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HomeMy WebLinkAbout03. HighMark PresentationCentral Contra Costa Sanitary District October 6, 2014 Presented by Andrew Brown, CFA HIGHMARKC CAPITAL MANAGEMENT 3 CCCSD Asset Allocation Total Assets: $36,387,785 As of 9 -23 -14 3 Month Return: 2.17% 1 Year Return: 12.85% Inception -to -Date Return: 12.77% Inception Date: 4 -1 -2009 Fixed Income $17,199,598 47.3% JHIGHMARKe CAPITAL MANAGEMENT Cash $1,098,608 3.0% PARS: Central Contra Costa Sanitary District Equity $18,089,579 49.7% Selected Period Performance PARS /CENTRAL CONTRA COSTA SANT PRHCP Account 6746030600 Period Ending: 08/31/2014 Account Inception: 4/1/2009 Returns are gross -of -fees unless otherwise noted. Returns for periods over one year are annualized. The information presented has been obtained from sources believed to be accurate and reliable. Past performance is not indicative of future returns. Securities are not FDIC insured, have no bank guarantee, and may lose value. -A HIGHMARK PARS: Central Contra Costa Sanitary District CAPITAL MANAGEMENT Year Inception to Date to Date Sector 3 Months (8 Months) 1 Year 3 Years 5 Years (65 Months) Cash Equivalents .01 .01 .02 .02 .07 .11 iMoneyNet. Inc. Taxable .00 .01 01 02 02 03 Total Fixed Income .65 3.80 5.34 3.80 5.00 6.18 BC US Aggregate Bd Index 90 4.81 5.66 2.91 4.48 4.98 Total Equities 3.83 6.33 21.92 17.85 14.98 19.67 Large Cap Funds 4.60 7.64 24.18 20.12 15.65 19.68 S &P 500 Composite Index 4.68 9 89 25.25 20.61 16.88 21.08 Mid Cap Funds 4.47 5.41 18.95 17.48 Russell Midcap Index 5.08 10.56 25.32 21.04 19.29 24.88 Small Cap Funds 4.78 3.86 19.88 21.50 19.72 24.99 Russell 2000 Index 3.85 1.75 17.68 19.00 17.03 22.39 International Equities 1.71 4.94 18.72 7.36 7.52 14.63 MSCI SAFE Index -1.17 2.56 16.43 11.36 8.21 15.09 MSCI EM Free Index 7.00 10.63 19.98 4.35 7.90 15.52 Total Managed Portfolio 2.17 4.92 12.85 10.58 10.02 12.77 Account Inception: 4/1/2009 Returns are gross -of -fees unless otherwise noted. Returns for periods over one year are annualized. The information presented has been obtained from sources believed to be accurate and reliable. Past performance is not indicative of future returns. Securities are not FDIC insured, have no bank guarantee, and may lose value. -A HIGHMARK PARS: Central Contra Costa Sanitary District CAPITAL MANAGEMENT ASSET ALLOCATION As of September 23, 2014 Current Asset Allocation Investment Vehicle Equity 49.71% Range: 40 %-60% 18,089,579 Large Cap Core 5.75% SMGIX Columbia Contrarian Core CI Z 2,092,883 4.63% SICWX Sentinel Common Stock 1 1,683,901 Large Cap Value 2.91% PRFDX T. Rowe Price Equity Income Fund 1,057,401 4.42% LSGIX Loomis Sayles Value Fund 1,607,439 Large Cap Growth 3.58% HACAX Harbor Capital Appreciation Instl 1,301,735 3.56% PRGFX T. Rowe Price Growth Stock Fund 1,296,563 Mid Cap Value 2.78% TIMVX TIAA -CREF Mid -Cap Value Instl 1,012,449 Mid Cap Growth 2.78% IYMIX Ivy Mid Cap Growth Fund 1 1,010,900 Small Cap Value 2.23% NSVAX Columbia Small Cap Value Fund 11 811,466 Small Cap Growth 2.25% PRNHX T. Rowe Price New Horizons Fund 817,893 International Core 3.87% NWHNX Nationwide Bailard Intl Equities Fund 1,406,962 International Value 2.98% DODFX Dodge & Cox International Stock Fund 1,083,821 International Growth 1.94% MQGIX MFS International Growth Fund 705,030 Tactical - Europe 2.59% FEZ SPDR EURO STOXX 50 ETF 943,808 Emerging Markets 3.46% SEMNX Schroder Emerging Market Equity 1,257,329 Fixed Income 47.27% Range: 40 %-60% 17,199,598 Short-Term 11.84% VFSUX Vanguard Short-Term Corp Adm Fund 4,309,923 Intermediate -Term 17.70% NWJJX Nationwide HighMark Bond Fund 6,439,876 17.73% PTTRX PIMCO Total Return Instl Fund 6,449,798 Cash 3.02% Range: 0 %-20% 1,098,608 3.02% FPZXX Money Market 1,098,608 TOTAL 100.00% $36,387,785 H IGH PARS: Central Contra Costa Sanitary District ���ARK � CAPITAL MANAGEMENT PARS /CENTRAL CONTRA COSTA SANITARY DISTRICT For Period Ending August 31, 2014 LARGE CAP EQUITY FUNDS YTD 1 -Year 3 -Year 5 -Year 10 -Year Fund Name Return Rank Return Rank Return Rank Return Rank Return Rank Columbia Contrarian Core Cl Z (6/11) 9.27 38 24.45 40 21.80 11 17.45 10 10.96 1 T. Rowe Price Equity Income (8/10) 6.59 88 19.31 86 18.99 56 14.88 53 7.86 44 Harbor Capital Appreciation Instl (7/10) 8.26 36 28.74 11 19.53 35 17.19 28 9.89 21 Loomis Sayles Value Fund (8/11) 8.70 54 23.89 23 22.06 9 15.57 37 9.80 5 Sentinel Common Stock Fd CI 1 (6/12) 7.87 64 21.60 69 19.01 57 15.79 43 8.98 17 T. Rowe Price Growth Stock 6.24 69 27.01 23 20.84 15 18.47 11 9.85 23 Idx: Russell 1000 9.90 -- 25.36 20.80 -- 17.24 8.78 - EQUITY TIAA -CREF Mid -Cap Value Instl (2/10) 10.40 24 25.31 28 20.52 49 17.29 53 10.93 9 Idx: Russell Mid Cap Value 12.48 -- 27.20 -- 22.33 19.45 -- 10.92 -- Ivy Mid Cap Growth 1 (5/14) 5.35 53 17.54 69 17.01 58 17.60 39 11.58 17 Idx: Russell Mid Cap Growth 8.89 -- 23.67 -- 19.65 19.14 10.97 - SMALL CAP EQUITY FUNDS Columbia Small Cap Value II Z 3.62 46 19.51 47 20.10 33 17.33 26 10.11 21 ldx: Russell 2000 Value 2.16 -- 18.10 -- 18.78 15.74 -- 8.43 T. Rowe Price New Horizons 3.18 13 19.34 13 23.29 1 23.58 1 13.29 2 Idx: Russell 2000 Growth 1.38 -- 17.30 19.21 -- 18.29 10.22 INTERNATIONAL w Dodge & Cox International Stock 9.18 1 27.22 1 15.59 2 11.51 4 9.75 9 Nationwide Bailard Intl Eqs InSvc 2.17 43 20.18 6 10.78 34 8.98 28 8.18 23 MFS International Growth 1 1.06 52 11.37 74 8.79 67 9.48 54 8.80 21 Idx: MSCI EAFE 2.56 - 16.43 11.36 - 8.21 -- 7.01 Schroder Emerging Market Equity (11/12) 8.03 65 18.38 57 4.85 34 7.80 43 Idx: MSCI Emerging Markets 8.50 -- 17.03 -- 1.74 5.32 9.48 - SPDR EURO STOM 50 ETF 0.02 82 19.97 34 11.98 67 4.64 100 5.99 75 Nationwide HighMark Bond InSvc 4.55 65 5.93 55 3.86 44 5.18 53 4.98 34 Pimco Total Return Inst'I 4.31 73 6.12 49 4.29 30 5.64 39 6.11 6 Vanguard Short-Term Investment -Grade Adm 1.86 20 3.22 16 2.56 21 3.44 24 3.74 17 BarCap US Aggregate Bond 4.81 5.66 -- 2.91 4.48 - 4.72 Data Source: Morningstar, SD Investments Returns less than one year are not annualized. Past performance is not indicative of future returns. The information presented has been obtained from sources believed accurate and reliable. Securities are not FDIC insured, have no bank guarantee and may lose value. JHIGHMARKe PARS: Central Contra Costa Sanitary District CAPITAL MANAGEMENT