HomeMy WebLinkAbout03-12-2019 MinutesCITY OF SEBASTIAN
POLICE PENSION BOARD
MINUTES OF REGULAR QUARTERLY MEETING
MARCH 12, 2019
Call to Order -- Chairman Jason Gillette called the meeting to order at 10:03 a.m.
II. Roll Call
Present
Board Members:
Jason Gillette
Christine Vicars
Randy Moyer
Paul Williamson
Tim Wood
Also Present
Bonni Jensen, Klausner, Kaufman, Jensen & Levinson, Attorney for the Board of
Trustees
Ken Killgore, Plan Administrator
Cynthia Watson, Human Resources Manager
Scott Owens, Morgan Stanley
Andy Mcllvaine, Morgan Stanley
Grant McMurray, Highland Capital
Janet Graham, Technical Writer
III. ADDroval of Minutes — Regular Meeting of December 18, 2018
Chairman Gillette asked if there were any changes or corrections to the Minutes of
December 18, 2018, Mr. Williamson noted that in those Minutes where the name of
Charlie Mulfinger appears, that should be Scott Owens. Motion to accept the Minutes of
the meeting of December 18, 2018 with the above correction was made by Mr. Moyer,
seconded by Ms. Vicars, and passed unanimously by voice vote.
IV. Old Business
A. Approval of Payments
1. Highland Capital Management Group -- Equities
$ 8,000.71
2. Highland Capital Management Group -- Bonds
2,708.84
3. Klausner, Kaufman, Jensen & Levinson -- Dec -Feb
11,783.17
4. Graystone Consulting — October to December
3,375.00
5. Boston Partners
1,621.07
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6.
Renaissance Investment Management
$ 1,564.05
7.
Brookfield Investment Management, Inc.
686.00
8.
Salem Trust Company — October to December
9,770.00
9.
Foster & Foster — Board Meeting, Auditor,
Antosia Buyback
473.00
10.
City of Sebastian — January to March
6,000.00
11.
City of Sebastian -- Reimbursement for Minutes
96.00
Motion to approve the payments as listed above was made by Mr. Gillette, seconded by
Mr. Williamson, and passed unanimously by voice vote.
V. Public Inout -- None
VI. New Business
A. Report from Investment Monitor -- Scott Owens, Morgan Stanley
Mr. Owens began his report by stating that the fourth quarter was a very volatile quarter,
meaning negatively. December was one of the worst quarters in some time. However,
there was one day during Decemberwhere the market was up 1,000 points—the first time
in history that has occurred. Overall, the market had a very bad quarter ending in
December. He stated that, as requested by the Board at the last meeting, he will be
speaking on some of the managers in the portfolio, and Mr. Mcllvaine will talk about the
economy. He then turned the presentation over to Mr. Mcllvaine.
Mr. Mcllvaine reiterated that the last quarter was not a good quarter, and to put it in
perspective, the S & P had the worst quarter since 2011, and the month of December
was the worst month since 2009. The good news is that the month of January was the
best January in over 30 years. The equity selloff was caused by the trade war, the
government shutdown, the fact that the Fed was increasing interest rates, and overseas
there was Brexit. He stated that the catalyst for the big decline was that Chairman Powell
stated in December that there are no longer three to four interest rate increases expected
in 2019; there are only one or two expected.
Looking at some of the underlying economic fundamentals, he reviewed that US real GDP
was 2.6% for the fourth quarter, and in 2018 as a whole it was 3.1 %. Moving forward,
those numbers are expected to be closer to 2%, the reason for this downward projection
being the fact that consumption accounts for 70% of US GDP, and right now consumer
confidence is down. However, it is still historically elevated. Unemployment for the fourth
quarter was 3.7%, which is at an historic low. Corporate profits for the third quarter were
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20%, and for the fourth quarter analysts are expecting this to be closer to 12%. The main
reason for the 20% figure was because of the tax cuts, but as the tax cuts continue to
burn off these numbers are expected to be lower. About 70% of corporations reporting
had beaten earnings projections. Inflation was relatively steady. The year -over -year CPI
was down from 2.7% to 2.2%. Moving forward, this number is expected to be closer to
1.8%. Again, the reason for this is because the Fed is expected to increase interest rates
one or two times, and this is in order to slow the economy. The fact that the CPI is
adjusted downwards is in line with what would be expected. Finally, the PMI and the NMI,
the service and manufacturing indexes, both came in above 50, and anytime they are
above 50 it shows additional growth in the sectors.
He directed the Board to page 1 of the report to review how the markets performed. US
equity markets were negative across the board. The S & P 500 was down 13.5%. The
Dow Jones was down 11.3%. The Russell 1000 was down nearly 14%. Large companies
outperformed small companies. Value outperformed growth in every sector. Looking at
the international picture, equity markets were also down across the board; however, they
did show small outperformance. Regarding local currency, the dollar appreciated slightly.
Bonds, or fixed income, showed slightly positive returns.
Mr. Owens then spoke on individual manager performance. He pointed out that as of
December 3151 the value of the portfolio was $14,063,687.00, which represents a loss for
the quarter of $1,587,001.00. He recalls that this is the first time since the Pension Fund
has been managed by Morgan Stanley that there was a loss. As a positive, almost every
bit of that has already been recouped during this quarter. Year-to-date, the fund is up
over 8%. The fund is close to target weights presently.
Looking at the long-term performance of all the managers, there is a lower return over
every single timeframe. His firm will do a search of all the managers, and if the best
manager has a negative return, they will stay with that manager. . Managers should be
looked at over a full market term—during an upturn and a downturn—in order to get a
complete picture. International value over these same timeframes Is a similar situation,
where it is a little bit lower return, but in the longer timeframes it is not an issue.
• Highland Capital: Will be addressed by Mr. McMurray.
• Boston Partners: Boston Partners has not been a part of the portfolio for very
long, and this is the impetus for looking at it longer term. If it is looked at it over a
longer term, it is at alpha.
• Fiera Capital: Is a similar situation.
• Renaissance: Is well ahead of the benchmark since the beginning of the year.
• Highland Fixed Income: Has a higher return over all the timeframes.
• Brookfield Investment: Did somewhat better than the benchmark.
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Intercontinental: Looking at this, it is beating its benchmark, and changing to
real estate has been a very good decision by the Board.
He explained that about 18 months ago some significant changes were made to the
portfolio, adding a lot of diversification. That's why the timeframes only go back to the
middle of 2017. What has been done is to go into different asset classes in order to
create a lower -volatility portfolio and have protection on the down side. That is why there
is improvement shown in the risk-adjusted returns.
He reviewed that in looking at the investment policies, stocks are favored over bonds.
He believes interest rates are going to continue to drift up, but it won't be a huge increase.
That has not happened in the international markets yet, so his company thinks the growth
in the international markets is still going to continue to expand. However, there are other
risks involved, i.e. Brexit, tariffs, etc. But from a macro fiscal policy, international has a
higher probability of a better return than US markets. The portfolio underweight for real
estate simply from valuation. The 11% returns in real estate are not expected to
continue. It is expected that most of the return from real estate is going to come from
income, which is expected to be in the mid -single digits. We are overweight in MLPs
based on the evaluation perspective presently. The US is now the world's largest oil
exporter, so gas prices are going up.
As of February 28th, the large -cap value is up 10.88%. The benchmark is up 11.23%, so
it is a little bit behind, but the longer-term numbers are fine. The large -cap growth is up
12.62%, again a little bit behind the benchmark of 12.89%, but that is much better than
it was as of December 31ri. Boston Partners, which is one there was some concern
about, is up 16.65% versus the benchmark of 14.65%. Fiera Capital is the best overall
performer, although it is behind the benchmark. The benchmark was 19.28%, but it is
up 18.74% in just over two months. International is up 8.15%. The benchmark was
9.29%, so it's a little bit lower. On Renaissance, which was another one there was some
concern about, year-to-date is up 11.57% with a benchmark of 9.69%. Fixed income
continues to do well—year-to-date up 1.12% versus a benchmark of 1.0%. Alternatives
are up 12.94%, and Center Coast is up 15.67%. The portfolio year-to-date is up 8.48%
in two months. Large -cap growth is the only segment that over a full market cycle has
not added growth.
Looking at the booklet which was provided to members of the Board, in the Investment
Manager Analysis, he reviewed the 1-, 3-, 5-, 10-, and 15 -year look at all the managers
relative to their respective benchmarks. Mr. Owens stated that at future meetings he
will bring the search information on various managers and discuss how they have been
performing, and then the Board can decide whether they want to make any changes.
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Mr. Owens then asked for questions from the Board.
Mr. Williamson inquired if the expectation is that earnings will be down this quarter. Mr.
Owens stated yes. Earnings over the last several quarters have been as high as 20%;
earnings for this quarter are expected to be as low as 12%. But positive earnings as a
whole are expected beyond this quarter. The expectation is that perhaps in 2020 there
will be a significant slowdown or a recession, which is two periods of negative growth.
B. Report from Investment Managers — Grant McMurray, Highland Capital
Mr. McMurray reported that he agreed with Mr. Owens' statements about growth. He
reviewed that in the past Highland did not put a great amount into the Pension Fund's
growth portfolio. They have a relatively new manager, and they are encouraging him to
be aggressive with the growth portfolio.
He reviewed what has been going on in the market and how it has been affected by the
Fed activity, tariffs, etc. Talk about impeachment probably doesn't affect the market, but
it probably does have a psychological effect. The government shutdown probably has
had an effect. He also discussed the fact that he was told by a consultant recently that
80% of the activity in the market is the result of computerized trading algorithms, which
took place all of the fourth quarter of last year and also so far this year. He explained in
detail how this activity affects trading in the market. This activity has not been harmful to
the market on the whole, but it does create day-to-day volatility. Mr. Owens agreed.
Mr. McMurray alerted the Board that, as he mentioned at the last meeting, he will be
coming to the next few meetings, but he is cutting back on his workload.
C. Legal Updates — Klausner, Kaufman, Jensen & Levinson
Before Ms. Jensen began her report, she informed the Board that Lee Dehner, who had
served this Board previously, passed away just recently, and she wanted that to be noted
in the Minutes.
She reviewed that there are a number of memos in the packet provided to the Board.
Division of Retirement's Annual Report
The first memo is a summary about the annual reports that have been filed by the Plans.
She described the most important aspect of the reports pertains to the assumed rates of
return and the levels to which they are changing.
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House Bill 265 (proposed)
There is a house bill that would be impactful relative to the administration of this Plan. It
mostly regards public meetings. It describes that three days before a meeting, Mr.
Killgore will need to file the agenda and the meeting packet with the City so that it can be
entered on the website. For any information that comes in between the three days before
the meeting and the actual meeting, those booklets would have to be put on the website
by Mr. Killgore as soon as possible after the meeting. There would need to be two
complete packets here at each meeting to share with the public. Also, the service
providers who bring booklets to the meetings would have to add two additional booklets
to the meeting materials.
Another item is to create a public participation form so that anyone who attends the
meeting and wants to speak will have to fill out that form. Another item is, if a question is
presented at the meeting and there was no immediate answer available, that question
must be answered within 10 days, and it must then be made a part of the Minutes.
The bill also provides that, if an emergency meeting is called, 24-hour notice must be
given.
Public participation is also standardized so that public participation is limited to three
minutes by each speaker. If there are 20 or more people from the public who want to
address one item, the time can be reduced to one minute for each speaker. The bill also
clarifies that people can give their time to someone else. It also clarifies that Public
Comment needs to be the first item or the last item on the agenda.
Ms. Jensen discussed the reasons this Bill has been proposed and how, if it passes, it
will affect this Board. She stated that, because this Board deals with disability
applications, there needs to be a great deal of consideration given between the public's
right to know what is on the disability applications that are presented versus the
individual's right to have some of that information remain confidential. That is of great
concern.
She also mentioned that there is proposed a firefighter cancer presumption bill which, if
it passes, lists approximately 21 cancers that would be presumed to have occurred in the
line of duty.
3. Power of Attorney
Ms. Jensen stated that this is also mostly directed towards administration, and if there is
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a Power of Attorney involved in a case, the legal department needs to receive it as soon
as possible, as there is a lot that goes into reviewing a Power of Attorney in order to be
certain that it is in compliance with the laws.
4. IRS Mileage Rate for 2019.
Ms. Jensen stated the mileage rate for 2019 is 58 cents per mile.
5. Other Legal Matters
Ms. Jensen informed the Board that she has not heard from anyone on behalf of Ireland
Grimmich, the daughter of William Grimmich. Ireland will be 18 in August and will then
be able to make her own decisions. At this time, this matter is pending.
Regarding the Garland Parker IME. She described Florida Orthopedics and Coastal
Orthopedics both have numerous doctors who do IMEs. She enumerated the different
costs charged by both groups and the differences between the two. There was general
discussion among the Board members regarding this matter. After discussion, a motion
was made by Mr. Williamson and seconded by Mr. Moyer to use Florida Orthopedics for
Mr. Parker's independent medical exam. Motion carried unanimously by voice vote.
D. Board Member Reports and Comments
Mr. Williamson wanted it noted in the record that this Board's main purpose is to protect
the Trust and not to let emotions become involved because the Board members might be
familiar with the person claiming disability. The other Board members agreed.
E. Plan Administrator Reports and Comments
1. Update on 2018-2019 Budget/Actual Expenses and Consideration of
Budget Amendment to Add the Experience Study by the Actuary
Mr. Killgore reviewed that the Board approved the experience study to be done for
$7,500.00, which will be done in the spring. He called for a motion. Motion to amend the
budget to include the cost of the experience study by Foster & Foster in the amount of
$7,500.00 was made by Mr. Williamson, seconded by Mr. Moyer, and carried
unanimously by voice vote.
2. Review of Annual Calendar of Board Activities