large-Cap disciplines). Accounts may include up to 1290 of fixed income investments. As a whole, fixed income securities
represent less tha^ Igo of total composite assets.
3. CALCULATION OF RATES OF RETURN
All securities arc valued at last sale price as provided by pricing, services. The portfolio valuation is based on a trade date basis net of commissions. 'fhe accrual of interest income is added to the beginnin, and
ailing market value. 'I~he currency used to express performance is the U.S. dollar. 'the time-wei~,hied returns are calculated on an ~~cragc-weighted basis for each monthly period in the preceding quarter.
Quarterly composite results arc linked to determine am~ual returns. 'fhc Russell 1000 Value Indices excludes fees and commissions. Returns of individual clients' accounts may differ from composite returns
because of different investment objectives, different tax status and other considerations. Returns of individual clients' accounts will be reduced by investment advisor's fees, custodial service Ices (if any) and
other expense which might be incurred to provide investment management custody, administrative, actuarial, accountin, or other services to the client. Investment advisory Ices charged by Anchor Capital
Advisors arc described i^ Part Il of Form All V, and a document with all informatio^ contained in that filing is provided to all of Author Capital Advisors' clients. Gross returns arc calculated before
management fees, custodial fees and, in some ca,aes, applicable withholding taxes paid (depending on the custodian and how such transactions are coded and transmitted to us in the custodian's data feed), but
alter u~aasactio^ costs, brokerage commissions and wrap Ices, where applicable. Net returns arc calculated before custodial fees and, in some canes, applicable withholdin, taxes paid (depending on the custodia^
and how such transactions are coded and u~ansmiued to us i^ the custodian's data feed), but after managcmcnt fees, u~ansactio^ costs, broku~a,e commissions and wrap fees, where applicable. Additional
information regarding policies for calculaten, and repo~ling returns is available upon request.
4. DISPERSION METHOD
lutcrual dispersion is calculated usin, the equal-wei~,hted standard deviation of all portfolios included in the composite for the entire yev~.
~. GLOBAL INVESTMENT PERFORMANCE STANDARDS COMPLIANCE (GIPS)
In compliance with GIPS, Anchor Capital Advisors LLC AllMA llivision prepares statistics for the All-Cap Value Composite (o^ a quarterly basis) which includes toga] dollars represented i^ the managed
accounts included iu that composite at the cud of the quarter, the number of accounts represented in the composite which share anmparablc investment ~,uidelincs and risks, the number of dicnt accounts in that
composite, the ava age account size and median account size. All this data is available upon request The table below contains extracts of this data as of the most recent reporting period. Portfolios below
5250,000 and portfolios with restrictions arc excluded fi~om the All-Cap Value Composite. if a client makes a si~,nificaut withdrawn] causiu~, the portfolio value to fall to 2090 below the minimum asset value iin~
the composite, or if the withdrawal represents a 209c drop li~om the account's value at the beginuin, of the quarter, it will be excluded li~om the composite. if a 20°/n drop below the minimum asset value occurs
due to market fluctuations, the portfolio will remain in the composite for up to a year, alter which it will be removed if its value remains below 20'/c of the composite minimum asset value at the end of that year.
G. VERIFICATION
Anchor Capital Advisors LLC AllMA llivision has been verified for the periods presented as follows: 1996-2000: Brown & Brown YC; 2001 ?003: Miller Wachman LLY; 2004-2007: Beacon Verification
Services. A copy ol~ the verification report is available upon request.
7. COMPLIANCE STATEMENT
Anchor Capital Advisors LLC AllMA llivision has prepared and presented this report in compliance with the Global InvesUnent Performance Standards (GIYSC~).
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Anchor Capital Advisors LLC
Notes to Investment Performance Statistics of Anchor Capital All Cap Composite
For the period from January i, i998 through December 3i, 2008
TOTAL ASSETS UNllEK MANAGEMENT FOK PEKlOll: ADMA DIVISION
1999 2000 2001 2002 2003 2004 2005 2006 2007 2008
Discretionary
Managed $ 774,522,402 $ 653,577,901 $ 724,903,871 $ 760,817,583 $ 1,084,803,380 $ 1,358,709,919 $ 1,704,411,133 $ 2,006,351,597 $ 2,095,553,748 $ 1,585,595,791
Accounts
COMPOSITE STANllAKll llEVIATION FOK YEKIOD:
1999 2000 2001 2002 2003 2004 2005 2006 2007 2008
22.71 8.37 7.68 4.84 5.88 4.25 2.38 3.44 2.82 4.69
10 YEAK COMPOSITE HISTOKICAL VALUES:
12/31/1999 12/31/2000 12/31/2001 12/31/2002 12/31/2003 12/31/2004 12/31/2005 12/31/2006 12/31/2007 12/31/2008
Composite Asset
$ 135,334,200 $ 105,469,022 $ 95,127,944 $ 70,450,945 $ 134,619,801 $ 168,802,077 $ 224,682,984 $ 260,132,631 $ 233,329,875 $ 200,980,463
Value
Numberof
Portfolios 84 71 78 71 86 108 130 155 148 161
%NonFeePaying 0.55% 0.72% 0.73% 0.93% 0.57% 0.50% 0.38% 0.27% 0.32% 0.00%
B and led Fee
PortfolioAssets' 26.4% 19.8% 17.2% 16.6% 15.7% 12.4% 12.2% 13.6% 15.9% 13.4%
"' Bundled brokerage tees. where applicable. include transaction tees. custodial and various consulting Services.
12/31/2008 COMPOSITE CHAKACTEKISTICS:
12/31/2008 %Accounts %ofTotalTaxable
Composite Composite Assets Comparable Accounts No. of Clients Average Account Size Median Account Size %Non-Fee Paying %BundledFee
Name Portfolio Assets
All Cap Managed
Account $ 200,980,463 100 % 15.06 % 161 $ 1,248,326 $ 557,324 0.00 % 13.43
Anchor Capital's standard fee schedule for the All-Cap discipline is 1.0% of account assets for accounts from $500,000 to $3,000,000;
and 0.5% for assets exceeding $3,000,000.
For a complete listing of all composites, available upon request, contact Robert E Croce at (617) 338-3800.
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