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HomeMy WebLinkAbout11-16-22Tamarac Firefighters' Pension Trust Fund
Quarterly Performance Summary
As of September 30, 2022
Scott Owens, CFAâ, CIMAâ
Managing Director - Wealth Management
Institutional Consulting Director
Corporate Retirement Director
Impact Investing Director
Alternative Investment Director
Scott.Owens@msgraystone.com
(813) 227-2027
Andy McIlvaine, CIMAâ
Associate Vice President
Institutional Consultant
Financial Advisor - Wealth Management
Andy.McIlvaine@msgraystone.com
(813) 227-2160
Tamarac Firefighters' Pension Trust Fund
Goal Review
as of September 30, 2022
Goals:
The General investment objectives of the Board are as follows:
1. Establish a Prudent Investment Program
Although the Retirement Plan is not covered by the Employee Retirement Income Security Act of 1974 (ERISA), the assets of this fund shall be invested in a manner
consistent with the fiduciary standard set forth in ERISA, as though ERISA applied to the Pension Fund; namely, (1) in accordance with the safeguards and diversity to
which a prudent investor would adhere (2) and all transactions undertaken on behalf of the Fund must be for the sole interest of Plan participants and their
beneficiaries to provide benefits and pay the expenses of the Fund. The pension investment program must operate in compliance with all applicable State and Federal
laws and regulations concerning the investment of pension assets.
2. Achieve Growth in Purchasing Power
Primary investment emphasis must be placed upon the consistent protection of the funds assets and growth performance, i.e., the achievement of adequate
investment growth must not be at the expense of the protection of the assets over the investment horizon.
More specific investment objectives established by the Board include the following:
• The Fund should earn a return over time exceeding the assumed actuarial rate of return. In addition, the Fund should earn a return greater than inflation, as
measured by the Consumer Price Index, by 4.0% per year. It is also consistent with the Board's objective to enhance the purchasing power of the Funds.
• Individual investment managers will not be measured against the aggregate fund objective stated above. They will be compared to appropriate market indices, and
the performance of other managers who utilize a similar investment style.
(source: November 2020: IPS)
The price, quotes, and statistics contained herein have been obtained from sources believed to be reliable, however, it’s accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 2
Timeline:
• August 2022: International Growth Mgr Search
• June 2021: Removed: HFOF
• November 2020:
• Infrastructure Fund Search
• Investment Policy Statement
• August 2020: Infrastructure Fund Search
• June 2020:
• Added: Fund of Hedge Funds
• Added: Fixed Income Alt. Manager
• May 2020:
• Infrastructure Fund Search
• Investment Policy Statement
• February 2020:
• FOHF / Alt. Search
• Asset Allocation Study
• Infrastructure Education
• Private Equity & Credit Education
• May 2019:
• LCV Manager Search
• Int’l Value Manager Search
• Int’l Growth Manager Search
• October 2018: Replaced: Large-Cap Growth Mgr
• September 2018: Investment Policy Statement
• August 2018: Removed: MLP
• June 2018:
• LCG Manager Search
• Fixed Income Manager Search
• Asset Allocation Study
• Private Equity & Credit Education
• September 2017: LCG Manager Search
• March 2017: Replaced: Int’l Value Manager
• January 2017:
• Int’l Value Manager Search
• Asset Allocation Study
• November 2016: Investment Policy Statement
• August 2016: Investment Policy Statement
• January 2016: Replaced: Fixed Income Manager
• November 2015: Fixed Income Manager Search
• October 2014:
• Added: Fund of Hedge Funds
• Added: MLP
• September 2014:
• Removed: Small-Cap Core Manager
• Investment Policy Statement
• August 2014:
• FOHF Search
• MLP Search
• Asset Allocation Study
• March 2014: Alts Education
• October 2013: Asset Allocation Study
• August 2013: Added: Mid-Cap Value Manager
• April 2013: Investment Policy Statement
• February 2013: MCV & SCV Manager Search
• September - October 2012: SCV & SCG Mgr Search
• July 2012: Added: Private Real Estate Fund
• May 2012: Investment Policy Statement
• August 2011: Int’l Value Manager Search
• May 2011: Int’l Value Manager Search
• February 2010: Investment Policy Statement
U.S. Equity Market % Returns for the Period Ending September 30, 2022
S&P 500 Sector % Returns for the Period Ending September 30, 2022
Quarter to
Date Year to Date 12 Months
Three Years
(annualized)
Five Years
(annualized)
Seven Years
(annualized)
Ten Years
(annualized)
S&P 500 Index (4.88) (23.87) (15.47) 8.16 9.24 11.40 11.70
Dow Jones Industrial Average (6.17) (19.72) (13.40) 4.36 7.42 10.97 10.45
Russell 3000 Index (4.46) (24.62) (17.63) 7.70 8.62 10.90 11.39
Russell 3000 Value Index (5.56) (17.97) (11.79) 4.37 5.11 8.10 9.08
Russell 3000 Growth Index (3.37) (30.57) (23.01) 10.16 11.57 13.28 13.36
Russell 1000 Index (4.61) (24.59) (17.21) 7.95 9.00 11.15 11.60
Russell 1000 Value Index (5.62) (17.75) (11.36) 4.36 5.29 8.15 9.17
Russell 1000 Growth Index (3.60) (30.66) (22.59) 10.67 12.17 13.74 13.70
Russell Midcap Index (3.44) (24.27) (19.39) 5.19 6.48 8.79 10.30
Russell Midcap Value Index (4.93) (20.36) (13.56) 4.50 4.75 7.66 9.44
Russell Midcap Growth Index (0.65) (31.45) (29.50) 4.26 7.63 9.54 10.85
Russell 2000 Index (2.19) (25.10) (23.50) 4.29 3.55 7.51 8.55
Russell 2000 Value Index (4.61) (21.12) (17.69) 4.73 2.87 7.42 7.94
Russell 2000 Growth Index 0.24 (29.28) (29.27) 2.94 3.60 7.12 8.81
Quarter to Date
Consumer Discretionary 4.36
Energy 2.35
Financials (3.10)
Industrials (4.72)
Health Care (5.18)
Utilities (5.99)
Technology (6.21)
Consumer Staples (6.62)
Materials (7.13)
Real Estate (11.03)
Communication Services (12.71)
Tamarac Firefighters' Pension Trust Fund
Capital Markets Returns
as of September 30, 2022
Past Performance is not a guarantee of future results. Indices are not available for direct investment. Source: PARis
Page 4
Developed Markets Equity % Returns for the Period Ending September 30, 2022
U.S. Dollar Local Currency
Emerging Markets Equity % Returns for the Period Ending September 30, 2022
U.S. Dollar Local Currency
Quarter to
Date
Year to
Date 12 Months
3
Years
5
Years
Regional and Other Multi-Country Indices
MSCI EAFE (9.36) (27.09) (25.13) (1.83) (0.84)
MSCI Europe (10.15) (28.83) (24.80) (1.72) (1.24)
MSCI Far East (8.35) (25.07) (27.97) (2.62) (0.56)
MSCI Pacific ex. Japan (8.82) (18.72) (18.79) (1.39) 0.59
MSCI The World (6.08) (25.13) (19.25) 5.06 5.84
MSCI World ex. U.S. (9.20) (26.23) (23.91) (1.21) (0.39)
National Indices
MSCI Hong Kong (16.97) (19.39) (22.25) (4.18) (2.34)
MSCI Ireland (5.41) (39.02) (38.64) (3.15) (3.87)
MSCI Japan (7.52) (26.11) (29.02) (2.29) (0.26)
MSCI Singapore (2.80) (20.47) (23.34) (5.85) (2.27)
Quarter to
Date
Year to
Date 12 Months
3
Years
5
Years
(3.52) (14.06) (10.66) 2.98 3.33
(4.10) (16.68) (11.21) 1.82 2.78
(3.24) (9.02) (10.17) 5.71 3.79
(4.43) (11.17) (11.61) (0.02) 3.34
(4.31) (21.61) (15.17) 6.54 N/A
(3.31) (13.79) (10.10) 3.30 3.60
(16.94) (18.86) (21.63) (4.14) (2.24)
0.95 (29.21) (27.41) 0.37 1.37
(1.47) (7.12) (7.91) 7.70 4.88
1.22 (14.84) (18.15) (4.41) (1.01)
Quarter to
Date
Year to
Date 12 Months
3
Years
5
Years
Regional and Other Multi-Country Indices
MSCI EM (11.42) (26.90) (27.80) (1.71) (1.44)
National Indices
MSCI China (22.44) (31.12) (35.29) (7.06) (5.42)
MSCI Malaysia (7.08) (17.37) (15.88) (6.10) (4.42)
MSCI Taiwan (14.03) (35.39) (29.91) 11.15 8.89
MSCI Thailand (2.80) (9.36) (6.61) (7.67) (2.00)
Quarter to
Date
Year to
Fixed Income % Returns for the Period Ending September 30, 2022
Quarter to
Date Year to Date 12 Months
Three Years
(annualized)
Five Years
(annualized)
Seven Years
(annualized)
Ten Years
(annualized)
U.S. Fixed Income
90-Day T-Bills 0.45 0.62 0.63 0.57 1.13 0.92 0.66
Barclays Aggregate (4.75) (14.61) (14.60) (3.26) (0.27) 0.54 0.89
Barclays Credit (4.95) (18.07) (17.89) (3.61) (0.05) 1.39 1.58
Barclays Govt/Credit (4.56) (15.10) (14.95) (3.15) (0.05) 0.78 1.02
Barclays Government (4.30) (12.95) (12.81) (3.05) (0.20) 0.19 0.52
Barclays High Yield (0.64) (14.73) (14.15) (0.47) 1.56 4.12 3.94
Barclays Intermediate Govt/Credit (3.06) (9.62) (10.14) (1.64) 0.38 0.80 1.00
Barclays Long Govt/Credit (9.03) (28.94) (27.41) (7.35) (1.17) 1.01 1.35
Barclays Mortgage Backed (5.35) (13.66) (13.98) (3.67) (0.92) (0.11) 0.51
Barclays Municipal (3.46) (12.13) (11.50) (1.85) 0.59 1.33 1.79
Global Fixed Income
Merrill Lynch Global High Yield (2.61) (18.90) (19.50) (2.80) (0.32) 2.87 2.93
Barclays Global Treasury ex. US (9.77) (26.32) (27.93) (9.55) (5.07) (2.41) (2.63)
Barclays Capital Majors ex. U.S. (10.00) (26.94) (28.36) (10.37) (5.30) (2.71) (3.39)
Tamarac Firefighters' Pension Trust Fund
Capital Markets Returns
as of September 30, 2022
Past Performance is not a guarantee of future results. Indices are not available for direct investment. Source: PARis
Page 6
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
15.0
30.0
-15.0
-30.0
-45.0
Return
Current
Quarter
YTD 1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Total Fund Policy Index 90-Day T-Bills
-1.5
0.0
1.5
3.0
4.5
6.0
7.5
9.0
Return (%)
-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
04/01/2002
Total Fund -4.54 -17.07 -17.07 3.94 4.64 6.17 6.71 6.06
Policy Index -4.62 -14.83 -14.83 3.98 5.06 6.73 7.03 6.40
Differences 0.08 -2.24 -2.24 -0.04 -0.42 -0.56 -0.32 -0.34
Current
Quarter
Fiscal
YTD
Executive Summary
Policy Target In Policy Outside Policy
0.0% 15.0% 30.0% 45.0% 60.0% 75.0% 90.0% 105.0%
Non-Managed Account
$1,434.5K (1.1%)
0.0% - 5.0%
Alternatives
$18,647.7K (14.4%)
0.0% - 17.5%
Fixed Income
$27,428.7K (21.2%)
15.0% - 25.0%
Global Equity
$81,573.4K (63.2%)
60.0% - 70.0%
0.0%
15.0%
20.0%
65.0%
Tamarac Firefighters' Pension Trust Fund
Asset Allocation Compliance
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 8
Executive Summary
Policy Target In Policy Outside Policy
0.0% 5.0% 10.0% 15.0% 20.0% 25.0% 30.0% 35.0%
Non-Managed Account
$1,434.5K (1.1%)
0.0% - 5.0%
Mainstay - Global Infrastructure
$7,093.9K (5.5%)
0.0% - 7.5%
Blackrock - Global L/S Credit
$2,831.5K (2.2%)
0.0% - 4.1%
Blackstone - Multi-Strategy
$2,847.8K (2.2%)
0.0% - 4.1%
UBS - Private Real Estate
$5,874.5K (4.6%)
0.0% - 10.0%
Garcia Hamilton - Interm Fixed Income
$27,428.7K (21.2%)
15.0% - 25.0%
Renaissance - International Growth
$6,204.9K (4.8%)
5.0% - 10.0%
ClearBridge - International Value
$9,596.6K (7.4%)
5.0% - 10.0%
MDT Advisers - Mid Cap Growth
$6,748.5K (5.2%)
3.8% - 6.2%
Kennedy - Mid Cap Value
$7,505.7K (5.8%)
3.8% - 6.2%
Polen - Large Cap Growth
$24,203.3K (18.7%)
17.5% - 22.5%
Cambiar Investors Inc - Large Cap Value
$27,314.4K (21.2%)
17.5% - 22.5%
0.0%
5.0%
2.5%
2.5%
5.0%
20.0%
7.5%
7.5%
5.0%
5.0%
20.0%
20.0%
Tamarac Firefighters' Pension Trust Fund
Asset Allocation Compliance
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 9
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
15.0
30.0
-15.0
-30.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Cambiar Investors Inc - Large Cap Value
Russell 1000 Value
90-Day T-Bills
-2.0
0.0
2.0
4.0
6.0
8.0
10.0
Return (%)
-9.0 -6.0 -3.0 0.0 3.0 6.0 9.0 12.0 15.0 18.0 21.0 24.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
12/01/2005
Cambiar - Large Cap Value -4.51 -12.64 -12.64 8.08 6.89 9.30 10.32 7.38
Russell 1000 Value -5.62 -11.36 -11.36 4.36 5.29 8.15 9.17 6.74
Differences 1.11 -1.28 -1.28 3.72 1.60 1.15 1.15 0.64
Current
Quarter
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
20.0
40.0
-20.0
-40.0
-60.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
Since
Inception
Polen - Large Cap Growth Russell 1000 Gr
90-Day T-Bills
-6.0
-3.0
0.0
3.0
6.0
9.0
12.0
15.0
18.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0 32.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
Inception
11/01/2018
Polen - Large Cap Growth -4.82 -33.61 -33.61 5.39 8.96
Russell 1000 Gr -3.60 -22.59 -22.59 10.67 11.72
Differences -1.22 -11.02 -11.02 -5.28 -2.76
Current
Quarter
Fiscal
YTD
1
Year
3
Years
Inception
11/01/2018
Polen - Large Cap Growth
Beginning Market Value 22,749 33,230 33,230 23,943 21,762
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
15.0
30.0
-15.0
-30.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
Since
Inception
Kennedy - Mid Cap Value Russell Midcap Value
90-Day T-Bills
-4.0
-2.0
0.0
2.0
4.0
6.0
8.0
10.0
12.0
14.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
Inception
09/01/2013
Kennedy - Mid Cap Value -1.54 -13.48 -13.48 7.30 6.16 9.53 9.22
Russell Midcap Value -4.93 -13.56 -13.56 4.50 4.75 7.66 7.99
Differences 3.39 0.08 0.08 2.80 1.41 1.87 1.23
Current
Quarter
Fiscal
YTD
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
20.0
40.0
-20.0
-40.0
-60.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
MDT Advisers - Mid Cap Growth Russell Midcap Growth
90-Day T-Bills
-3.0
0.0
3.0
6.0
9.0
12.0
15.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
08/01/2007
MDT Advisers - Mid Cap Growth -1.65 -25.89 -25.89 7.21 10.25 11.47 12.82 10.12
Russell Midcap Growth -0.65 -29.50 -29.50 4.26 7.63 9.54 10.85 8.23
Differences -1.00 3.61 3.61 2.95 2.62 1.93 1.97 1.89
Current
Quarter
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
15.0
-15.0
-30.0
-45.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Since
Inception
ClearBridge - International Value MSCI AC World ex US Net
90-Day T-Bills
-0.8
-0.4
0.0
0.4
0.8
1.2
1.6
2.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Inception
04/01/2017
ClearBridge - Intl Value -6.93 -18.27 -18.27 1.07 -2.36 -0.13
MSCI AC World ex US Net -9.91 -25.17 -25.17 -1.52 -0.81 1.38
Differences 2.98 6.90 6.90 2.59 -1.55 -1.51
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
15.0
30.0
-15.0
-30.0
-45.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Renaissance - International Growth MSCI AC World ex US Net
90-Day T-Bills
-2.0
0.0
2.0
4.0
6.0
8.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
01/01/2009
Renaissance - Intl Growth -10.00 -26.49 -26.49 -3.19 -3.36 1.34 3.04 5.03
MSCI AC World ex US Net -9.91 -25.17 -25.17 -1.52 -0.81 3.29 3.01 5.22
Differences -0.09 -1.32 -1.32 -1.67 -2.55 -1.95 0.03 -0.19
Current
Quarter
Fiscal
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
6.0
-6.0
-12.0
-18.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Since
Inception
Garcia Hamilton - Interm Fixed Income
BC Gov/Cr Intm
90-Day T-Bills
0.6
0.7
0.8
0.9
1.0
1.1
Return (%)
-1.0 -0.5 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Inception
02/01/2016
Garcia Hamilton - Interm Fixed Income -4.19 -9.04 -9.04 -1.65 0.44 0.93
BC Gov/Cr Intm -3.06 -10.14 -10.14 -1.64 0.38 0.76
Differences -1.13 1.10 1.10 -0.01 0.06 0.17
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Inception
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
8.0
-8.0
-16.0
-24.0
Return
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Blackrock - Global L/S Credit HFRX Fixed Income - Credit Index
90-Day T-Bills
-3.6
-3.0
-2.4
-1.8
-1.2
-0.6
0.0
0.6
1.2
1.8
Return (%)
-2.7 -1.8 -0.9 0.0 0.9 1.8 2.7 3.6 4.5 5.4 6.3 7.2 8.1
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Blackrock - Global L/S Credit -0.66 -8.41 -8.41 0.65 07/01/2020
HFRX Fixed Income - Credit Index -1.05 -13.81 -13.81 -1.91
Differences 0.39 5.40 5.40 2.56
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Blackrock - Global L/S Credit 07/01/2020
Beginning Market Value 4,375 4,745 4,745 2,882
Net Contributions -1,530 -1,530 -1,530 20
Fees/Expenses - - - -
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
5.0
10.0
-5.0
-10.0
-15.0
Return
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Blackstone - Multi-Strategy HFRX Global Hedge Fund
90-Day T-Bills
-1.2
-0.6
0.0
0.6
1.2
1.8
2.4
3.0
3.6
4.2
Return (%)
-1.4 -0.7 0.0 0.7 1.4 2.1 2.8 3.5 4.2 4.9 5.6 6.3
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Blackstone - Multi-Strategy -1.27 -6.96 -6.96 2.67 07/01/2020
HFRX Global Hedge Fund 0.51 -4.50 -4.50 2.98
Differences -1.78 -2.46 -2.46 -0.31
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Blackstone - Multi-Strategy 07/01/2020
Beginning Market Value 4,488 4,762 4,762 2,903
Net Contributions -1,590 -1,590 -1,590 -140
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
8.0
16.0
24.0
32.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
UBS - Private Real Estate NCREIF Property Idx
90-Day T-Bills
-4.0
-2.0
0.0
2.0
4.0
6.0
8.0
10.0
12.0
14.0
Return (%)
-2.4 -1.6 -0.8 0.0 0.8 1.6 2.4 3.2 4.0 4.8 5.6 6.4 7.2
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
08/01/2012
UBS - Private Real Estate 0.02 17.36 17.36 7.63 5.96 6.28 7.76 7.89
NCREIF Property Idx 0.57 16.07 16.07 9.91 8.62 8.46 9.48 9.57
Differences -0.55 1.29 1.29 -2.28 -2.66 -2.18 -1.72 -1.68
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
-4.0
-8.0
-12.0
-16.0
Return
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Mainstay - Global Infrastructure DJ Brookfield Gbl Infra Comp TR
90-Day T-Bills
-12.0
-10.0
-8.0
-6.0
-4.0
-2.0
0.0
2.0
4.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Mainstay - Global Infrastructure -9.31 -8.61 -8.61 -7.54 05/01/2021
DJ Brookfield Gbl Infra Comp TR -10.22 -7.24 -7.24 -4.30
Differences 0.91 -1.37 -1.37 -3.24
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Mainstay - Global Infrastructure 05/01/2021
Beginning Market Value 7,822 7,046 7,046 7,197
Net Contributions - 737 737 737
Fees/Expenses - - - -
Income 60 60 60 60
Allocation
Market
Value
($)
%
Performance(%)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Inception
Date
Total Fund 129,084,327 100.00 -4.54 -17.07 -17.07 3.94 4.64 6.17 6.71 6.06 04/01/2002
Total Fund (net) -4.65 -17.47 -17.47 3.45 4.14 5.66 6.17 5.57
Policy Index -4.62 -14.83 -14.83 3.98 5.06 6.73 7.03 6.40
Domestic Equity
Cambiar Investors Inc - Large Cap Value 27,314,414 21.16 -4.51 -12.64 -12.64 8.08 6.89 9.30 10.32 7.38 12/01/2005
Cambiar Investors Inc - Large Cap Value (net) -4.63 -13.11 -13.11 7.53 6.33 8.75 9.74 6.84
Russell 1000 Value -5.62 -11.36 -11.36 4.36 5.29 8.15 9.17 6.73
Polen - Large Cap Growth 24,203,256 18.75 -4.82 -33.61 -33.61 5.39 N/A N/A N/A 8.96 11/01/2018
Polen - Large Cap Growth (net) -4.92 -33.95 -33.95 4.87 N/A N/A N/A 8.46
Russell 1000 Gr -3.60 -22.59 -22.59 10.67 N/A N/A N/A 11.72
Kennedy - Mid Cap Value 7,505,683 5.81 -1.54 -13.48 -13.48 7.30 6.16 9.53 N/A 9.22 09/01/2013
Kennedy - Mid Cap Value (net) -1.93 -14.15 -14.15 6.51 5.37 8.63 N/A 8.32
Russell Midcap Value -4.93 -13.56 -13.56 4.50 4.75 7.66 N/A 7.98
MDT Advisers - Mid Cap Growth 6,748,452 5.23 -1.65 -25.89 -25.89 7.21 10.25 11.47 12.82 10.12 08/01/2007
MDT Advisers - Mid Cap Growth (net) -1.85 -26.58 -26.58 6.26 9.28 10.49 11.78 9.14
Russell Midcap Growth -0.65 -29.50 -29.50 4.26 7.63 9.54 10.85 8.22
International Equity
ClearBridge - International Value 9,596,607 7.43 -6.93 -18.27 -18.27 1.07 -2.36 N/A N/A -0.13 04/01/2017
ClearBridge - International Value (net) -7.08 -18.90 -18.90 0.43 -2.97 N/A N/A -0.72
MSCI AC World ex US Net -9.91 -25.17 -25.17 -1.52 -0.81 N/A N/A 1.38
MSCI AC World ex US Value Net -10.44 -20.02 -20.02 -2.15 -2.12 N/A N/A -0.16
Renaissance - International Growth 6,204,943 4.81 -10.00 -26.49 -26.49 -3.19 -3.36 1.34 3.04 5.03 01/01/2009
Renaissance - International Growth (net) -10.17 -26.99 -26.99 -3.80 -3.97 0.70 2.38 4.38
MSCI AC World ex US Net -9.91 -25.17 -25.17 -1.52 -0.81 3.29 3.01 5.22
Tamarac Firefighters' Pension Trust Fund
Asset Allocation & Time Weighted Performance
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 21
Tamarac Firefighters' Pension Trust Fund
Asset Allocation & Time Weighted Performance
as of September 30, 2022
Allocation
Market
Value
($)
%
Performance(%)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Inception
Date
Fixed Income
Garcia Hamilton - Interm Fixed Income 27,428,713 21.25 -4.19 -9.04 -9.04 -1.65 0.44 N/A N/A 0.93 02/01/2016
Garcia Hamilton - Interm Fixed Income (net) -4.25 -9.27 -9.27 -1.89 0.19 N/A N/A 0.68
BC Gov/Cr Intm -3.06 -10.14 -10.14 -1.64 0.38 N/A N/A 0.76
Alternatives
Blackrock - Global L/S Credit 2,831,508 2.19 -0.66 -8.41 -8.41 N/A N/A N/A N/A 0.65 07/01/2020
Blackrock - Global L/S Credit (net) -0.66 -8.41 -8.41 N/A N/A N/A N/A 0.65
HFRX Fixed Income - Credit Index -1.05 -13.81 -13.81 N/A N/A N/A N/A -1.91
Barclays Aggregate -4.75 -14.60 -14.60 N/A N/A N/A N/A -6.88
Blackstone - Multi-Strategy 2,847,811 2.21 -1.27 -6.96 -6.96 N/A N/A N/A N/A 2.67 07/01/2020
Blackstone - Multi-Strategy (net) -1.27 -6.96 -6.96 N/A N/A N/A N/A 2.67
HFRX Global Hedge Fund 0.51 -4.50 -4.50 N/A N/A N/A N/A 2.98
Barclays Aggregate -4.75 -14.60 -14.60 N/A N/A N/A N/A -6.88
UBS - Private Real Estate 5,874,541 4.55 0.02 17.36 17.36 7.63 5.96 6.28 7.76 7.89 08/01/2012
UBS - Private Real Estate (net) -0.16 16.56 16.56 6.83 5.08 5.30 6.68 6.83
NCREIF Property Idx 0.57 16.07 16.07 9.91 8.62 8.46 9.48 9.57
Barclays Aggregate -4.75 -14.60 -14.60 -3.26 -0.27 0.54 0.89 0.90
Mainstay - Global Infrastructure 7,093,861 5.50 -9.31 -8.61 -8.61 N/A N/A N/A N/A -7.54 05/01/2021
Mainstay - Global Infrastructure (net) -9.31 -8.61 -8.61 N/A N/A N/A N/A -7.54
DJ Brookfield Gbl Infra Comp TR -10.22 -7.24 -7.24 N/A N/A N/A N/A -4.30
Barclays Aggregate -4.75 -14.60 -14.60 N/A N/A N/A N/A -9.84
Cash & Equivalents
Non-Managed Account 1,434,539 1.11 0.22 0.30 0.30 0.46 1.03 0.81 0.56 0.50 07/01/2011
90-Day T-Bills 0.45 0.63 0.63 0.57 1.13 0.92 0.66 0.59
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 22
% Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Inception
Date
Total Fund 100.00 -4.67 -17.45 -17.45 3.56 4.19 5.65 6.11 5.76 03/29/2002
Domestic Equity
Cambiar Investors Inc - Large Cap Value 21.16 -4.49 -12.71 -12.71 8.64 7.07 9.24 10.25 7.55 03/29/2002
Polen - Large Cap Growth 18.75 -6.08 -34.45 -34.45 7.71 N/A N/A N/A 11.26 10/31/2018
Kennedy - Mid Cap Value 5.82 -1.90 -13.78 -13.78 8.87 6.81 9.52 N/A 8.69 08/02/2013
MDT Advisers - Mid Cap Growth 5.23 -1.84 -26.58 -26.58 8.66 11.08 11.89 13.18 10.88 07/05/2007
International Equity
ClearBridge - International Value 7.43 -7.08 -18.77 -18.77 0.73 -1.93 N/A N/A -0.59 03/31/2017
Renaissance - International Growth 4.81 -7.50 -25.06 -25.06 -3.96 -4.14 -0.85 0.64 2.11 12/29/2008
Fixed Income
Garcia Hamilton - Interm Fixed Income 21.25 -4.35 -9.42 -9.42 -2.19 -0.06 0.41 0.71 2.75 03/29/2002
Alternatives
Blackrock - Global L/S Credit 2.19 -0.32 -8.19 -8.19 N/A N/A N/A N/A -0.87 06/30/2020
Blackstone - Multi-Strategy 2.21 -1.19 -6.91 -6.91 N/A N/A N/A N/A 1.04 06/30/2020
UBS - Private Real Estate 4.55 -0.16 16.56 16.56 6.83 5.08 5.30 6.68 6.83 07/31/2012
Mainstay - Global Infrastructure 5.50 -9.31 -8.91 -8.91 N/A N/A N/A N/A -7.82 04/30/2021
Tamarac Firefighters' Pension Trust Fund
Asset Allocation & Net Dollar Weighted Performance (IRR)
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 23
GUIDELINES
Equity Portfolio
Listed on recognized exchange
Single issue not to exceed 10% at market value for
each equity in each separately managed portfolio
Single issue not to exceed 5% at market value for
the total portfolio
Fixed Income
U.S. Government / Agency or U.S. Corporations
Bonds rated "A" or better
Single corporate issuer not exceed 10% of bond
portfolio (except U.S. Government/Agency)
Tamarac Firefighters' Pension Trust Fund
Compliance Checklist
as of September 30, 2022
In Compliance
Yes
Yes
Yes
Yes
Yes
Yes
The prices, quotes, and statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed.
Page 24
Account Name YTD
1
Year
3
Years
5
Years
10
Years
Since
Inception
Inception
Date
Performance Appendix
QTD
Performance Data below is net of fees. Please see the Morgan Stanley Smith Barney LLC Form ADV Part 2 Brochure for advisory accounts and/or any applicable brokerage account trade confirmation
statements for
a full disclosure of the applicable charges, fees and expenses. Your Financial Advisor will provide those documents to you upon request.
Blackrock - Global L/S Credit -0.66 -8.37 -8.41 -- -- -- 0.40 06/25/2020
Blackstone - Multi-Strategy -1.27 -6.44 -6.96 -- -- -- 2.61 06/25/2020
Cambiar Investors Inc - Large Cap Value -4.63 -16.68 -13.11 7.53 6.33 9.74 6.25 03/29/2002
ClearBridge - International Value -7.08 -20.77 -18.90 0.43 -2.97 1.87 2.87 03/18/2004
Garcia Hamilton - Interm Fixed Income -4.25 -9.04 -9.27 -1.89 0.19 0.89 2.90 03/29/2002
Kennedy - Mid Cap Value -1.93 -21.01 -14.15 6.51 5.37 -- 7.66 08/02/2013
MDT Advisers - Mid Cap Growth -1.85 -30.44 -26.58 6.26 9.28 11.78 8.99 07/05/2007
Mainstay - Global Infrastructure -9.31 -15.47 -8.61 -- -- -- -5.31 04/13/2021
Non-Managed Account 0.22 0.29 0.30 0.46 0.95 -2.27 -2.68 07/01/2011
Polen - Large Cap Growth -4.92 -37.10 -33.95 4.87 8.41 10.36 8.15 03/31/2004
Renaissance - International Growth -10.17 -28.81 -26.99 -3.80 -3.97 2.38 4.44 12/29/2008
UBS - Private Real Estate -0.16 11.15 16.56 6.83 5.08 6.68 6.78 07/02/2012
All performance above are Time Weighted(TWR) performance
Glossary of Terms
Active Contribution Return: The gain or loss percentage of an investment relative to the performance of
the investment benchmark.
Active Exposure: The percentage difference in weight of the portfolio compared to its policy benchmark.
Active Return: Arithmetic difference between the manager’s return and the benchmark’s return over a
specified time period.
Actual Correlation: A measure of the correlation (linear dependence) between two variables X and Y, with
a value between +1 and -1 inclusive. This is also referred to as coefficient of correlation.
Alpha: A measure of a portfolio's time weighted return in excess of the market’s return, both adjusted for
risk. A positive alpha indicates that the portfolio outperformed the market on a risk-adjusted basis, and a
negative alpha indicates the portfolio did worse than the market.
Best Quarter: The highest quarterly return for a certain time period.
Beta: A measure of the sensitivity of a portfolio’s time weighted return (net of fees) against that of the
market. A beta greater than 1.00 indicates volatility greater than the market.
Consistency: The percentage of quarters that a product achieved a rate of return higher than that of its
benchmark. The higher the consistency figure, the more value a manager has contributed to the product’s
performance.
performance.
Core: Refers to an investment strategy mandate that is blend of growth and value styles without a
pronounced tilt toward either style.
Cumulative Selection Return (Cumulative Return): Cumulative investment performance over a specified
period of time.
Distribution Rate: The most recent distribution paid, annualized, and then divided by the current market
price. Distribution rate may consist of investment income, short-term capital gains, long-term capital gains,
and/or return of capital.
Down Market Capture: The ratio of average portfolio returns over the benchmark during periods of
negative benchmark return. Lower values indicate better product performance.
Downside Risk: A measure similar to standard deviation, but focuses only on the negative movements of
the return series. It is calculated by taking the standard deviation of the negative quarterly set of returns. The
commodity.
Excess over Benchmark: The percentage gain or loss of an investment relative to the investment's
benchmark.
Excess Return: Arithmetic difference between the manager’s return and the risk-free return over a specified
time period.
Growth: A diversified investment strategy which includes investment selections that have capital
appreciation as the primary goal, with little or no dividend payouts. These strategies can include
reinvestment in expansion, acquisitions, and/or research and development opportunities.
Growth of Dollar: The aggregate amount an investment has gained or lost over a certain time period, also
referred to as Cumulative Return, stated in terms of the amount to which an initial dollar investment would
have grown over the given time period.
Investment Decision Process (IDP): A model for structuring the investment process and implementing the
correct attribution methodologies. The IDP includes every decision made concerning the division of the
assets under management over the various asset categories. To analyze each decision‘s contribution to the
total return, a modeling approach must measure the marginal value of every individual decision. In this
respect, the hierarchy of the decisions becomes very important. We therefore use the IDP model, which
serves as a proper foundation for registering the decisions and relating them to each other.
Information Ratio: Measured by dividing the active rate of return by the tracking error. The higher the
Information Ratio, the more value-added contribution by the manager.
Jensen’s Alpha: The Jensen's alpha measure is a risk-adjusted performance measure that represents the
average return on a portfolio or investment above or below that predicted by the capital asset pricing model
(CAPM) given the portfolio's or investment's beta and the average market return. This metric is also
commonly referred to as alpha..
Kurtosis: A statistical measure that is used to describe the distribution, or skewness, of observed data
around the mean, sometimes referred to as the volatility of volatility.
Maximum Drawdown: The drawdown is defined as the percent retrenchment from a fund's peak to the
fund's trough value. It is in effect from the time the fund's retrenchment begins until a new fund high is
reached. The maximum drawdown encompasses both the period from the fund's peak to the fund's valley
(length), and the time from the fund's valley to a new fund high (recovery). It measures the largest
percentage drawdown that has occurred in any fund's data record.
Modern Portfolio Theory (MPT): An investment analysis theory on how risk-averse investors can
construct portfolios to optimize or maximize expected return based on a given level of market risk,
emphasizing that risk is an inherent part of higher reward.
Mutual Fund (MF): An investment program funded by shareholders that trade in diversified holdings and
is professionally managed.
Peer Group: A combination of funds that share the same investment style combined as a group for
comparison purposes.
Peer/ Plan Sponsor Universe: A combination of asset pools of total plan investments by specific sponsor
and plan types for comparison purposes.
Performance Ineligible Assets: Performance returns are not calculated for certain assets because accurate
Performance Ineligible Assets: Performance returns are not calculated for certain assets because accurate
valuations and transaction data for these assets are not processed or maintained by us. Common examples of
these include life insurance, some annuities and some assets held externally.
Performance Statistics: A generic term for various measures of investment performance measurement
terms.
Portfolio Characteristics: A generic term for various measures of investment portfolio characteristics.
Preferred Return: A term used in the private equity (PE) world, and also referred to as a “Hurdle Rate.” It
refers to the threshold return that the limited partners of a private equity fund must receive, prior to the PE
firm receiving its carried interest or "carry."
Ratio of Cumulative Wealth: A defined ratio of the Cumulative Return of the portfolio divided by the
Cumulative Return of the benchmark for a certain time period.
Regression Based Analysis: A statistical process for estimating the relationships among variables. It
includes many techniques for modeling and analyzing several variables, when the focus is on the
relationship between a dependent variable and one or more independent variables
Residual Correlation: Within returns-based style analysis, residual correlation refers to the portion of a
strategy’s return pattern that cannot be explained by its correlation to the asset-class benchmarks to which it
is being compared.
Return: A rate of investment performance for the specified period.
Rolling Percentile Ranking: A measure of an investment portfolio’s ranking versus a peer group for a
specific rolling time period (i.e. Last 3 Years, Last 5 years, etc.).
Up Market Capture: The ratio of average portfolio returns over the benchmark during periods of positive
benchmark return. Higher values indicate better product performance.
Upside Semi Deviation: A statistical calculation that measures the volatility of returns above an acceptable
return. This return measure isolates the positive portion of volatility: the larger the number, the greater the
volatility.
Value: A diversified investment strategy that includes investment selections which tend to trade at a lower
price relative to its dividends, earnings, and sales. Common attributes are stocks that include high dividend,
low price-to-book ratio, and/or low price-to-earnings ratio.
Worst Quarter: The lowest rolling quarterly return for a certain time period.
Information Disclosures
Performance results are annualized for time periods greater than one year and include all cash and cash
equivalents, realized and unrealized capital gains and losses, and dividends, interest and income. The
investment results depicted herein represent historical performance. As a result of recent market activity,
current performance may vary from the figures shown. Past performance is not a guarantee of future
results.
Please see the Morgan Stanley Smith Barney LLC Form ADV Part 2 Brochure for advisory accounts
and/or any applicable brokerage account trade confirmation statements for a full disclosure of the
applicable charges, fees and expenses. Your Financial Advisor will provide those documents to you upon
request.
Benchmark indices and blends included in this material are for informational purposes only, are
provided solely as a comparison tool and may not reflect the underlying composition and/or investment
objective(s) associated with the account(s). Indices are unmanaged and not available for direct
investment. Index returns do not take into account fees or other charges. Such fees and charges would
reduce performance.
The performance data shown reflects past performance, which does not guarantee future results.
Investment return and principal will fluctuate so that an investor’s shares when redeemed may be worth
more or less than original cost. Please note, current performance may be higher or lower than the
performance data shown. For up to date month-end performance information, please contact your
Financial Advisor or visit the funds’ company website.
Investors should carefully consider the fund’s investment objectives, risks, charges and expenses before
investing. The prospectus and, if available the summary prospectus, contains this and other information
that should be read carefully before investing. Investors should review the information in the prospectus
carefully. To obtain a prospectus, please contact your Financial Advisor or visit the funds’ company
website.
Past performance is no guarantee of future results.
Investing involves market risk, including possible loss of principal. Growth investing does not guarantee a
profit or eliminate risk. The stocks of these companies can have relatively high valuations. Because of these
high valuations, an investment in a growth stock can be more risky than an investment in a company with
more modest growth expectations. Value investing involves the risk that the market may not recognize that
securities are undervalued and they may not appreciate as anticipated. Small and mid-capitalization
companies may lack the financial resources, product diversification and competitive strengths of larger
companies may lack the financial resources, product diversification and competitive strengths of larger
companies. The securities of small capitalization companies may not trade as readily as, and be subject to
higher volatility than those of larger, more established companies. Bond funds and bond holdings have the
same interest rate, inflation and credit risks that are associated with the underlying bonds owned by the
funds. The return of principal in bond funds, and in funds with significant bond holdings, is not guaranteed.
International securities’ prices may carry additional risks, including foreign economic, political, monetary
and/or legal factors, changing currency exchange rates, foreign taxes and differences in financial and
accounting standards. International investing may not be for everyone. These risks may be magnified in
emerging markets. Alternative investments, including private equity funds, real estate funds, hedge funds,
managed futures funds, and funds of hedge funds, private equity, and managed futures funds, are
speculative and entail significant risks that can include losses due to leveraging or\other speculative
investment practices, lack of liquidity, volatility of returns, restrictions on transferring interests in a fund,
potential lack of diversification, absence and/or delay of information regarding valuations and pricing,
complex tax structures and delays in tax reporting, less regulation and higher fees than mutual funds and
risks associated with the operations, personnel and processes of the advisor. Master Limited Partnerships
(MLPs) are limited partnerships or limited liability companies that are taxed as partnerships and whose
interests (limited partnership units or limited liability company units) are traded on securities exchanges like
shares of common stock. Currently, most MLPs operate in the energy, natural resources or real estate
sectors. Investments in MLP interests are subject to the risks generally applicable to companies in the
“Alpha tilt strategies comprise a core holding of stocks that mimic a benchmark type index such as the
S&P 500 to which additional securities are added to help tilt the fund toward potentially outperforming the
market in an effort to enhance overall investment returns. Tilt strategies are subject to significant timing
risk and could potentially expose investors to extended periods of underperformance.”
Custom Account Index: The Custom Account Index is an investment benchmark based on your historical
target allocations and/or manager selection that you may use to evaluate the performance of your account.
The Custom Account index does take into consideration certain changes that may have occurred in your
portfolio since the inception of your account, i.e., asset class and/or manager changes. However, in some
circumstances, it may not be an appropriate benchmark for use with your specific account composition. For
detailed report of the historical composition of this blend please contact your Financial Advisor.
Peer Groups
Peer Groups are a collection of similar investment strategies that essentially group investment products that
share the same investment approach. Peer Groups are used for comparison purposes to compare and
illustrate a clients investment portfolio versus its peer across various quantitative metrics like performance
and risk. Peer Group comparison is conceptually another form of benchmark comparison whereby the
actual investment can be ranked versus its peer across various quantitative metrics.
All Peer Group data are provided by Investment Metrics, LLC.
The URL below provides all the definitions and methodology about the various Peer Groups
https://www.invmetrics.com/style-peer-groups
Peer Group Ranking Methodology
A percentile rank denotes the value of a product in which a certain percent of observations fall within a peer
group. The range of percentile rankings is between 1 and 100, where 1 represents a high statistical value and
100 represents a low statistical value.
The 30th percentile, for example, is the value in which 30% of the highest observations may be found, the
65th percentile is the value in which 65% of the highest observations may be found, and so on.
Percentile rankings are calculated based on a normalized distribution ranging from 1 to 100 for all products
in each peer group, where a ranking of 1 denotes a high statistical value and a ranking of 100 denotes a low
statistical value. It is important to note that the same ranking methodology applies to all statistics, implying
that a ranking of 1 will always mean highest value across all statistics.
For example, consider a risk/return assessment using standard deviation as a measure of risk. A percentile
ranking equal to 1 for return denotes highest return, whereas a percentile ranking of 1 for standard deviation
denotes highest risk among peers.
In addition, values may be used to demonstrate quartile rankings. For example, the third quartile is also
known as the 75th percentile, and the median is the 50th percentile.
Alternatives
Graystone Consulting is a business of Morgan Stanley Smith Barney LLC. (“Morgan Stanley”) This
material is not to be reproduced or distributed to any other persons (other than professional advisors of the
investors) and is intended solely for the use of the persons to whom it has been delivered. This material is
not for distribution to the general public.
not for distribution to the general public.
The sole purpose of this material is to inform, and it in no way is intended to be an offer or solicitation to
purchase or sell any security, other investment or service, or to attract any funds or deposits. Investments
mentioned may not be suitable for all clients. Any product discussed herein may be purchased only after a
client has carefully reviewed the offering memorandum and executed the subscription documents. Morgan
Stanley has not considered the actual or desired investment objectives, goals, strategies, guidelines, or
factual circumstances of any investor in any fund(s). Before making any investment, each investor should
carefully consider the risks associated with the investment, as discussed in the applicable offering
memorandum, and make a determination based upon their own particular circumstances, that the investment
is consistent with their investment objectives and risk tolerance.
This information is being provided as a service of your Graystone Institutional Consultant and does not
supersede or replace your Morgan Stanley customer statement. The information is as of the date(s) noted
and subject to daily market fluctuation. Your interests in Alternative Investments, which may have been
purchased through us, are generally not held here, and are generally not covered by SIPC. The information
provided to you: 1) is included as a service to you, valuations for certain products may not be available; 2)
is derived from you or another external source for which we are not responsible, and may have been
modified to take into consideration capital calls or distributions to the extent applicable; 3) may not reflect
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1) to the extent this report displays Alternative Investment positions within a Morgan Stanley Individual
Retirement Account (“IRA”), such positions are held by Morgan Stanley Smith Barney LLC as the
fund;• Volatility of returns;• Restrictions on transferring interests in a fund;• Potential lack of diversification
and resulting higher risk due to concentration of trading authority when a single advisor is utilized;•
Absence of information regarding valuations and pricing;• Complex tax structures and delays in tax
reporting;• Less regulation and higher fees than mutual funds; and• Risks associated with the operations,
personnel, and processes of the manager. As a diversified global financial services firm, Morgan Stanley
Wealth Management engages in a broad spectrum of activities including financial advisory services,
investment management activities, sponsoring and managing private investment funds, engaging in broker-
dealer transactions and principal securities, commodities and foreign exchange transactions, research
publication, and other activities. In the ordinary course of its business, Morgan Stanley Wealth Management
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Management can give no assurance that conflicts of interest will be resolved in favor of its clients or any
such fund.
Indices are unmanaged and investors cannot directly invest in them. Composite index results are shown for
illustrative purposes and do not represent the performance of a specific investment. Past performance is no
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advisory clients, an annual advisory fee of up to 2.5%), which would result in a substantial reduction in the
returns if such fees were incorporated.
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must understand that these fees and expenses are an additional cost and will not be included in the Fee
amount in the account statements.
As fees are deducted quarterly, the compounding effect will be to increase the impact of the fees by an
amount directly related to the gross account performance. For example, for an account with an initial value
of $100,000 and a 2.5% annual fee, if the gross performance is 5% per year over a three year period, the
compounding effect of the fees will result in a net annual compound rate of return of approximately 2.40%
per year over a three year period, and the total value of the client’s portfolio at the end of the three year
period would be approximately $115,762.50 without the fees and $107,372.63 with the fees. Please see the
applicable Morgan Stanley Smith Barney LLC Form ADV Part 2A for more information including a
description of the fee schedule. It is available at www.morganstanley.com/ADV
<http://www.morganstanley.com/ADV> <http://www.morganstanley.com/ADV> or from your Financial
Advisor/Private Wealth Advisor.
Alternative investments involve complex tax structures, tax inefficient investing, and delays in distributing
important tax information. Individual funds have specific risks related to their investment programs that will
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not a bank.
SIPC insurance does not apply to precious metals, other commodities, or traditional alternative investments.
© 2018 Morgan Stanley Smith Barney LLC. Member SIPC.
Money Market Funds
You could lose money in Money Market Funds. Although MMFs classified as government funds (i.e.,
MMFs that invest 99.5% of total assets in cash and/or securities backed by the U.S government) and retail
funds (i.e., MMFs open to natural person investors only) seek to preserve value at $1.00 per share, they
cannot guarantee they will do so. The price of other MMFs will fluctuate and when you sell shares they may
be worth more or less than originally paid. MMFs may impose a fee upon sale or temporarily suspend sales
if liquidity falls below required minimums. During suspensions, shares would not be available for
purchases, withdrawals, check writing or ATM debits. A MMF investment is not insured or guaranteed by
the Federal Deposit Insurance Corporation or other government agency.
Bloomberg Bloomberg
G/C 1-3 Year G/C 1-5 Year
Index Index
Security Selection/Decision Making
Duration 1.9 years 2.6 years
Sector Breakdown
Treasuries/Agencies 65% 74%
Corporates 35% 26%
Mortgages/Asset-Backed 0% 0%
Other 0% 0%
Quality Breakdown
AAA / AA 79% 76%
A 11% 13%
BBB 10% 12%
FEES
RISK (5 year)
Standard Deviation 2.00 2.77
PERFORMANCE
Equity Gross Net* Gross Net* Gross Net* Gross Net*
1 year (4.56) (5.74) (7.04) (7.47) (4.40) (4.57) (3.80) (3.96) (5.07) (7.28)
3 year (0.15) (1.37) (0.33) (0.75) 0.14 (0.06) 0.06 (0.12) (0.42) (0.90)
5 year 1.01 (0.24) 1.04 0.56 1.22 0.95 1.03 0.84 0.70 0.55
10 year 1.00 (0.23) 1.66 1.16 1.13 0.82 1.04 0.85 0.80 0.87
Since Inception 1.95 0.70 3.49 2.97 3.20 2.85 2.26 2.04
Inception Date
OTHER INFORMATION
Year Firm Established
Who Est. Performance
Commitment
Total Assets
Total PM's & Analysts
Pooled vs. Separate
Sources: Morgan Stanley Global Investment Manager Analysis team, Informa PSN, Zephyr StyleADVISOR, and the investment managers.
3.05
Jan-99
1968
Team
58%
20%
23%
0.10%
Short-Term Fixed Income
Duration/Maturity Control
2.5 years
58%
0%
* Note: The net performance shown is net of the maximum potential management fee that could be charged.
This summary contains select data for each investment manager and index listed and should not be considered inclusive of all material information available for each investment.
Please refer to additional information provided in the complete presentation books provided by each manager.
15
Separate
6
Separate
12
Separate Separate
Owners/Well Paid
$25.2B Firm/$353M Strategy
1994
Team
Owners/Well Paid
Scott Owens CFA ®, CIMA ®
Managing Director – Wealth Management
Institutional Consulting Director
Corporate Retirement Director
Scott.Owens@msgraystone.com
(813) 227-2027
Tamarac Firefighters’ Pension Fund
Investment Manager Searches
November 2022
Short-Term Fixed Income - Quantitative Analysis
(Gross of Fees Performance)
Trailing Periods Return Analysis
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past
performance is not a guarantee of future results.
3
Zephyr StyleADVISOR Zephyr StyleADVISOR: MSSB - Tampa, FL
Manager vs Benchmark: Return
October 2007 - September 2022 (not annualized if less than 1 year)
Return
-8
-6
-4
-2
0
2
4
1 quarter 1 year 3 years 5 years 7 years 10 years 15 years
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Manager vs Benchmark: Return
October 2007 - September 2022 (not annualized if less than 1 year)
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
1 quarter 1 year 3 years 5 years 7 years 10 years 15 years
Since
Inception
-1.21% -4.56% -0.15% 1.01% 1.04% 1.00% 1.56% 1.95%
-1.76% -7.04% -0.33% 1.04% 1.66% 1.66% 2.47% 3.49%
-1.12% -4.40% 0.14% 1.22% 1.25% 1.13% 1.91% 3.20%
-0.98% -3.80% 0.06% 1.03% 1.08% 1.04% 1.81% 2.26%
-2.16% -7.28% -0.90% 0.55% 0.76% 0.87% 2.01% 3.74%
-1.48% -5.07% -0.42% 0.70% 0.78% 0.80% 1.63% N/A
Calendar Year Return Analysis
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past
performance is not a guarantee of future results.
4
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
YTD 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
-4.16% -0.29% 3.60% 4.46% 1.73% 1.34% 1.09% 0.77% 0.90% 0.55% 1.82% 1.32% 2.55% 2.52% 3.46%
-6.41% -0.57% 5.72% 6.22% 0.84% 2.85% 3.69% 1.27% 1.86% 1.36% 3.83% 3.21% 3.52% 6.83% 0.87%
-4.02% -0.02% 3.98% 4.64% 1.74% 1.42% 1.43% 0.85% 0.65% 0.73% 1.55% 1.77% 2.69% 4.05% 5.54%
-3.34% -0.25% 3.28% 3.93% 1.81% 1.07% 1.52% 0.83% 0.97% 0.66% 1.62% 1.96% 2.65% 3.95% 4.76%
-6.61% -0.97% 4.71% 5.02% 1.39% 1.23% 1.57% 0.97% 1.42% 0.29% 2.24% 3.13% 4.08% 4.63% 5.13%
-4.54% -0.47% 3.33% 4.03% 1.59% 0.85% 1.27% 0.65% 0.77% 0.65% 1.26% 1.60% 2.79% 3.83% 4.98%
Calendar Year Return
As of September 2022
5-Year Rolling Periods Returns
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past
performance is not a guarantee of future results.
5
Manager vs Benchmark: Return
October 2007 - September 2022 (20-Quarter Moving Windows, Computed Quarterly)
Return
0
1
2
3
4
5
Q3 2012 Q4 2013 Q4 2015 Q4 2017 Q4 2019 Q3 2022
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Manager vs Benchmark: Return
October 2007 - September 2022 (20-Quarter Moving Windows, Computed Quarterly)
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Sep 2022 Sep 2021 Sep 2020 Sep 2019 Sep 2018 Sep 2017 Sep 2016 Sep 2015 Sep 2014 Sep 2013 Sep 2012
1.01% 2.15% 2.32% 1.80% 1.02% 0.99% 1.17% 1.09% 1.42% 2.27% 2.69%
1.04% 3.02% 3.69% 2.93% 2.07% 2.29% 2.61% 2.15% 2.79% 4.17% 4.09%
1.22% 2.35% 2.44% 1.89% 1.11% 1.04% 1.19% 1.13% 1.55% 2.66% 3.51%
1.03% 2.00% 2.21% 1.75% 1.06% 1.06% 1.26% 1.25% 1.59% 2.52% 3.36%
0.55% 2.18% 2.58% 2.01% 1.05% 1.19% 1.59% 1.60% 2.23% 3.56% 4.31%
0.70% 1.89% 2.09% 1.59% 0.83% 0.91% 1.05% 1.04% 1.45% 2.52% 3.29%
5-Year Rolling Periods Alphas
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past
performance is not a guarantee of future results.
6
Manager vs Benchmark: Alpha
October 2007 - September 2022 (20-Quarter Moving Windows, Computed Quarterly)
Alpha
-1.5
-1
-0.5
0
0.5
1
1.5
Q3 2012 Q4 2013 Q4 2015 Q4 2017 Q4 2019 Q3 2022
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Manager vs Benchmark: Alpha
October 2007 - September 2022 (20-Quarter Moving Windows, Computed Quarterly)
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Sep 2022 Sep 2021 Sep 2020 Sep 2019 Sep 2018 Sep 2017 Sep 2016 Sep 2015 Sep 2014 Sep 2013 Sep 2012
0.28% 0.30% 0.30% 0.25% 0.21% 0.05% 0.02% -0.13% -0.06% -0.14% -0.72%
0.53% 0.79% 1.15% 0.97% 0.99% 0.73% 0.48% -0.42% 0.12% 0.70% -0.26%
0.47% 0.73% 0.65% 0.37% 0.32% 0.17% 0.15% -0.04% 0.11% -0.04% 0.44%
0.25% 0.26% 0.28% 0.22% 0.25% 0.16% 0.17% 0.12% 0.20% 0.59% 1.04%
0.04% -0.12% -0.01% 0.03% 0.00% -0.33% -0.23% -0.58% -0.48% -0.05% 0.08%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Risk/Return Analysis – 3 Years
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past
performance is not a guarantee of future results.
7
Risk / Return
October 2019 - September 2022 (Single Computation)
Return
-1%
-0.8%
-0.6%
-0.4%
-0.2%
0%
0.2%
0.4%
0.6%
0.8%
Standard Deviation
0% 0.5% 1% 1.5% 2% 2.5% 3% 3.5%
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Market Benchmark:
Bloomberg Gov Cr 1 to 3 yr
Cash Equivalent:
Citigroup 3-month T-bill
Return & Risk Analysis
October 2019 - September 2022: Summary Statistics
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Adv isory : Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Return
Excess Return
vs.
Market
Standard
Deviation
Beta
vs.
Market
Maximum
Drawdown
Up
Capture
vs.
Market
Down
Capture
vs.
Market
Alpha
vs.
Market
Sharpe
Ratio
Risk/Return Analysis – 5 Years
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past
performance is not a guarantee of future results.
8
Risk / Return
October 2017 - September 2022 (Single Computation)
Return
0%
0.2%
0.4%
0.6%
0.8%
1%
1.2%
1.4%
Standard Deviation
0% 0.5% 1% 1.5% 2% 2.5% 3%
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Market Benchmark:
Bloomberg Gov Cr 1 to 3 yr
Cash Equivalent:
Citigroup 3-month T-bill
Return & Risk Analysis
October 2017 - September 2022: Summary Statistics
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Adv isory : Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Return
Excess Return
vs.
Market
Standard
Deviation
Beta
vs.
Market
Maximum
Drawdown
Up
Capture
vs.
Market
Down
Capture
vs.
Market
Alpha
vs.
Market
Sharpe
Ratio
R-Squared
vs.
Risk/Return Analysis – 7 Years
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past
performance is not a guarantee of future results.
9
Risk / Return
October 2015 - September 2022 (Single Computation)
Return
0%
0.2%
0.4%
0.6%
0.8%
1%
1.2%
1.4%
1.6%
1.8%
Standard Deviation
0% 0.5% 1% 1.5% 2% 2.5% 3%
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Market Benchmark:
Bloomberg Gov Cr 1 to 3 yr
Cash Equivalent:
Citigroup 3-month T-bill
Return & Risk Analysis
October 2015 - September 2022: Summary Statistics
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Adv isory : Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Return
Excess Return
vs.
Market
Standard
Deviation
Beta
vs.
Market
Maximum
Drawdown
Up
Capture
vs.
Market
Down
Capture
vs.
Market
Alpha
vs.
Market
Sharpe
Ratio
Risk/Return Analysis – 10 Years
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past
performance is not a guarantee of future results.
10
Risk / Return
October 2012 - September 2022 (Single Computation)
Return
0%
0.2%
0.4%
0.6%
0.8%
1%
1.2%
1.4%
1.6%
1.8%
Standard Deviation
0% 0.5% 1% 1.5% 2% 2.5%
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Advisory: Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Market Benchmark:
Bloomberg Gov Cr 1 to 3 yr
Cash Equivalent:
Citigroup 3-month T-bill
Return & Risk Analysis
October 2012 - September 2022: Summary Statistics
BlackRock Short Term TFI (Gross)
Genter Cap ST Taxable FI (Gross)
Sage Adv isory : Short Term F.I. (Gross)
Segall Bryant: Short Term Fixed (Gross)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Return
Excess Return
vs.
Market
Standard
Deviation
Beta
vs.
Market
Maximum
Drawdown
Up
Capture
vs.
Market
Down
Capture
vs.
Market
Alpha
vs.
Market
Sharpe
Ratio
Short-Term Fixed Income - Quantitative Analysis
(Net of Fees Performance)
Trailing Periods Return Analysis
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past 12
performance is not a guarantee of future results. Net returns are net of maximum advisory & management fees that could potentially be charged.
Zephyr StyleADVISOR Zephyr StyleADVISOR: MSSB - Tampa, FL
Manager vs Benchmark: Return
October 2007 - September 2022 (not annualized if less than 1 year)
Return
-8
-6
-4
-2
0
2
4
1 quarter 1 year 3 years 5 years 7 years 10 years 15 years
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Manager vs Benchmark: Return
October 2007 - September 2022 (not annualized if less than 1 year)
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
1 quarter 1 year 3 years 5 years 7 years 10 years 15 years
Since
Inception
-1.52% -5.74% -1.37% -0.24% -0.19% -0.23% 0.32% 0.70%
-1.88% -7.47% -0.75% 0.56% 1.15% 1.16% 1.95% 2.97%
-1.17% -4.57% -0.06% 0.95% 0.96% 0.82% 1.59% 2.85%
-1.02% -3.96% -0.12% 0.84% 0.88% 0.85% 1.61% 2.04%
-2.16% -7.28% -0.90% 0.55% 0.76% 0.87% 2.01% 3.74%
-1.48% -5.07% -0.42% 0.70% 0.78% 0.80% 1.63% N/A
Calendar Year Return Analysis
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past 13
performance is not a guarantee of future results. Net returns are net of maximum advisory & management fees that could potentially be charged.
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
YTD 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
-5.06% -1.48% 2.32% 3.13% 0.49% 0.12% -0.15% -0.42% -0.30% -0.67% 0.59% 0.09% 1.28% 1.23% 2.15%
-6.73% -1.00% 5.28% 5.68% 0.28% 2.33% 3.12% 0.75% 1.36% 0.86% 3.32% 2.67% 3.02% 6.24% 0.34%
-4.15% -0.20% 3.77% 4.28% 1.38% 1.07% 1.08% 0.50% 0.32% 0.37% 1.17% 1.41% 2.32% 3.67% 5.16%
-3.46% -0.45% 3.09% 3.73% 1.60% 0.87% 1.31% 0.63% 0.76% 0.46% 1.42% 1.79% 2.40% 3.75% 4.60%
-6.61% -0.97% 4.71% 5.02% 1.39% 1.23% 1.57% 0.97% 1.42% 0.29% 2.24% 3.13% 4.08% 4.63% 5.13%
-4.54% -0.47% 3.33% 4.03% 1.59% 0.85% 1.27% 0.65% 0.77% 0.65% 1.26% 1.60% 2.79% 3.83% 4.98%
Calendar Year Return
As of September 2022
5-Year Rolling Periods Returns
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past 14
performance is not a guarantee of future results. Net returns are net of maximum advisory & management fees that could potentially be charged.
Manager vs Benchmark: Return
October 2007 - September 2022 (20-Quarter Moving Windows, Computed Quarterly)
Return
-1
0
1
2
3
4
5
Q3 2012 Q4 2013 Q4 2015 Q4 2017 Q4 2019 Q3 2022
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Manager vs Benchmark: Return
October 2007 - September 2022 (20-Quarter Moving Windows, Computed Quarterly)
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Sep 2022 Sep 2021 Sep 2020 Sep 2019 Sep 2018 Sep 2017 Sep 2016 Sep 2015 Sep 2014 Sep 2013 Sep 2012
-0.24% 0.90% 1.06% 0.56% -0.19% -0.22% -0.05% -0.13% 0.18% 1.01% 1.42%
0.56% 2.51% 3.16% 2.38% 1.54% 1.77% 2.10% 1.65% 2.28% 3.64% 3.55%
0.95% 2.05% 2.11% 1.54% 0.76% 0.69% 0.83% 0.77% 1.18% 2.29% 3.14%
0.84% 1.80% 2.01% 1.54% 0.85% 0.85% 1.05% 1.05% 1.39% 2.31% 3.16%
0.55% 2.18% 2.58% 2.01% 1.05% 1.19% 1.59% 1.60% 2.23% 3.56% 4.31%
0.70% 1.89% 2.09% 1.59% 0.83% 0.91% 1.05% 1.04% 1.45% 2.52% 3.29%
5-Year Rolling Periods Alphas
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past 15
performance is not a guarantee of future results. Net returns are net of maximum advisory & management fees that could potentially be charged.
Manager vs Benchmark: Alpha
October 2007 - September 2022 (20-Quarter Moving Windows, Computed Quarterly)
Alpha
-2.5
-2
-1.5
-1
-0.5
0
0.5
1
Q3 2012 Q4 2013 Q4 2015 Q4 2017 Q4 2019 Q3 2022
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Manager vs Benchmark: Alpha
October 2007 - September 2022 (20-Quarter Moving Windows, Computed Quarterly)
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Sep 2022 Sep 2021 Sep 2020 Sep 2019 Sep 2018 Sep 2017 Sep 2016 Sep 2015 Sep 2014 Sep 2013 Sep 2012
-0.96% -0.92% -0.92% -0.97% -0.99% -1.15% -1.17% -1.31% -1.25% -1.34% -1.93%
0.05% 0.29% 0.62% 0.42% 0.46% 0.21% -0.03% -0.90% -0.37% 0.21% -0.77%
0.20% 0.43% 0.30% 0.02% -0.03% -0.18% -0.20% -0.38% -0.25% -0.40% 0.08%
0.06% 0.06% 0.08% 0.02% 0.05% -0.04% -0.03% -0.10% -0.00% 0.39% 0.86%
0.04% -0.12% -0.01% 0.03% 0.00% -0.33% -0.23% -0.58% -0.48% -0.05% 0.08%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Risk/Return Analysis – 3 Years
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past 16
performance is not a guarantee of future results. Net returns are net of maximum advisory & management fees that could potentially be charged.
Risk / Return
October 2019 - September 2022 (Single Computation)
Return
-1.5%
-1%
-0.5%
0%
0.5%
Standard Deviation
0% 0.5% 1% 1.5% 2% 2.5% 3% 3.5%
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Market Benchmark:
Bloomberg Gov Cr 1 to 3 yr
Cash Equivalent:
Citigroup 3-month T-bill
Return & Risk Analysis
October 2019 - September 2022: Summary Statistics
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Return
Excess Return
vs.
Market
Standard
Deviation
Beta
vs.
Market
Maximum
Drawdown
Up
Capture
vs.
Market
Down
Capture
vs.
Market
Alpha
vs.
Market
Sharpe
Ratio
R-Squared
vs.
Market
-1.37% -0.96% 2.10% 0.91 -6.47% 54.89% 120.58% -1.00% -0.93 92.83%
-0.75% -0.34% 3.50% 1.36 -7.67% 152.67% 156.97% -0.17% -0.38 74.82%
-0.06% 0.36% 2.96% 0.79 -4.57% 117.12% 92.40% 0.30% -0.21 35.36%
Risk/Return Analysis – 5 Years
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past 17
performance is not a guarantee of future results. Net returns are net of maximum advisory & management fees that could potentially be charged.
Risk / Return
October 2017 - September 2022 (Single Computation)
Return
-0.4%
-0.2%
0%
0.2%
0.4%
0.6%
0.8%
1%
1.2%
Standard Deviation
0% 0.5% 1% 1.5% 2% 2.5% 3%
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Market Benchmark:
Bloomberg Gov Cr 1 to 3 yr
Cash Equivalent:
Citigroup 3-month T-bill
Return & Risk Analysis
October 2017 - September 2022: Summary Statistics
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Return
Excess Return
vs.
Market
Standard
Deviation
Beta
vs.
Market
Maximum
Drawdown
Up
Capture
vs.
Market
Down
Capture
vs.
Market
Alpha
vs.
Market
Sharpe
Ratio
R-Squared
vs.
Risk/Return Analysis – 7 Years
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past 18
performance is not a guarantee of future results. Net returns are net of maximum advisory & management fees that could potentially be charged.
Risk / Return
October 2015 - September 2022 (Single Computation)
Return
-0.4%
-0.2%
0%
0.2%
0.4%
0.6%
0.8%
1%
1.2%
Standard Deviation
0% 0.5% 1% 1.5% 2% 2.5% 3%
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Market Benchmark:
Bloomberg Gov Cr 1 to 3 yr
Cash Equivalent:
Citigroup 3-month T-bill
Return & Risk Analysis
October 2015 - September 2022: Summary Statistics
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Return
Excess Return
vs.
Market
Standard
Deviation
Beta
vs.
Market
Maximum
Drawdown
Up
Capture
vs.
Market
Down
Capture
vs.
Market
Alpha
vs.
Market
Sharpe
Ratio
R-Squared
vs.
Risk/Return Analysis – 10 Years
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed. Past 19
performance is not a guarantee of future results. Net returns are net of maximum advisory & management fees that could potentially be charged.
Risk / Return
October 2012 - September 2022 (Single Computation)
Return
-0.4%
-0.2%
0%
0.2%
0.4%
0.6%
0.8%
1%
1.2%
1.4%
Standard Deviation
0% 0.5% 1% 1.5% 2% 2.5%
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Market Benchmark:
Bloomberg Gov Cr 1 to 3 yr
Cash Equivalent:
Citigroup 3-month T-bill
Return & Risk Analysis
October 2012 - September 2022: Summary Statistics
BlackRock Short Term TFI (Net)
Genter Cap ST Taxable FI (Net)
Sage Advisory: Short Term F.I. (Net)
Segall Bryant: Short Term Fixed (Net)
Bloomberg Gov Cr 1 to 5 yr
Bloomberg Gov Cr 1 to 3 yr
Return
Excess Return
vs.
Market
Standard
Deviation
Beta
vs.
Market
Maximum
Drawdown
Up
Capture
vs.
Market
Down
Capture
vs.
Market
Alpha
vs.
Market
Sharpe
Ratio
R-Squared
Important Disclosures
Important Notes About Performance
Important Notes About Performance (Cont’d)
Manager and Fund Designations
Important Notes About This Report
Important Notes About This Report (Cont’d)
Important Notes About This Report (Cont’d)
Important Notes About This Report (Cont’d)
Important Notes About This Report (Cont’d)
Important Notes About This Report (Cont’d)
Important Notes About This Report (Cont’d)
Glossary
Glossary (Cont’d)
Glossary (Cont’d)
Glossary (Cont’d)
Glossary (Cont’d)
Glossary (Cont’d)
Qualitative Due Diligence Reports
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Tamarac Firefighters' Pension Trust Fund
Quarterly Performance Report
As of September 30, 2022
Scott Owens, CFAâ, CIMAâ
Managing Director - Wealth Management
Institutional Consulting Director
Corporate Retirement Director
Impact Investing Director
Alternative Investment Director
Scott.Owens@msgraystone.com
(813) 227-2027
Andy McIlvaine, CIMAâ
Associate Vice President
Institutional Consultant
Financial Advisor - Wealth Management
Andy.McIlvaine@msgraystone.com
(813) 227-2160
Past performance is no guarantee of future results. Estimates of future performance are based on assumptions that may not be realized. This material is not a solicitation of any offer
to buy or sell any security or other financial instrument or to participate
in any trading strategy. Please refer to important information, disclosures and qualifications at the end of this material.
WEALTH MANAGEMENT GLOBAL INVESTMENT OFFICE | CHARTBOOK | QUARTER IN REVIEW
Quarter in Review—3Q 2022
As of September 30, 2022
Source: Morgan Stanley Wealth Management Global Investment Office
• Equity returns continued to deteriorate for many indices in the third quarter. By the end of 3Q, indices showed further declines from June
2022, but growth stocks outperformed value stocks and small-cap outperformed large-cap. This included the S&P 500 (-4.9%), Russell 1000-
Large Cap (-4.6%), Russell 3000 (-4.5%), Nasdaq Composite (-3.9%), Russell Mid Cap (-3.4%), and Russell 2000-Small Cap (-2.2%). The indices
remain 20%+ below the price of each index on December 31, 2021.
• For the S&P 500, two sectors posted positive returns for the 3Q versus the close on June 30, 2022. The Consumer Discretionary (+4.4%) and
Energy (+2.3%) sectors posted positive returns in the third quarter while the remaining nine declined versus the close on June 30, 2022. Financials
(-3.1%) and Industrials (-4.7%) decreased but outperformed the S&P 500 Index on a relative basis during the quarter. Meanwhile sector
performance for Health Care (-5.2%), Utilities (-6.0%), IT (-6.2%), Consumer Staples (-6.6%), Materials (-7.1%), Real Estate (-11.0%) and
Communication Services (-12.7%) underperformed the S&P 500’s (4.9% decline) and fell since June 30, 2022.
• Across the globe, dips in the high single-digit to low double-digit range were most prevalent for equities in regions outside the US in the
third quarter of 2022. Nonetheless, 3Q22 returns rose for MSCI Turkey (+16.4%), MSCI Brazil (+8.7%), MSCI Indonesia (+7.9%), MSCI EM India
(+6.7%),
• The Fed’s aggressive rate hikes resulted in significant fixed income losses in the third quarter, compounding the second-quarter losses. The
Bloomberg US Aggregate Bond Index, a broad measure of the US bond market, fell 4.8% in 3Q22 after a 4.7% decline in the second quarter and a
5.9% decline in the first quarter. The Bloomberg Mortgage-Backed Securities Index fell 5.3% while the Bloomberg Municipal Bond Index declined
3.5%. The yield on the 10-year US Treasury note closed the third quarter at 3.83%, up from the 3.01% at the end of the second quarter. The yield
on 3-month Treasury bills was 3.25%, up from 1.63% at the close of the second quarter.
Page 2 Page 2 of 18
Past performance is no guarantee of future results. Estimates of future performance are based on assumptions that may not be realized. This material is not a solicitation of any offer
to buy or sell any security or other financial instrument or to participate
in any trading strategy. Please refer to important information, disclosures and qualifications at the end of this material.
WEALTH MANAGEMENT GLOBAL INVESTMENT OFFICE | CHARTBOOK | QUARTER IN REVIEW
Capital Markets Performance
Source: FactSet, Bloomberg, Morgan Stanley Wealth Management GIO. For more information about the risks to Master Limited Partnerships (MLPs), please refer to the Risk Considerations
section at the end of this material.
Capital Market Returns
ASSET CLASS INDEX IN USD 3-MONTH YTD 1-YR 3-YR ANN 5-YR ANN
Global Equity
Global Equity MSCI All Country World -6.7% -25.3% -20.3% 5.0% 4.8%
US Equity S&P 500 -4.9% -23.9% -15.5% 9.3% 9.3%
International Equity MSCI All Country World ex US -9.8% -26.2% -24.8% -0.4% -0.4%
Emerging Markets Equity MSCI Emerging Markets -11.4% -26.9% -27.8% -1.4% -1.7%
Global Fixed Income
Investment Grade Fixed Income Bloomberg US Aggregate -4.8% -14.6% -14.6% -3.5% -0.3%
Inflation-Linked Securities Bloomberg Universal Govt Inflation-Linked -5.6% -17.3% -14.8% -2.6% 1.2%
High Yield Bloomberg Global High Yield (H) -1.4% -16.4% -16.6% -2.1% 0.1%
Emerging Markets Fixed Income JP Morgan EM Bonds (UH in USD) -4.7% -18.6% -20.6% -2.7% -1.8%
Alternative Investments
Global REITs FTSE EPRA/NAREIT Global REITs -11.6% -28.9% -22.4% -6.2% -0.8%
Commodities Bloomberg Commodities -4.1% 13.6% 11.8% 13.7% 7.3%
MLPs Alerian MLP 8.1% 18.9% 19.6% 5.7% 2.2%
Hedged Strategies HFRX Global Hedge Fund Index 0.6% -4.5% -4.4% 2.8% 1.6%
Managed Futures HFRX Macro/CTA Index 3.0% 6.3% 5.4% 3.4% 2.7%
Private Real Estate NCREIF Private Real Estate - 8.7% 21.5% 10.2% 8.9%
Global Cash
Cash Citigroup 3-month Treasury Bill 0.4% 0.6% 0.6% 0.6% 1.1%
Other Fixed Income
Municipal Fixed Income Bloomberg Municipal Bond -3.5% -12.1% -11.5% -2.0% 0.6%
As of September 30, 2022; Private Real Estate as of June 30, 2022
Page 3 Page 3 of 18
Past performance is no guarantee of future results. Estimates of future performance are based on assumptions that may not be realized. This material is not a solicitation of any offer
to buy or sell any security or other
financial instrument or to participate in any trading strategy. Please refer to important information, disclosures and qualifications at the end of this material. This slide sourced
from Market Performance section.
WEALTH MANAGEMENT GLOBAL INVESTMENT OFFICE | CHARTBOOK | MARKET PERSPECTIVES - YTD THROUGH SEPTEMBER
Total Returns on Major US Stock Market Indices
-6.2%
-4.9%
-3.9%
-4.6%
-2.2%
-19.7%
-23.9%
-32.0%
-24.6% -25.1%
-13.4%
-15.5%
-26.2%
-17.2%
-23.5%
-35%
-30%
-25%
-20%
-15%
-10%
-5%
0%
Dow Jones Industrial S&P 500 NASDAQ Composite Russell 1000 Russell 2000
3Q 2022 YTD year vs prior year (September) month end
As of September 30, 2022
Source: Bloomberg, Morgan Stanley Wealth Management GIC
Page 4 Page 4 of 18
Past performance is no guarantee of future results. Estimates of future performance are based on assumptions that may not be realized. This material is not a solicitation of any offer
to buy or sell any security or other
financial instrument or to participate in any trading strategy. Please refer to important information, disclosures and qualifications at the end of this material. This slide sourced
from Market Performance section.
WEALTH MANAGEMENT GLOBAL INVESTMENT OFFICE | CHARTBOOK | MARKET PERSPECTIVES - YTD THROUGH SEPTEMBER
Russell Style and Market Capitalization Indices
-5.6%
-3.6%
-4.9%
-0.6%
-4.6%
0.2%
-17.8%
-30.7%
-20.4%
-31.4%
-21.1%
-29.3%
-11.4%
-22.6%
-13.6%
-29.5%
-17.7%
-29.3%
-35%
-30%
-25%
-20%
-15%
-10%
-5%
0%
5%
Russell
1000 Value
Russell
1000 Growth
Russell
Midcap Value
Russell
Midcap Growth
Russell
2000 Value
Russell
2000 Growth
3Q 2022 YTD year vs prior year (September) month end
As of September 30, 2022
Source: Bloomberg, Morgan Stanley Wealth Management GIC
Page 5 Page 5 of 18
Past performance is no guarantee of future results. Estimates of future performance are based on assumptions that may not be realized. This material is not a solicitation of any offer
to buy or sell any security or other financial instrument or to participate
in any trading strategy. Please refer to important information, disclosures and qualifications at the end of this material.
WEALTH MANAGEMENT GLOBAL INVESTMENT OFFICE | CHARTBOOK | QUARTER IN REVIEW
-12.7%
-11.0%
-7.1%
-6.6%
-6.2%
-6.0%
-5.2%
-4.7%
-3.1%
2.2%
4.4%
-15% -10% -5% 0% 5% 10%
Communication Services
Real Estate
Materials
Staples
Technology
Utilities
Health Care
Industrials
Financials
Energy
Discretionary
S&P 500 Sector Total Return 3Q22
Source: Bloomberg and Morgan Stanley Wealth Management GIO.
Third Quarter Total Return
As of September 30, 2022
updated
Page 6 Page 6 of 18
Past performance is no guarantee of future results. Estimates of future performance are based on assumptions that may not be realized. This material is not a solicitation of any offer
to buy or sell any security or other
financial instrument or to participate in any trading strategy. Please refer to important information, disclosures and qualifications at the end of this material. This slide sourced
from Market Performance section.
WEALTH MANAGEMENT GLOBAL INVESTMENT OFFICE | CHARTBOOK | MARKET PERSPECTIVES - YTD THROUGH SEPTEMBER
Fixed Income Performance (Total Return %)
Source: FactSet. (1) Represented by Bloomberg US Treasury Inflation Protected Notes (TIPS), Bloomberg Global Inflation-Linked, Bloomberg US Aggregate, Bloomberg Global Aggregate, Bloomberg
US High Yield –
Corporate, Bloomberg Global High Yield, Bloomberg Global Majors (x US), Bloomberg US Government/Corporate, Bloomberg Emerging Market Local Currency Broad, JP Morgan GBI-EM Global Diversified
Composite
As of September 30, 2022
Page 7 Page 7 of 18
Morgan Stanley Wealth Management is the trade name of Morgan Stanley Smith Barney LLC, a registered broker-dealer in the United States.
The sole purpose of this material is to inform, and it in no way is intended to be an ofer or solicitation to purchase or sell any security, other investment or service, or to attract
any funds or deposits.
Investments mentioned may not be appropriate for all clients. Any product discussed herein may be purchased only after a client has carefully reviewed the ofering memorandum and executed
the
subscription documents. Morgan Stanley Wealth Management has not considered the actual or desired investment objectives, goals, strategies, guidelines, or factual circumstances of any
investor in
any fund(s). Before making any investment, each investor should carefully consider the risks associated with the investment, as discussed in the applicable ofering memorandum, and make
a
determination based upon their own particular circumstances, that the investment is consistent with their investment objectives and risk tolerance. Morgan Stanley Smith Barney LLC ofers
investment program services through a variety of investment programs, which are opened pursuant to written client agreements. Each program ofers investment managers, funds and features
that
are not available in other programs; conversely, some investment managers, funds or investment strategies may be available in more than one program.
Morgan Stanley’s investment advisory programs may require a minimum asset level and, depending on your specifc investment objectives and fnancial position, may not be appropriate for
you.
Please see the Morgan Stanley Smith Barney LLC program disclosure brochure (the “Morgan Stanley ADV”) for more information in the investment advisory programs available. The Morgan Stanley
ADV is available at www.morganstanley.com/ADV.
Sources of Data. Information in this material in this report has been obtained from sources that we believe to be reliable, but we do not guarantee its accuracy, completeness or timeliness.
Third-party
data providers make no warranties or representations relating to the accuracy, completeness or timeliness of the data they provide and are not liable for any damages relating to this
data. All opinions
included in this material constitute the Firm’s judgment as of the date of this material and are subject to change without notice. This material was not prepared by the research departments
of Morgan
Stanley & Co. LLC or Morgan Stanley Smith Barney LLC. Some historical fgures may be revised due to newly identifed programs, frm restatements, etc.
Global Investment Manager Analysis (GIMA) Focus List, Approved List and Tactical Opportunities List; Watch Policy. GIMA uses two methods to evaluate investment products in applicable
advisory programs: Focus (and investment products meeting this standard are described as being on the Focus List) and Approved (and investment products meeting this standard are described
as
being on the Approved List). In general, Focus entails a more thorough evaluation of an investment product than Approved. Sometimes an investment product may be evaluated using the Focus
List
process but then placed on the Approved List instead of the Focus List. Investment products may move from the Focus List to the Approved List, or vice versa. GIMA may also determine
that an
investment product no longer meets the criteria under either process and will no longer be recommended in investment advisory programs (in which case the investment product is given
a “Not
Approved” status). GIMA has a ‘Watch” policy and may describe a Focus List or Approved List investment product as being on “Watch” if GIMA identifes specifc areas that (a) merit further
evaluation
by GIMA and (b) may, but are not certain to, result in the investment product becoming “Not Approved.” The Watch period depends on the length of time needed for GIMA to conduct its evaluation
and for the investment manager or fund to address any concerns. Certain investment products on either the Focus List or Approved List may also be recommended for
the Tactical Opportunities List based in part on tactical opportunities existing at a given time. The investment products on the Tactical Opportunities List change over time. For more
information on
the Focus List, Approved List, Tactical Opportunities List and Watch processes, please see the applicable Form ADV Disclosure Document for Morgan Stanley Wealth Management. Your Financial
Advisor or Private Wealth Advisor can also provide upon request a copy of a publication entitled “Manager Selection Process.”
The Global Investment Committee is a group of seasoned investment professionals who meet regularly to discuss the global economy and markets. The committee determines the investment
outlook that guides our advice to clients. They continually monitor developing economic and market conditions, review tactical outlooks and recommend model portfolio weightings, as well
as
produce a suite of strategy, analysis, commentary, portfolio positioning suggestions and other reports and broadcasts.
The GIC Asset Allocation Models are not available to be directly implemented as part of an investment advisory service and should not be regarded as a recommendation of any Morgan Stanley
investment advisory service. The GIC Asset Allocation Models do not represent actual trading or any type of account or any type of investment strategies and none of the fees or other
expenses (e.g.
commissions, mark-ups, mark-downs, advisory fees, fund expenses) associated with actual trading or accounts are refected in the GIC Asset Allocation Models which, when compounded over
a period
of years, would decrease returns.
Adverse Active AlphaSM 2.0 is a patented screening and scoring process designed to help identify high-quality equity and fxed income managers with characteristics that may lead to future
outperformance relative to index and peers. While highly ranked managers performed well as a group in our Adverse Active Alpha model back tests, not all of the managers will outperform.
Please note
that this data may be derived from back-testing, which has the beneft of hindsight. In addition, highly ranked managers can have difering risk profles that might not be appropriate for
all investors.
Our view is that Adverse Active Alpha is a good starting point and should be used in conjunction with other information. Morgan Stanley Wealth Management’s qualitative and quantitative
investment
DISCLOSURES
Page 8 Page 8 of 18
manager due diligence process are equally important factors for investors when considering managers for use through an investment advisory program. Factors including, but not limited
to, manager
turnover and changes to investment process can partially or fully negate a positive Adverse Active Alpha ranking. Additionally, highly ranked managers can have difering risk profles
that might not be
appropriate for all investors.
The proprietary Value Score methodology considers an active investment strategies’ value proposition relative to its costs. From a historical quantitative study of several quantitative
markers, Value
Score measures perceived forward-looking beneft and computes (1) “fair value” expense ratios for most traditional investment managers across 40 categories and (2) managers’ perceived
“excess
value” by comparing the fair value expense ratios to actual expense ratios. Managers are then ranked within each category by their excess value to assign a Value Score. Our analysis
suggests that
greater levels of excess value have historically corresponded to attractive subsequent performance.
For more information on the ranking models, please see Adverse Active AlphaSM 2.0: Scoring Active Managers According to Potential Alpha and Value Score: Scoring Fee Efciency by Comparing
Managers’ “Fair Value” and Actual Expense Ratios. The whitepapers are available from your Financial Advisor or Private Wealth Advisor. ADVERSE ACTIVE ALPHA is a registered service mark
of
Morgan Stanley and/or its afliates. U.S. Pat. No. 8,756,098 applies to the Adverse Active Alpha system and/or methodology.
Additionally, highly ranked managers can have difering risk profles that might not be appropriate for all investors. For more information on AAA, please see the Adverse Active Alpha
Ranking Model
and Selecting Managers with Adverse Active Alpha whitepapers. The whitepaper are available from your Financial Advisor or Private Wealth Advisor. ADVERSE ACTIVE ALPHA is a registered
service
mark of Morgan Stanley and/or its afliates. U.S. Pat. No. 8,756,098 applies to the Adverse Active Alpha system and/or methodology.
The Global Investment Manager Analysis (GIMA) Services Only Apply to Certain Investment Advisory Programs GIMA evaluates certain investment products for the purposes of some – but not
all
– of Morgan Stanley Smith Barney LLC’s investment advisory programs (as described in more detail in the applicable Form ADV Disclosure Document for Morgan Stanley Wealth Management).
If you
do not invest through one of these investment advisory programs, Morgan Stanley Wealth Management is not obligated to provide you notice of any GIMA Status changes even though it may
give
notice to clients in other programs.
Strategy May Be Available as a Separately Managed Account or Mutual Fund Strategies are sometimes available in Morgan Stanley Wealth Management investment advisory programs both in the
form of a separately managed account (“SMA”) and a mutual fund. These may have diferent expenses and investment minimums. Your Financial Advisor or Private Wealth Advisor can provide
more
information on whether any particular strategy is available in more than one form in a particular investment advisory program. Generally, investment advisory accounts are subject to
an annual
asset-based fee (the “Fee”) which is payable monthly in advance (some account types may be billed diferently). In general, the Fee covers Morgan Stanley investment advisory services,
custody of
securities with Morgan Stanley, trade execution with or through Morgan Stanley or its afliates, as well as compensation to any Morgan Stanley Financial Advisor.
In addition, each account that is invested in a program that is eligible to purchase certain investment products, such as mutual funds, will also pay a Platform Fee (which is subject
to a Platform Fee
ofset) as described in the applicable ADV brochure. Accounts invested in the Select UMA program may also pay a separate Sub-Manager fee, if applicable.
If your account is invested in mutual funds or exchange traded funds (collectively “funds”), you will pay the fees and expenses of any funds in which your account is invested. Fees and
expenses are
charged directly to the pool of assets the fund invests in and are refected in each fund’s share price. These fees and expenses are an additional cost to you and would not be included
in the Fee amount
in your account statements. The advisory program you choose is described in the applicable Morgan Stanley Smith Barney LLC ADV Brochure, available at www.morganstanley.com/ADV.
Morgan Stanley or Executing Sub-Managers, as applicable, in some of Morgan Stanley’s Separately Managed Account (“SMA”) programs may efect transactions through broker-dealers other than
Morgan Stanley or our afliates. In such instances, you may be assessed additional costs by the other frm in addition to the Morgan Stanley and Sub-Manager fees. Those costs will be included
in the
net price of the security, not separately reported on trade confrmations or account statements. Certain Sub-Managers have historically directed most, if not all, of their trades to outside
frms.
Information provided by Sub-Managers concerning trade execution away from Morgan Stanley is summarized at: www.morganstanley.com/wealth/investmentsolutions/pdfs/adv/sotresponse.pdf.
For
more information on trading and costs, please refer to the ADV Brochure for your program(s), available at www.morganstanley.com/ADV, or contact your Financial Advisor / Private Wealth
Advisor.
Conficts of Interest: GIMA’s goal is to provide professional, objective evaluations in support of the Morgan Stanley Wealth Management investment advisory programs. We have policies
and
procedures to help us meet this goal. However, our business is subject to various conficts of interest. For example, ideas and suggestions for which investment products should be evaluated
by GIMA
come from a variety of sources, including our Morgan Stanley Wealth Management Financial Advisors and their direct or indirect managers, and other business persons within Morgan Stanley
Wealth
Management or its afliates. Such persons may have an ongoing business relationship with certain investment managers or mutual fund companies whereby they, Morgan Stanley Wealth
Management or its afliates receive compensation from, or otherwise related to, those investment managers or mutual funds. For example, a Financial Advisor may suggest that GIMA evaluates
an
investment manager or fund in which a portion of his or her clients’ assets are already invested. While such a recommendation is permissible, GIMA is responsible for the opinions expressed
by GIMA.
Separately, certain strategies managed or sub-advised by us or our afliates, including but not limited to MSIM and Eaton Vance Management (“EVM”) and its investment afliates, may be
included in
your account. See the conficts of interest section in the applicable Form ADV Disclosure Document for Morgan Stanley Wealth Management for a discussion of other types of conficts that
may be
relevant to GIMA’s evaluation of managers and funds. In addition, Morgan Stanley Wealth Management, MS&Co., managers and their afliates provide a variety of services (including research,
brokerage, asset management, trading, lending and investment banking services) for each other and for various clients, including issuers of securities that may be recommended for purchase
or sale by
clients or are otherwise held in client accounts, and managers in various advisory programs. Morgan Stanley Wealth Management, managers, MS&Co., and their afliates receive compensation
and
fees in connection with these services. Morgan Stanley Wealth Management believes that the nature and range of clients to which such services are rendered is such that it would be inadvisable
to
exclude categorically all of these companies from an account.
Morgan Stanley Wealth Management, managers, MS & Co., and their afliates receive compensation and fees in connection with these services. Morgan Stanley Wealth Management believes that
the
nature and range of clients to which such services are rendered is such that it would be inadvisable to exclude categorically all of these companies from an account .
Morgan Stanley charges each fund family we ofer a mutual fund support fee, also called a “revenue-sharing payment,” on client account holdings in fund families according to a tiered
rate that
increases along with the management fee of the fund so that lower management fee funds pay lower rates than those with higher management fees.
Consider Your Own Investment Needs: The model portfolios and strategies discussed in the material are formulated based on general client characteristics including risk tolerance . This
material is not
intended to be an analysis of whether particular investments or strategies are appropriate for you or a recommendation, or an ofer to participate in any investment. Therefore, clients
should not use
this material as the sole basis for investment decisions. They should consider all relevant information, including their existing portfolio, investment objectives, risk tolerance, liquidity
needs and
investment time horizon. Such a determination may lead to asset allocation results that are materially diferent from the asset allocation shown in this profle. Talk to your Financial
Advisor about what
would be an appropriate asset allocation for you, whether Morgan Stanley Pathway Funds is an appropriate program for you.
No obligation to notify – Morgan Stanley Wealth Management has no obligation to notify you when the model portfolios, strategies, or any other information, in this material changes.
For index, indicator and survey defnitions referenced in this report please visit the following: https://www.morganstanley.com/wealth-investmentsolutions/wmir-defnitions
The Morgan Stanley Pathway Funds, Firm Discretionary UMA Model Portfolios, and other asset allocation or any other model portfolios discussed in this material are available only to investors
participating in Morgan Stanley Consulting Group advisory programs. For additional information on the Morgan Stanley Consulting Group advisory programs, see the applicable ADV brochure,
available at www.morganstanley.com/ADV or from your Morgan Stanley Financial Advisor or Private Wealth Advisor. To learn more about the Morgan Stanley Pathway Funds, visit the Funds’
website
at https://www.morganstanley.com/wealth-investmentsolutions/cgcm. Consulting Group is a business of Morgan Stanley.
Morgan Stanley Pathway Program Asset Allocation Models There are model portfolios corresponding to fve risk-tolerance levels available in the Pathway program. Model 1 is the least aggressive
portfolio and consists mostly of bonds. As the model numbers increase, the models have higher allocations to equities and become more aggressive. Pathway is a mutual fund asset allocation
program.
In constructing the Pathway Program Model Portfolios, Morgan Stanley Wealth Management uses, among other things, model asset allocations produced by Morgan Wealth Management's Global
Investment Committee (the "GIC"). The Pathway Program Model Portfolios are specifc to the Pathway program (based on program features and parameters, and any other requirements of Morgan
Stanley Wealth Management's Consulting Group). The Pathway Program Model Portfolios may therefore difer in some respects from model portfolios available in other Morgan Stanley Wealth
Management programs or from asset allocation models published by the Global Investment Committee.
The type of mutual funds and ETFs discussed in this presentation utilizes nontraditional or complex investment strategies and/or derivatives. Examples of these types of funds include
those that utilize
one or more of the below noted investment strategies or categories or which seek exposure to the following markets: (1) commodities (e.g., agricultural, energy and metals), currency,
precious metals;
(2) managed futures; (3) leveraged, inverse or inverse leveraged; (4) bear market, hedging, long-short equity, market neutral; (5) real estate; (6) volatility (seeking exposure to the
CBOE VIX Index).
Investors should keep in mind that while mutual funds and ETFs may, at times, utilize nontraditional investment options and strategies, they should not be equated with unregistered privately
ofered
alternative investments. Because of regulatory limitations, mutual funds and ETFs that seek alternative-like investment exposure must utilize a more limited investment universe. As a
result,
investment returns and portfolio characteristics of alternative mutual funds and ETFs may vary from traditional hedge funds pursuing similar investment objectives. Moreover, traditional
hedge funds
have limited liquidity with long “lock-up” periods allowing them to pursue investment strategies without having to factor in the need to meet client redemptions and ETFs trade on an
exchange . On the
DISCLOSURES
other hand, mutual funds typically must meet daily client redemptions. This difering liquidity profle can have a material impact on the investment returns generated by a mutual fund
or ETF pursuing
an alternative investing strategy compared with a traditional hedge fund pursuing the same strategy.
Nontraditional investment options and strategies are often employed by a portfolio manager to further a fund’s investment objective and to help ofset market risks . However, these features
may be
complex, making it more difcult to understand the fund’s essential characteristics and risks, and how it will perform in diferent market environments and over various periods of time.
They may also
expose the fund to increased volatility and unanticipated risks particularly when used in complex combinations and/or accompanied by the use of borrowing or “leverage.”
Please consider the investment objectives, risks, fees, and charges and expenses of mutual funds, ETFs, closed end funds, unit investment trusts, and variable insurance products carefully
before investing. The prospectus contains this and other information about each fund. To obtain a prospectus, contact your Financial Advisor or Private Wealth Advisor or visit the Morgan
Stanley website at www.morganstanley.com. Please read it carefully before investing.
Money Market Funds: You could lose money in money market funds. Although money market funds classifed as government funds (i.e., money market funds that invest 99.5% of total assets
in cash
and/or securities backed by the U.S government) and retail funds (i.e., money market funds open to natural person investors only) seek to preserve value at $1.00 per share, they cannot
guarantee they
will do so. The price of other money market funds will fuctuate and when you sell shares they may be worth more or less than originally paid. Money market funds may impose a fee upon
sale or
temporarily suspend sales if liquidity falls below required minimums. During suspensions, shares would not be available for purchases, withdrawals, check writing or ATM debits. A money
market fund
investment is not insured or guaranteed by the Federal Deposit Insurance Corporation or other government agency. The Fund’s sponsor has no legal obligation to provide fnancial support
to the Fund,
and you should not expect that the sponsor will provide fnancial support to the Fund at any time.
Investors should carefully consider the investment objectives, risks, charges and expenses of a money market fund before investing. The prospectus contains this and other information
about
the money market fund. To obtain a prospectus, contact your Financial Advisor or visit the money market fund company’s website. Please read the prospectus carefully before investing.
Exchange Funds are private placement vehicles that enable holders of concentrated single-stock positions to exchange those stocks for a diversifed portfolio. Investors may beneft from
greater
diversifcation by exchanging a concentrated stock position for fund shares without triggering a taxable event. These funds are available only to qualifed investors and may only be ofered
by Financial
Advisors who are qualifed to sell alternative investments. Before investing, investors should consider the following:
- Dividends are pooled
- Investors may forfeit their stock voting rights
- Investment may be illiquid for several years
- Investments may be leveraged or contain derivatives
- Signifcant early redemption fees may apply
- Changes to the U.S. tax code, which could be retroactive (potentially disallowing the favorable tax treatment of exchange funds)
- Investment risk and potential loss of principal
KEY ASSET CLASS CONSIDERATIONS AND OTHER RISKS
Investing in the markets entails the risk of market volatility. The value of all types of investments, including stocks, mutual funds, exchange-traded funds (“ETFs”), closed-end funds,
and unit
investment trusts, may increase or decrease over varying time periods. To the extent the investments depicted herein represent international securities, you should be aware that there
may be
additional risks associated with international investing, including foreign economic, political, monetary and/or legal factors, changing currency exchange rates, foreign taxes, and diferences
in
fnancial and accounting standards. These risks may be magnifed in emerging markets and frontier markets. Some funds also invest in foreign securities, which may involve currency risk.
There is no
assurance that the fund will achieve its investment objective. Small- and mid-capitalization companies may lack the fnancial resources, product diversifcation and competitive strengths
of larger
companies. In addition, the securities of small- and mid-capitalization companies may not trade as readily as, and be subject to higher volatility than, those of larger, more established
companies. The
value of fxed income securities will fuctuate and, upon a sale, may be worth more or less than their original cost or maturity value. Bonds are subject to interest rate risk, call risk,
reinvestment risk,
liquidity risk, and credit risk of the issuer. High yield bonds are subject to additional risks such as increased risk of default and greater volatility because of the lower credit quality
of the issues. In the
case of municipal bonds, income is generally exempt from federal income taxes. Some income may be subject to state and local taxes and to the federal alternative minimum tax. Capital
gains, if any,
are subject to tax. Treasury Infation Protection Securities’ (TIPS) coupon payments and underlying principal are automatically increased to compensate for infation by tracking the consumer
price
index (CPI). While the real rate of return is guaranteed, TIPS tend to ofer a low return. Because the return of TIPS is linked to infation, TIPS may signifcantly underperform versus
conventional U.S.
Treasuries in times of low infation. There is no guarantee that investors will receive par if TIPS are sold prior to maturity. The returns on a portfolio consisting primarily of environmental,
social,
and governance-aware investments (“ESG”) may be lower or higher than a portfolio that is more diversifed or where decisions are based solely on investment considerations. Because ESG
criteria
exclude some investments, investors may not be able to take advantage of the same opportunities or market trends as investors that do not use such criteria. The companies identifed and
investment
examples are for illustrative purposes only and should not be deemed a recommendation to purchase, hold or sell any securities or investment products. They are intended to demonstrate
the
approaches taken by managers who focus on ESG criteria in their investment strategy. There can be no guarantee that a client's account will be managed as described herein. Options and
margin
trading involve substantial risk and are not appropriate for all investors. Besides the general investment risk of holding securities that may decline in value and the possible loss
of principal
invested, closed-end funds may have additional risks related to declining market prices relative to net asset values (NAVs), active manager underperformance and potential leverage. Closed-end
funds, unlike open-end funds, are not continuously ofered. There is a one-time public ofering and once issued, shares of closed-end funds are sold in the open market through a stock
exchange.
Shares of closed-end funds frequently trade at a discount from their NAV which may increase investors’ risk of loss. The risk of loss due to this discount may be greater for investors
expecting to sell
their shares in a relatively short period after completion of the public ofering. This characteristic is a risk separate and distinct from the risk that a closed-end fund’s net asset
value may decrease as a
result of investment activities. NAV is total assets less total liabilities divided by the number of shares outstanding. At the time an investor purchases or sells shares of a closed-end
fund, shares may
have a market price that is above or below NAV. Portfolios that invest a large percentage of assets in only one industry sector (or in only a few sectors) are more vulnerable to price
fuctuation than
those that diversify among a broad range of sectors.
Structured Investments are complex and not appropriate for all investors. An investment in Structures Investments involve risks. These risks can include but are not limited to: (1) Fluctuations
in the
price, level or yield of underlying instruments, interest rates, currency values and credit quality, (2) Substantial or total loss of principal, (3) Limits on participation in appreciation
of underlying
instrument, (4) Limited liquidity, (5) Issuer credit risk and (6) Conficts of Interest. There is no assurance that a strategy of using structured product for wealth preservation, yield
enhancement, and/or
interest rate risk hedging will meet its objectives.
Alternative investments may be either traditional alternative investment vehicles, such as hedge funds, fund of hedge funds, private equity, private real estate and managed futures or,
non-traditional
products such as mutual funds and exchange-traded funds that also seek alternative-like exposure but have signifcant diferences from traditional alternative investments. Alternative
investments
often are speculative and include a high degree of risk. Investors could lose all or a substantial amount of their investment. Alternative investments are appropriate only for eligible,
long-term investors
who are willing to forgo liquidity and put capital at risk for an indefnite period of time. They may be highly illiquid and can engage in leverage and other speculative practices that
may increase the
volatility and risk of loss. Alternative Investments typically have higher fees than traditional investments. Investors should carefully review and consider potential risks before investing.
Certain of these
risks may include but are not limited to: Loss of all or a substantial portion of the investment due to leveraging, short-selling, or other speculative practices; Lack of liquidity in
that there may be no
secondary market for a fund; Volatility of returns; Restrictions on transferring interests in a fund; Potential lack of diversifcation and resulting higher risk due to concentration
of trading authority when
a single advisor is utilized; Absence of information regarding valuations and pricing; Complex tax structures and delays in tax reporting; Less regulation and higher fees than mutual
funds; and Risks
associated with the operations, personnel, and processes of the manager. Further, opinions regarding Alternative Investments expressed herein may difer from the opinions expressed by
Morgan
Stanley Wealth Management and/or other businesses/afliates of Morgan Stanley Wealth Management.
Certain information contained herein may constitute forward-looking statements. Due to various risks and uncertainties, actual events, results or the performance of a fund may difer
materially from
those refected or contemplated in such forward-looking statements. Clients should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing.
Alternative investments involve complex tax structures, tax inefcient investing, and delays in distributing important tax information. Individual funds have specifc risks related to
their investment
programs that will vary from fund to fund. Clients should consult their own tax and legal advisors as Morgan Stanley Wealth Management does not provide tax or legal advice.
Interests in alternative investment products are ofered pursuant to the terms of the applicable ofering memorandum, are distributed by Morgan Stanley Smith Barney LLC and certain of
its afliates,
and (1) are not FDIC-insured, (2) are not deposits or other obligations of Morgan Stanley or any of its afliates, (3) are not guaranteed by Morgan Stanley and its afliates, and (4) involve
investment
It should be noted that the majority of hedge fund indexes are comprised of hedge fund manager returns. This is in contrast to traditional indexes, which are comprised of individual
securities in the
various market segments they represent and ofer complete transparency as to membership and construction methodology. As such, some believe that hedge fund index returns have certain
biases
that are not present in traditional indexes. Some of these biases infate index performance, while others may skew performance negatively. However, many studies indicate that overall
hedge fund
index performance has been biased to the upside. Some studies suggest performance has been infated by up to 260 basis points or more annually depending on the types of biases included
and the
time period studied. Although there are numerous potential biases that could afect hedge fund returns, we identify some of the more common ones throughout this paper.
Self-selection bias results when certain manager returns are not included in the index returns and may result in performance being skewed up or down. Because hedge funds are private
placements,
hedge fund managers are able to decide which fund returns they want to report and are able to opt out of reporting to the various databases. Certain hedge fund managers may choose only
to report
returns for funds with strong returns and opt out of reporting returns for weak performers. Other hedge funds that close may decide to stop reporting in order to retain secrecy, which
may cause a
downward bias in returns.
Survivorship bias results when certain constituents are removed from an index. This often results from the closure of funds due to poor performance, “blow ups,” or other such events.
As such, this bias
typically results in performance being skewed higher. As noted, hedge fund index performance biases can result in positive or negative skew. However, it would appear that the skew is
more often
positive. While it is difcult to quantify the efects precisely, investors should be aware that idiosyncratic factors may be giving hedge fund index returns an artifcial “lift” or upwards
bias.
Hedge Funds of Funds and many funds of funds are private investment vehicles restricted to certain qualifed private and institutional investors. They are often speculative and include
a high degree of
risk. Investors can lose all or a substantial amount of their investment. They may be highly illiquid, can engage in leverage and other speculative practices that may increase volatility
and the risk of loss,
and may be subject to large investment minimums and initial lockups. They involve complex tax structures, tax-inefcient investing and delays in distributing important tax information.
Categorically,
hedge funds and funds of funds have higher fees and expenses than traditional investments, and such fees and expenses can lower the returns achieved by investors. Funds of funds have
an additional
layer of fees over and above hedge fund fees that will ofset returns. An investment in an exchange-traded fund involves risks similar to those of investing in a broadly based portfolio
of equity
securities traded on an exchange in the relevant securities market, such as market fuctuations caused by such factors as economic and political developments, changes in interest rates
and perceived
trends in stock and bond prices. An investment in a target date portfolio is subject to the risks attendant to the underlying funds in which it invests, in these portfolios the funds
are the Consulting
Group Capital Market funds. A target date portfolio is geared to investors who will retire and/or require income at an approximate year. The portfolio is managed to meet the investor’s
goals by the
pre-established year or “target date.” A target date portfolio will transition its invested assets from a more aggressive portfolio to a more conservative portfolio as the target date
draws closer . An
investment in the target date portfolio is not guaranteed at any time, including, before or after the target date is reached. Managed futures investments are speculative, involve a high
degree of risk,
use signifcant leverage, are generally illiquid, have substantial charges, subject investors to conficts of interest, and are appropriate only for the risk capital portion of an investor’s
portfolio. Managed
futures investments do not replace equities or bonds but rather may act as a complement in a well diversifed portfolio. Managed Futures are complex and not appropriate for all investors.
Virtual Currency Products (Cryptocurrencies)
Buying, selling, and transacting in Bitcoin, Ethereum or other digital assets (“Digital Assets”), and related funds and products, is highly speculative and may result in a loss of the
entire
investment. Risks and considerations include but are not limited to:
- Digital Assets have only been in existence for a short period of time and historical trading prices for Digital Assets have been highly volatile . The price of Digital Assets could
decline rapidly, and
investors could lose their entire investment.
- Certain Digital Asset funds and products, allow investors to invest on a more frequent basis than investors may withdraw from the fund or product, and interests in such funds or products
are
generally not freely transferrable. This means that, particularly given the volatility of Digital Assets, an investor will have to bear any losses with respect to its investment for
an extended period of time
and will not be able to react to changes in the price of the Digital Asset once invested (for example, by seeking to withdraw) as quickly as when making the decision to invest. Such
Digital Asset funds
and products, are intended only for persons who are able to bear the economic risk of investment and who do not need liquidity with respect to their investments .
- Given the volatility in the price of Digital Assets, the net asset value of a fund or product that invests in such assets at the time an investor’s subscription for interests in the
- Certain Digital Assets are not intended to function as currencies but are intended to have other use cases. These other Digital Assets may be subject to some or all of the risks and
considerations set
forth herein, as well as additional risks applicable to such Digital Assets. Buyers, sellers and users of such Digital Assets should thoroughly familiarize themselves with such risks
and considerations
before transacting in such Digital Assets.
- The value of Digital Assets may be negatively impacted by future legal and regulatory developments, including but not limited to increased regulation of such Digital Assets. Any such
developments
may make such Digital Assets less valuable, impose additional burdens and expenses on a fund or product investing in such assets or impact the ability of such a fund or product to continue
to operate,
which may materially decrease the value of an investment therein.
- Due to the new and evolving nature of digital currencies and the absence of comprehensive guidance, many signifcant aspects of the tax treatment of Digital Assets are uncertain. Prospective
investors should consult their own tax advisors concerning the tax consequences to them of the purchase, ownership and disposition of Digital Assets, directly or indirectly through a
fund or product,
under U.S. federal income tax law, as well as the tax law of any relevant state, local or other jurisdiction.
- Over the past several years, certain Digital Asset exchanges have experienced failures or interruptions in service due to fraud, security breaches, operational problems or business
failure. Such events
in the future could impact any fund’s or product’s ability to transact in Digital Assets if the fund or product relies on an impacted exchange and may also materially decrease the price
of Digital Assets ,
thereby impacting the value of your investment, regardless of whether the fund or product relies on such an impacted exchange.
- Although any Digital Asset product and its service providers have in place signifcant safeguards against loss, theft, destruction and inaccessibility, there is nonetheless a risk that
some or all of a
product’s Digital Asset could be permanently lost, stolen, destroyed or inaccessible by virtue of, among other things, the loss or theft of the “private keys” necessary to access a product’s
Digital Asset.
- Investors in funds or products investing or transacting in Digital Assets may not beneft to the same extent (or at all) from “airdrops” with respect to, or “forks” in, a Digital Asset’s
blockchain,
compared to investors who hold Digital Assets directly instead of through a fund or product. Additionally, a “fork” in the Digital Asset blockchain could materially decrease the price
of such Digital
Asset.
- Digital Assets are not legal tender, and are not backed by any government, corporation or other identifed body, other than with respect to certain digital currencies that certain governments
are or
may be developing now or in the future. No law requires companies or individuals to accept digital currency as a form of payment (except, potentially, with respect to digital currencies
developed by
certain governments where such acceptance may be mandated). Instead, other than as described in the preceding sentences, Digital Asset products’ use is limited to businesses and individuals
that are
willing to accept them. If no one were to accept digital currencies, virtual currency products would very likely become worthless.
- Platforms that buy and sell Digital Assets can be hacked, and some have failed. In addition, like the platforms themselves, digital wallets can be hacked, and are subject to theft
and fraud. As a result,
like other investors have, you can lose some or all of your holdings of Digital Assets.
- Unlike US banks and credit unions that provide certain guarantees of safety to depositors, there are no such safeguards provided to Digital Assets held in digital wallets by their
providers or by
regulators.
- Due to the anonymity Digital Assets ofer, they have known use in illegal activity, including drug dealing, money laundering, human tracking, sanction evasion and other forms of illegal
commerce.
Abuses could impact legitimate consumers and speculators; for instance, law enforcement agencies could shut down or restrict the use of platforms and exchanges, limiting or shutting
of entirely the
ability to use or trade Digital Asset products.
- Digital Assets may not have an established track record of credibility and trust. Further, any performance data relating to Digital Asset products may not be verifable as pricing models
are not
uniform.
- Investors should be aware of the potentially increased risks of transacting in Digital Assets relating to the risks and considerations, including fraud, theft, and lack of legitimacy,
and other aspects and
qualities of Digital Assets, before transacting in such assets.
- The exchange rate of virtual currency products versus the USD historically has been very volatile and the exchange rate could drastically decline. For example, the exchange rate of
certain Digital
DISCLOSURES
Page 14 Page 14 of 18
Assets versus the USD has in the past dropped more than 50% in a single day. Other Digital Assets may be afected by such volatility as well.
- Digital Asset exchanges have limited operating and performance histories and are not regulated with the same controls or customer protections available to more traditional exchanges
transacting
equity, debt, and other assets and securities. There is no assurance that a person/exchange who currently accepts a Digital Asset as payment will continue to do so in the future.
- The regulatory framework of Digital Assets is evolving, and in some cases is uncertain, and Digital Assets themselves may not be governed and protected by applicable securities regulators
and
securities laws, including, but not limited to, Securities Investor Protection Corporation coverage, or other regulatory regimes.
- Morgan Stanley Smith Barney LLC or its afliates (collectively, “Morgan Stanley”) may currently, or in the future, ofer or invest in Digital Asset products, services or platforms. The
proprietary
interests of Morgan Stanley may confict with your interests.
- The foregoing list of considerations and risks are not and do not purport to be a complete enumeration or explanation of the risks involved in an investment in any product or fund
investing or trading
in Digital Assets.
Asset allocation and diversifcation do not assure a proft or protect against loss in declining fnancial markets. Past performance is no guarantee of future results. Actual results may
vary.
Rebalancing does not protect against a loss in declining fnancial markets. There may be a potential tax implication with a rebalancing strategy. Investors should consult with their tax
advisor before
implementing such a strategy.
Indices are unmanaged and investors cannot directly invest in them. They are not subject to expenses or fees and are often comprised of securities and other investment instruments the
liquidity of
which is not restricted. A particular investment product may consist of securities signifcantly diferent than those in any index referred to herein. Composite index results are shown
for illustrative
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DISCLOSURES
Page 15 Page 15 of 18
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Equity securities may fuctuate in response to news on companies, industries, market conditions and general economic environment. Ultrashort-term fxed income asset class is comprised
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income securities with high quality, very short maturities. They are therefore subject to the risks associated with debt securities such as credit and interest rate risk.
Master Limited Partnerships (MLPs) are limited partnerships or limited liability companies that are taxed as partnerships and whose interests (limited partnership units or limited liability
company
units) are traded on securities exchanges like shares of common stock. Currently, most MLPs operate in the energy, natural resources or real estate sectors. Investments in MLP interests
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tax treatment of distributions (typically mostly tax deferred), and commodity volume risk. The potential tax benefts from investing in MLPs depend on their being treated as partnerships
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tax liabilities associated with the portion of MLP distributions considered to be a tax-deferred return of capital and for any net operating gains as well as capital appreciation of
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deferred tax liability is refected in the daily NAV, and, as a result, the MLP fund’s after-tax performance could difer signifcantly from the underlying assets even if the pre-tax performance
is closely
tracked.
Investing in commodities entails signifcant risks. Commodity prices may be afected by a variety of factors at any time, including but not limited to, (i) changes in supply and demand
relationships, (ii)
governmental programs and policies, (iii) national and international political and economic events, war and terrorist events, (iv) changes in interest and exchange rates, (v) trading
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or decline,
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REITs investing risks are similar to those associated with direct investments in real estate: property value fuctuations, lack of liquidity, limited diversifcation and sensitivity to
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Yields are subject to change with economic conditions. Yield is only one factor that should be considered when making an investment decision. Credit ratings are subject to change. Duration,
the
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Companies paying dividends can reduce or cut payouts at any time.
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considered to be value stocks are able to turn their business around or successfully employ corrective strategies which would result in stock prices that do not rise as initially expected
.
Any type of continuous or periodic investment plan does not assure a proft and does not protect against loss in declining markets. Since such a plan involves continuous investment in
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© 2022 Morgan Stanley Smith Barney LLC. Member SIPC.
DISCLOSURES
Page 18 Page 18 of 18
Allocation
Market
Value
($)
%
Performance(%)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Inception
Date
Total Fund 129,084,327 100.00 -4.54 -17.07 -17.07 3.94 4.64 6.17 6.71 6.06 04/01/2002
Total Fund (net) -4.65 -17.47 -17.47 3.45 4.14 5.66 6.17 5.57
Policy Index -4.62 -14.83 -14.83 3.98 5.06 6.73 7.03 6.40
Domestic Equity
Cambiar Investors Inc - Large Cap Value 27,314,414 21.16 -4.51 -12.64 -12.64 8.08 6.89 9.30 10.32 7.38 12/01/2005
Cambiar Investors Inc - Large Cap Value (net) -4.63 -13.11 -13.11 7.53 6.33 8.75 9.74 6.84
Russell 1000 Value -5.62 -11.36 -11.36 4.36 5.29 8.15 9.17 6.73
Polen - Large Cap Growth 24,203,256 18.75 -4.82 -33.61 -33.61 5.39 N/A N/A N/A 8.96 11/01/2018
Polen - Large Cap Growth (net) -4.92 -33.95 -33.95 4.87 N/A N/A N/A 8.46
Russell 1000 Gr -3.60 -22.59 -22.59 10.67 N/A N/A N/A 11.72
Kennedy - Mid Cap Value 7,505,683 5.81 -1.54 -13.48 -13.48 7.30 6.16 9.53 N/A 9.22 09/01/2013
Kennedy - Mid Cap Value (net) -1.93 -14.15 -14.15 6.51 5.37 8.63 N/A 8.32
Russell Midcap Value -4.93 -13.56 -13.56 4.50 4.75 7.66 N/A 7.98
MDT Advisers - Mid Cap Growth 6,748,452 5.23 -1.65 -25.89 -25.89 7.21 10.25 11.47 12.82 10.12 08/01/2007
MDT Advisers - Mid Cap Growth (net) -1.85 -26.58 -26.58 6.26 9.28 10.49 11.78 9.14
Russell Midcap Growth -0.65 -29.50 -29.50 4.26 7.63 9.54 10.85 8.22
International Equity
ClearBridge - International Value 9,596,607 7.43 -6.93 -18.27 -18.27 1.07 -2.36 N/A N/A -0.13 04/01/2017
ClearBridge - International Value (net) -7.08 -18.90 -18.90 0.43 -2.97 N/A N/A -0.72
MSCI AC World ex US Net -9.91 -25.17 -25.17 -1.52 -0.81 N/A N/A 1.38
MSCI AC World ex US Value Net -10.44 -20.02 -20.02 -2.15 -2.12 N/A N/A -0.16
Renaissance - International Growth 6,204,943 4.81 -10.00 -26.49 -26.49 -3.19 -3.36 1.34 3.04 5.03 01/01/2009
Renaissance - International Growth (net) -10.17 -26.99 -26.99 -3.80 -3.97 0.70 2.38 4.38
MSCI AC World ex US Net -9.91 -25.17 -25.17 -1.52 -0.81 3.29 3.01 5.22
Tamarac Firefighters' Pension Trust Fund
Asset Allocation & Time Weighted Performance
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 19
Tamarac Firefighters' Pension Trust Fund
Asset Allocation & Time Weighted Performance
as of September 30, 2022
Allocation
Market
Value
($)
%
Performance(%)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Inception
Date
Fixed Income
Garcia Hamilton - Interm Fixed Income 27,428,713 21.25 -4.19 -9.04 -9.04 -1.65 0.44 N/A N/A 0.93 02/01/2016
Garcia Hamilton - Interm Fixed Income (net) -4.25 -9.27 -9.27 -1.89 0.19 N/A N/A 0.68
BC Gov/Cr Intm -3.06 -10.14 -10.14 -1.64 0.38 N/A N/A 0.76
Alternatives
Blackrock - Global L/S Credit 2,831,508 2.19 -0.66 -8.41 -8.41 N/A N/A N/A N/A 0.65 07/01/2020
Blackrock - Global L/S Credit (net) -0.66 -8.41 -8.41 N/A N/A N/A N/A 0.65
HFRX Fixed Income - Credit Index -1.05 -13.81 -13.81 N/A N/A N/A N/A -1.91
Barclays Aggregate -4.75 -14.60 -14.60 N/A N/A N/A N/A -6.88
Blackstone - Multi-Strategy 2,847,811 2.21 -1.27 -6.96 -6.96 N/A N/A N/A N/A 2.67 07/01/2020
Blackstone - Multi-Strategy (net) -1.27 -6.96 -6.96 N/A N/A N/A N/A 2.67
HFRX Global Hedge Fund 0.51 -4.50 -4.50 N/A N/A N/A N/A 2.98
Barclays Aggregate -4.75 -14.60 -14.60 N/A N/A N/A N/A -6.88
UBS - Private Real Estate 5,874,541 4.55 0.02 17.36 17.36 7.63 5.96 6.28 7.76 7.89 08/01/2012
UBS - Private Real Estate (net) -0.16 16.56 16.56 6.83 5.08 5.30 6.68 6.83
NCREIF Property Idx 0.57 16.07 16.07 9.91 8.62 8.46 9.48 9.57
Barclays Aggregate -4.75 -14.60 -14.60 -3.26 -0.27 0.54 0.89 0.90
Mainstay - Global Infrastructure 7,093,861 5.50 -9.31 -8.61 -8.61 N/A N/A N/A N/A -7.54 05/01/2021
Mainstay - Global Infrastructure (net) -9.31 -8.61 -8.61 N/A N/A N/A N/A -7.54
DJ Brookfield Gbl Infra Comp TR -10.22 -7.24 -7.24 N/A N/A N/A N/A -4.30
Barclays Aggregate -4.75 -14.60 -14.60 N/A N/A N/A N/A -9.84
Cash & Equivalents
Non-Managed Account 1,434,539 1.11 0.22 0.30 0.30 0.46 1.03 0.81 0.56 0.50 07/01/2011
90-Day T-Bills 0.45 0.63 0.63 0.57 1.13 0.92 0.66 0.59
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 20
% Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Inception
Date
Total Fund 100.00 -4.67 -17.45 -17.45 3.56 4.19 5.65 6.11 5.76 03/29/2002
Domestic Equity
Cambiar Investors Inc - Large Cap Value 21.16 -4.49 -12.71 -12.71 8.64 7.07 9.24 10.25 7.55 03/29/2002
Polen - Large Cap Growth 18.75 -6.08 -34.45 -34.45 7.71 N/A N/A N/A 11.26 10/31/2018
Kennedy - Mid Cap Value 5.82 -1.90 -13.78 -13.78 8.87 6.81 9.52 N/A 8.69 08/02/2013
MDT Advisers - Mid Cap Growth 5.23 -1.84 -26.58 -26.58 8.66 11.08 11.89 13.18 10.88 07/05/2007
International Equity
ClearBridge - International Value 7.43 -7.08 -18.77 -18.77 0.73 -1.93 N/A N/A -0.59 03/31/2017
Renaissance - International Growth 4.81 -7.50 -25.06 -25.06 -3.96 -4.14 -0.85 0.64 2.11 12/29/2008
Fixed Income
Garcia Hamilton - Interm Fixed Income 21.25 -4.35 -9.42 -9.42 -2.19 -0.06 0.41 0.71 2.75 03/29/2002
Alternatives
Blackrock - Global L/S Credit 2.19 -0.32 -8.19 -8.19 N/A N/A N/A N/A -0.87 06/30/2020
Blackstone - Multi-Strategy 2.21 -1.19 -6.91 -6.91 N/A N/A N/A N/A 1.04 06/30/2020
UBS - Private Real Estate 4.55 -0.16 16.56 16.56 6.83 5.08 5.30 6.68 6.83 07/31/2012
Mainstay - Global Infrastructure 5.50 -9.31 -8.91 -8.91 N/A N/A N/A N/A -7.82 04/30/2021
Tamarac Firefighters' Pension Trust Fund
Asset Allocation & Net Dollar Weighted Performance (IRR)
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 21
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
15.0
30.0
-15.0
-30.0
-45.0
Return
Current
Quarter
YTD 1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Total Fund Policy Index 90-Day T-Bills
-1.5
0.0
1.5
3.0
4.5
6.0
7.5
9.0
Return (%)
-4.0 -2.0 0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
04/01/2002
Total Fund -4.54 -17.07 -17.07 3.94 4.64 6.17 6.71 6.06
Policy Index -4.62 -14.83 -14.83 3.98 5.06 6.73 7.03 6.40
Differences 0.08 -2.24 -2.24 -0.04 -0.42 -0.56 -0.32 -0.34
Current
Quarter
Fiscal
YTD
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
Total Fund Policy Index Net Cash Flow
($100.0)
$0.0
$100.0
$200.0
$300.0
Market Value In Millions
3/02 3/03 3/04 3/05 3/06 3/07 3/08 3/09 3/10 3/11 3/12 3/13 3/14 3/15 3/16 3/17 3/18 3/19 3/20 3/21 9/22
$47.6
$136.7
$129.1
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses Income
Return On
Investment
Market Value
As of
09/30/2022
Total Fund 135,429.83 - 56,239.09 -56,267.38 -175.06 - 638.99 -6,142.16 129,084.33
0
20
40
60
80
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
13
7 7 9
24 24
48
43
30
21
10 10
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
Total Fund - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 23
Sharpe Ratio
0.0
0.3
0.6
0.9
1.2
1.5
9/22 9/21 9/20 9/19
0.3
0.8
0.5
0.9
0.3
0.8
0.5
0.8
Beta
0.0
0.4
0.8
1.2
1.6
-0.4
-0.8
9/22 9/21 9/20 9/19
1.0 1.0 1.0 1.0
Up Capture
0.0
100.0
200.0
-100.0
9/22 9/21 9/20 9/19
106.2 105.5 98.8
97.0
Down Capture
0.0
100.0
200.0
-100.0
9/22 9/21 9/20 9/19
107.6 104.7 101.1 100.9
Tamarac Firefighters' Pension Trust Fund
Total Fund - Rolling Three Year MPT Statistics
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 24
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
15.0
30.0
-15.0
-30.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Cambiar Investors Inc - Large Cap Value
Russell 1000 Value
90-Day T-Bills
-2.0
0.0
2.0
4.0
6.0
8.0
10.0
Return (%)
-9.0 -6.0 -3.0 0.0 3.0 6.0 9.0 12.0 15.0 18.0 21.0 24.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
12/01/2005
Cambiar - Large Cap Value -4.51 -12.64 -12.64 8.08 6.89 9.30 10.32 7.38
Russell 1000 Value -5.62 -11.36 -11.36 4.36 5.29 8.15 9.17 6.74
Differences 1.11 -1.28 -1.28 3.72 1.60 1.15 1.15 0.64
Current
Quarter
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
Cambiar Investors Inc - Large Cap Value Russell 1000 Value Net Cash Flow
($15.0)
$0.0
$15.0
$30.0
$45.0
$60.0
Market Value In Millions
11/05 11/06 11/07 11/08 11/09 11/10 11/11 11/12 11/13 11/14 11/15 11/16 11/17 11/18 11/19 11/20 11/21 9/22
$5.0
$24.7
$27.3
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
Cambiar Investors Inc - Large Cap Value 29,123,708.67 - 4,538,984.64 -5,053,418.60 -39,566.04 - -1,255,295.08 27,314,413.59
0
15
30
45
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
22
6 7
10
14
17
21 21
30
15
10
29
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
Cambiar - Large Cap Value - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 26
Sharpe Ratio
0.0
0.3
0.6
0.9
1.2
9/22 9/21 9/20 9/19
0.3
0.5
0.1
0.7
0.5
0.7
0.4
0.6
Beta
0.0
0.5
1.0
1.5
-0.5
9/22 9/21 9/20 9/19
0.9 0.9 0.9
1.1
Up Capture
0.0
150.0
325.0
-150.0
9/22 9/21 9/20 9/19
97.5 102.4 106.0 105.3
Down Capture
0.0
150.0
325.0
-150.0
9/22 9/21 9/20 9/19
83.7 86.7 89.9
110.5
Tamarac Firefighters' Pension Trust Fund
Cambiar Investors Inc - Large Cap Value - Rolling Three Year MPT Statistics
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 27
Allocation
Cambiar Investors Inc - Large Cap Value
Russell 1000 Value
0.0 5.0 10.0 15.0 20.0 25.0 30.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Performance
Cambiar Investors Inc - Large Cap Value
Russell 1000 Value
-45.0 -30.0 -15.0 0.0 15.0 30.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Total Attribution
-1.5 -1.2 -0.9 -0.6 -0.3 0.0 0.3 0.6 0.9 1.2 1.5 1.8
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Tamarac Firefighters' Pension Trust Fund
Cambiar Investors Inc - Large Cap Value - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 28
Allocation - 07/01/2022
Portfolio Benchmark
Performance - Quarter Ending
September 30, 2022
Portfolio Benchmark
Attribution
Sector Stock Interaction Total
Communication Services 6.92 8.76 -18.62 -13.48 0.14 -0.45 0.09 -0.21
Consumer Discretionary 8.13 5.75 -5.40 -2.70 0.07 -0.16 -0.06 -0.15
Consumer Staples 10.07 7.29 -9.82 -6.26 -0.02 -0.26 -0.10 -0.38
Energy 2.78 7.24 -6.25 3.06 -0.39 -0.67 0.42 -0.64
Financials 19.05 19.52 -1.58 -3.35 -0.01 0.35 -0.01 0.33
Health Care 8.11 17.23 -3.79 -5.68 0.01 0.33 -0.17 0.16
Industrials 19.13 9.90 -5.20 -4.55 0.10 -0.07 -0.06 -0.03
Information Technology 15.54 9.03 -0.96 -8.18 -0.17 0.65 0.47 0.95
Materials 2.90 4.23 5.82 -8.02 0.03 0.59 -0.18 0.43
Real Estate 1.95 5.09 -21.29 -10.29 0.15 -0.56 0.35 -0.07
Utilities 5.42 5.96 -2.79 -5.71 0.00 0.17 -0.02 0.16
Total 100.00 100.00 -5.04 -5.60 -0.09 -0.08 0.72 0.56
Tamarac Firefighters' Pension Trust Fund
Cambiar Investors Inc - Large Cap Value - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 29
Portfolio Characteristics
Portfolio Benchmark
Wtd. Avg. Mkt. Cap ($000) 141,285,840.41 133,920,973.08
Median Mkt. Cap ($000) 52,467,827.00 10,526,064.60
Price/Earnings ratio 17.89 13.71
Price/Book ratio 2.87 2.25
5 Yr. EPS Growth Rate (%) 10.90 12.70
Beta (5 Years, Monthly) 0.94 1.00
Number of Stocks 38 855
Debt to Equity (%) 254.50 216.46
Top Ten Equity Holdings
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Humana Inc. 3.53 0.11 3.42 3.82
Constellation Brands Inc 3.40 0.21 3.19 -1.13
Raytheon Technologies Corp 3.35 0.74 2.61 -14.33
Sempra 3.34 0.29 3.05 1.26
Union Pacific Corp 3.30 0.00 3.30 -8.13
Corteva Inc 3.30 0.25 3.05 5.82
United Parcel Service Inc 3.29 0.08 3.21 -10.85
IntercontinentalExchange 3.22 0.30 2.92 -3.55
Colgate-Palmolive Co 3.15 0.14 3.01 -11.80
Sysco Corporation 3.14 0.00 3.14 -16.53
% of Portfolio 33.02 2.12 30.90
Ten Best Performers
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Uber Technologies Inc 2.54 0.04 2.50 29.52
Schwab (Charles) Corp 2.63 0.29 2.34 14.10
TJX Companies Inc (The) 2.17 0.00 2.17 11.75
Principal Financial Group Inc 2.09 0.11 1.98 8.94
Rockwell Automation Inc. 2.08 0.05 2.03 8.40
Motorola Solutions Inc 3.13 0.22 2.91 7.20
Amazon.com Inc 2.88 0.00 2.88 6.39
Corteva Inc 3.30 0.25 3.05 5.82
Fiserv Inc. 2.65 0.30 2.35 5.17
Humana Inc. 3.53 0.11 3.42 3.82
% of Portfolio 27.00 1.37 25.63
Ten Worst Performers
Portfolio
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
20.0
40.0
-20.0
-40.0
-60.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
Since
Inception
Polen - Large Cap Growth Russell 1000 Gr
90-Day T-Bills
-6.0
-3.0
0.0
3.0
6.0
9.0
12.0
15.0
18.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0 32.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
Inception
11/01/2018
Polen - Large Cap Growth -4.82 -33.61 -33.61 5.39 8.96
Russell 1000 Gr -3.60 -22.59 -22.59 10.67 11.72
Differences -1.22 -11.02 -11.02 -5.28 -2.76
Current
Quarter
Fiscal
YTD
1
Year
3
Years
Inception
11/01/2018
Polen - Large Cap Growth
Beginning Market Value 22,749 33,230 33,230 23,943 21,762
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
Polen - Large Cap Growth Russell 1000 Gr Net Cash Flow
$0.0
$15.0
$30.0
$45.0
Market Value In Millions
10/18 1/19 4/19 7/19 10/19 1/20 4/20 7/20 10/20 1/21 4/21 7/21 10/21 1/22 4/22 9/22
$14.6
$26.1
$24.2
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
Polen - Large Cap Growth 22,748,612.83 - 8,510,087.39 -5,581,730.59 -28,356.80 - -1,445,356.42 24,203,256.41
0
5
10
15
20
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
10
2
1
2
1
2
1
3
4
5
4
12
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
Polen - Large Cap Growth - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 32
Sharpe Ratio
0.0
0.2
0.4
0.6
0.8
9/22
0.5
0.3
Beta
0.0
0.5
1.0
1.5
-0.5
9/22
1.0
Up Capture
0.0
100.0
200.0
-100.0
9/22
89.2
Down Capture
0.0
100.0
200.0
-100.0
9/22
102.0
Tamarac Firefighters' Pension Trust Fund
Polen - Large Cap Growth - Rolling Three Year MPT Statistics
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 33
Allocation
Polen - Large Cap Growth
Russell 1000 Gr
0.0 15.0 30.0 45.0 60.0 75.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Performance
Polen - Large Cap Growth
Russell 1000 Gr
-24.0 -16.0 -8.0 0.0 8.0 16.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Total Attribution
-2.7 -2.4 -2.1 -1.8 -1.5 -1.2 -0.9 -0.6 -0.3 0.0 0.3 0.6 0.9
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Tamarac Firefighters' Pension Trust Fund
Polen - Large Cap Growth - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 34
Allocation - 07/01/2022
Portfolio Benchmark
Performance - Quarter Ending
September 30, 2022
Portfolio Benchmark
Attribution
Sector Stock Interaction Total
Communication Services 17.98 8.09 -7.03 -11.33 -0.77 0.35 0.43 0.01
Consumer Discretionary 15.26 15.48 5.44 6.13 -0.02 -0.11 0.00 -0.13
Consumer Staples 0.00 5.86 0.00 -6.82 0.19 0.00 0.00 0.19
Energy 0.00 1.46 0.00 4.31 -0.12 0.00 0.00 -0.12
Financials 0.00 2.95 0.00 -0.86 -0.08 0.00 0.00 -0.08
Health Care 16.04 12.33 -7.07 -4.86 -0.05 -0.27 -0.08 -0.40
Industrials 0.00 7.05 0.00 -1.56 -0.14 0.00 0.00 -0.14
Information Technology 50.71 43.57 -8.38 -5.25 -0.12 -1.36 -0.22 -1.71
Materials 0.00 1.38 0.00 -4.29 0.01 0.00 0.00 0.01
Real Estate 0.00 1.77 0.00 -11.44 0.14 0.00 0.00 0.14
Utilities 0.00 0.05 0.00 -2.73 0.00 0.00 0.00 0.00
Total 100.00 100.00 -5.82 -3.59 -0.95 -1.40 0.12 -2.23
Tamarac Firefighters' Pension Trust Fund
Polen - Large Cap Growth - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 35
Portfolio Characteristics
Portfolio Benchmark
Wtd. Avg. Mkt. Cap ($000) 457,954,953.82 700,406,311.08
Median Mkt. Cap ($000) 116,487,658.68 13,379,319.52
Price/Earnings ratio 31.35 24.93
Price/Book ratio 6.64 9.06
5 Yr. EPS Growth Rate (%) 30.17 24.04
Beta (5 Years, Monthly) 0.93 1.00
Number of Stocks 23 518
Debt to Equity (%) 19.06 379.87
Top Ten Equity Holdings
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Amazon.com Inc 10.36 5.93 4.43 6.39
Alphabet Inc 9.13 2.67 6.46 -12.09
Microsoft Corp 6.67 10.28 -3.61 -9.12
Netflix Inc 5.67 0.27 5.40 34.64
Adobe Inc 5.59 0.77 4.82 -24.82
Meta Platforms Inc 5.43 0.39 5.04 -15.86
SALESFORCE INC 5.32 0.17 5.15 -12.85
Mastercard Inc 4.72 1.44 3.28 -9.73
Unitedhealth Group Inc 4.63 2.54 2.09 -1.36
AUTODESK INC 4.60 0.24 4.36 8.63
% of Portfolio 62.12 24.70 37.42
Ten Best Performers
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Netflix Inc 5.67 0.27 5.40 34.64
PayPal Holdings Inc 3.58 0.18 3.40 23.24
Airbnb Inc 4.26 0.24 4.02 17.92
Gartner Inc 2.75 0.13 2.62 14.41
AUTODESK INC 4.60 0.24 4.36 8.63
Amazon.com Inc 10.36 5.93 4.43 6.39
Illumina Inc 2.44 0.00 2.44 3.49
Unitedhealth Group Inc 4.63 2.54 2.09 -1.36
DocuSign Inc. 1.58 0.06 1.52 -6.81
Accenture PLC 4.21 0.96 3.25 -7.00
% of Portfolio 44.08 10.55 33.53
Ten Worst Performers
Portfolio
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
15.0
30.0
-15.0
-30.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
Since
Inception
Kennedy - Mid Cap Value Russell Midcap Value
90-Day T-Bills
-4.0
-2.0
0.0
2.0
4.0
6.0
8.0
10.0
12.0
14.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
Inception
09/01/2013
Kennedy - Mid Cap Value -1.54 -13.48 -13.48 7.30 6.16 9.53 9.22
Russell Midcap Value -4.93 -13.56 -13.56 4.50 4.75 7.66 7.99
Differences 3.39 0.08 0.08 2.80 1.41 1.87 1.23
Current
Quarter
Fiscal
YTD
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
Kennedy - Mid Cap Value Russell Midcap Value Net Cash Flow
($5.0)
$0.0
$5.0
$10.0
$15.0
Market Value In Millions
8/13 2/14 8/14 2/15 8/15 2/16 8/16 2/17 8/17 2/18 8/18 2/19 8/19 2/20 8/20 2/21 8/21 2/22 9/22
$2.5
$6.7
$7.5
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
Kennedy - Mid Cap Value 7,728,391.48 - 1,572,746.56 -1,650,215.56 -33,031.00 - -112,208.31 7,505,683.17
0
8
16
24
32
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
13
2 3
8
6
9 8
17
10 9
2
22
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
Kennedy Capital Mgmt - Mid Cap Value - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 38
Sharpe Ratio
0.0
0.5
1.0
1.5
-0.5
-1.0
9/22 9/21 9/20 9/19
0.6
0.7
0.0
0.3
0.7
0.9
0.0
0.2
Beta
0.0
0.5
1.0
1.5
-0.5
9/22 9/21 9/20 9/19
1.0
0.9 0.9
1.0
Up Capture
0.0
100.0
200.0
-100.0
9/22 9/21 9/20 9/19
105.1 108.7
103.4 99.1
Down Capture
0.0
100.0
200.0
-100.0
9/22 9/21 9/20 9/19
100.4 98.9 99.3 102.1
Tamarac Firefighters' Pension Trust Fund
Kennedy - Mid Cap Value - Rolling Two Year MPT Statistics
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 39
Allocation
Kennedy - Mid Cap Value Russell Midcap Value
0.0 8.0 16.0 24.0 32.0 40.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Performance
Kennedy - Mid Cap Value Russell Midcap Value
-24.0 -16.0 -8.0 0.0 8.0 16.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Total Attribution
-1.8 -1.5 -1.2 -0.9 -0.6 -0.3 0.0 0.3 0.6 0.9 1.2 1.5 1.8 2.1 2.4
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Tamarac Firefighters' Pension Trust Fund
Kennedy - Mid Cap Value - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 40
Allocation - 07/01/2022
Portfolio Benchmark
Performance - Quarter Ending
September 30, 2022
Portfolio Benchmark
Attribution
Sector Stock Interaction Total
Communication Services 0.00 3.59 0.00 -9.68 0.17 0.00 0.00 0.17
Consumer Discretionary 13.55 9.54 -6.53 -5.45 -0.02 -0.10 -0.04 -0.17
Consumer Staples 2.34 4.18 -6.59 -7.99 0.06 0.06 -0.03 0.09
Energy 7.47 4.99 1.82 -0.75 0.10 0.13 0.06 0.29
Financials 18.12 17.87 2.56 -2.01 0.01 0.82 0.01 0.83
Health Care 4.92 7.40 -7.76 -7.47 0.06 -0.02 0.01 0.05
Industrials 24.15 14.40 3.88 -0.47 0.43 0.63 0.42 1.48
Information Technology 8.56 9.38 -13.19 -5.54 0.01 -0.72 0.06 -0.65
Materials 10.13 7.52 2.20 -6.77 -0.05 0.67 0.23 0.86
Real Estate 8.39 12.14 -11.64 -9.16 0.16 -0.30 0.09 -0.05
Utilities 2.39 9.02 -8.94 -5.58 0.05 -0.30 0.22 -0.03
Total 100.00 100.00 -1.98 -4.86 0.97 0.86 1.05 2.88
Tamarac Firefighters' Pension Trust Fund
Kennedy - Mid Cap Value - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 41
Portfolio Characteristics
Portfolio Benchmark
Wtd. Avg. Mkt. Cap ($000) 11,651,453.78 17,794,535.43
Median Mkt. Cap ($000) 9,330,852.08 7,984,696.87
Price/Earnings ratio 12.07 12.81
Price/Book ratio 2.34 2.12
5 Yr. EPS Growth Rate (%) 21.23 13.46
Beta (5 Years, Monthly) 0.97 1.00
Number of Stocks 52 702
Debt to Equity (%) 107.54 59.03
Top Ten Equity Holdings
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
LPL Financial Holdings Inc 3.45 0.00 3.45 18.56
LKQ Corporation 3.08 0.22 2.86 -3.52
Reinsurance Group of Amer. 3.03 0.15 2.88 7.92
Steel Dynamics Inc 2.90 0.22 2.68 7.77
Regal Rexnord Corporation 2.82 0.17 2.65 23.95
PERFORMANCE FOOD GROUP COMPANY 2.72 0.08 2.64 -6.59
Carlisle Cos Inc 2.55 0.04 2.51 17.80
United Rentals Inc. 2.46 0.18 2.28 11.20
Reliance Steel & Aluminum Co 2.31 0.19 2.12 3.14
Bank OZK 2.23 0.08 2.15 6.36
% of Portfolio 27.55 1.33 26.22
Ten Best Performers
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Regal Rexnord Corporation 2.82 0.17 2.65 23.95
LPL Financial Holdings Inc 3.45 0.00 3.45 18.56
Carlisle Cos Inc 2.55 0.04 2.51 17.80
Toro Co (The) 1.84 0.00 1.84 14.10
United Rentals Inc. 2.46 0.18 2.28 11.20
IDEX Corp 1.76 0.22 1.54 10.40
Ares Management Corp 2.22 0.00 2.22 9.82
Reinsurance Group of Amer. 3.03 0.15 2.88 7.92
Steel Dynamics Inc 2.90 0.22 2.68 7.77
Bank OZK 2.23 0.08 2.15 6.36
% of Portfolio 25.26 1.06 24.20
Ten Worst Performers
Portfolio
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
20.0
40.0
-20.0
-40.0
-60.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
MDT Advisers - Mid Cap Growth Russell Midcap Growth
90-Day T-Bills
-3.0
0.0
3.0
6.0
9.0
12.0
15.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
08/01/2007
MDT Advisers - Mid Cap Growth -1.65 -25.89 -25.89 7.21 10.25 11.47 12.82 10.12
Russell Midcap Growth -0.65 -29.50 -29.50 4.26 7.63 9.54 10.85 8.23
Differences -1.00 3.61 3.61 2.95 2.62 1.93 1.97 1.89
Current
Quarter
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
MDT Advisers - Mid Cap Growth Russell Midcap Growth Net Cash Flow
($12.0)
($6.0)
$0.0
$6.0
$12.0
$18.0
Market Value In Millions
7/07 4/08 1/09 10/09 7/10 4/11 1/12 10/12 7/13 4/14 1/15 10/15 7/16 4/17 1/18 10/18 7/19 4/20 1/21 10/21 9/22
($1.1)
$4.7
$6.7
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
MDT Advisers - Mid Cap Growth 6,909,136.96 - 7,705,410.32 -7,739,873.35 -15,536.97 - -110,685.06 6,748,451.90
0
15
30
45
60
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
25
1
6
9
18 16
10
17
10
13
20
37
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
MDT Advisers - Mid Cap Growth - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 44
Sharpe Ratio
0.0
0.4
0.8
1.2
1.6
9/22 9/21 9/20 9/19
0.3
0.9
0.8
0.9
0.4
0.8
0.7
1.0
Beta
0.0
0.5
1.0
1.5
-0.5
9/22 9/21 9/20 9/19
1.0 1.0 1.1
1.1
Up Capture
0.0
100.0
200.0
-100.0
9/22 9/21 9/20 9/19
108.7 103.9 104.0
109.9
Down Capture
0.0
100.0
200.0
-100.0
9/22 9/21 9/20 9/19
100.3 107.1
104.5 100.2
Tamarac Firefighters' Pension Trust Fund
MDT Advisers - Mid Cap Growth - Rolling Three Year MPT Statistics
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 45
Allocation
MDT Advisers - Mid Cap Growth
Russell Midcap Growth
0.0 8.0 16.0 24.0 32.0 40.0 48.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Performance
MDT Advisers - Mid Cap Growth
Russell Midcap Growth
-45.0 -30.0 -15.0 0.0 15.0 30.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Total Attribution
-2.1 -1.8 -1.5 -1.2 -0.9 -0.6 -0.3 0.0 0.3 0.6 0.9
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Tamarac Firefighters' Pension Trust Fund
MDT Advisers - Mid Cap Growth - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 46
Allocation - 07/01/2022
Portfolio Benchmark
Performance - Quarter Ending
September 30, 2022
Portfolio Benchmark
Attribution
Sector Stock Interaction Total
Communication Services 2.41 4.90 -22.36 -5.99 0.13 -0.80 0.41 -0.26
Consumer Discretionary 14.40 14.21 -8.47 0.91 0.00 -1.33 -0.02 -1.35
Consumer Staples 3.85 3.02 4.20 -2.28 -0.01 0.20 0.05 0.24
Energy 4.21 4.41 12.48 5.41 -0.01 0.31 -0.01 0.29
Financials 6.32 5.52 -8.53 -0.21 0.00 -0.46 -0.07 -0.52
Health Care 16.95 17.19 -8.22 -6.10 0.01 -0.36 0.01 -0.35
Industrials 14.49 14.95 -2.60 0.88 -0.01 -0.52 0.02 -0.51
Information Technology 31.33 29.59 2.07 1.74 0.04 0.10 0.01 0.14
Materials 2.92 3.89 -0.60 -1.66 0.01 0.04 -0.01 0.04
Real Estate 3.10 2.03 -3.61 -7.35 -0.07 0.08 0.04 0.04
Utilities 0.01 0.27 -7.42 -2.73 0.01 -0.01 0.01 0.00
Total 100.00 100.00 -2.86 -0.63 0.10 -2.77 0.43 -2.23
Tamarac Firefighters' Pension Trust Fund
MDT Advisers - Mid Cap Growth - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 47
Portfolio Characteristics
Portfolio Benchmark
Wtd. Avg. Mkt. Cap ($000) 15,870,515.64 21,654,141.02
Median Mkt. Cap ($000) 10,735,653.13 9,834,373.89
Price/Earnings ratio 15.77 22.89
Price/Book ratio 4.25 6.09
5 Yr. EPS Growth Rate (%) 23.81 23.00
Beta (5 Years, Monthly) 1.03 1.00
Number of Stocks 124 407
Debt to Equity (%) 265.80 302.03
Top Ten Equity Holdings
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Expedia Group Inc 3.09 0.45 2.64 -1.20
Align Technology Inc 2.85 0.39 2.46 -12.49
Arista Networks Inc 2.70 0.88 1.82 20.43
DocuSign Inc. 2.64 0.34 2.30 -6.81
Zoom Video Communications Inc 2.32 0.30 2.02 -31.84
MarketAxess Holdings Inc 2.25 0.26 1.99 -12.87
Bright Horizons Family Solutions Inc 2.24 0.03 2.21 -31.79
StoneCo Ltd 2.23 0.00 2.23 23.77
Robert Half Intl 2.14 0.23 1.91 2.71
Trex Co Inc 2.08 0.15 1.93 -19.26
% of Portfolio 24.54 3.03 21.51
Ten Best Performers
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
CommScope Holding Co Inc 0.26 0.00 0.26 50.49
Sarepta Therapeutics Inc 0.91 0.30 0.61 47.47
Enphase Energy Inc 1.40 1.16 0.24 42.12
Paylocity Holding Corp 1.21 0.31 0.90 38.51
Advanced Drainage Systems Inc 0.49 0.25 0.24 38.20
Cheniere Energy Inc. 1.36 0.76 0.60 25.00
WillScot Mobile Mini Holdings Corp 1.24 0.14 1.10 24.40
StoneCo Ltd 2.23 0.00 2.23 23.77
EPAM Systems Inc 0.14 0.63 -0.49 22.87
Arista Networks Inc 2.70 0.88 1.82 20.43
% of Portfolio 11.94 4.43 7.51
Ten Worst Performers
Portfolio
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
15.0
-15.0
-30.0
-45.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Since
Inception
ClearBridge - International Value MSCI AC World ex US Net
90-Day T-Bills
-0.8
-0.4
0.0
0.4
0.8
1.2
1.6
2.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Inception
04/01/2017
ClearBridge - Intl Value -6.93 -18.27 -18.27 1.07 -2.36 -0.13
MSCI AC World ex US Net -9.91 -25.17 -25.17 -1.52 -0.81 1.38
Differences 2.98 6.90 6.90 2.59 -1.55 -1.51
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
ClearBridge - International Value MSCI AC World ex US Net Net Cash Flow
$0.0
$4.0
$8.0
$12.0
$16.0
$20.0
Market Value In Millions
3/17 9/17 3/18 9/18 3/19 9/19 3/20 9/20 3/21 9/21 3/22 9/22
$9.6
$9.7
$9.6
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
ClearBridge - International Value 10,310,897.45 - 1,155,287.70 -1,138,564.04 -16,723.66 - -714,290.30 9,596,607.15
0
4
8
12
16
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
10
3 3
7
1
5
6
3
10
5
2
11
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
ClearBridge - International Value - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 50
Sharpe Ratio
0.0
0.4
0.8
-0.4
-0.8
9/22 9/21 9/20
0.0
0.5
0.1
0.1
0.2
-0.4
Beta
0.0
0.6
1.2
1.8
-0.6
9/22 9/21 9/20
1.2
1.3
1.2
Up Capture
0.0
100.0
200.0
-100.0
9/22 9/21 9/20
127.2
113.9
95.1
Down Capture
0.0
100.0
200.0
-100.0
9/22 9/21 9/20
112.2
133.8 136.8
Tamarac Firefighters' Pension Trust Fund
ClearBridge - International Value - Rolling Three Year MPT Statistics
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 51
Allocation
ClearBridge - International Value
MSCI AC World ex US Net
0.0 6.0 12.0 18.0 24.0 30.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Performance
ClearBridge - International Value
MSCI AC World ex US Net
-45.0 -30.0 -15.0 0.0 15.0 30.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Total Attribution
-1.5 -1.2 -0.9 -0.6 -0.3 0.0 0.3 0.6 0.9 1.2 1.5 1.8 2.1
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Tamarac Firefighters' Pension Trust Fund
ClearBridge - International Value - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 52
Allocation - 07/01/2022
Portfolio Benchmark
Performance - Quarter Ending
September 30, 2022
Portfolio Benchmark
Attribution
Sector Stock Interaction Total
Communication Services 2.48 6.50 -26.54 -16.45 0.26 -0.66 0.41 0.02
Consumer Discretionary 13.57 11.73 -3.79 -13.04 -0.06 1.08 0.17 1.20
Consumer Staples 4.79 8.93 -1.57 -6.29 -0.15 0.42 -0.20 0.08
Energy 10.90 6.03 -6.36 -6.05 0.19 -0.02 -0.02 0.15
Financials 20.18 20.28 -7.41 -7.90 0.00 0.10 0.00 0.10
Health Care 11.69 9.80 -16.46 -11.01 -0.02 -0.53 -0.10 -0.66
Industrials 17.71 11.82 -3.84 -8.23 0.10 0.52 0.26 0.87
Information Technology 6.92 11.01 -12.30 -12.12 0.09 -0.02 0.01 0.08
Materials 10.47 8.04 -1.64 -7.74 0.05 0.49 0.15 0.69
Real Estate 1.29 2.47 8.77 -14.56 0.06 0.58 -0.27 0.36
Utilities 0.00 3.39 0.00 -10.81 0.03 0.00 0.00 0.03
Total 100.00 100.00 -6.95 -9.86 0.55 1.96 0.40 2.91
Tamarac Firefighters' Pension Trust Fund
ClearBridge - International Value - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 53
Portfolio Characteristics
Portfolio Benchmark
Wtd. Avg. Mkt. Cap ($000) 63,071,242.52 66,774,798.81
Median Mkt. Cap ($000) 29,054,130.41 7,554,347.54
Price/Earnings ratio 8.21 10.91
Price/Book ratio 1.60 2.35
5 Yr. EPS Growth Rate (%) 12.97 13.39
Beta (5 Years, Monthly) 1.20 1.00
Number of Stocks 58 2,274
Debt to Equity (%) 14.97 104.61
Top Ten Equity Holdings
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Compass Group PLC 4.12 0.18 3.94 -1.24
Glencore Plc 4.09 0.27 3.82 3.39
Axa, Paris 3.09 0.21 2.88 -2.76
BNP Paribas 2.87 0.24 2.63 -9.93
BBVA 2.70 0.15 2.55 -1.55
Jardine Cycle & Carriage Ltd 2.65 0.00 2.65 17.20
Hitachi Ltd 2.59 0.21 2.38 -10.87
Bayer AG 2.48 0.23 2.25 -21.66
Shell Plc 2.43 0.95 1.48 -3.96
CNH Industrial 2.35 0.06 2.29 -3.62
% of Portfolio 29.37 2.50 26.87
Ten Best Performers
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Itau Unibanco Holding SA 1.56 0.13 1.43 22.50
Jardine Cycle & Carriage Ltd 2.65 0.00 2.65 17.20
Melco Crown Entertainment 1.82 0.00 1.82 15.30
Hypera SA 1.72 0.02 1.70 13.93
Daito Trust Construction 1.50 0.03 1.47 8.77
Coca-Cola Femsa SAB De CV 1.75 0.02 1.73 5.63
Potash Corp of Saskatchewan 2.13 0.24 1.89 5.23
Treasury Wine Estates Ltd 1.17 0.03 1.14 4.81
Glencore Plc 4.09 0.27 3.82 3.39
BP PLC 1.82 0.48 1.34 1.86
% of Portfolio 20.21 1.22 18.99
Ten Worst Performers
Portfolio
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
15.0
30.0
-15.0
-30.0
-45.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
Renaissance - International Growth MSCI AC World ex US Net
90-Day T-Bills
-2.0
0.0
2.0
4.0
6.0
8.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
01/01/2009
Renaissance - Intl Growth -10.00 -26.49 -26.49 -3.19 -3.36 1.34 3.04 5.03
MSCI AC World ex US Net -9.91 -25.17 -25.17 -1.52 -0.81 3.29 3.01 5.22
Differences -0.09 -1.32 -1.32 -1.67 -2.55 -1.95 0.03 -0.19
Current
Quarter
Fiscal
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
Renaissance - International Growth MSCI AC World ex US Net Net Cash Flow
($6.0)
$0.0
$6.0
$12.0
$18.0
Market Value In Millions
12/08 9/09 6/10 3/11 12/11 9/12 6/13 3/14 12/14 9/15 6/16 3/17 12/17 9/18 6/19 3/20 12/20 9/21 9/22
$4.7
$6.5
$6.2
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
Renaissance - International Growth 9,707,206.25 - 3,469,013.05 -6,353,303.59 -15,709.46 - -602,263.61 6,204,942.64
0
15
30
45
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
18
4
12
4
15
20
11
20
13
8
11
29
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
Renaissance - International Growth - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 56
Sharpe Ratio
0.0
0.3
0.6
0.9
-0.3
-0.6
9/22 9/21 9/20 9/19
0.0
0.5
0.1
0.5
-0.1
0.3
-0.1
0.2
Beta
0.0
0.6
1.2
1.8
-0.6
9/22 9/21 9/20 9/19
1.1 1.1 1.2 1.2
Up Capture
0.0
100.0
200.0
-100.0
9/22 9/21 9/20 9/19
112.2 104.2
101.1 99.5
Down Capture
0.0
100.0
200.0
-100.0
9/22 9/21 9/20 9/19
116.8 120.2 116.1
117.9
Tamarac Firefighters' Pension Trust Fund
Renaissance - International Growth - Rolling Three Year MPT Statistics
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 57
Allocation
Renaissance - International Growth
MSCI AC World ex US Net
0.0 6.0 12.0 18.0 24.0 30.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Performance
Renaissance - International Growth
MSCI AC World ex US Net
-32.0 -24.0 -16.0 -8.0 0.0 8.0 16.0
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Total Attribution
-1.5 -1.2 -0.9 -0.6 -0.3 0.0 0.3 0.6 0.9 1.2 1.5 1.8
Utilities
Real Estate
Materials
Information Technology
Industrials
Health Care
Financials
Energy
Consumer Staples
Consumer Discretionary
Communication Services
Tamarac Firefighters' Pension Trust Fund
Renaissance - International Growth - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 58
Allocation - 07/01/2022
Portfolio Benchmark
Performance - Quarter Ending
September 30, 2022
Portfolio Benchmark
Attribution
Sector Stock Interaction Total
Communication Services 5.20 6.50 -14.55 -16.45 0.09 0.12 -0.02 0.18
Consumer Discretionary 15.91 11.73 -17.20 -13.04 -0.13 -0.49 -0.17 -0.79
Consumer Staples 8.35 8.93 -13.74 -6.29 -0.02 -0.67 0.04 -0.64
Energy 5.32 6.03 3.02 -6.05 -0.03 0.55 -0.06 0.46
Financials 17.11 20.28 -2.67 -7.90 -0.06 1.06 -0.17 0.83
Health Care 7.73 9.80 -11.35 -11.01 0.02 -0.03 0.01 0.00
Industrials 11.99 11.82 -7.02 -8.23 0.00 0.14 0.00 0.15
Information Technology 14.60 11.01 -11.58 -12.12 -0.08 0.06 0.02 0.00
Materials 9.69 8.04 -9.28 -7.74 0.04 -0.12 -0.03 -0.11
Real Estate 0.00 2.47 0.00 -14.56 0.12 0.00 0.00 0.12
Utilities 4.10 3.39 -17.99 -10.81 -0.01 -0.24 -0.05 -0.30
Total 100.00 100.00 -9.98 -9.86 -0.07 0.38 -0.43 -0.12
Tamarac Firefighters' Pension Trust Fund
Renaissance - International Growth - Quarterly Performance Attributes
as of September 30, 2022
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 59
Portfolio Characteristics
Portfolio Benchmark
Wtd. Avg. Mkt. Cap ($000) 70,323,832.44 66,774,798.81
Median Mkt. Cap ($000) 29,054,130.41 7,554,347.54
Price/Earnings ratio 9.41 10.91
Price/Book ratio 2.00 2.35
5 Yr. EPS Growth Rate (%) 15.07 13.39
Beta (5 Years, Monthly) 1.14 1.00
Number of Stocks 56 2,274
Debt to Equity (%) 1,424.04 104.61
Top Ten Equity Holdings
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
PT Bank Rakyat Indonesia TBK 2.17 0.10 2.07 5.84
Roche Holding AG 2.11 1.18 0.93 -1.24
Nintendo Co Ltd 2.08 0.23 1.85 -4.40
Arch Capital Group Ltd 2.06 0.00 2.06 0.11
Itau Unibanco Holding SA 2.04 0.13 1.91 22.50
Icici Bank Ltd 2.03 0.28 1.75 18.91
CGI Inc 1.96 0.08 1.88 -5.55
Capgemini SE 1.96 0.14 1.82 -5.12
Allianz SE 1.96 0.33 1.63 -16.75
Schneider Electric SA 1.95 0.32 1.63 -2.94
% of Portfolio 20.32 2.79 17.53
Ten Best Performers
Portfolio
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Itau Unibanco Holding SA 2.04 0.13 1.91 22.50
Icici Bank Ltd 2.03 0.28 1.75 18.91
Sendas Distribuidora S.A. 1.91 0.00 1.91 18.69
Vermilion Energy Inc 1.50 0.00 1.50 12.69
PT Bank Rakyat Indonesia TBK 2.17 0.10 2.07 5.84
Glencore Plc 1.93 0.27 1.66 3.39
Neste OYJ 1.78 0.09 1.69 0.35
BRP Inc 1.81 0.01 1.80 0.27
NXP Semiconductors NV 1.85 0.00 1.85 0.18
Arch Capital Group Ltd 2.06 0.00 2.06 0.11
% of Portfolio 19.08 0.88 18.20
Ten Worst Performers
Portfolio
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
6.0
-6.0
-12.0
-18.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Since
Inception
Garcia Hamilton - Interm Fixed Income
BC Gov/Cr Intm
90-Day T-Bills
0.6
0.7
0.8
0.9
1.0
1.1
Return (%)
-1.0 -0.5 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Inception
02/01/2016
Garcia Hamilton - Interm Fixed Income -4.19 -9.04 -9.04 -1.65 0.44 0.93
BC Gov/Cr Intm -3.06 -10.14 -10.14 -1.64 0.38 0.76
Differences -1.13 1.10 1.10 -0.01 0.06 0.17
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
Inception
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
Garcia Hamilton - Interm Fixed Income BC Gov/Cr Intm Net Cash Flow
$6.0
$12.0
$18.0
$24.0
$30.0
$36.0
Market Value In Millions
1/16 7/16 1/17 7/17 1/18 7/18 1/19 7/19 1/20 7/20 1/21 7/21 1/22 9/22
$26.5
$27.4 $27.3
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
Garcia Hamilton - Interm Fixed Income 25,422,602.62 - 24,163,391.88 -21,027,562.38 -15,829.50 - -1,113,889.38 27,428,713.24
0
15
30
45
60
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
0 0 1 1
4
27
40
6
1 0 0 0
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
Garcia Hamilton - Fixed Income - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 62
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
8.0
-8.0
-16.0
-24.0
Return
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Blackrock - Global L/S Credit HFRX Fixed Income - Credit Index
90-Day T-Bills
-3.6
-3.0
-2.4
-1.8
-1.2
-0.6
0.0
0.6
1.2
1.8
Return (%)
-2.7 -1.8 -0.9 0.0 0.9 1.8 2.7 3.6 4.5 5.4 6.3 7.2 8.1
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Blackrock - Global L/S Credit -0.66 -8.41 -8.41 0.65 07/01/2020
HFRX Fixed Income - Credit Index -1.05 -13.81 -13.81 -1.91
Differences 0.39 5.40 5.40 2.56
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Blackrock - Global L/S Credit 07/01/2020
Beginning Market Value 4,375 4,745 4,745 2,882
Net Contributions -1,530 -1,530 -1,530 20
Fees/Expenses - - - -
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
Blackrock - Global L/S Credit HFRX Fixed Income - Credit Index Net Cash Flow
$0.0
$2.0
$4.0
$6.0
Market Value In Millions
6/20 9/20 12/20 3/21 6/21 9/21 12/21 3/22 6/22 9/22
$2.9
$2.6
$2.8
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
Blackrock - Global L/S Credit 4,374,732.69 - - -1,530,000.00 - - -13,224.97 2,831,507.72
0
4
8
12
16
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
0 0
1 1
3
6
11
3
2
0 0 0
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
BlackRock - Global L/S Credit - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 64
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
5.0
10.0
-5.0
-10.0
-15.0
Return
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Blackstone - Multi-Strategy HFRX Global Hedge Fund
90-Day T-Bills
-1.2
-0.6
0.0
0.6
1.2
1.8
2.4
3.0
3.6
4.2
Return (%)
-1.4 -0.7 0.0 0.7 1.4 2.1 2.8 3.5 4.2 4.9 5.6 6.3
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Blackstone - Multi-Strategy -1.27 -6.96 -6.96 2.67 07/01/2020
HFRX Global Hedge Fund 0.51 -4.50 -4.50 2.98
Differences -1.78 -2.46 -2.46 -0.31
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Blackstone - Multi-Strategy 07/01/2020
Beginning Market Value 4,488 4,762 4,762 2,903
Net Contributions -1,590 -1,590 -1,590 -140
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
Blackstone - Multi-Strategy HFRX Global Hedge Fund Net Cash Flow
$1.0
$2.0
$3.0
$4.0
$5.0
$6.0
Market Value In Millions
6/20 9/20 12/20 3/21 6/21 9/21 12/21 3/22 6/22 9/22
$2.8
$2.9
$2.8
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
Blackstone - Multi-Strategy 4,487,996.24 - - -1,590,000.00 - - -50,185.49 2,847,810.75
0
3
6
9
12
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
0 0 0
1
3
8 8
4
3
0 0 0
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
Blackstone - Multi-Strategy - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 66
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
8.0
16.0
24.0
32.0
Return
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Since
Inception
UBS - Private Real Estate NCREIF Property Idx
90-Day T-Bills
-4.0
-2.0
0.0
2.0
4.0
6.0
8.0
10.0
12.0
14.0
Return (%)
-2.4 -1.6 -0.8 0.0 0.8 1.6 2.4 3.2 4.0 4.8 5.6 6.4 7.2
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
08/01/2012
UBS - Private Real Estate 0.02 17.36 17.36 7.63 5.96 6.28 7.76 7.89
NCREIF Property Idx 0.57 16.07 16.07 9.91 8.62 8.46 9.48 9.57
Differences -0.55 1.29 1.29 -2.28 -2.66 -2.18 -1.72 -1.68
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
UBS - Private Real Estate NCREIF Property Idx Net Cash Flow
$0.0
$2.0
$4.0
$6.0
$8.0
$10.0
Market Value In Millions
7/12 1/13 7/13 1/14 7/14 1/15 7/15 1/16 7/16 1/17 7/17 1/18 7/18 1/19 7/19 1/20 7/20 1/21 7/21 1/22 9/22
$2.6
$6.9
$5.9
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
UBS - Private Real Estate 5,883,833.52 - 49,677.03 -49,677.03 -10,303.61 - 1,010.88 5,874,540.79
0
50
100
150
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
0 0 1 1 1 1
86
13 10
5 1
3
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
UBS - Private Real Estate - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 68
Manager Performance Chart Manager Risk & Return
Modern Portfolio Statistics
Historic Asset Growth
Manager Annualized Performance
0.0
-4.0
-8.0
-12.0
-16.0
Return
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Mainstay - Global Infrastructure DJ Brookfield Gbl Infra Comp TR
90-Day T-Bills
-12.0
-10.0
-8.0
-6.0
-4.0
-2.0
0.0
2.0
4.0
Return (%)
-8.0 -4.0 0.0 4.0 8.0 12.0 16.0 20.0 24.0 28.0
Risk (Standard Deviation %)
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Mainstay - Global Infrastructure -9.31 -8.61 -8.61 -7.54 05/01/2021
DJ Brookfield Gbl Infra Comp TR -10.22 -7.24 -7.24 -4.30
Differences 0.91 -1.37 -1.37 -3.24
Current
Quarter
Fiscal
YTD
1
Year
Since
Inception
Inception
Date
Mainstay - Global Infrastructure 05/01/2021
Beginning Market Value 7,822 7,046 7,046 7,197
Net Contributions - 737 737 737
Fees/Expenses - - - -
Income 60 60 60 60
Historic Change in Assets
Distribution of Returns
Quarterly Change in Assets
Mainstay - Global Infrastructure DJ Brookfield Gbl Infra Comp TR Net Cash Flow
$5.4
$6.3
$7.2
$8.1
$9.0
$9.9
Market Value In Millions
4/21 5/21 6/21 7/21 8/21 9/21 10/21 11/21 12/21 1/22 2/22 3/22 4/22 5/22 6/22 7/22 8/22 9/22
$7.9
$7.4
$7.1
Market Value
As of
07/01/2022
Net
Transfers Contributions Distributions Fees Expenses
Return On
Investment
Market Value
As of
09/30/2022
Mainstay - Global Infrastructure 7,822,284.59 - 119,522.30 -119,522.30 - - -728,423.71 7,093,860.88
0
2
4
6
Frequency
< -5 -5 To -4 -4 To -3 -3 To -2 -2 To -1 -1 To 0 0 To 1 1 To 2 2 To 3 3 To 4 4 To 5 > 5
Returns (%)
3
1
2 2
0 0
1
2 2
0 0
4
Tamarac Firefighters' Pension Trust Fund
as of September 30, 2022
Mainstay - Global Infrastructure - Change in Assets & Distribution of Returns
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 70
Policy Index Weight (%)
Apr-2002
Barclays Aggregate 35.00
Russell 1000 Gr 27.50
Russell 1000 Value 17.50
MSCI EAFE Net 10.00
Russell 2000 VL 10.00
Nov-2004
Barclays Aggregate 35.00
Russell 1000 Gr 27.50
Russell 1000 Value 17.50
MSCI EAFE Net 5.00
Russell 2000 VL 10.00
MSCI AC World ex US Net 5.00
Aug-2007
Barclays Aggregate 35.00
Russell 1000 Gr 27.50
Russell 1000 Value 17.50
MSCI EAFE Net 5.00
Russell 2000 5.00
MSCI AC World ex US Net 5.00
Russell Midcap Growth 5.00
Jan-2009
Barclays Aggregate 35.00
Russell 1000 Gr 25.00
Russell 1000 Value 20.00
MSCI EAFE Net 2.50
Russell 2000 5.00
MSCI AC World ex US Net 7.50
Russell Midcap Growth 5.00
Policy Index Weight (%)
Jul-2012
Barclays Aggregate 30.00
Russell 1000 Gr 25.00
Russell 1000 Value 20.00
MSCI EAFE Net 2.50
Russell Midcap Growth 5.00
MSCI AC World ex US Net 7.50
Russell 2000 5.00
NCREIF Property Idx 5.00
Sep-2013
Barclays Aggregate 30.00
Russell 1000 Gr 25.00
Russell 1000 Value 20.00
MSCI EAFE Net 2.50
Russell Midcap Value 5.00
MSCI AC World ex US Net 7.50
Russell Midcap Growth 5.00
NCREIF Property Idx 5.00
Nov-2014
Barclays Aggregate 20.00
Russell 1000 Gr 20.00
Russell 1000 Value 20.00
HFRI FOF Conservative 10.00
Russell Midcap Value 5.00
MSCI AC World ex US Net 10.00
Russell Midcap Growth 5.00
NCREIF Property Idx 5.00
Alerian MLP Index 5.00
Tamarac Firefighters' Pension Trust Fund
Tamarac Firefighters' Pension Trust Fund
As of September 30, 2022
Policy Index History
Policy Index Weight (%)
Jun-2018
BC Gov/Cr Intm 20.00
Russell 1000 Gr 20.50
Russell 1000 Value 20.50
HFRI FOF Conservative 10.00
Russell Midcap Value 6.00
MSCI AC World ex US Net 12.00
Russell Midcap Growth 6.00
NCREIF Property Idx 5.00
Alerian MLP Index 0.00
Oct-2018
BC Gov/Cr Intm 20.00
Russell 1000 Gr 20.00
Russell 1000 Value 20.00
HFRI FOF Conservative 10.00
Russell Midcap Value 5.00
MSCI AC World ex US Net 15.00
Russell Midcap Growth 5.00
NCREIF Property Idx 5.00
Alerian MLP Index 0.00
Jul-2020
BC Gov/Cr Intm 20.00
Russell 1000 Gr 20.00
Russell 1000 Value 20.00
HFRI FOF Conservative 5.00
Russell Midcap Value 5.00
MSCI AC World ex US Net 15.00
Russell Midcap Growth 5.00
NCREIF Property Idx 5.00
Alerian MLP Index 0.00
HFRX Fixed Income - Credit Index 2.50
HFRX Global Hedge Fund 2.50
Policy Index Weight (%)
May-2021
BC Gov/Cr Intm 20.00
Russell 1000 Gr 20.00
Russell 1000 Value 20.00
Russell Midcap Value 5.00
MSCI AC World ex US Net 15.00
Russell Midcap Growth 5.00
NCREIF Property Idx 5.00
Alerian MLP Index 0.00
HFRX Fixed Income - Credit Index 2.50
HFRX Global Hedge Fund 2.50
DJ Brookfield Gbl Infra Comp TR 5.00
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 72
Account Name YTD
1
Year
3
Years
5
Years
10
Years
Since
Inception
Inception
Date
Performance Appendix
QTD
Performance Data below is net of fees. Please see the Morgan Stanley Smith Barney LLC Form ADV Part 2 Brochure for advisory accounts and/or any applicable brokerage account trade confirmation
statements for
a full disclosure of the applicable charges, fees and expenses. Your Financial Advisor will provide those documents to you upon request.
Blackrock - Global L/S Credit -0.66 -8.37 -8.41 -- -- -- 0.40 06/25/2020
Blackstone - Multi-Strategy -1.27 -6.44 -6.96 -- -- -- 2.61 06/25/2020
Cambiar Investors Inc - Large Cap Value -4.63 -16.68 -13.11 7.53 6.33 9.74 6.25 03/29/2002
ClearBridge - International Value -7.08 -20.77 -18.90 0.43 -2.97 1.87 2.87 03/18/2004
Garcia Hamilton - Interm Fixed Income -4.25 -9.04 -9.27 -1.89 0.19 0.89 2.90 03/29/2002
Kennedy - Mid Cap Value -1.93 -21.01 -14.15 6.51 5.37 -- 7.66 08/02/2013
MDT Advisers - Mid Cap Growth -1.85 -30.44 -26.58 6.26 9.28 11.78 8.99 07/05/2007
Mainstay - Global Infrastructure -9.31 -15.47 -8.61 -- -- -- -5.31 04/13/2021
Non-Managed Account 0.22 0.29 0.30 0.46 0.95 -2.27 -2.68 07/01/2011
Polen - Large Cap Growth -4.92 -37.10 -33.95 4.87 8.41 10.36 8.15 03/31/2004
Renaissance - International Growth -10.17 -28.81 -26.99 -3.80 -3.97 2.38 4.44 12/29/2008
UBS - Private Real Estate -0.16 11.15 16.56 6.83 5.08 6.68 6.78 07/02/2012
All performance above are Time Weighted(TWR) performance
Glossary of Terms
Active Contribution Return: The gain or loss percentage of an investment relative to the performance of
the investment benchmark.
Active Exposure: The percentage difference in weight of the portfolio compared to its policy benchmark.
Active Return: Arithmetic difference between the manager’s return and the benchmark’s return over a
specified time period.
Actual Correlation: A measure of the correlation (linear dependence) between two variables X and Y, with
a value between +1 and -1 inclusive. This is also referred to as coefficient of correlation.
Alpha: A measure of a portfolio's time weighted return in excess of the market’s return, both adjusted for
risk. A positive alpha indicates that the portfolio outperformed the market on a risk-adjusted basis, and a
negative alpha indicates the portfolio did worse than the market.
Best Quarter: The highest quarterly return for a certain time period.
Beta: A measure of the sensitivity of a portfolio’s time weighted return (net of fees) against that of the
market. A beta greater than 1.00 indicates volatility greater than the market.
Consistency: The percentage of quarters that a product achieved a rate of return higher than that of its
benchmark. The higher the consistency figure, the more value a manager has contributed to the product’s
performance.
performance.
Core: Refers to an investment strategy mandate that is blend of growth and value styles without a
pronounced tilt toward either style.
Cumulative Selection Return (Cumulative Return): Cumulative investment performance over a specified
period of time.
Distribution Rate: The most recent distribution paid, annualized, and then divided by the current market
price. Distribution rate may consist of investment income, short-term capital gains, long-term capital gains,
and/or return of capital.
Down Market Capture: The ratio of average portfolio returns over the benchmark during periods of
negative benchmark return. Lower values indicate better product performance.
Downside Risk: A measure similar to standard deviation, but focuses only on the negative movements of
the return series. It is calculated by taking the standard deviation of the negative quarterly set of returns. The
commodity.
Excess over Benchmark: The percentage gain or loss of an investment relative to the investment's
benchmark.
Excess Return: Arithmetic difference between the manager’s return and the risk-free return over a specified
time period.
Growth: A diversified investment strategy which includes investment selections that have capital
appreciation as the primary goal, with little or no dividend payouts. These strategies can include
reinvestment in expansion, acquisitions, and/or research and development opportunities.
Growth of Dollar: The aggregate amount an investment has gained or lost over a certain time period, also
referred to as Cumulative Return, stated in terms of the amount to which an initial dollar investment would
have grown over the given time period.
Investment Decision Process (IDP): A model for structuring the investment process and implementing the
correct attribution methodologies. The IDP includes every decision made concerning the division of the
assets under management over the various asset categories. To analyze each decision‘s contribution to the
total return, a modeling approach must measure the marginal value of every individual decision. In this
respect, the hierarchy of the decisions becomes very important. We therefore use the IDP model, which
serves as a proper foundation for registering the decisions and relating them to each other.
Information Ratio: Measured by dividing the active rate of return by the tracking error. The higher the
Information Ratio, the more value-added contribution by the manager.
Jensen’s Alpha: The Jensen's alpha measure is a risk-adjusted performance measure that represents the
average return on a portfolio or investment above or below that predicted by the capital asset pricing model
(CAPM) given the portfolio's or investment's beta and the average market return. This metric is also
commonly referred to as alpha..
Kurtosis: A statistical measure that is used to describe the distribution, or skewness, of observed data
around the mean, sometimes referred to as the volatility of volatility.
Maximum Drawdown: The drawdown is defined as the percent retrenchment from a fund's peak to the
fund's trough value. It is in effect from the time the fund's retrenchment begins until a new fund high is
reached. The maximum drawdown encompasses both the period from the fund's peak to the fund's valley
(length), and the time from the fund's valley to a new fund high (recovery). It measures the largest
percentage drawdown that has occurred in any fund's data record.
Modern Portfolio Theory (MPT): An investment analysis theory on how risk-averse investors can
construct portfolios to optimize or maximize expected return based on a given level of market risk,
emphasizing that risk is an inherent part of higher reward.
Mutual Fund (MF): An investment program funded by shareholders that trade in diversified holdings and
is professionally managed.
Peer Group: A combination of funds that share the same investment style combined as a group for
comparison purposes.
Peer/ Plan Sponsor Universe: A combination of asset pools of total plan investments by specific sponsor
and plan types for comparison purposes.
Performance Ineligible Assets: Performance returns are not calculated for certain assets because accurate
Performance Ineligible Assets: Performance returns are not calculated for certain assets because accurate
valuations and transaction data for these assets are not processed or maintained by us. Common examples of
these include life insurance, some annuities and some assets held externally.
Performance Statistics: A generic term for various measures of investment performance measurement
terms.
Portfolio Characteristics: A generic term for various measures of investment portfolio characteristics.
Preferred Return: A term used in the private equity (PE) world, and also referred to as a “Hurdle Rate.” It
refers to the threshold return that the limited partners of a private equity fund must receive, prior to the PE
firm receiving its carried interest or "carry."
Ratio of Cumulative Wealth: A defined ratio of the Cumulative Return of the portfolio divided by the
Cumulative Return of the benchmark for a certain time period.
Regression Based Analysis: A statistical process for estimating the relationships among variables. It
includes many techniques for modeling and analyzing several variables, when the focus is on the
relationship between a dependent variable and one or more independent variables
Residual Correlation: Within returns-based style analysis, residual correlation refers to the portion of a
strategy’s return pattern that cannot be explained by its correlation to the asset-class benchmarks to which it
is being compared.
Return: A rate of investment performance for the specified period.
Rolling Percentile Ranking: A measure of an investment portfolio’s ranking versus a peer group for a
specific rolling time period (i.e. Last 3 Years, Last 5 years, etc.).
Up Market Capture: The ratio of average portfolio returns over the benchmark during periods of positive
benchmark return. Higher values indicate better product performance.
Upside Semi Deviation: A statistical calculation that measures the volatility of returns above an acceptable
return. This return measure isolates the positive portion of volatility: the larger the number, the greater the
volatility.
Value: A diversified investment strategy that includes investment selections which tend to trade at a lower
price relative to its dividends, earnings, and sales. Common attributes are stocks that include high dividend,
low price-to-book ratio, and/or low price-to-earnings ratio.
Worst Quarter: The lowest rolling quarterly return for a certain time period.
Information Disclosures
Performance results are annualized for time periods greater than one year and include all cash and cash
equivalents, realized and unrealized capital gains and losses, and dividends, interest and income. The
investment results depicted herein represent historical performance. As a result of recent market activity,
current performance may vary from the figures shown. Past performance is not a guarantee of future
results.
Please see the Morgan Stanley Smith Barney LLC Form ADV Part 2 Brochure for advisory accounts
and/or any applicable brokerage account trade confirmation statements for a full disclosure of the
applicable charges, fees and expenses. Your Financial Advisor will provide those documents to you upon
request.
Benchmark indices and blends included in this material are for informational purposes only, are
provided solely as a comparison tool and may not reflect the underlying composition and/or investment
objective(s) associated with the account(s). Indices are unmanaged and not available for direct
investment. Index returns do not take into account fees or other charges. Such fees and charges would
reduce performance.
The performance data shown reflects past performance, which does not guarantee future results.
Investment return and principal will fluctuate so that an investor’s shares when redeemed may be worth
more or less than original cost. Please note, current performance may be higher or lower than the
performance data shown. For up to date month-end performance information, please contact your
Financial Advisor or visit the funds’ company website.
Investors should carefully consider the fund’s investment objectives, risks, charges and expenses before
investing. The prospectus and, if available the summary prospectus, contains this and other information
that should be read carefully before investing. Investors should review the information in the prospectus
carefully. To obtain a prospectus, please contact your Financial Advisor or visit the funds’ company
website.
Past performance is no guarantee of future results.
Investing involves market risk, including possible loss of principal. Growth investing does not guarantee a
profit or eliminate risk. The stocks of these companies can have relatively high valuations. Because of these
high valuations, an investment in a growth stock can be more risky than an investment in a company with
more modest growth expectations. Value investing involves the risk that the market may not recognize that
securities are undervalued and they may not appreciate as anticipated. Small and mid-capitalization
companies may lack the financial resources, product diversification and competitive strengths of larger
companies may lack the financial resources, product diversification and competitive strengths of larger
companies. The securities of small capitalization companies may not trade as readily as, and be subject to
higher volatility than those of larger, more established companies. Bond funds and bond holdings have the
same interest rate, inflation and credit risks that are associated with the underlying bonds owned by the
funds. The return of principal in bond funds, and in funds with significant bond holdings, is not guaranteed.
International securities’ prices may carry additional risks, including foreign economic, political, monetary
and/or legal factors, changing currency exchange rates, foreign taxes and differences in financial and
accounting standards. International investing may not be for everyone. These risks may be magnified in
emerging markets. Alternative investments, including private equity funds, real estate funds, hedge funds,
managed futures funds, and funds of hedge funds, private equity, and managed futures funds, are
speculative and entail significant risks that can include losses due to leveraging or\other speculative
investment practices, lack of liquidity, volatility of returns, restrictions on transferring interests in a fund,
potential lack of diversification, absence and/or delay of information regarding valuations and pricing,
complex tax structures and delays in tax reporting, less regulation and higher fees than mutual funds and
risks associated with the operations, personnel and processes of the advisor. Master Limited Partnerships
(MLPs) are limited partnerships or limited liability companies that are taxed as partnerships and whose
interests (limited partnership units or limited liability company units) are traded on securities exchanges like
shares of common stock. Currently, most MLPs operate in the energy, natural resources or real estate
sectors. Investments in MLP interests are subject to the risks generally applicable to companies in the
“Alpha tilt strategies comprise a core holding of stocks that mimic a benchmark type index such as the
S&P 500 to which additional securities are added to help tilt the fund toward potentially outperforming the
market in an effort to enhance overall investment returns. Tilt strategies are subject to significant timing
risk and could potentially expose investors to extended periods of underperformance.”
Custom Account Index: The Custom Account Index is an investment benchmark based on your historical
target allocations and/or manager selection that you may use to evaluate the performance of your account.
The Custom Account index does take into consideration certain changes that may have occurred in your
portfolio since the inception of your account, i.e., asset class and/or manager changes. However, in some
circumstances, it may not be an appropriate benchmark for use with your specific account composition. For
detailed report of the historical composition of this blend please contact your Financial Advisor.
Peer Groups
Peer Groups are a collection of similar investment strategies that essentially group investment products that
share the same investment approach. Peer Groups are used for comparison purposes to compare and
illustrate a clients investment portfolio versus its peer across various quantitative metrics like performance
and risk. Peer Group comparison is conceptually another form of benchmark comparison whereby the
actual investment can be ranked versus its peer across various quantitative metrics.
All Peer Group data are provided by Investment Metrics, LLC.
The URL below provides all the definitions and methodology about the various Peer Groups
https://www.invmetrics.com/style-peer-groups
Peer Group Ranking Methodology
A percentile rank denotes the value of a product in which a certain percent of observations fall within a peer
group. The range of percentile rankings is between 1 and 100, where 1 represents a high statistical value and
100 represents a low statistical value.
The 30th percentile, for example, is the value in which 30% of the highest observations may be found, the
65th percentile is the value in which 65% of the highest observations may be found, and so on.
Percentile rankings are calculated based on a normalized distribution ranging from 1 to 100 for all products
in each peer group, where a ranking of 1 denotes a high statistical value and a ranking of 100 denotes a low
statistical value. It is important to note that the same ranking methodology applies to all statistics, implying
that a ranking of 1 will always mean highest value across all statistics.
For example, consider a risk/return assessment using standard deviation as a measure of risk. A percentile
ranking equal to 1 for return denotes highest return, whereas a percentile ranking of 1 for standard deviation
denotes highest risk among peers.
In addition, values may be used to demonstrate quartile rankings. For example, the third quartile is also
known as the 75th percentile, and the median is the 50th percentile.
Alternatives
Graystone Consulting is a business of Morgan Stanley Smith Barney LLC. (“Morgan Stanley”) This
material is not to be reproduced or distributed to any other persons (other than professional advisors of the
investors) and is intended solely for the use of the persons to whom it has been delivered. This material is
not for distribution to the general public.
not for distribution to the general public.
The sole purpose of this material is to inform, and it in no way is intended to be an offer or solicitation to
purchase or sell any security, other investment or service, or to attract any funds or deposits. Investments
mentioned may not be suitable for all clients. Any product discussed herein may be purchased only after a
client has carefully reviewed the offering memorandum and executed the subscription documents. Morgan
Stanley has not considered the actual or desired investment objectives, goals, strategies, guidelines, or
factual circumstances of any investor in any fund(s). Before making any investment, each investor should
carefully consider the risks associated with the investment, as discussed in the applicable offering
memorandum, and make a determination based upon their own particular circumstances, that the investment
is consistent with their investment objectives and risk tolerance.
This information is being provided as a service of your Graystone Institutional Consultant and does not
supersede or replace your Morgan Stanley customer statement. The information is as of the date(s) noted
and subject to daily market fluctuation. Your interests in Alternative Investments, which may have been
purchased through us, are generally not held here, and are generally not covered by SIPC. The information
provided to you: 1) is included as a service to you, valuations for certain products may not be available; 2)
is derived from you or another external source for which we are not responsible, and may have been
modified to take into consideration capital calls or distributions to the extent applicable; 3) may not reflect
actual shares, share prices or values; 4) may include invested or distributed amounts in addition to a fair
value estimate; and 5) should not be relied upon for tax reporting purposes. Notwithstanding the foregoing,
1) to the extent this report displays Alternative Investment positions within a Morgan Stanley Individual
Retirement Account (“IRA”), such positions are held by Morgan Stanley Smith Barney LLC as the
fund;• Volatility of returns;• Restrictions on transferring interests in a fund;• Potential lack of diversification
and resulting higher risk due to concentration of trading authority when a single advisor is utilized;•
Absence of information regarding valuations and pricing;• Complex tax structures and delays in tax
reporting;• Less regulation and higher fees than mutual funds; and• Risks associated with the operations,
personnel, and processes of the manager. As a diversified global financial services firm, Morgan Stanley
Wealth Management engages in a broad spectrum of activities including financial advisory services,
investment management activities, sponsoring and managing private investment funds, engaging in broker-
dealer transactions and principal securities, commodities and foreign exchange transactions, research
publication, and other activities. In the ordinary course of its business, Morgan Stanley Wealth Management
therefore engages in activities where Morgan Stanley Wealth Management’s interests may conflict with the
interests of its clients, including the private investment funds it manages. Morgan Stanley Wealth
Management can give no assurance that conflicts of interest will be resolved in favor of its clients or any
such fund.
Indices are unmanaged and investors cannot directly invest in them. Composite index results are shown for
illustrative purposes and do not represent the performance of a specific investment. Past performance is no
guarantee of future results. Actual results may vary. Diversification does not assure a profit or protect
against loss in a declining market. Any performance or related information presented has not been adjusted
to reflect the impact of the additional fees paid to a placement agent by an investor (for Morgan Stanley
placement clients, a one-time upfront Placement Fee of up to 3%, and for Morgan Stanley investment
advisory clients, an annual advisory fee of up to 2.5%), which would result in a substantial reduction in the
returns if such fees were incorporated.
For most investment advisory clients, the program account will be charged an asset-based wrap fee every
quarter (“the Fee”). In general, the Fee covers investment advisory services and reporting. In addition to the
Fee, clients will pay the fees and expenses of any funds in which their account is invested. Fund fees and
expenses are charged directly to the pool of assets the fund invests in and impact the valuations. Clients
must understand that these fees and expenses are an additional cost and will not be included in the Fee
amount in the account statements.
As fees are deducted quarterly, the compounding effect will be to increase the impact of the fees by an
amount directly related to the gross account performance. For example, for an account with an initial value
of $100,000 and a 2.5% annual fee, if the gross performance is 5% per year over a three year period, the
compounding effect of the fees will result in a net annual compound rate of return of approximately 2.40%
per year over a three year period, and the total value of the client’s portfolio at the end of the three year
period would be approximately $115,762.50 without the fees and $107,372.63 with the fees. Please see the
applicable Morgan Stanley Smith Barney LLC Form ADV Part 2A for more information including a
description of the fee schedule. It is available at www.morganstanley.com/ADV
<http://www.morganstanley.com/ADV> <http://www.morganstanley.com/ADV> or from your Financial
Advisor/Private Wealth Advisor.
Alternative investments involve complex tax structures, tax inefficient investing, and delays in distributing
important tax information. Individual funds have specific risks related to their investment programs that will
vary from fund to fund. Clients should consult their own tax and legal advisors as Morgan Stanley does not
provide tax or legal advice. Interests in alternative investment products are offered pursuant to the terms of
the applicable offering memorandum, are distributed by Morgan Stanley Smith Barney LLC and certain of
its affiliates, and (1) are not FDIC-insured, (2) are not deposits or other obligations of Morgan Stanley or
any of its affiliates, (3) are not guaranteed by Morgan Stanley and its affiliates, and (4) involve investment
risks, including possible loss of principal. Morgan Stanley Smith Barney LLC is a registered broker-dealer,
not a bank.
SIPC insurance does not apply to precious metals, other commodities, or traditional alternative investments.
© 2018 Morgan Stanley Smith Barney LLC. Member SIPC.
Money Market Funds
You could lose money in Money Market Funds. Although MMFs classified as government funds (i.e.,
MMFs that invest 99.5% of total assets in cash and/or securities backed by the U.S government) and retail
funds (i.e., MMFs open to natural person investors only) seek to preserve value at $1.00 per share, they
cannot guarantee they will do so. The price of other MMFs will fluctuate and when you sell shares they may
be worth more or less than originally paid. MMFs may impose a fee upon sale or temporarily suspend sales
if liquidity falls below required minimums. During suspensions, shares would not be available for
purchases, withdrawals, check writing or ATM debits. A MMF investment is not insured or guaranteed by
the Federal Deposit Insurance Corporation or other government agency.
custodian of your Morgan Stanley IRA; and 2) if your Alternative Investment positon(s) is held by us and is
registered pursuant to the Securities Act of 1933, as amended, your Alternative Investment position(s) is
covered by SIPC.
Alternatives may be either traditional alternative investment vehicles or non-traditional alternative strategy
vehicles. Traditional alternative investment vehicles may include, but are not limited to, Hedge Funds,
Fund of Funds (both registered and unregistered), Exchange Funds, Private Equity Funds, Private Credit
Funds, Real Estate Funds, and Managed Futures Funds. Non-traditional alternative strategy vehicles may
include, but are not limited to, Open or Closed End Mutual Funds, Exchange-Traded and Closed-End
Funds, Unit Investment Trusts, exchange listed Real Estate Investment Trusts (REITs), and Master Limited
Partnerships (MLPs). These non-traditional alternative strategy vehicles also seek alternative-like exposure
but have significant differences from traditional alternative investment vehicles. Non-traditional alternative
strategy vehicles may behave like, have characteristics of, or employ various investment strategies and
techniques for both hedging and more speculative purposes such as short-selling, leverage, derivatives, and
options, which can increase volatility and the risk of investment loss. Characteristics such as correlation to
traditional markets, investment strategy, and market sector exposure can play a role in the classification of a
traditional security being classified as alternative.
Traditional alternative investment vehicles are illiquid and usually are not valued daily. The estimated
valuation provided will be as of the most recent date available and will be included in summaries of your
assets. Such valuation may not be the most recent provided by the fund in which you are invested. No
representation is made that the valuation is a market value or that the interest could be liquidated at this
value. We are not required to take any action with respect to your investment unless valid instructions are
received from you in a timely manner. Some positions reflected herein may not represent interests in the
fund, but rather redemption proceeds withheld by the issuer pending final valuations which are not subject
to the investment performance of the fund and may or may not accrue interest for the length of the
withholding. Morgan Stanley does not engage in an independent valuation of your alternative investment
assets. Morgan Stanley provides periodic information to you including the market value of an alternative
investment vehicle based on information received from the management entity of the alternative investment
vehicle or another service provider.
Traditional alternative investment vehicles often are speculative and include a high degree of risk. .
Investors should carefully review and consider potential risks before investing. Certain of these risks may
include but are not limited to:• Loss of all or a substantial portion of the investment due to leveraging, short-
selling, or other speculative practices;• Lack of liquidity in that there may be no secondary market for a
fund;• Volatility of returns;• Restrictions on transferring interests in a fund;• Potential lack of diversification
energy and natural resources sectors, including commodity pricing risk, supply and demand risk, depletion
risk and exploration risk; and MLP interests in the real estate sector are subject to special risks, including
interest rate and property value fluctuations, as well as risks related to general and economic conditions.
Because of their narrow focus, MLPs maintain exposure to price volatility of commodities and/or
underlying assets and tend to be more volatile than investments that diversify across many sectors and
companies. MLPs are also subject to additional risks including: investors having limited control and rights
to vote on matters affecting the MLP, limited access to capital, cash flow risk, lack of liquidity, dilution risk,
conflict of interests, and limited call rights related to acquisitions.
Mortgage backed securities also involve prepayment risk, in that faster or slower prepayments than
expected on underlying mortgage loans can dramatically alter the yield-to-maturity of a mortgage-backed
security and prepayment risk includes the possibility that a fund may invest the proceeds at generally lower
interest rates.
Tax managed funds may not meet their objective of being tax-efficient.
Real estate investments are subject to special risks, including interest rate and property value fluctuations,
as well as risks related to general and economic conditions. High yield fixed income securities, also known
as “junk bonds”, are considered speculative, involve greater risk of default and tend to be more volatile than
investment grade fixed income securities.
Credit quality is a measure of a bond issuer’s creditworthiness, or ability to repay interest and principal to
bondholders in a timely manner. The credit ratings shown are based on security rating as provided by
Standard & Poor’s, Moody’s and/or Fitch, as applicable. Credit ratings are issued by the rating agencies for
the underlying securities in the fund and not the fund itself, and the credit quality of the securities in the
fund does not represent the stability or safety of the fund. Credit ratings shown range from AAA, being the
highest, to D, being the lowest based on S&P and Fitch’s classification (the equivalent of Aaa and C,
respectively, by Moody(s). Ratings of BBB or higher by S&P and Fitch (Baa or higher by Moody’s) are
considered to be investment grade-quality securities. If two or more of the agencies have assigned different
ratings to a security, the highest rating is applied. Securities that are not rated by all three agencies are listed
as “NR”.
“Alpha tilt strategies comprise a core holding of stocks that mimic a benchmark type index such as the
R-Squared: The percentage of a portfolio's performance explained by the behavior of the appropriate
benchmark. High R-Squared means a higher correlation of the portfolio's performance to the appropriate
benchmark.
SA/CF (Separate Account/Comingled Fund): Represents an acronym for Separate Account and
Commingled Fund investment vehicles.
Sector Benchmark: A market index that serves as a proxy for a sector within an asset class.
Sharpe Ratio: Represents the excess rate of return over the risk free return divided by the standard
deviation of the excess return. The result is the absolute rate of return per unit of risk. The higher the value,
the better the product’s historical risk-adjusted performance results in.
Standard Deviation: A statistical measure of the range of a portfolio's performance; the variability of a
return around its average return over a specified time period.
Total Fund Benchmark: The policy benchmark for a complete asset pool that could consist of multiple
investment mandates.
Total Fund Composite: The aggregate of multiple portfolios within an asset pool or household.
Tracking Error: A measure of standard deviation for a portfolio's investment performance, relative to the
performance of an appropriate market benchmark.
Treynor Ratio: A ratio that divides the excess return (above the risk free rate) by the portfolio’s beta to
arrive at a unified measure of risk adjusted return. It is generally used to rank portfolios, funds and
benchmarks. A higher ratio is indicative of higher returns per unit of market risk. This measurement can
help determine if the portfolio is reaching its goal of increasing returns while managing market risk.
Up Market Capture: The ratio of average portfolio returns over the benchmark during periods of positive
higher the value, the more risk the product has.
Downside Semi Deviation: A statistical calculation that measures the volatility of returns below a
minimum acceptable return. This return measure isolates the negative portion of volatility: the larger the
number, the greater the volatility.
Drawdown: A drawdown is the peak-to-trough decline during a specific period of an investment, fund or
commodity.
As of September 30, 2022
Policy Index History
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 71
Gain/Loss -788 -749 -749 -900
Ending Market Value 7,094 7,094 7,094 7,094
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Mainstay - Global Infrastructure -7.54 17.94 1.01 -17.68 97.23 110.76 -3.21 -0.37 0.94 05/01/2021
DJ Brookfield Gbl Infra Comp TR -4.31 17.21 1.00 -17.19 100.00 100.00 0.00 -0.19 1.00 05/01/2021
90-Day T-Bills 0.46 0.20 -0.01 0.00 0.62 -1.29 0.44 N/A 0.26 05/01/2021
as of September 30, 2022
Mainstay - Global Infrastructure - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 69
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
08/01/2012
UBS - Private Real Estate
Beginning Market Value 5,884 5,040 5,040 4,818 4,585 4,091 3,076 3,000
Net Contributions - - - - - - - -
Fees/Expenses -10 -38 -38 -111 -205 -306 -430 -430
Income 50 201 201 586 1,022 1,321 1,321 1,321
Gain/Loss -49 672 672 582 472 768 1,907 1,983
Ending Market Value 5,875 5,875 5,875 5,875 5,875 5,875 5,875 5,875
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
UBS - Private Real Estate 7.89 5.06 0.99 -6.69 85.18 245.05 -1.43 1.39 0.80 08/01/2012
NCREIF Property Idx 9.57 4.55 1.00 -0.99 100.00 100.00 0.00 1.88 1.00 08/01/2012
90-Day T-Bills 0.65 0.24 -0.01 0.00 6.89 -1.01 0.71 N/A 0.02 08/01/2012
as of September 30, 2022
UBS - Private Real Estate - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 67
Fees/Expenses - - - -
Income - - - -
Gain/Loss -50 -324 -324 85
Ending Market Value 2,848 2,848 2,848 2,848
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Blackstone - Multi-Strategy 2.67 4.50 1.04 -7.09 94.57 97.31 -0.39 0.53 0.83 07/01/2020
HFRX Global Hedge Fund 2.98 3.95 1.00 -5.83 100.00 100.00 0.00 0.67 1.00 07/01/2020
90-Day T-Bills 0.32 0.16 -0.01 0.00 2.06 -4.21 0.35 N/A 0.04 07/01/2020
as of September 30, 2022
Blackstone - Multi-Strategy - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 65
Income - 164 164 164
Gain/Loss -13 -547 -547 -234
Ending Market Value 2,832 2,832 2,832 2,832
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Blackrock - Global L/S Credit 0.65 4.25 0.67 -8.55 80.14 55.93 1.93 0.10 0.88 07/01/2020
HFRX Fixed Income - Credit Index -1.91 5.97 1.00 -14.26 100.00 100.00 0.00 -0.34 1.00 07/01/2020
90-Day T-Bills 0.32 0.16 -0.01 0.00 2.07 -1.97 0.31 N/A 0.09 07/01/2020
as of September 30, 2022
BlackRock - Global L/S Credit - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 63
02/01/2016
Garcia Hamilton - Interm Fixed Income
Beginning Market Value 25,423 25,611 25,611 23,348 18,241 16,933
Net Contributions 3,136 4,351 4,351 5,669 9,258 9,962
Fees/Expenses -16 -64 -64 -187 -293 -358
Income 185 514 514 1,549 2,601 3,485
Gain/Loss -1,299 -2,983 -2,983 -2,950 -2,378 -2,593
Ending Market Value 27,429 27,429 27,429 27,429 27,429 27,429
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Garcia Hamilton - Interm Fixed Income 0.93 2.85 0.89 -10.49 91.33 84.73 0.25 0.00 0.88 02/01/2016
BC Gov/Cr Intm 0.76 3.00 1.00 -10.93 100.00 100.00 0.00 -0.05 1.00 02/01/2016
90-Day T-Bills 0.97 0.25 0.02 0.00 13.96 -10.76 0.95 N/A 0.04 02/01/2016
as of September 30, 2022
Garcia Hamilton - Fixed Income - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 61
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Geely Automobile Holdings Ltd 1.37 0.04 1.33 -39.37
Alibaba Group Holding Ltd 1.72 0.77 0.95 -29.64
Nomad Foods Ltd 1.68 0.00 1.68 -28.96
Tencent Holdings LTD 1.72 1.08 0.64 -24.86
Tokyo Electron Ltd 1.61 0.19 1.42 -24.36
Sanofi 1.95 0.45 1.50 -24.01
Constellium SE 1.53 0.00 1.53 -23.24
Lenovo Group Ltd 1.74 0.03 1.71 -22.62
Sony Group Corporation 1.64 0.41 1.23 -21.67
Carrefour SA 1.70 0.04 1.66 -21.13
% of Portfolio 16.66 3.01 13.65
Tamarac Firefighters' Pension Trust Fund
Renaissance - International Growth - Portfolio Characteristics
as of September 30, 2022
Page 60
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
01/01/2009
Renaissance - Intl Growth
Beginning Market Value 9,707 10,575 10,575 6,314 5,376 3,868 2,688 1,612
Net Contributions -2,884 -1,491 -1,491 865 2,360 2,687 3,209 3,546
Fees/Expenses -16 -71 -71 -178 -254 -312 -389 -440
Income 56 381 381 716 1,007 1,182 1,479 1,678
Gain/Loss -658 -3,189 -3,189 -1,513 -2,283 -1,221 -782 -191
Ending Market Value 6,205 6,205 6,205 6,205 6,205 6,205 6,205 6,205
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Renaissance - International Growth 5.03 17.52 1.01 -33.45 100.25 100.45 -0.07 0.34 0.92 01/01/2009
MSCI AC World ex US Net 5.22 16.65 1.00 -27.79 100.00 100.00 0.00 0.36 1.00 01/01/2009
90-Day T-Bills 0.51 0.21 0.00 0.00 1.16 -1.11 0.52 N/A 0.01 01/01/2009
as of September 30, 2022
Renaissance - International Growth - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 55
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Vodafone Group Public Limited Company 1.33 0.15 1.18 -27.28
Tencent Holdings LTD 0.81 1.08 -0.27 -24.86
Sanofi 1.96 0.45 1.51 -24.01
Newcrest Mining Ltd 0.79 0.05 0.74 -23.07
Bayer AG 2.48 0.23 2.25 -21.66
TravelSky Technology Ltd 1.79 0.01 1.78 -21.16
Shinhan Financial Group 0.65 0.06 0.59 -19.47
MTU Aero Engines AG 1.12 0.04 1.08 -16.79
Anheuser-Busch InBev SA/NV 1.81 0.20 1.61 -16.29
Standard Chartered PLC 2.15 0.08 2.07 -15.32
% of Portfolio 14.89 2.35 12.54
Tamarac Firefighters' Pension Trust Fund
ClearBridge - International Value - Portfolio Characteristics
as of September 30, 2022
Page 54
Inception
04/01/2017
ClearBridge - Intl Value
Beginning Market Value 10,311 11,960 11,960 6,461 5,347 4,776
Net Contributions 17 -108 -108 2,932 5,061 5,071
Fees/Expenses -17 -89 -89 -195 -266 -273
Income 58 410 410 839 1,252 1,342
Gain/Loss -773 -2,576 -2,576 -440 -1,798 -1,319
Ending Market Value 9,597 9,597 9,597 9,597 9,597 9,597
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
ClearBridge - International Value -0.13 19.91 1.19 -41.06 114.04 119.69 -1.24 0.04 0.88 04/01/2017
MSCI AC World ex US Net 1.38 15.68 1.00 -27.79 100.00 100.00 0.00 0.10 1.00 04/01/2017
90-Day T-Bills 1.10 0.26 0.00 0.00 2.83 -2.35 1.11 N/A 0.03 04/01/2017
as of September 30, 2022
ClearBridge - International Value - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 49
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Sotera Health Co 0.36 0.02 0.34 -65.19
GoHealth Inc 0.00 0.00 0.00 -40.63
10x Genomics Inc 0.68 0.07 0.61 -37.06
Altice usa inc 1.03 0.00 1.03 -36.97
Syneos Health Inc 0.40 0.03 0.37 -34.22
YETI Holdings Inc 1.01 0.08 0.93 -34.09
Pegasystems Inc 1.78 0.04 1.74 -32.75
Zoom Video Communications Inc 2.32 0.30 2.02 -31.84
Bright Horizons Family Solutions Inc 2.24 0.03 2.21 -31.79
V.F. Corp 0.51 0.00 0.51 -31.50
% of Portfolio 10.33 0.57 9.76
Tamarac Firefighters' Pension Trust Fund
MDT Advisers - Mid Cap Growth - Portfolio Characteristics
as of September 30, 2022
Page 48
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
08/01/2007
MDT Advisers - Mid Cap Growth
Beginning Market Value 6,909 9,215 9,215 6,766 5,625 4,251 3,001 1,777
Net Contributions -34 -22 -22 -1,722 -2,172 -2,058 -2,420 -2,269
Fees/Expenses -16 -78 -78 -218 -328 -411 -541 -640
Income 16 62 62 150 268 390 555 674
Gain/Loss -126 -2,429 -2,429 1,772 3,356 4,577 6,154 7,206
Ending Market Value 6,748 6,748 6,748 6,748 6,748 6,748 6,748 6,748
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
MDT Advisers - Mid Cap Growth 10.12 19.19 0.97 -50.88 102.98 95.68 2.11 0.56 0.92 08/01/2007
Russell Midcap Growth 8.23 19.06 1.00 -52.91 100.00 100.00 0.00 0.48 1.00 08/01/2007
90-Day T-Bills 0.70 0.29 0.00 0.00 1.39 -1.38 0.72 N/A 0.02 08/01/2007
as of September 30, 2022
MDT Advisers - Mid Cap Growth - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 43
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Stanley Black & Decker Inc 1.33 0.20 1.13 -27.61
MKS Instruments Inc 1.10 0.08 1.02 -19.33
Arrow Electronics Inc 1.40 0.10 1.30 -17.75
National Storage Affiliates Trust 1.94 0.06 1.88 -16.01
Assurant Inc. 1.77 0.13 1.64 -15.60
Generac Holdings Inc 1.97 0.00 1.97 -15.40
Sun Communities Inc. 1.79 0.29 1.50 -14.52
PacWest Bancorp 1.45 0.05 1.40 -14.52
Lumentum Holdings Inc 1.40 0.08 1.32 -13.66
Teledyne Technologies Inc. 1.98 0.28 1.70 -10.03
% of Portfolio 16.13 1.27 14.86
Tamarac Firefighters' Pension Trust Fund
Kennedy - Mid Cap Value - Portfolio Characteristics
as of September 30, 2022
Page 42
1
Year
3
Years
5
Years
7
Years
Inception
09/01/2013
Kennedy - Mid Cap Value
Beginning Market Value 7,728 9,287 9,287 6,716 5,569 3,780 3,903
Net Contributions -77 -541 -541 -1,128 -407 -137 -943
Fees/Expenses -33 -70 -70 -183 -278 -371 -446
Income 43 182 182 459 698 878 1,026
Gain/Loss -155 -1,352 -1,352 1,641 1,924 3,356 3,966
Ending Market Value 7,506 7,506 7,506 7,506 7,506 7,506 7,506
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Kennedy - Mid Cap Value 9.22 17.77 0.97 -30.03 99.45 91.21 1.61 0.55 0.83 09/01/2013
Russell Midcap Value 7.99 16.78 1.00 -31.71 100.00 100.00 0.00 0.50 1.00 09/01/2013
90-Day T-Bills 0.72 0.24 0.00 0.00 1.85 -1.48 0.74 N/A 0.03 09/01/2013
as of September 30, 2022
Kennedy - Mid Cap Value - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 37
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Adobe Inc 5.59 0.77 4.82 -24.82
ServiceNow Inc 4.48 0.45 4.03 -20.59
Nike Inc 1.89 0.60 1.29 -18.43
Meta Platforms Inc 5.43 0.39 5.04 -15.86
Zoetis Inc 2.82 0.41 2.41 -13.57
SALESFORCE INC 5.32 0.17 5.15 -12.85
Align Technology Inc 0.99 0.07 0.92 -12.49
Alphabet Inc 9.13 2.67 6.46 -12.09
Abbott Laboratories 4.30 0.13 4.17 -10.55
Mastercard Inc 4.72 1.44 3.28 -9.73
% of Portfolio 44.67 7.10 37.57
Tamarac Firefighters' Pension Trust Fund
Polen - Large Cap Growth - Portfolio Characteristics
as of September 30, 2022
Page 36
Net Contributions 2,928 2,408 2,408 -4,763 -6,621
Fees/Expenses -28 -150 -150 -438 -516
Income 26 120 120 417 584
Gain/Loss -1,472 -11,405 -11,405 5,044 8,994
Ending Market Value 24,203 24,203 24,203 24,203 24,203
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Polen - Large Cap Growth 8.96 21.35 0.96 -37.48 91.55 97.26 -2.05 0.46 0.95 11/01/2018
Russell 1000 Gr 11.72 21.63 1.00 -30.66 100.00 100.00 0.00 0.58 1.00 11/01/2018
90-Day T-Bills 0.99 0.28 0.00 0.00 1.64 -1.42 1.01 N/A 0.01 11/01/2018
as of September 30, 2022
Polen - Large Cap Growth - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 31
Weight
(%)
Benchmark
Weight
(%)
Active
Weight
(%)
Quarterly
Return
(%)
Adidas AG 1.91 0.00 1.91 -33.99
Welltower Inc 1.93 0.18 1.75 -21.29
Sysco Corporation 3.14 0.00 3.14 -16.53
Raytheon Technologies Corp 3.35 0.74 2.61 -14.33
L3Harris Technologies Inc 3.00 0.24 2.76 -13.59
Alphabet Inc 3.06 0.45 2.61 -12.22
Colgate-Palmolive Co 3.15 0.14 3.01 -11.80
United Parcel Service Inc 3.29 0.08 3.21 -10.85
EADS 3.13 0.00 3.13 -9.90
Mastercard Inc 3.00 0.00 3.00 -9.73
% of Portfolio 28.96 1.83 27.13
Tamarac Firefighters' Pension Trust Fund
Cambiar Investors Inc - Large Cap Value - Portfolio Characteristics
as of September 30, 2022
Page 30
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
12/01/2005
Cambiar - Large Cap Value
Beginning Market Value 29,124 33,295 33,295 24,076 20,148 15,409 11,656 5,065
Net Contributions -514 -1,864 -1,864 -3,346 -1,470 -1,801 -2,916 1,346
Fees/Expenses -40 -170 -170 -456 -705 -866 -1,120 -1,383
Income 142 523 523 1,532 2,517 3,276 4,120 5,130
Gain/Loss -1,398 -4,469 -4,469 5,509 6,825 11,296 15,575 17,157
Ending Market Value 27,314 27,314 27,314 27,314 27,314 27,314 27,314 27,314
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Cambiar Investors Inc - Large Cap Value 7.38 16.61 0.99 -48.04 100.63 96.71 0.82 0.45 0.90 12/01/2005
Russell 1000 Value 6.74 15.91 1.00 -55.56 100.00 100.00 0.00 0.42 1.00 12/01/2005
90-Day T-Bills 1.10 0.44 0.00 0.00 2.93 -2.11 1.11 N/A 0.01 12/01/2005
as of September 30, 2022
Cambiar - Large Cap Value - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 25
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
04/01/2002
Total Fund
Beginning Market Value 135,430 155,776 155,776 112,100 98,889 79,654 60,319 18,363
Net Contributions -28 773 773 4,138 6,573 9,308 13,543 36,018
Fees/Expenses -175 -731 -731 -1,966 -3,000 -3,884 -5,207 -6,792
Income 639 2,619 2,619 6,487 10,679 14,207 18,410 27,241
Gain/Loss -6,781 -29,352 -29,352 8,326 15,943 29,799 42,018 54,254
Ending Market Value 129,084 129,084 129,084 129,084 129,084 129,084 129,084 129,084
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Total Fund 6.06 10.36 0.99 -30.98 97.21 98.41 -0.23 0.50 0.98 04/01/2002
Policy Index 6.40 10.36 1.00 -35.95 100.00 100.00 0.00 0.53 1.00 04/01/2002
90-Day T-Bills 1.21 0.42 0.00 0.00 4.71 -3.67 1.23 N/A 0.00 04/01/2002
as of September 30, 2022
Total Fund - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 22
most commonly used measure of bond risk, quantifes the efect of changes in interest rates on the price of a bond or bond portfolio. The longer the duration, the more sensitive the bond
or portfolio
would be to changes in interest rates. The majority of $25 and $1000 par preferred securities are “callable” meaning that the issuer may retire the securities at specifc prices and dates
prior to
maturity. Interest/dividend payments on certain preferred issues may be deferred by the issuer for periods of up to 5 to 10 years, depending on the particular issue. The investor would
still have income
tax liability even though payments would not have been received. Price quoted is per $25 or $1,000 share, unless otherwise specifed. Current yield is calculated by multiplying the coupon
by par value
divided by the market price. The initial interest rate on a foating-rate security may be lower than that of a fxed-rate security of the same maturity because investors expect to receive
additional
income due to future increases in the foating security’s underlying reference rate. The reference rate could be an index or an interest rate. However, there can be no assurance that
the reference rate
will increase. Some foating-rate securities may be subject to call risk. The market value of convertible bonds and the underlying common stock(s) will fuctuate and after purchase may
be worth more
DISCLOSURES
Page 17 Page 17 of 18
compound efect fees have on investment returns: For example, if a portfolio’s annual rate of return is 15% for 5 years and the account pays 50 basis points in fees per annum, the gross
cumulative
fve-year return would be 101.1% and the fve-year return net of fees would be 96.8%. Fees and/or expenses would apply to clients who invest in investments in an account based on these
asset
DISCLOSURES
Page 16 Page 16 of 18
fund or product is accepted
may be signifcantly below or above the net asset value of the product or fund at the time the investor submitted subscription materials.
DISCLOSURES
Page 13 Page 13 of 18
risks, including possible loss of principal. Morgan Stanley Smith Barney LLC is a registered broker-dealer, not a bank.
A majority of Alternative Investment managers reviewed and selected by GIMA pay or cause to be paid an ongoing fee for distribution from their management fees to Morgan Stanley Wealth
Management in connection with Morgan Stanley Wealth Management clients that purchase an interest in an Alternative Investment and in some instances pay these fees on the investments
held by
advisory clients. Morgan Stanley Wealth Management rebates such fees that are received and attributable to an Investment held by an advisory client and retains the fees paid in connection
with
investments held by brokerage clients. Morgan Stanley Wealth Management has a confict of interest in ofering alternative investments because Morgan Stanley Wealth Management or our afliates,
in most instances, earn more money in your account from your investments in alternative investments than from other investment options.
DISCLOSURES
Page 12 Page 12 of 18
DISCLOSURES
Page 11 Page 11 of 18
Page 10 Page 10 of 18
DISCLOSURES
Page 9 Page 9 of 18
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vs.
Market
-0.23% -1.03% 1.42% 0.94 -6.47% 48.22% 141.96% -0.98% -0.62 93.12%
1.16% 0.36% 2.35% 1.40 -7.67% 157.30% 169.82% 0.04% 0.21 76.29%
0.82% 0.01% 1.77% 0.83 -4.57% 98.57% 94.72% 0.15% 0.09 47.26%
0.85% 0.04% 1.29% 0.83 -3.96% 95.00% 82.95% 0.18% 0.14 87.84%
0.87% 0.07% 2.12% 1.42 -7.52% 137.96% 171.46% -0.26% 0.10 96.63%
0.80% 0.00% 1.46% 1.00 -5.07% 100.00% 100.00% 0.00% 0.10 100.00%
Market
-0.19% -0.98% 1.67% 0.93 -6.47% 60.08% 132.34% -0.91% -0.67 94.14%
1.15% 0.37% 2.74% 1.38 -7.67% 155.74% 159.55% 0.09% 0.08 77.37%
0.96% 0.18% 2.11% 0.83 -4.57% 106.10% 92.15% 0.32% 0.02 46.92%
0.88% 0.10% 1.53% 0.82 -3.96% 94.86% 79.68% 0.24% -0.03 88.05%
0.76% -0.03% 2.48% 1.41 -7.52% 134.16% 163.35% -0.33% -0.07 97.76%
0.78% 0.00% 1.74% 1.00 -5.07% 100.00% 100.00% 0.00% -0.08 100.00%
Market
-0.24% -0.93% 1.91% 0.93 -6.47% 66.20% 127.69% -0.88% -0.71 94.01%
0.56% -0.14% 3.04% 1.34 -7.67% 133.33% 163.57% -0.36% -0.19 77.32%
0.95% 0.25% 2.46% 0.82 -4.57% 108.99% 92.14% 0.39% -0.07 44.66%
0.84% 0.14% 1.74% 0.81 -3.96% 94.06% 78.41% 0.27% -0.16 87.13%
0.55% -0.15% 2.77% 1.38 -7.52% 128.45% 156.53% -0.40% -0.21 98.50%
0.70% 0.00% 2.00% 1.00 -5.07% 100.00% 100.00% 0.00% -0.21 100.00%
-0.12% 0.29% 1.94% 0.79 -3.96% 93.02% 78.31% 0.21% -0.36 82.52%
-0.90% -0.49% 3.11% 1.38 -7.52% 136.12% 153.31% -0.32% -0.47 98.18%
-0.42% 0.00% 2.23% 1.00 -5.07% 100.00% 100.00% 0.00% -0.44 100.00%
R-Squared
vs.
Market
1.00% 0.20% 1.43% 0.94 -4.56% 111.68% 96.09% 0.24% 0.24 93.09%
1.66% 0.86% 2.36% 1.41 -7.04% 182.96% 150.77% 0.54% 0.43 76.21%
1.13% 0.32% 1.78% 0.84 -4.40% 115.07% 84.67% 0.45% 0.26 47.83%
1.04% 0.24% 1.30% 0.83 -3.80% 105.42% 75.97% 0.37% 0.30 87.91%
0.87% 0.07% 2.12% 1.42 -7.52% 137.96% 171.46% -0.26% 0.10 96.63%
0.80% 0.00% 1.46% 1.00 -5.07% 100.00% 100.00% 0.00% 0.10 100.00%
R-Squared
vs.
Market
1.04% 0.26% 1.68% 0.93 -4.56% 110.12% 90.14% 0.31% 0.07 94.13%
1.66% 0.87% 2.74% 1.38 -7.04% 175.85% 141.95% 0.59% 0.27 77.28%
1.25% 0.46% 2.12% 0.84 -4.40% 118.31% 83.29% 0.60% 0.15 47.44%
1.08% 0.30% 1.53% 0.82 -3.80% 102.92% 73.32% 0.43% 0.10 88.12%
0.76% -0.03% 2.48% 1.41 -7.52% 134.16% 163.35% -0.33% -0.07 97.76%
0.78% 0.00% 1.74% 1.00 -5.07% 100.00% 100.00% 0.00% -0.08 100.00%
Market
1.01% 0.31% 1.92% 0.93 -4.56% 110.93% 90.42% 0.35% -0.06 93.99%
1.04% 0.34% 3.05% 1.34 -7.04% 150.89% 149.23% 0.12% -0.03 77.32%
1.22% 0.52% 2.47% 0.83 -4.40% 119.03% 85.16% 0.64% 0.04 45.17%
1.03% 0.33% 1.74% 0.82 -3.80% 101.20% 72.97% 0.46% -0.05 87.20%
0.55% -0.15% 2.77% 1.38 -7.52% 128.45% 156.53% -0.40% -0.21 98.50%
0.70% 0.00% 2.00% 1.00 -5.07% 100.00% 100.00% 0.00% -0.21 100.00%
R-Squared
vs.
Market
-0.15% 0.27% 2.11% 0.91 -4.56% 109.07% 91.78% 0.23% -0.34 92.81%
-0.33% 0.09% 3.50% 1.36 -7.04% 171.23% 146.59% 0.26% -0.26 74.55%
0.14% 0.56% 2.97% 0.79 -4.40% 126.69% 88.17% 0.50% -0.14 35.56%
0.06% 0.47% 1.95% 0.79 -3.80% 101.46% 74.34% 0.39% -0.26 82.58%
-0.90% -0.49% 3.11% 1.38 -7.52% 136.12% 153.31% -0.32% -0.47 98.18%
-0.42% 0.00% 2.23% 1.00 -5.07% 100.00% 100.00% 0.00% -0.44 100.00%
$5.8B Firm/$147.5M Strategy
1.74
Jul-02
0.20%
19%
0.25%
48%
16% 33%
26%
11%
54%
0% 9%
29%
51%
1.6 years
43%
32%
Short-Term Fixed Income
Credit Analysis
Short-Term Fixed Income
Yield Curve Analysis
1.8 years
Tamarac Firefighters' Pension Fund
Short-Term Fixed Income Manager Search Summary
Performance as of September 30, 2022 and Other Information as of June 30, 2022
Blackrock Genter Sage Segall Bryant Hamill
42%
24%
2%
2.47
May-97
1996
Team
Owners/Well Paid
$16.9B Firm/$1.5B Strategy
Short-Term Fixed Income
Duration/Maturity Control
1.7 years
70%
28%
0%
2%
73%
14%
$8.5T Firm/$6.2B Strategy
191
1.92
Jan-04
1988
Team
Well Paid
14%
0.10%
The prices, quotes or statistics contained herein have been obtained from sources believed to be reliable, however, the accuracy cannot be guaranteed.
custodian of your Morgan Stanley IRA; and 2) if your Alternative Investment positon(s) is held by us and is
registered pursuant to the Securities Act of 1933, as amended, your Alternative Investment position(s) is
covered by SIPC.
Alternatives may be either traditional alternative investment vehicles or non-traditional alternative strategy
vehicles. Traditional alternative investment vehicles may include, but are not limited to, Hedge Funds,
Fund of Funds (both registered and unregistered), Exchange Funds, Private Equity Funds, Private Credit
Funds, Real Estate Funds, and Managed Futures Funds. Non-traditional alternative strategy vehicles may
include, but are not limited to, Open or Closed End Mutual Funds, Exchange-Traded and Closed-End
Funds, Unit Investment Trusts, exchange listed Real Estate Investment Trusts (REITs), and Master Limited
Partnerships (MLPs). These non-traditional alternative strategy vehicles also seek alternative-like exposure
but have significant differences from traditional alternative investment vehicles. Non-traditional alternative
strategy vehicles may behave like, have characteristics of, or employ various investment strategies and
techniques for both hedging and more speculative purposes such as short-selling, leverage, derivatives, and
options, which can increase volatility and the risk of investment loss. Characteristics such as correlation to
traditional markets, investment strategy, and market sector exposure can play a role in the classification of a
traditional security being classified as alternative.
Traditional alternative investment vehicles are illiquid and usually are not valued daily. The estimated
valuation provided will be as of the most recent date available and will be included in summaries of your
assets. Such valuation may not be the most recent provided by the fund in which you are invested. No
representation is made that the valuation is a market value or that the interest could be liquidated at this
value. We are not required to take any action with respect to your investment unless valid instructions are
received from you in a timely manner. Some positions reflected herein may not represent interests in the
fund, but rather redemption proceeds withheld by the issuer pending final valuations which are not subject
to the investment performance of the fund and may or may not accrue interest for the length of the
withholding. Morgan Stanley does not engage in an independent valuation of your alternative investment
assets. Morgan Stanley provides periodic information to you including the market value of an alternative
investment vehicle based on information received from the management entity of the alternative investment
vehicle or another service provider.
Traditional alternative investment vehicles often are speculative and include a high degree of risk. .
Investors should carefully review and consider potential risks before investing. Certain of these risks may
include but are not limited to:• Loss of all or a substantial portion of the investment due to leveraging, short-
selling, or other speculative practices;• Lack of liquidity in that there may be no secondary market for a
fund;• Volatility of returns;• Restrictions on transferring interests in a fund;• Potential lack of diversification
energy and natural resources sectors, including commodity pricing risk, supply and demand risk, depletion
risk and exploration risk; and MLP interests in the real estate sector are subject to special risks, including
interest rate and property value fluctuations, as well as risks related to general and economic conditions.
Because of their narrow focus, MLPs maintain exposure to price volatility of commodities and/or
underlying assets and tend to be more volatile than investments that diversify across many sectors and
companies. MLPs are also subject to additional risks including: investors having limited control and rights
to vote on matters affecting the MLP, limited access to capital, cash flow risk, lack of liquidity, dilution risk,
conflict of interests, and limited call rights related to acquisitions.
Mortgage backed securities also involve prepayment risk, in that faster or slower prepayments than
expected on underlying mortgage loans can dramatically alter the yield-to-maturity of a mortgage-backed
security and prepayment risk includes the possibility that a fund may invest the proceeds at generally lower
interest rates.
Tax managed funds may not meet their objective of being tax-efficient.
Real estate investments are subject to special risks, including interest rate and property value fluctuations,
as well as risks related to general and economic conditions. High yield fixed income securities, also known
as “junk bonds”, are considered speculative, involve greater risk of default and tend to be more volatile than
investment grade fixed income securities.
Credit quality is a measure of a bond issuer’s creditworthiness, or ability to repay interest and principal to
bondholders in a timely manner. The credit ratings shown are based on security rating as provided by
Standard & Poor’s, Moody’s and/or Fitch, as applicable. Credit ratings are issued by the rating agencies for
the underlying securities in the fund and not the fund itself, and the credit quality of the securities in the
fund does not represent the stability or safety of the fund. Credit ratings shown range from AAA, being the
highest, to D, being the lowest based on S&P and Fitch’s classification (the equivalent of Aaa and C,
respectively, by Moody(s). Ratings of BBB or higher by S&P and Fitch (Baa or higher by Moody’s) are
considered to be investment grade-quality securities. If two or more of the agencies have assigned different
ratings to a security, the highest rating is applied. Securities that are not rated by all three agencies are listed
as “NR”.
“Alpha tilt strategies comprise a core holding of stocks that mimic a benchmark type index such as the
R-Squared: The percentage of a portfolio's performance explained by the behavior of the appropriate
benchmark. High R-Squared means a higher correlation of the portfolio's performance to the appropriate
benchmark.
SA/CF (Separate Account/Comingled Fund): Represents an acronym for Separate Account and
Commingled Fund investment vehicles.
Sector Benchmark: A market index that serves as a proxy for a sector within an asset class.
Sharpe Ratio: Represents the excess rate of return over the risk free return divided by the standard
deviation of the excess return. The result is the absolute rate of return per unit of risk. The higher the value,
the better the product’s historical risk-adjusted performance results in.
Standard Deviation: A statistical measure of the range of a portfolio's performance; the variability of a
return around its average return over a specified time period.
Total Fund Benchmark: The policy benchmark for a complete asset pool that could consist of multiple
investment mandates.
Total Fund Composite: The aggregate of multiple portfolios within an asset pool or household.
Tracking Error: A measure of standard deviation for a portfolio's investment performance, relative to the
performance of an appropriate market benchmark.
Treynor Ratio: A ratio that divides the excess return (above the risk free rate) by the portfolio’s beta to
arrive at a unified measure of risk adjusted return. It is generally used to rank portfolios, funds and
benchmarks. A higher ratio is indicative of higher returns per unit of market risk. This measurement can
help determine if the portfolio is reaching its goal of increasing returns while managing market risk.
Up Market Capture: The ratio of average portfolio returns over the benchmark during periods of positive
higher the value, the more risk the product has.
Downside Semi Deviation: A statistical calculation that measures the volatility of returns below a
minimum acceptable return. This return measure isolates the negative portion of volatility: the larger the
number, the greater the volatility.
Drawdown: A drawdown is the peak-to-trough decline during a specific period of an investment, fund or
commodity.
Gain/Loss -788 -749 -749 -900
Ending Market Value 7,094 7,094 7,094 7,094
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Mainstay - Global Infrastructure -7.54 17.94 1.01 -17.68 97.23 110.76 -3.21 -0.37 0.94 05/01/2021
DJ Brookfield Gbl Infra Comp TR -4.31 17.21 1.00 -17.19 100.00 100.00 0.00 -0.19 1.00 05/01/2021
90-Day T-Bills 0.46 0.20 -0.01 0.00 0.62 -1.29 0.44 N/A 0.26 05/01/2021
as of September 30, 2022
Mainstay - Global Infrastructure - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 20
Current
Quarter
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
08/01/2012
UBS - Private Real Estate
Beginning Market Value 5,884 5,040 5,040 4,818 4,585 4,091 3,076 3,000
Net Contributions - - - - - - - -
Fees/Expenses -10 -38 -38 -111 -205 -306 -430 -430
Income 50 201 201 586 1,022 1,321 1,321 1,321
Gain/Loss -49 672 672 582 472 768 1,907 1,983
Ending Market Value 5,875 5,875 5,875 5,875 5,875 5,875 5,875 5,875
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
UBS - Private Real Estate 7.89 5.06 0.99 -6.69 85.18 245.05 -1.43 1.39 0.80 08/01/2012
NCREIF Property Idx 9.57 4.55 1.00 -0.99 100.00 100.00 0.00 1.88 1.00 08/01/2012
90-Day T-Bills 0.65 0.24 -0.01 0.00 6.89 -1.01 0.71 N/A 0.02 08/01/2012
as of September 30, 2022
UBS - Private Real Estate - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 19
Fees/Expenses - - - -
Income - - - -
Gain/Loss -50 -324 -324 85
Ending Market Value 2,848 2,848 2,848 2,848
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Blackstone - Multi-Strategy 2.67 4.50 1.04 -7.09 94.57 97.31 -0.39 0.53 0.83 07/01/2020
HFRX Global Hedge Fund 2.98 3.95 1.00 -5.83 100.00 100.00 0.00 0.67 1.00 07/01/2020
90-Day T-Bills 0.32 0.16 -0.01 0.00 2.06 -4.21 0.35 N/A 0.04 07/01/2020
as of September 30, 2022
Blackstone - Multi-Strategy - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 18
Income - 164 164 164
Gain/Loss -13 -547 -547 -234
Ending Market Value 2,832 2,832 2,832 2,832
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Blackrock - Global L/S Credit 0.65 4.25 0.67 -8.55 80.14 55.93 1.93 0.10 0.88 07/01/2020
HFRX Fixed Income - Credit Index -1.91 5.97 1.00 -14.26 100.00 100.00 0.00 -0.34 1.00 07/01/2020
90-Day T-Bills 0.32 0.16 -0.01 0.00 2.07 -1.97 0.31 N/A 0.09 07/01/2020
as of September 30, 2022
BlackRock - Global L/S Credit - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 17
02/01/2016
Garcia Hamilton - Interm Fixed Income
Beginning Market Value 25,423 25,611 25,611 23,348 18,241 16,933
Net Contributions 3,136 4,351 4,351 5,669 9,258 9,962
Fees/Expenses -16 -64 -64 -187 -293 -358
Income 185 514 514 1,549 2,601 3,485
Gain/Loss -1,299 -2,983 -2,983 -2,950 -2,378 -2,593
Ending Market Value 27,429 27,429 27,429 27,429 27,429 27,429
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Garcia Hamilton - Interm Fixed Income 0.93 2.85 0.89 -10.49 91.33 84.73 0.25 0.00 0.88 02/01/2016
BC Gov/Cr Intm 0.76 3.00 1.00 -10.93 100.00 100.00 0.00 -0.05 1.00 02/01/2016
90-Day T-Bills 0.97 0.25 0.02 0.00 13.96 -10.76 0.95 N/A 0.04 02/01/2016
as of September 30, 2022
Garcia Hamilton - Fixed Income - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 16
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
01/01/2009
Renaissance - Intl Growth
Beginning Market Value 9,707 10,575 10,575 6,314 5,376 3,868 2,688 1,612
Net Contributions -2,884 -1,491 -1,491 865 2,360 2,687 3,209 3,546
Fees/Expenses -16 -71 -71 -178 -254 -312 -389 -440
Income 56 381 381 716 1,007 1,182 1,479 1,678
Gain/Loss -658 -3,189 -3,189 -1,513 -2,283 -1,221 -782 -191
Ending Market Value 6,205 6,205 6,205 6,205 6,205 6,205 6,205 6,205
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Renaissance - International Growth 5.03 17.52 1.01 -33.45 100.25 100.45 -0.07 0.34 0.92 01/01/2009
MSCI AC World ex US Net 5.22 16.65 1.00 -27.79 100.00 100.00 0.00 0.36 1.00 01/01/2009
90-Day T-Bills 0.51 0.21 0.00 0.00 1.16 -1.11 0.52 N/A 0.01 01/01/2009
as of September 30, 2022
Renaissance - International Growth - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 15
Inception
04/01/2017
ClearBridge - Intl Value
Beginning Market Value 10,311 11,960 11,960 6,461 5,347 4,776
Net Contributions 17 -108 -108 2,932 5,061 5,071
Fees/Expenses -17 -89 -89 -195 -266 -273
Income 58 410 410 839 1,252 1,342
Gain/Loss -773 -2,576 -2,576 -440 -1,798 -1,319
Ending Market Value 9,597 9,597 9,597 9,597 9,597 9,597
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
ClearBridge - International Value -0.13 19.91 1.19 -41.06 114.04 119.69 -1.24 0.04 0.88 04/01/2017
MSCI AC World ex US Net 1.38 15.68 1.00 -27.79 100.00 100.00 0.00 0.10 1.00 04/01/2017
90-Day T-Bills 1.10 0.26 0.00 0.00 2.83 -2.35 1.11 N/A 0.03 04/01/2017
as of September 30, 2022
ClearBridge - International Value - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 14
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
08/01/2007
MDT Advisers - Mid Cap Growth
Beginning Market Value 6,909 9,215 9,215 6,766 5,625 4,251 3,001 1,777
Net Contributions -34 -22 -22 -1,722 -2,172 -2,058 -2,420 -2,269
Fees/Expenses -16 -78 -78 -218 -328 -411 -541 -640
Income 16 62 62 150 268 390 555 674
Gain/Loss -126 -2,429 -2,429 1,772 3,356 4,577 6,154 7,206
Ending Market Value 6,748 6,748 6,748 6,748 6,748 6,748 6,748 6,748
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
MDT Advisers - Mid Cap Growth 10.12 19.19 0.97 -50.88 102.98 95.68 2.11 0.56 0.92 08/01/2007
Russell Midcap Growth 8.23 19.06 1.00 -52.91 100.00 100.00 0.00 0.48 1.00 08/01/2007
90-Day T-Bills 0.70 0.29 0.00 0.00 1.39 -1.38 0.72 N/A 0.02 08/01/2007
as of September 30, 2022
MDT Advisers - Mid Cap Growth - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 13
1
Year
3
Years
5
Years
7
Years
Inception
09/01/2013
Kennedy - Mid Cap Value
Beginning Market Value 7,728 9,287 9,287 6,716 5,569 3,780 3,903
Net Contributions -77 -541 -541 -1,128 -407 -137 -943
Fees/Expenses -33 -70 -70 -183 -278 -371 -446
Income 43 182 182 459 698 878 1,026
Gain/Loss -155 -1,352 -1,352 1,641 1,924 3,356 3,966
Ending Market Value 7,506 7,506 7,506 7,506 7,506 7,506 7,506
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Kennedy - Mid Cap Value 9.22 17.77 0.97 -30.03 99.45 91.21 1.61 0.55 0.83 09/01/2013
Russell Midcap Value 7.99 16.78 1.00 -31.71 100.00 100.00 0.00 0.50 1.00 09/01/2013
90-Day T-Bills 0.72 0.24 0.00 0.00 1.85 -1.48 0.74 N/A 0.03 09/01/2013
as of September 30, 2022
Kennedy - Mid Cap Value - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 12
Net Contributions 2,928 2,408 2,408 -4,763 -6,621
Fees/Expenses -28 -150 -150 -438 -516
Income 26 120 120 417 584
Gain/Loss -1,472 -11,405 -11,405 5,044 8,994
Ending Market Value 24,203 24,203 24,203 24,203 24,203
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Polen - Large Cap Growth 8.96 21.35 0.96 -37.48 91.55 97.26 -2.05 0.46 0.95 11/01/2018
Russell 1000 Gr 11.72 21.63 1.00 -30.66 100.00 100.00 0.00 0.58 1.00 11/01/2018
90-Day T-Bills 0.99 0.28 0.00 0.00 1.64 -1.42 1.01 N/A 0.01 11/01/2018
as of September 30, 2022
Polen - Large Cap Growth - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 11
Fiscal
YTD
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
12/01/2005
Cambiar - Large Cap Value
Beginning Market Value 29,124 33,295 33,295 24,076 20,148 15,409 11,656 5,065
Net Contributions -514 -1,864 -1,864 -3,346 -1,470 -1,801 -2,916 1,346
Fees/Expenses -40 -170 -170 -456 -705 -866 -1,120 -1,383
Income 142 523 523 1,532 2,517 3,276 4,120 5,130
Gain/Loss -1,398 -4,469 -4,469 5,509 6,825 11,296 15,575 17,157
Ending Market Value 27,314 27,314 27,314 27,314 27,314 27,314 27,314 27,314
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Cambiar Investors Inc - Large Cap Value 7.38 16.61 0.99 -48.04 100.63 96.71 0.82 0.45 0.90 12/01/2005
Russell 1000 Value 6.74 15.91 1.00 -55.56 100.00 100.00 0.00 0.42 1.00 12/01/2005
90-Day T-Bills 1.10 0.44 0.00 0.00 2.93 -2.11 1.11 N/A 0.01 12/01/2005
as of September 30, 2022
Cambiar - Large Cap Value - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 10
1
Year
3
Years
5
Years
7
Years
10
Years
Inception
04/01/2002
Total Fund
Beginning Market Value 135,430 155,776 155,776 112,100 98,889 79,654 60,319 18,363
Net Contributions -28 773 773 4,138 6,573 9,308 13,543 36,018
Fees/Expenses -175 -731 -731 -1,966 -3,000 -3,884 -5,207 -6,792
Income 639 2,619 2,619 6,487 10,679 14,207 18,410 27,241
Gain/Loss -6,781 -29,352 -29,352 8,326 15,943 29,799 42,018 54,254
Ending Market Value 129,084 129,084 129,084 129,084 129,084 129,084 129,084 129,084
Return Standard
Deviation Beta
Maximum
Drawdown
Up
Capture
Down
Capture Alpha
Sharpe
Ratio R-Squared
Inception
Date
Total Fund 6.06 10.36 0.99 -30.98 97.21 98.41 -0.23 0.50 0.98 04/01/2002
Policy Index 6.40 10.36 1.00 -35.95 100.00 100.00 0.00 0.53 1.00 04/01/2002
90-Day T-Bills 1.21 0.42 0.00 0.00 4.71 -3.67 1.23 N/A 0.00 04/01/2002
as of September 30, 2022
Total Fund - Executive Summary
Tamarac Firefighters' Pension Trust Fund
The prices, quotes, or statistics contained herein have been obtained from sources believed to be reliable, however, its accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 7
Date 12 Months
3
Years
5
Years
(8.02) (20.46) (21.13) 1.43 1.49
(21.61) (29.41) (33.76) (6.80) (5.16)
(2.24) (8.03) (6.83) (2.85) (2.61)
(8.20) (25.85) (20.13) 12.01 9.89
(2.80) (9.36) (6.61) (7.67) (2.00)
Tamarac Firefighters' Pension Trust Fund
Capital Markets Returns
as of September 30, 2022
Past Performance is not a guarantee of future results. Indices are not available for direct investment. Source: PARis
Page 5
• December 2008: Added: International Growth Mgr
• December 2007: Removed: Small-Cap Value Mgr
• July 2007:
• Added: Mid-Cap Growth Manager
• Added: Small-Cap Core Manager
• November 2005: Replaced: Large-Cap Value Mgr
• March 2004:
• Replaced: International Value Manager
• Added: Large-Cap Growth Manager
• March 2002: Added the following accounts:
• Large-Cap Value Manager
• Small-Cap Value Manager
• International Value Manager
• Fixed Income Manager
Tamarac Firefighters' Pension Trust Fund
Goal Review
as of September 30, 2022
The price, quotes, and statistics contained herein have been obtained from sources believed to be reliable, however, it’s accuracy cannot be guaranteed. Past performance is not a
guarantee of future results.
Page 3