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HomeMy WebLinkAbout2012 Police Pension ELGIN POLICE PENSION FUND 151 Douglas Ave Elgin, IL 60120 MEETING NOTICE January 10, 2012 The ELGIN POLICE PENSION FUND, Board of Trustees will be holding a regular quarterly meeting on Wednesday, January 18, 2012 at 1:30 p.m. The meeting will be held at the Elgin Law Enforcement Facility at 151 Douglas Ave. Elgin, Illinois in the North Lobby Community Room. Agenda: Call to Order: Minutes of the October 19, 2011. E Treasurer's Report: a. 4th Quarter 2011 Executive Summary. b. Bill Yocius of MVT presentation. Expenses: Deaths: (0) Retirements: (0) Disabilities: (1) Pete Almeida — Update on appeal to the Illinois Supreme Court status. Resignations: (1) Susan R. Grimm # 285 resigned November 29, 2011. Refunds: (1) Susan R. Grimm asked for a refund of contributions. Terminations: (0) New Hires: (0) Portability: Y� ((0) IMRF Buy Back: (1) Ricky A. Demierre applied to transfer 3 years, 3 months from The Illinois Municipal Retirement Fund to the Elgin Police Pension Fund. Presented a check for $10,759.38. Military Buy Back: (0) Miscellaneous: a. Yearly 3% Cost of Living Adjustments (COLA) for applicable retired members. b. Fiduciary Liability Insurance Renewal—Ullico signed binder. c. Investment Committee Meeting -- Minutes & Agenda for November 30, 2011. d. Annual Disability Exams—Kaminski and bill for Dr. Harris. e. 2012 Quarterly Meeting Dates. f. Udelhoven's QILDRO ($50.00 fee). g. Radmer's refund—letters from DOI and Cary's response. h. Letter to the Board from Cary Collins. i. Yearly affidavits and end of year letter. j. Executives Meeting Minutes—release or not to release. k. Miscellaneous correspondences. 1. Lauterbach and Amen monthly reports. 2. Kayne Anderson quarterly reports. 3. Marquette infrastructure position paper. 4. Mitchell, Vaught & Taylor portfolio Statement. 5. Tocqueville Asset Management monthly reports. Executive Session: a. Actuarial Report Adjournment: Sincerely, Thomas J. Quigley Clerk r The Minutes of the Quarterly Meeting of the El.gi.n.Police Pension Fund,Board of Trustees, rk January 18,2012. Present at the meeting was President James Lamkin, Vice President Robert Christ, Trustee Robert O'Connor, Asst. Secretary James Roscher, Secretary Chris Troiola, Chief Financial Officer Colleen Lavery, Attorney Cary Collins, Mike Piotrowski of Marquette Associates and Clerk Thomas Quigley. Absent: None Guests: James Nowicki of MVT. The meeting was call to order at 1:35 p.m. by President Lamkin. Minutes of October 19,2011 meeting were approved on a motion by Christ, seconded by Troiola. Motion approved. Treasurer's Report: (1) Mike Piotrowski presented the 4th Quarter 2011 Executive Summary. The Fund was performing well at times this quarter and then also poorly at times this quarter, and will be close to flat for the year. The European debt crisis as well and the upcoming Presidential election will continue to be a drag on the economy. The Fund Managers are mixed in performance. Dimensional Fund Advisors is still on alert due to performance issues but look to be poised to improve in 2012. Over the past 3 years the Fund is up on average of 8.4%. By far the fixed income parts of the investments have done well, up about 5% for 2011. However for 2012, the Fund may have to look at reducing fixed income by 5%,moving it to equities since equities should outperform fixed in 2012. Corporate Bonds will also start coming into play this year since they should be outperforming fixed income. There is no need to re-balance at this time and will wait for the next Investment Committee Meeting to do so if needed. A motion to accept Treasurers Report was made by Christ, seconded by Troiola. Motion approved. (2) There was a motion to approve all trades and transactions of monies since last meeting up to this meeting as reported.Motion made by Christ,seconded by Troiola. Motion approved by roll call vote. This is subject to approval by City Treasurer Lavery. (3) James Nowicki spoke of how the Fund was performing under Mitchell, Vaught and Taylor. The Fund is doing very well. It is up about 5% for the year. MVT are looking to purchase Corporate Bonds in the future but only if they look attractive to purchase, which they are very close to doing. They are also looking at short maturity times. Expenses: The following expenses were approved as submitted on a motion by Troiola, seconded by Christ. Motion approved by roll call vote. Cary Collins Inv # 5663 Admin Services—Oct 2011 $800.00 5671 Admin Services—Nov 2011 $800.00 5672 Scanning Files Oct-Nov 2011 $213.00 5687 Retainer January—March 2012 $1,250.00 5733 Admin Services—December 2011 $800.00 IPPAC 541 Roscher Fee Winter Seminar 2011 $25.00 JP Morgan 20110930-9174-A 3`d Qtr Fee 2011 $10,870.11 Kayne Anderson Rudnick Inv# 10151045 3rd Quarter Fee 2011 $12,206.00 Lauterhach &Amen Inv# 23227 Fees September 2011 $1,240.00 23674 Fees October 2011 $1,240.00 24086 Fees November 2011 $1,240.00 Marquette Associates Inv# 111218 Fees Dec. 1 2011-Feb. 29, 2012 $7,500.00 Mesirow Financial Inv# 750085 Nov 1,2011 —Nov. 1, 2012 $9,126.00 Mitchell,Vaught&Taylor 4th Qtr Fee $9,532.00 Tom Quigley Postage reimburse $41.24 Tocqueville Fees 3rd Quarter 2011 $8,595.00 The Board approved the monthly pension check payouts as noted in meeting notes. Deaths: (0) Retirements: (0) Disabilities: (1)The Board has asked to be allowed to appeal the ruling of the 2nd District Appellate Court to the Illinois Supreme Court. That ruling reversed the Ruling of the 16`h circuit Court. Resignations: (1) Susan R. Grimm #285 resigned on.November 29,2011. Refunds: (1)The Board approved the written request of Susan R. Grimm in the amount of $74,056.09. She was with the Fund from January 5, 2001 —November 29, 2011. Christ made the motion to approve the refund request, seconded by Troiola. Motion approved. Terminations: (0) New Hires: (0) Portability of Creditable Service: (0) Public Act 096-1260--Military Buy Back: (0) IMRF Buy Back: (1)Ricky A. Demierre applied to transfer 3 years and 3 months from the Illinois municipal Retirement Fund to the Elgin Police Pension Fund. He presented the Fund with a check in the amount of$10,759.38. During the check of the files for this it was found that when IMRF initially sent his contribution history in May 2008 it showed 3 years 3 months of creditable service totaling$20,246.70. Lauterbach did the true costs off this set of numbers. However, when IMRF sent the check in October 2008,they had put another 2 months of creditable service on it along with the additional corresponding amount of money. Lauterbach was instructed in January 2012 to recalculate the true cost using the 3 years and 5 months. They calculated that an additional true cost of$2,843.03 would be required from Ricky Demierre. Ricky Demierre was notified of the change, and the Board will wait to see how he intends to proceed. Miscellaneous: a. The Board approved the yearly 3%cost of Living Adjustments (COLA) for applicable retired members. Motion by Troiola, seconded by O'Connor. Motion approved. b. The Fund received the signed copy of the Fiduciary Liability Insurance renewal from Ullico. c. Board reviewed the minutes of the Investment Committee meeting from November 30, 2011. d. The annual disability exam for Kaminski came back from Dr. Harris. He is still disabled. Cary Collins will also talk to Dr. Harris about the charge for Kaminski missing an appointment. e. The 2012 Quarterly Meeting Dates were distributed as a reminder. f. The Udelhoven's QILDRO was received by the Board and acknowledged. The$50.00 administrative fee was also received. A letter of acknowledgement will be sent to the attorney. The Fund will have to follow the QILDRO and determine the amount to be sent to Ms. Udelhoven per the order, at the time the QILDRO is started. g. The Board reviewed and discussed the letters between DOI and Cary Collins reference Radmer's refund. h. Attorney Cary Collins sent a letter to the Board about the expansion of his office. i. The yearly affidavits had gone out and all but 12 have been returned. j. The Executive Meeting Minutes will not be released by the Board. k. The Board reviewed the miscellaneous k. section of the agenda. 1. The 2011 Actuarial Report was review by CFO Lavery in the open meeting section of the meeting instead of the Executive Session as noted on the Agenda. The assumption rate has been change to 7.75%from 8%. Ms. Lavery believes that the assumption rate has to be more realistic. This will raise the amount that the City contributes to the Fund so that is can start to pay the unfunded liabilities that is still outstanding from the City contributions. $3,500,000.00 will come from the tax levy with the rest coming from the general fund. The Fund is currently funded at 47.7%. The Board expressed their appreciation to Ms. Lavery about how she is starting to take a realistic look at the assumption rate. Ms. Lavery is looking to drop the rate even further in the coming years. Executive Session: None With no further business the meeting was adjourned by President Lamkin at 2:28 p.m. on motion by Roscher,second by Troiola. Motion approved. The next meeting will be held on April 18, 2012 tx, 1:30 p.m. The meeting location will be The Elgin Police Law Enforcement Facility, 151 Douglas Avenue Elgin, IL 60120. Sincere Thom:s J. Quigley Clerk Board Member Approval: _4c=7)\-. Signature Title r • ELGIN POLICE PENSION FUND 151 Douglas Ave Elgin, IL 60120 INVESTMENT COMMITTEE MEETING NOTICE February 21, 2012 The ELGIN POLICE PENSION FUND, Board of Trustees announces that an Investment Committee will be holding a meeting on February 23, 2012 at 3 p.m. The meeting will be held at City Treasurer's Office 150 Dexter Court Elgin, IL 60120 Agenda: Tele-conference with Marquette Associates. Discuss the Funds current financial status. Discuss/recommend any changes to the Funds allocations and re- balance if necessary. Approve the minutes of the following meetings: September 8, 2011 November 30, 2011 Set next meeting date. Sincerely, Thomas J. Quigley Clerk r • ELGIN POLICE PENSION FUND 151 Douglas Ave Elgin, IL 60120 MEETING NOTICE April 4, 2012 The ELGIN POLICE PENSION FUND, Board of Trustees will be holding a regular quarterly meeting on Wednesday, April 18, 2012 (&, 1:30 p.m. The meeting will be held at the Elgin Law Enforcement Facility at 151 Douglas Ave. Elgin, Illinois in the North Lobby Community Room. Agenda: Call to Order: Minutes of the January 18, 2012. Treasurer's Report: a. 1st Quarter 2012 Executive Summary. b. Fee adjustment c. Bill Yocius of MVT presentation. Expenses: Deaths: (0) Retirements: (3) Deputy Chief Robert M. Beeter #205 retired on February 3, 2012. Sgt. William T. Linder #136 retired on February 7, 2012. Sgt. Jose Morales Jr. #150 retired on March 23, 2012. Disabilities: (1) Pete Almeida —Update, benefits, discussion and votes. Resignations: (1) Benjamin M. Conway # 379 resigned on January 31, 2012. Terminations: (1) Darren T. Monforti #276 was terminated on March 23, 2012. Refunds: (1) Benjamin M. Conway asked for a refund of contributions totaling $3,586.02. New Hires: (1) Chad Schuttrow #383 was hired on March 26, 2012. Portability: (0) IMRF Buy Back: (2) Raymond E. Bennett process completed buying 7 yrs & 11 months. Ricky A. Demierre update Military Buy Back: (1) Cecil E. Smith update. Miscellaneous: a. Lauterbach and Amen 3 year letter of Engagement. b. IPPAC 17th Annual Spring Conference --May 30, 31, and June 1, 2012. c. IPPAC letter reference amendment to Open Meetings Act. d. IPPAC Ethics training for current members and new members. e. Lauterbach and Amen letter reference PERRO (Public Employee Retirement Resources Organization). f. Letter to CFO Colleen Lavery reference Compliance with HB 5088. g. Investment Committee Meeting -- Minutes & Agenda for February 23, 2012. h. Investment Committee update and members. i. Trustee Election Nomination for Chris Troiola two year term. j. DOI Annual Report process has begun. k. Annual Disability Examinations. 1. Letters to members' reference lost creditable service time. m. Miscellaneous correspondences. 1. Marquette Associates firm update letter dated March 31, 2012. 2. Lauterbach and Amen monthly reports. 3. Kayne Anderson quarterly reports. 4. Mitchell, Vaught & Taylor portfolio Statement. 5. Tocqueville Asset Management monthly reports and Proxy votes for 2011. Executive Session: Adjournment: Sincerely, Thomas J. Quigley Clerk ELGIN POLICE PENSION FUND 151 Douglas Ave Elgin, IL 60120 SPECIAL MEETING NOTICE May 9, 2012 The ELGIN POLICE PENSION FUND, Board of Trustees will be holding a regular quarterly meeting on Tuesday May 22, 2012 (a, 1:30 p.m. The meeting will be held at the Elgin Law Enforcement Facility at 151 Douglas Ave. Elgin, Illinois in the North Lobby Community Room. Agenda: Call to Order: Review and Discuss 2010 Department Of Insurance Audit Findings. Aw Review, Discuss and Approve Responses to the 2010 Audit Findings. Executive Session: Adjournment: Sincerely, Thomas J. Quigley Clerk r t ELGIN POLICE PENSION FUND 151 Douglas Ave Elgin, IL 60120 INVESTMENT COMMITTEE MEETING NOTICE May 14, 2012 The ELGIN POLICE PENSION FUND, Board of Trustees announces that an Investment Committee will be holding a meeting on May 23, 2012 at 3 p.m. The meeting will be held at City Treasurer's Office 150 Dexter Court Elgin, IL 60120 Agenda: Tele-conference with Marquette Associates. Discuss the Funds current financial status. Discuss/recommend any changes to the Funds allocations and re- balance if necessary. Approve the minutes of the following meetings: September 8, 2011 November 30, 2011 February 23, 2012 Set next meeting date. Sincerely, Thomas J. Quigley Clerk r The Minutes of the Quarterly Meeting of the Elgin Police Pension Fund, Board of Trustees,July 18,2012. Present at the meeting was President James Lamkin, Vice President Robert Christ, Trustee Robert O'Connor,Asst. Secretary James Roscher, Secretary Chris Troiola, Chief Financial Officer Colleen Lavery, Attorney Cary Collins, Mike Piotrowski of Marquette Associates and Clerk Thomas Quigley. Absent: None Guests: Bill Yocius and James Nowicki of MVT. The meeting was call to order at 1:34 p.m. by President Lamkin. Minutes of April 18, 2012 meeting were approved on a motion by Christ, seconded by Troiola. Motion approved. Treasurer's Report: (1) Mike Piotrowski presented the 2nd Quarter 2012 Executive Summary. The Fund is performing reasonably well in this market,up 4.5% through the 2nd Quarter. It was up higher but went down due to downward pressure from the U. S. Economy, Europe debt problems and slow global growth over-all. Corporate Bonds are starting to look attractive and will be purchased in larger quantities as time goes on. Fixed income is still not a great place to be right now due to interest rates hitting the all-time lows and there is little place to go but up now. The Fund Managers are performing well except for 2 funds. Dimensional Fund Advisors is still on alert due to performance issues and Marquette will be looking to possible ro. bring in search information so the Board can decide if they want to terminate DFA. Tocqueville Asset Management is also on alert due to under performance over the past year. It appears that Tocqueville will be pulling out of the performance problem as time goes on, however they will be monitored. There is a change allowing the Fund to have 10%in mutual funds and reducing the amount of fixed income to 45%. This again would be a good move since fixed income is not performing like the U. S. Equity Market. Marquette moved $1,300,000.00 from cash.to Vanguard Mid Cap Index Fund. $600,000.00 went from Cash to Fixed Income prorata. $900,000.00 went from cash to Dodge and Cox. With the increased equity exposure,this will help to raise the 4.5%the Fund has increased this year to raise closer to the actuarial rate of 7.75%. There is no need to re-balance at this time and will wait for the next Investment Committee to see if there is a need then. Marquette updated the Investment Policy Guidelines as of July 2012. A motion to approve the July 2012 up dated Investment Policy Guidelines was made by Christ, seconded by Troiola. Motion approved. A motion to accept Treasurers Report was made by Christ, seconded by O'Connor. Motion approved by a roll call vote 5 yes—0 no. (2) There was a motion to approve all trades and transactions of monies since last meeting up to C this meeting as reported. Motion made by Christ, seconded by Troiola. Motion approved by roll call vote 5 yes—0 no. This is subject to approval by City Treasurer Lavery. Page 1 (3) Bill Yocius and James Nowicki spoke of how the Fund was performing under Mitchell, Vaught and Taylor. The Fund is doing very well. It is a very difficult environment to make money due to the economic pressure in the fixed income sector. But they say MVT is still making money for the Fund up 1.45%. They are keeping short maturity times on the bonds they purchase to be able to provide the best returns possible in this climate since the yields are so low on 10 year Treasury Bonds. The cumulative return is 100% over 10 years. The net return over 10 years has been 5%with less risk. Expenses: The following expenses were approved as submitted on a motion by Roscher, seconded by Christ. Motion approved by roll call vote 5 yes–0 no. Robert Christ Reimbursement for IPPAC Seminar $304.11 Cary Collins Inv 5805 Admin Services—April 2012 $800.00 5806 Scanning Files—March 2012 $123.00 5810 Admin Services—May 2012 $800.00 5827 Retainer July- September 2012 $1,250.00 IPPAC 597 Fees for Seminar(Christ) $250.00 657 Membership July 2012–June 2013 $500.00 State of Illinois F49437 Compliance Fee 2012 $8,000.00 JP Morgan 20120331-9174-A 1st Qtr Fee 2012 $10,154.07 Kayne Anderson Rudnick Inv# 10151047 1st Quarter Fee 2012 $13,862.00 Lauterbach &Amen Inv#26041 Fees March 2012 $1,275.00 26448 Fees April 2012 $1,275.00 26626 DOI Annual Report 2012 $1,850.00 Marquette Associates Inv# 120619 Fees June 1 —August 31, 2012 $7,500.00 Mitchell,Vaught &Taylor 2nd Q 2012 Fee $9,151.00 Tom Quigley Postage reimburse $83.30 Tocqueville Fees 1st Quarter 2012 $11,137.00 The Board approved the monthly pension check payouts as noted in meeting notes. Deaths: (0) Retirements: (3) Lt. Thomas F. O'Herron#159 was appointed to the Elgin Police Department on November 13, 1982. He retired on June 2, 2012. This includes his IMRF transfer time of 7 yrs and 1 month. His current rank is Lieutenant. He has creditable time of 29 years for a pension to be computed at 72.5%of his salary of the last day of employment. At the time of retirement his total pensionable salary is $115,368.08. The pension benefit amount is $83,641.92 annually, or$6,970.16 monthly benefit. The check for June 2012 will be prorated for 28 days in the amount of$6,505.48. Yearly COLA increases will increase per State Pension Code Statutes. Motion made by Christ to pay the pension benefit to Thomas O'Herron, seconded by O'Connor. Motion Approved. Sgt. Joanne E. Demmin# 141 was appointed to the Elgin Police Department on April 26, 1983. She retired on May 12,2012. This includes her IMRF transfer time of 3 years and 9 months, Her current rank is Sgt. She has creditable service time of 29 years for a pension to be computed at 72.5%of her salary for the last day of employment. At the time of her retirement,her total pensionable salary is $104,641.35. The pension benefit amount is $75,864.96 annually or $6,322.08 monthly benefit. The check for May 2012 will be prorated for 10 days in the amount of $2,039.38. Yearly COLA increases will occur per State Pension Code Statutes. Motion made by Roscher to pay the pension benefit to Joanne Demmin, seconded by Christ. Motion approved. Page 2 Sgt. Thomas E. Olson#129 was appointed to the Elgin Police Department on March 22, 1982. He retired on August 4,2012. His current rank is Sgt. He has creditable service time of 30 years and 4 months for a pension to be computed at 75%of his salary on the last day of employment. At the time of his retirement his total pensionable salary is $104,641.58. The pension benefit amount is $78,481.20 annually,or$6,540.10 monthly benefit. The check for August 2012 will be prorated for 27 days in the amount of$5,696.22. Yearly COLA increases will occur per State Pension Code Statutes. Motion made by Christ to pay the pension benefit to Thomas Olson, seconded by Troiola. Motion approved. Disabilities: (0) Resignations: (0) Terminations: (0) Refunds: (0) New Hires: (8) 1. Matthew Carr#380 was hired as a Probationary Police Officer on March 26, 2012. He has made application to be admitted into the Pension Fund. Christ made a motion to approve Carr's application into the Fund, seconded by Troiola. Motion approved. 2. Justin Brown #381 was hired as a Probationary Police Officer on March 26, 2012. He has made application to be admitted into the Pension Fund. Christ made a motion to approve Brown's application into the Fund, seconded by Troiola. Motion approved. rik 3. Erik Ruiz#382 was hired as a Probationary Police Officer on March 26, 2012. He has made application to be admitted into the Pension Fund. Christ made a motion to approve Ruiz's application into the Fund, seconded by Troiola. Motion approved. 4. Andrew Houghton#383 was hired as a Probationary Police Officer on April 9,2012. He has made application to be admitted into the Pension Fund. Christ made a motion to approve Houghton's application into the Fund, seconded by Troiola. Motion approved. 5. James Olsen#384 was hired as a Probationary Police Officer on May 14, 2012. He has made application to be admitted into the Pension Fund. Christ made a motion to approve Olsen's application into the Fund, seconded by Troiola. Motion approved. 6. Gregory Lynch#385 was hired as a Probationary Police Officer on July 5, 2012. He has made application to be admitted into the Pension Fund. Christ made a motion to approve Lynch's application into the Fund, seconded by Troiola. Motion approved. 7. Mark Root#386 was hired as a Probationary Police Officer on July 5, 2012. He has made application to be admitted into the Pension Fund. Christ made a motion to approve Root's application into the Fund, seconded by Troiola. Motion approved. 8. Ryan Nelis#387 was hired as a Probationary Police Officer on July 5, 2012. He has made application to be admitted into the Pension Fund. Christ made a motion to approve Nelis's application into the Fund, seconded by Troiola. Motion approved. Page 3 Portability of Creditable Service: (0) IMRF Buy Back: (0) Public Act 096-1260--Military Buy Back: (0) Miscellaneous: a. Robert O'Connor was reappointed by Mayor Kaptain to serve a 2 year term from May 1, 2012 —May 1,2014. b. The Board accepted Pete Almeida's QILDRO but cannot send the money to his wife's account; Illinois Pension Code does not allow this to happen as long as he is on disability. Cary Collins's office will send a letter explaining this to Mr. Almeida. The $50.00 processing fee was also received. Motion to accept the QILDRO made by Christ, seconded by Troiala. Motion approved. e. The Board accepted Robert Jacks's QILDRO and the$50.00 fee has been received. Motion to accept the QILDRO was made by Christ, seconded by Troiola. Motion approved. d. During the 2010 Audit done by the DOI, the Fund found several over payments and under payments of benefits to the following members; 1. Everett Bell was not given a retro calculation of benefits once the new PB PA Patrolman contract was settled. He will be paid the amount he is due by the Fund on the August 2012 payout. Motion by Christ to recalculate his benefit and pay Officer Bell his amount due and, seconded by Troiola. Motion approved by roll call vote 5-yes, 0-no. 2. Elizabeth Copher was not given the appropriate credit for her longevity pay. This will be recalculated and she will be paid the amount due by the Fund on August 2012 payout. Motion by Christ to recalculate her benefit and pay Officer Copher her amount due, seconded by Troiola. Motion approved by a roll call vote 5-yes, 0-no. 3. Gene Fowler was over-paid by the Fund due to the hourly rate of holiday pay also included Longevity pay. This has been recalculated and he owes the Fund $245.58, He will be given 4 months to pay the Fund back. Motion by Christ to have his benefit recalculated and to have him repay his amount owed, seconded by Troiola. Motion approved on a roll call vote 5-yes, 0-no. 4. Richard Frey was not given the full amount owed him due to transposition error. He will be reimbursed the correct amount by the Fund on the August 2012 payout. Motion by Christ to recalculate his benefit and to pay Officer Frey the amount due to him, seconded by Troiola. Motion approved on a roll call vote 5-yes, 0-no. 5. Daniel Keen was over-paid by the Fund due to the hourly rate of holiday pay also included longevity pay. This has been recalculated and he owes the Fund $141.76. He will be given 4 months to pay the Fund back. Motions by Christ to recalculate his benefit and to have Officer Keen repay his over payment, seconded by Troiola. Motion approved by a roll call vote 5-yes, 0-no. 6. Thomas Quigley was over-paid by the Fund due to the hourly rate of holiday pay also included longevity pay. This has been recalculated and he owes $193.61. He will be given up 4 months to pay the Fund Back. Motion by Christ to recalculate his benefit and for Officer Quigley to repay is over payment, seconded by Troiola. Motion approved by a roll call vote 5-yes, 0-no. e. The Board opened a new account at Harris Bank and will close the current one. This will allow for online viewing and the members updated the signature signers for the checking account. Page 4 1. The Board accepted Tocqueville Powerwave Class Action Settlement check in the amount of $230.73. g. Lorenz Burkert repaid the Fund,the amount he owed for his creditable service time for the dates of January 4,2011 —March 3, 2011. He paid 9 payments in the amount of$141.65 and the final payment in the amount of$141.67. The total amount owed/paid is $1,416.52. This time will now be accepted as creditable service time. h. The FY2011 DOI Annual Report was completed and the certificate foiin was signed and notarized and sent off. i. The Board reviewed the upcoming training opportunities from 1PPAC, Marquette Associates. j. The Board reviewed the proposed workshop for Retired/Active Members from Lauterbach and Amen. The Board will not be participating in these events. k. The Board reviewed the Minutes of the May 23,2012 Investment Committee Meeting. I. The Board reviewed the letter sent by President Lamkin to the Retired and Active Members. m. The Board reviewed the letter from the IRS and the response from the Fund which Lauterbach had written. The Board will be waiting for the reply from the IRS. n. The Board of Trustees put forth a slate for the Officers of the Board. The slate consisted of keeping all current Trustees in their current Offices for the next I year term. The slate was President-Lamkin; Vice President-Christ; Secretary-Troiola;Assistant Secretary-Roscher and Trustee-O'Connor. A motion was made by Roscher to approve the slate as the Officers of the Board, seconded by O'Connor. Motion approved. o. The Board reviewed the additional documents in section o. of the Agenda. Executive Session: None With no further business the meeting was adjourned by President Lamkin at 2:17 p.m. on motion by Roscher, second by Christ. Motion approved. The next meeting will be held on October 17, 2012 (a, 1:30 p.II. The meeting location will be The Elgin Police Law Enforcement Facility, 151 Douglas Avenue Elgin, IL 60120. Sincerely, Thomas S. Quigley Clerk Board Member Approval: . '?� C'a '` -' S 1 Signature Title r Page 5 r ELGIN POLICE PENSION FUND 151 Douglas Ave Elgin, IL 60120 INVESTMENT COMMITTEE MEETING NOTICE September 1, 2012 The ELGIN POLICE PENSION FUND, Board of Trustees announces that an Investment Committee will be holding a meeting on. September 6, 2012 at 2:30 p.m. The meeting will be held at City Treasurer's Office 150 Dexter Court Elgin, IL 60120 Agenda: Tele-conference with Marquette Associates. Discuss the Funds current financial status. Discuss/recommend any changes to the Funds allocations and re- balance if necessary. Set next meeting date. Sincerely, Thomas J. Quigley Clerk r Elgin Police Pension Fund 151 Douglas Avenue Elgin, IL 60120 Minutes of the monthly meeting of the Elgin Police Pension Fund, Investment Committee, held on September 6, 2012. The meeting was cancelled due to a death in Vice President Christ's family. Absent: Vice President Robert Christ, Clerk Thomas Quigley, Mike Piotrowski of Marquette Associates and Chief Financial Officer Colleen Lavery Guests: None. Treasurers Report: No business was done due to the meeting was cancelled and will be rescheduled if necessary. Sincer Thom.s J. Qui ey Clerk Board Member Approval: 1 Signature Date ELGIN POLICE PENSION FUND 151 Douglas Ave Elgin, IL 60120 INVESTMENT COMMITTEE MEETING NOTICE September 24, 2012 The ELGIN POLICE PENSION FUND, Board of Trustees announces that an Investment Committee will be holding a meeting on September 27, 2012 at 3:00 p.m. The meeting will be held at City Treasurer's Office 150 Dexter Court Elgin, IL 60120 Agenda: Tele-conference with Marquette Associates. Discuss the Funds current financial status. Discuss/recommend any changes to the Funds allocations and re- balance if necessary. Set next meeting date. Sincerely, T omas.r. Quigle Clerk C ELGIN POLICE PENSION FUND 151 Douglas Ave Elgin, IL 60120 MEETING NOTICE October 9, 2012 The ELGIN POLICE PENSION FUND, Board of Trustees will be holding a regular quarterly meeting on Wednesday, October 17, 2012 A 1:30 p.m. The meeting will be held at the Elgin Law Enforcement Facility at 151 Douglas Ave. Elgin, Illinois in the North Lobby Community Room. Agenda: Call to Order: Minutes of the July 18, 2012. Treasurer's Report: A. 3rd Quarter 2012 Executive Summary. B. International Small Cap Search. C. Bill Yocius of MVT presentation. Expenses: Deaths: (2) A. Raymond E. Welch passed away August 24, 2012. 1. Widow's Application from Vera Welch. B. Edward K. Christ #12 passed away on September 6, 2012. Retirements: (1) Officer Clenest Gant #158 retired July 15, 2012. Disabilities: (0) Resignations: (0) Terminations: (0) Refunds: (0) New Hires: (1) Joshua S. Miller #389 was hired on September 24, 2012 as a Probationary Police Officer. Portability: (1) Andrew Houghton was in the Park Ridge Police Pension Fund. Total time being transferred is 4 years and 3 months. Total Funds transferred $63,592.16. i • IMRF Buy Back: (1) Ricky Demierre paid final payment $3,878.72 (Total Payment $25,438.10). He is transferring from IMRF 3 years and 5 months. Miscellaneous: a. IRS notice dated August 6, 2012 & Fund's Response and follow-up letters. b. DOI The Siren Bulletin on New Actuarial Services. c. Letter from Collins & Radja about new file retention policy. d. Letters from BMO Harris Bank for signatures. e. Informational request from Mr. Cziryak of the Financial Investment News for the Meeting Minutes from January 1, 2012 — July 1, 2012. f. FOIA from Center for Tax and Budget Accountability (CTBA), Ms. Amanda Kass. g. Investment Committee Minutes for September 6, 2012 and Sept 27, 2012. h. Clerk's Pay Increase Request. i. Training Information for IPPAC Holiday Seminar December 7, 2012. j. Letter to active members about making sure their contributions are up to date. k. Ullico letter reference change in carrier, nonrenewal of policy and new application regarding Fiduciary Liability coverage for the Board. 1. Officer Elizabeth Copher and Officer Thomas Quigley Annual Exams. m. 2013 Quarterly Meeting Dates. n. Should any Executive Session Minutes be released? o. Miscellaneous correspondences. 1. Lauterbach and Amen monthly reports (May 2012 —August 2012). 2. Kayne Anderson quarterly reports. 3. Mitchell, Vaught & Taylor Insights and Outlook. 4. Tocqueville Asset Management monthly reports. Executive Session: A. Dependent's Classification. B. Almeida Annual Exam. Adjournment: Sincerely, Thomas J. Quigley Clerk r The Minutes of the Quarterly Meeting of the Elgin Police Pension Fund,Board of Trustees, rk October 17, 2012. Present at the meeting was President James Lamkin,Vice President Robert Christ, Trustee Robert O'Connor,Asst. Secretary James Roscher, Chief Financial Officer Colleen Lavery,Attorney Cary Collins, Mike Piotrowski of Marquette Associates and Clerk Thomas Quigley. Absent: Secretary Chris Troiola Guests: Bill Yocius &James Nowicki of MVT and Tom Salemy of Marquette Associates, The meeting was call to order at 1:37 p.m. by Vice President Christ. Minutes of July 18, 2012 meeting were approved on a motion by Roscher, seconded by O'Connor. Motion approved. Treasurer's Report: (1) Mike Piotrowski presented the 3rd Quarter 2012 Executive Summary. The Fund is performing well, as of Sept 30, 2012 the Fund value is$63.9 million. The Fund is up 7.7% YTD and 7.4%for a ten year average. The Equity exposure is good, and Corporate Bonds are starting to take hold. JP Morgan Chase is at the max of 10%, while MVT is around 5.5%. As the time goes on the ability for the Fund to make money will get harder. Mike wants to bring to the Board some options as to how to improve the rate of returns on investments in the future. There is a 10%area that the Fund can invest in as 2013 comes in. This means moving some assets to an increased investment risk portfolio. Mike will present the options at future meetings. (2) Tom Salemy went over the search for a new International Small-Cap Fund Manager. He provided the Board with a copy of the search in Exhibit II of the Executive Summary. He said this search came about due to the poor performance of DFA Int'l SCV. He has 5 Fund Managers listed. There Fund Managers are as follows. a. Columbia Wanger b. DFA lnt'l SCC c. Franklin d. Templeton e. T. Rowe Price Marquette Associates are recommending that the Board hold off on making a decision right now. It appears that DFA Int'l SCV is turning around. It has outperformed the benchmark the last quarter and has potential to move higher. However, Marquette is also saying that the Board may want to review the two Funds that they are recommending just in case the need to terminate DFA, Int'l SCV arises. Marquette is recommending that the Board consider the two companies of Columbia Wanger and Templeton. The other on the list also perform well as these two,however these two have a lower fee compared to the other 3 funds. Both Columbia Wanger and Templeton have about 20%in emerging markets exposure which DFA Int'l SCV does not. Both Columbia Wanger and Templeton do a good job of protecting the assets when the market goes down compared to DFA Int'l SCV. (3) The Fund Managers are performing well except for 2 funds. Dimensional Fund Advisors Int'l SCV is still on alert due to performance issues but look to be poised to improve in late 2012. Tocqueville Asset Management is also on alert due to under performance over the past year and will be monitored. Page 1 • (4) Mike Piotrowski is asking to re-balance the Fund as follows. He wants to take$700,000.00 from Cash and take another $800,000.00 from Kayne Anderson Rudnick for a total of $1,500,000.00. This will then be distributed between the 2 fixed managers MVT and JP Morgan. A motion was made by Christ to authorize the above transaction, seconded by Roscher. Motion approved by roll call vote 4 yeas 0 no. (5) Bill Yocius spoke of how the Fund was performing under Mitchell,Vaught and Taylor. The Fund is doing well. It is still a very difficult environment to make money due to the economic pressure in the fixed income sector. But he says MVT is still making a profitable return for the Fund. They are keeping short maturity times on the bonds they purchase to be able to provide the best returns possible in this climate. MVT is about 5.5%invested in Corporate Bonds. If the chances appear to go up to 10% then they will reach that level. (6) A motion to accept Treasurers Report was made by Christ, seconded by Roscher. Motion approved. (7) There was a motion to approve all trades and transactions of monies since last meeting up to this meeting as reported. Motion made by Christ, seconded by Roscher. Motion approved by roll call vote 4 yes–0 no. This is subject to approval by City Treasurer Lavery. Expenses: The following expenses were approved as submitted on a motion by Christ, seconded by Roscher. Motion approved by roll call vote. Buffalo Grove Orthopaedic Assoc Copher Annual Exam $850.00 Cary Collins Inv# 5866 Admin Services—June 2012 $800.00 5872 Admin Services—July 2012 $800.00 5875 Admin Services—August 2012 $800.00 5892 Retainer October–December 2012 $1,250.00 5930 Admin Services—September 2012 $800.00 5931 Scanning Services—September 2012 $120.00 IPPAC 706 Sept 4-5 2012 Training Sessions $1,125.00 JP Morgan 20120630-9174-A 2nd Qtr Fee 2012 $10,094.14 Kayne Anderson Rudnick Inv# 10151048 2nd Quarter Fee 2012 $13,862.00 Lauterbach &Amen Inv#26920 Fees May 2012 $1,275.00 27315 Fees June 2012 $1,275.00 27746 Fees July 2012 $1,275.00 28305 Fees August 2012 $1,275.00 Marquette Associates Inv# 120916 Fees Sept 1 –Nov 30, 2012 $8,750.00 120917 Fees Fiduciary Services Sept 1-Nov 30,2012 $2,500.00 Mitchell,Vaught &Taylor 3rd Q 2012 Fee $9,107.00 Tom Quigley Postage reimburse $76.76 Tocqueville Fees 2nd Quarter 2012 $10,301.00 The Board approved the monthly pension check payouts as noted in meeting notes. Deaths: (2)Raymond E. Welch passed away on August 24, 2012. He is survived by his wife Vera Welch. She made application to the Fund for Survivor Benefits. The monthly benefit for Ms. Vera Welch will be$16,610.88 per year or$1,384.24 a month. The Board approved her application on a motion by Christ, seconded by Roscher. Motion approved. Edward K. Christ# 12 passed away on September 6, 2012. There is no surviving dependent so the pension benefit terminates per Illinois Pension Code. Retirements: (1) Officer C J Gant#158 retired on August 24,2012. The effective date of retirement will be July 15, 2012 since he had not been paid since that date. The Board after a discussion approved his request to be able to re-pay 18 days worth of creditable service time so he would have 23 total years of creditable service. The Board allowed this after the Board's attorney Cary Collins said that this was written into the State Statute that if time was lost due to an injury then the Board could allow Officer Gant to re-pay for those days that he was out due to an injury. Lauterbach and Amen had figured the amount of money needed to be repaid for those days at $460.98. Officer Gant tendered a check in that amount the day before he retired. The Board has authorized that his pension benefit be calculated at 23 years of creditable service. This will be done at the next meeting. Motion made by Roscher to approve the 23 years of creditable service to Officer Gant, seconded by Christ. Motion approved. Disabilities: (0) Resignations: (0) Terminations: (0) Refunds: (0) New Hires: (1)Joshua S. Miller#389 was hired on September 24, 2012 as a probationary Police Officer. He has made application to be admitted into the Pension Fund as a TIER IL Christ made a motion to approve Miller's application into the Fund,seconded by Roscher. Motion approved. Portability of Creditable Service: (1)Andrew J.Houghton#384 applied for Portability from Park Ridge Police Pension Fund. He served a total of 4 years and 3 months (Jan. 7,2008 —April' 7, 2012) in Park Ridge. The Park Ridge Police Pension Fund transferred$63,592.16 which included Houghton's contributions and Park Ridge contributions and 6%interest on the total contributions. The Actuary for the Elgin Police Pension Fund calculated the true cost of Houghton's Portability. Christ made a motion to accept the Portability transfer of 4 years and 3 months which was seconded by Roscher. Motion approved 4 yeas—0 no. IMRF Buy Back: (1)Ricky A. Demierre applied to transfer 3 years and 5 months from the Illinois Municipal Retirement Fund to the Elgin Police Pension Fund. He presented the Fund with a final pay off amount of$3,878.72. Over the course of paying for his IMRF Buy Back Bennett has paid the Fund a total of$25,438.10. This includes $21,940.98 in principle payments and another $3,332.75 in interest from when he first started the process 4 years ago. The amount transferred from IMRF was$21,909.58. The combined total amount of the transfer is $47,347.68. Christ made a motion to approve the transfer of 3 years and 5 months of creditable service time from IMRF to the Elgin Police Pension Fund, seconded by Roscher. Motion approved 4 yeas—0 no. Public Act 096-1260--Military Buy Back: (0) Miscellaneous: a. The Board reviewed the letter sent by the IRS dated August 6,2012 and the Fund's response as well as follow-up letters. The Board believes the IRS has made an error and combined another 945 Form with the Funds. The IRS is still looking into the matter. The Fund will be waiting for their reply before taking any further action. b. The Board reviewed the Siren as to how the DOI will be implementing the New Actuarial Services. Page 3 c. The Board reviewed the letter from Collins and Radja pertaining to their new file retention policy. d. The Board will have the Secretary Troiola and Asst. Secretary Roscher sign the BMO Harris Bank new account forms. The Board addressed again that the only two authorized to open and/or close accounts would be the President Jim Lamkin or the CFO Colleen Lavery. Lauterbach and Amen stated that they would implement internal controls to ensure that this would occur. e. The Board reviewed the request and response to Mr. Cziryak from the Financial Investment News. f. The Board reviewed the FOIA request and response to Ms. Kass from the Center for Tax and Budget Accountability(CTBA). g. The Board review the minutes from the Investment Committee meets on September 6,2012 and September 27,2012. h. The Board reviewed the request to increase the Clerk's pay. The Board had a discussion about the amount of increase and the reasons for the increase. This was based on the original pay scale the Board was looking at back in 2008. Back in 2008 when the Board discussed this they were allotting$25.00 $35.00 an hour. Lauterbach and Amen was asked how much they would charge per hour to perform the clerk duties and stated that they would charge$50.00 an hour. The rate authorized for 2012 is approximately$35.00 an hour based on the average hours worked by the Clerk over the last 4 %2 years.After the discussion the Board authorized a payment of$1,260.00 per month for the Clerk's position. Christ made a motion to pay the Clerk$1,260.00 a month, seconded by Roscher. Motion approved 4 yeas—0 no. i. The Board reviewed the IPPAC Holiday Seminar on December 7, 2012. President Lamkin expressed that the Board should take the opportunities to go to these events to keep up to date on any changes in the Law or any changes that may help the Board serve the members of the Fund. j. The Board reviewed the letter sent out to active members stressing the importance to stay current with their contributions. k. Ullico Casualty Company contacted the Fund to say that they were not renewing the Fiduciary Liability Insurance. They went over how Ullico had split,basically there was still Ullico and then Hudson had formed Euclid. Cary Collins had asked that the amount of assets be checked before the Board signed with any company. The Fund needs to know if Euclid/Hudson took any assets with them when they left. Mesirow Financial recommended that the Board stay with Ullico. CFO Lavery will contact Tim Bowen of Mesirow to get the information on the funding level of Ullico. If the funding level is acceptable/adequate then the Board will continue with Ullico as the insurance carrier. This decision was based impart on the coverage exclusions by Euclid/Hudson and Ullico but also the price. Euclid/Hudson price is $11,445.00 for a year of coverage,while Ullico is$9,049.00 for a year of coverage. The Board approved the contract with Ullico pending the approval of CFO Lavery findings of the funding level and the review by Cary Collins. Christ made a motion to approve Ullico as the Fiduciary Insurance Carrier, seconded by Roscher. Motion approved. 1. The Board reviewed the Physician's Certificates of Disability for Elizabeth Copher and Thomas Quigley. Both have been found still disabled by the Board's doctors. m. The Board's regular quarterly meeting dates for 2013 are as follows: January 16, 2013; April 17,2013; July 17,2013 and October 16, 2013. The time is 1:30pm at the North Lobby Conference Room at the Elgin Police Department on a motion by Christ, seconded by Roscher. Motion approved. n. The Board went over the Executive Session Minutes and determined at this time none should be released on a motion by Christ, seconded by Roscher. Motion approved. o. The Board reviewed the correspondences in this section. Page 4 Executive Session:The Board went into Executive Session at 2:45pm for Personnel Reasons/Potential Litigation on a motion by Christ, seconded by Roscher. Motion approved by a roll call vote 4 yeas—0 no. The Board came out of Executive Session at 2:56pm on a motion by Christ, seconded by Roscher. Motion Approved. No formal/final actions were taken during the Executive Session. With no further business the meeting was adjourned by President Lamkin at 2:59 p.m. on motion by Christ, second by Roscher. Motion approved. The next meeting will be held on January 16, 2013 (U7, 1:30 p.m. The meeting location will be The Elgin Police Law Enforcement Facility, 151 Douglas Avenue Elgin, IL 60120. Sincere Thomas J. Quigley Clerk Board Member Approval: I -------- 5(5 t4AJ ignature Title r Page 5 ELGIN POLICE PENSION FUND 151 Douglas Ave Elgin, IL 60120 INVESTMENT COMMITTEE MEETING NOTICE November 20, 2012 The ELGIN POLICE PENSION FUND, Board of Trustees announces that an Investment Committee will be holding a meeting on November 28, 2012 at 3 p.m. The meeting will be held at City Treasurer's Office 150 Dexter Court Elgin, IL 60120 Agenda: Tele-conference with Marquette Associates. Discuss the Funds current financial status. Discuss/recommend any changes to the Funds allocations and re- balance if necessary. Set next meeting date. Sincerely, ("Tie 4 0 ho' as J. I uigley CIerk r Elgin Police Pension Fund 151 Douglas Avenue Elgin, IL 60120 Minutes of the monthly meeting of the Elgin Police Pension Fund, Investment Committee,held on November 28, 2012. Present at the meeting(tele-conference) were Vice President Robert Christ, Clerk Thomas Quigley and Mike Piotrowski of Marquette Associates. Absent: Chief Financial Officer Colleen Lavery Guests: None. The meeting was call to order at 3:00 p.m.by Vice President Christ. Treasurers Report: Mike Piotrowski went over the October 31, 2012 Flash Report. A copy of this report is attached to the minutes. The Fund is still doing well for the year. The Fund is up approximately 7%for the year. The domestic investments for October 2012 were done 1.8%and pretty flat for November 2012. The bonds were up around .03% and the International Funds were up .08%. Over all for October and November the Fund was down just .07%. The Fund has performed well over the last 4 years at 9%and over 10 years the Fund is up over 7%. JP Morgan is performing better then Mitchell,Vaught and Taylor(MVT). This is due to JP Morgan having more exposure to Corporate Bonds. The difference is about 5%between the two firms. Mike may ask the Board at the next meeting to allow JP Morgan to increase the Corporate Bond limit to the deficit that MVT has not used up to a total of 10%in Corporate Bonds. Dodge& Cox and EuroPacific are performing satisfactorily. DFA is starting to improve, but is still being monitored for performance. In Domestic Small-Caps, the problem is with Tocqueville. Marquette met with Tocqueville in late September. 2012 to discuss their performance issues. Just recently Marquette learned that Tocqueville has lost a$400 million account,this will impact the future performance. Mike will come to the Board in January 2013 to determine if the Fund may have to part with Tocqueville. The Fund has been with them many years now but they do have problems and it is affecting their performance. The money in Tocqueville could be easily shifted to Kayne Anderson Rudnick or another Small-Cap Fund. Mike will provide a presentation to the Board at the in January 16, 2013 meeting,this will cover the need to increase exposure to Corporate Bonds to increase returns in this environment. The Board may want to look into Alternative Asset Classes(real estate is one example),up to 10% more than the current 55%it has in equities. Cary Collins would have to give his opinion to the Board as to the benefit and any legal issues in making this decision. r At this time the"Fiscal Cliff'is still an unknown and Marquette is moving conservatively as far as investments. Until it becomes more clear as to which way the President and Congress may decide to go Marquette will prepared for both out comes. Since the Fund does have the Fiduciary Services Clause established with Marquette, this should assist in making moves as this situation unfolds as January 1, 2013 approaches. The next meeting date will be set after the regular quarterly meeting set for January 16,2013 at 1:30 p.m. (unless a Special Meeting is needed and called by President Larnkin). With no further business to discuss,the meeting was adjourned by Vice President Christ at 3:21 pm. Si�ly, Thomas J. Quigley Clerk Board Member Approval: / /& , Signature Date r r r I,'MarquetteAssociates elk x #211 Elgin Police Pension Fund Elgin Police Pension Fund r Flash Report October 31,2012 flik Total Fund Composite Market Values Market Value:$63.5 Million and 100.0%of Fund Ending October 31,2012 Asset Class Market Value 1 Mo Net %of Policy,o Policy Difference ($) Cash Flows($) Portfolio ($) Total Fund Composite 63,470,771 .18,880; 100,0 100.9. `.. 0 Fled Income Coinpoaite 29,320,883 1,309,688` 461 45.0 759,036 Mitchell,Vaught&Taylor Int.Fixed Income 15,011,151 404,030 23.7 22.5 730,228 JPMorgan Int,Fixed Income 14,309,732 905,657 22.5 22.5 28,809 U.S.Equi,—Composite 24,994,498 -801,847 39.4 40.0 .393,812 Vanguard Insd.Index Fund Large-Cap Core 9,596,632 0 15.1 15.0 76,015 Vanguard Mid Cap Index Fund Mid-Cap Core 6,600,994 0 10.4 10.0 253,917 Tocqueville Asset Management Small-Cap Value 3,999,819 -4,204 6.3 7.5 -760,489 Kayne Anderson Rudnick Small-Cap Core 4,797,053 -804,974 7.6 7.5 36,745 Non-U.S,Equity Composite 8,634,083 0 13,6 15.0 •886,533 Non-U.S.Large-Cap Dodge&Cox Fund Value 3,270,652 0 5.2 5.0 97,114 EuroPacific Growth Fund Nan-U.S.Large-Cap 3,105,721 0 4.9 5,0 -67,818 Growth DFA Int.SCV Fund Non-U.S.Small-Cap 2,257,710 0 3.6 5.0 -915,828 Value Cash Equivalents Composite 521,308 •519,390 0.8 0,0 521,308 r Cash Account Cash&Equivalents 51,960 -570 0.1 0.0 51,960 Checking Account Checking 469,330 -518,820 0.7 0.0 469,330 Money Market Account Cash&Equivalents 18 0 0.0 0.0 18 C {ViarquetteAssociates Marquette Associates,Inc. 1 Total Fund Composite Annualized Performance(Gross of Fees) Market Value:$63.5 Million and 100.0%of Fund Ending October 31,2012 1 Mo YTD 1 Yr 2 Yrs 3 Yrs 4 Yrs 5 Yrs 7 Yrs 10 Yrs Total Fund Composite -0.7 7.0 6.4 4.9 7.4 9.0 3.6 5.8 7.1 Policy Benchmark -0.6 7,3 6.8 5.1 7.5 8.7 11 5.3 6,9 Actuarial Rate of Return 0.6 6.4 7.8 7.9 7.9 7.9 8,0 8.0 8.1 Fixed Income Composite : -0.1 2:2 3.0 3.0 4.2 5.1 s 5.2 5.2 [ 4.3 Barclays lnt Govt. -0.2 1.5 2.4 2.8 4.0 4.5 5.0 5.1 4.2 U.S.Equity Composite -1.9 11.4 10.6 9.8 14.0 14.2 2.1 5.9 9,7 Dow Jones U.S.Total Stock Market -1.8 14.1 14.7 11.3 13.8 13.0 0.8 4.8 7.8 Non-U.S.Equity Composite 0.8 13.0 6.9 -0.1 4.1 11.8 -3.7 3.5 9.4 MSC!ACM ex USA Gross 0.4 11.3 4.5 0.0 4.2 11.1 -4.6 4.4 9.8 r r 2 Marquette Associates,Inc. PMarquetteAssociates • Investment Manager Annualized Performance (Gross of Fees) Market Value:$63.5 Million and 100.0%of Fund Ending October 31,2012 1 Mo YTD 1 Yr 2 Yrs 3 Yrs 4 Yrs 5 Yrs 7 Yrs 10 Yrs t p Policy Benchmark -0.6 7.3 6.8 5.1 7.5 8.7 3.1 5.3 6.9 Actuarial Rate of Return 0.6 6,4 7.8 7.9 7.9 7.9 8.0 8.0 8.1 ',c ''t,1 °iA{j°e`}'t�f. ,. .✓" '. Barclays lnt Govt. -0.2 1.5 2.4 2.8 4.0 4.5 5.0 5.1 4.2 Mitchell,Vaught 1$Taylor ;-0,1 2.0 2.9 2.9 4.3 5,3 5.2' 5.1 4.2 Barclays Int Govt. -0.2 1.5 2.4 2.8 4.0 4.5 5.0 5.1 4.2 JP.Morgan 0:0 2.5 ' 3.2 12 4,2 5.0 5.3 53 ; 4,4 Barclays trrt Govt. -0.2 1.5 2.4 2.8 4.0 4.5 5.0 5.1 4.2 Dow Jones U.S.Total Stock Market -1.8 14.1 14.7 11.3 13 8 13.0 0.8 4.8 7.8 Vanguard Intl.Index Fund -1,9 14.3 15.2 11.6 13.2 12.4 0.4 4.5 S&P 500 -1.8 14.3 15.2 11.6 13.2 12.3 0.4 4.5 6,9 Vanguard Mid Cap Index Fund -1.2 11.5 ; 10.5 9.2 15.2 16.4 1,3 - Russell MidCap -1.0 12.8 12.1 10.0 15.6 16.4 1.7 5.7 10.5 MSCI US Mid Cap 450 Gross -1.1 11.5 10.5 9.3 15 3 16.5 1.3 5.4 10.3 Tocqueville Asset Management -4,6 5,3 1,7 -1.5 6.0 7.9 -1:4 4,0 10:0 Russell2000 Value -1.3 12.9 14.5 8.9 13.8 10.7 0.9 19 9.4 KayneAnderson'Rudnick .0,5 10.7 10,8 15,5 19,1 18.7 6.1" 8.3 11;9' Russell 2000 -2.2 11.8 12.1 9.4 14.8 12.7 1.2 4.8 9.6 MSCI ACWI ex USA Gross 0.4 11.3 4.5 0.0 4.2 11.1 4.6 4.4 9.8 Dodge&Cox Fund 1,5 127 63 -1.1 4.3 1t7 =4.1 - - MSC!ACW1 ex USA Gross 0.4 11.3 4.5 0.0 4.2 11.1 -4.6 4.4 9.8 EuroPacific Growth Fund 0,0 12,9' 7,4 1 4.1 10.7 -3.3 5.0 97 MSCI ACWI ex USA Gross 0.4 11.3 4.5 0.0 4.2 11.1 -4.6 4.4 9.8 DFAInt.SCVFund 0,9 13,5 6.9 1.1 4.0 12.3 -4.3 - - MSCI EAFE Small Cap Gross 0.9 14.5 6.3 2.0 6.0 15.5 -3.6 3 3 11.9 r IPMarquetteAssociates l Marquette Associates,Inc. 3 r Market Environment October 2012 Table of Contents Section U.S.Economy 1 Fixed Income 2 U.S.Equity 3 Non-U.S.Equity 4 Hedge Fund... 5 C C U.S.Economy The unemployment rate rose by 0.1% in October to 7.9%. The primary source of this increase was from 578K individuals entering the labor force. Both the labor force participation rate and employment-population ratio increased in October by 0.2% and 0.1%, respectively. The average duration of unemployment lasted for 40.2 weeks and broad unemployment(U6)fell by 0.1%to 14.6%. The non-farm payroll, the net number of non-farm jobs added or subtracted per month, increased by 171K in October. Year-to-date, employment growth has averaged 153K per month. Employment gains during October were largest in professional and business services (51K), retail trade (36K), health care (31K), and leisure and hospitality (28K). Non-farm payroll employment for August and September were revised upward for an increase of 84K jobs. The Consumer Price Index (CPI-U) increased 0.6% in September. Within the CPI-U,food increased by 0.1%and energy increased by 4.5%. A 7.0%increase in the gasoline index accounted for most of the increase in the all items index. In the last twelve months,the CPI-U increased by 2.0%with food increasing by 1.6%and energy increasing by 2.3%. Core CPI increased by 0.1%in September and has a year-over-year increase of 2.0%. The Producer Price Index(PPI) increased by 1.1%in September while Core PPI was unchanged. Within PPI, finished consumer foods increased by 0.2%and finished energy increased by 4.7%. The gasoline index was the main driver of September's PPI increase. As of September,PPI had a year-over-year increase of 2.1%. Unemployment Data:Monthly Non-Farm Payroll Change and Unemployment Rate 350 - 9.1% 300 8.9% 250 8.7% m 3 f 50 I I is 7.9% 0 7.7% Oct-11 Dec-11 Feb-12 Apr-12 Jun-12 Aug-12 Oct-12 Monthly Non-Farm Payroll Change mamma,Un employment Rate U.S.Inflation Data:Consumer Price Index&Producer Price Index(Year over Year) 12% 10% g, a% b% frea4 4114 010.44' 4% . 2% a 0% -4% -6% -8% Sep-05 Sep-06 Sep-07 Sep-08 Sep-09 Sep-10 Sep-11 Sep-12 Consumer Price Index(Seasonally Adjusted) Producer Price Index:Finished Goods Source:Bureau of Economic Analysis,Bureau of Labor Statistics 1 I Market Environment October, 2012 MarquetteAssociates Fixed Income Interest rates inched upwards in October,closing the month up 9 bps at 1.74%. Breakeven inflation rates also rose for the month, helping the performance of TIPS (+0.9%) vs. other government securities (-0.2%). The ten-year breakeven inflation rate was 2.5%at the end of October. Investment grade credit(+1.1%), high yield(+0.9%),and CMBS (+0.6%)benefited from spread tightening in October. Spreads compressed 16 bps, 8 bps, and 32 bps for investment grade credit, high yield bonds, and CMBS, respectively. Spreads in all three sectors are now below historical averages. Benchmark Annualized Performance:Select Fixed Income Indices Month Qtr. YTD 1 Year 3 Year 5 Year 10 Year Broad Market Indices BarCap Aggregate 0.2% 0.4% 4.2% 5.3% 6.1% 6.4% 5.4% BarCap Gov./Credit 0.4% 0.5% 4.8% 5.9% 6.5% 6.5% 5.5% BarCap Long Gov./Credit 1.2% -0.1% 9.6% 13.1% 13.2% 10.8% 8.5% Intermediate Indices BarCap Int,Gov./Credit 0.1% 0.6% 3.7% 4.2% 5.1% 5.6% 4.8% Government Only Indices BarCap Long Gov. -0.1% -3.1% 4.2% 10.4% 12.5% 10.8% 8.0% BarCap Government -0.2% -0.5% 1.9% 3.5% 5.1% 5.8% 4.8% BarCap Int.Government -0.2% -0.1% 1.5% 2.4% 4.0% 5.0% 4.2% BarCap 1-3 Year Gov. -0.1% 0.0% 0.4% 0.5% 1.4% 2.8% 2.9% 91 Day T-Bill 0.0% 0.0% 0.1% 0.1% 0.2% 0.8% 1.9% BarCap U.S.TIPS 0.9% 1.1% 7.2% 8.0% 9.2% 7.9% 7.0% Corporate Bond Indices BarCap U.S.Credit 1.1% 1.9% 9.5% 9.7% 8.9% 7.9% 6.7% BarCap High Yield 0.9% 3.5% 13.1% 13.6% 12.6% 9.4% 11.2% CSFB Leveraged Loan Index 0.4% 2.5% 8.2% 8.3% 7,7% 4.4% 5.8% Securitized Bond Indices BarCap Mortgage -0.2% 0.2% 2.6% 3.5% 4.7% 6.1% 5.2% ABS 0,0% 0.5% 3.4% 3.8% 4.9% 4.4% 4.0% CMBS 0.6% 2.7% 8.9% 10.7% 11.9% 7.7% 5.9% Yield Curve:Change Over Time 4% 3°% M►Oct-12 ` 2% Oct-11 immowSep-12 1% 0°% 0.0 0.5 2.0 3.0 5.0 10.0 30.0 Years Source.Barclays II IV MarguetteAssociates Market Environment October, 2012 1 2 U.S. Equity In October, stocks retreated from highs after an extended rally. The S&P 500 lost 1.8%in the month, but retained its double digit positive return year-to-date (+14.3%). The pullback appeared most closely attributable to weak earnings guidance. While earnings of those companies reporting early in the cycle remained strong, many expressed concern that future revenues would be increasingly impacted by the deteriorating economic picture in Europe. Additionally, by October, the initial stock market exuberance generated by the announcement of the Fed's 0E3 began to fade. Many portfolio managers and economists continued to call into question the efficacy of the program, questioning its influence on long-term interest rates and ability to stimulate economic growth. Still, expectations that 0E3 would increase net profits for banks in the near-term helped push Financials (+1.9%)to the best monthly return of all S&P 500 sectors. Most sectors were negative, however, with Information Technology(- 6.7%) taking the brunt of the pullback. On average, growth companies underperformed value in October as investors pared back on risky assets. Equity Returns:Select Index Performance Month Qtr. YTD 1 Year 3 Year 5 Year 10 Year Broad Market Indices Dow Jones(13,096.46) -2.4% 1.3% 9.5% 12.6% 13.5% 1.6% 7.2% Wilshire 5000 -1.8% 3.2% 13.9% 14.6% 13,5% 0.6% 7.7% Russell3000 -1.7% 3.4% 14.1% 14.7% 13.6% 0.6% 7.5% Large-Cap Market Indices S&P 500(1,412.16) -1.8% 3.0% 14.3% 15.2% 13.2% 0.4% 6.9% Russell 1000 -1.7% 3.3% 143% 15.0% 13.5% 0.5% 7.3% Russell 1000 Value -0.5% 4.9% 15.2% 16.9% 12.8% -1.0% 7.3% Russell 1000 Growth -2-9% 1.6% 13.4% 13.0% 14,1% 1.9% 7.1% Mid-Cap Market Indices Russell MidCap -1.0% 4.3% 12.8% 12.1% 15.6% 1.7% 10.5% Russell MidCap Value 0.1% 5.3% 14.2% 15.0% 15.8% 1.7% 10.6% Russell MidCap Growth -2.3% 3.1% 11.3% 9.1% 15.4% 1.6% 10.0% Small-Cap Market Indices Russell 2000 -2.2% 4.4% 11.8% 12.1% 14.8% 1.2% 9.6% Russell 2000 Value -1.3% 5.4% 12.9% 14,5% 13.8% 0.9% 9.4% Russell 2000 Growth -3.1% 3.4% 10.5% 9.7% 15.7% 1.4% 9.7% Operating Earnings Ratio,S&P 500 40 35 30 25 20 , LU 15 a. 10 5 0 � Dec-89 Dec-92 Dec-95 Dec-98 Dec-01 Dec-04 Dec-07 Dec-10 Dec-13 Price-to-Operating Earnings ..."1"Estimated P/E Ratio svass••23+Yr.Avg. Source:Encorr,Standard&Poors 3 Market Environment October, 2012 TMarquetteAssociates Non-U.S. Equity October was a positive month for the majority of international equity markets as the MSCI ACWI ex.U.S.IMI index returned 0.4%, bringing the year-to-date return to 11.6%. There was very little news surrounding Europe this month, leading investors to focus on programs (i.e. Outright Monetary Transactions Program) enacted to help curtail the European debt crisis. International value stocks(1.3%) outperformed growth stocks (0.4%)for the third month in a row.At the regional level, Pacific ex.Japan was the best performer(1.8%),due to the region's proximity to China and speculation that China's economy appears to be rebounding.The Japanese market depreciated the most(-1.9%)as investors were concerned that the government has yet to get the economy back on track since the devastating earthquake in March of 2011. Non-U.S.Equity Performance:Select Indices Month Qtr. YTD 1 Year 3 Year 5 Year 10 Year MSCI ACWI ex U.S.IMI 0.4% 6.6% 11.6% 4.6% 4.5% -4.4% 10.2% MSCI ACWI ex U.S. 0.4% 6.4% 11.3% 4.5% 4.2% -4.6% 9.8% MSCI EAFE(U.S.dollar) 0.8% 6.7% 11.5% 5.1% 3.3% -5.3% 8.2% MSG EAFE(Local) 1,2% 4.4% 10.9% 8.7% 2.9% -6.0% 4.9% MSCI EAFE Value 1.3% 8.3% 11.6% 5.1% 1.7% -6.2% 8.7% MSCI EAFE Growth 0.4% 5.0% 11.3% 5.0% 4.8% -4.6% 7.6% S&P Global ex U.S.Small Cap 0.3% 8.1% 14.1% 5.5% 6.7% -3.6% 12.9% S&P Developed ex U.S.Small Cap 0.4% 8.0% 13.1% 5.1% 6.7% -4.1% 11.9% MSCI Emerging Markets -0.6% 5.1% 11.7% 3.0% 5.7% -3.2% 16.6% MSCI Frontier Markets -0.7% 5.6% 5.3% 1,0% -0.2% -10.6% 9.0% Regional Performance:Equity Market Performance by Region 25% 20% 15% ce E 5% 0% -5% � = -10% Mth. 1 Year 5Year 10 Year 11 Europe 'Japan R Pacific ex.Japan it EM Latin America EM Europe &ME 111 EM Asia Source.Encorr MarquetteAssociates Market Environment October, 2012 ( 4 Hedge Fund Most hedge fund strategies generated modest gains in October. Positive performance from international equity markets and corporate credit helped to offset a modest pullback in the U.S. equity market. Distressed managers had a good month as the workout from the Lehman bankruptcy continues to create opportunities. Asset backed securities had another good month driving returns in the relative value strategy. While some managers have begun to reduce their exposure to credit sensitive RMBS(one of the best performing trades of 2012)this continues to be a very popular investment for many hedge funds. Global macro managers struggled as commodity prices experienced a significant pullback and the U.S.dollar rallied against the world's other major currencies. Hedge Fund Performance:HER strategy index returns Month Qtr. YTD 1 Year 3 Year 5 Year 10 Year HFRX Global -0.5% 0.4% 2.2% 0.8% 0.0% -3.7% 1.7% HFRX Hedged Equity 0.4% 2.1% 3.8% 1.6% -2.0% -5.8% 0.8% HFRI Composite -0.5% 1.7% 4.4% 2.5% 3.9% 0.8% 6.7% HFRI Fund of Funds -0.5% 1.2% 3.0% 1.4% 1.4% -2.3% 3.7% HFRI Convertible Arbitrage -0.6% 1.1% 6.0% 5.1% 5.8% 3.6% 4.9% HFRI Equity Hedge 0.2% 3.4% 5.7% 2.6% 3.5% -0.9% 5.8% HFRI Event-Driven 0.2% 2.7% 5.5% 4.0% 5,8% 1.6% 8.3% HFRI Macro -2.2% -2.4% -1.3% -2.2% 1.0% 2.3% 6.5% HFRI Merger Arbitrage -0.5% 0.1% 1.2% 1.5% 3.0% 2.2% 5.3% HFRI Relative Value 0.6% 2.9% 8.6% 8.3% 7.6% 4.6% 6.7% Ten Year Risk Return:Hedge Fund Returns vs. Public Markets 9% 8% • Event-Driven p MSCI EAFE 7 Relative Value Global Macro • S&P 500 ■ 6% • Equity Hedge 5% ergerArb •A BarCap Agg 4% A FoF 3% 2% HFRX Global 1% 0% 0% 5% 10% 15% 20% 25% Standard Deviation Source:HFR,Bloomberg RI 5 Market Environment October, 2012 I,MarquetteAssociates r PREPARED BY MARQUETTE ASSOCIATES 180 North LaSalle St,Ste 3500,Chicago,Illinois 60601 PHONE 312-527-5500 wee marquetteassociates.com The sources of information used in this report are believed to be reliable. Marquette has not independently verified all of the information and its accuracy cannot be guaranteed. Opinions, estimates, projections and comments on financial market trends constitute our judgment and are subject to change without notice. References to specific securities are for illustrative purposes only and do not constitute recommendations. Past performance does not guarantee future results. About Marquette Associates Marquette Associates is an independent investment consulting firm that helps institutions guide investment programs with a focused three-point approach and carefully researched advice. For over 25 years Marquette has served this mission in close collaboration with clients — enabling institutions to be more effective investment stewards.Marquette is a completely independent and 100%employee-owned consultancy founded with the sole purpose of advising institutions. For more information,please visit www.marquetteassociates.com. r MarquetteAssociates Market Environment October, 2012 6 ELGIN POLICE PENSION FUND 151 Douglas Ave Elgin, IL 60120 November 1, 2012 The following are the 2013 quarterly meeting dates and times of the Elgin Police Pension Fund. The meetings will be held at the Elgin Law Enforcement Facility, 151 Douglas Avenue, Elgin, IL 60120 @ 1:30 p.m. in the North Lobby Community Room. r January 16, 2013 April 17, 2013 July 17, 2013 October 16, 2013 Contact Person: Thomas J. Quigley Clerk 847-289-2744 office 847-812-7399 cell Email: quigley_t @cityofelgin.org elk