|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Performance of
Other Managers |
|
| June
30, 2004 |
|
|
|
Qtr |
YTD |
1Yr |
2Yr |
3Yr |
5Yr |
|
| CORE EQUITY |
|
| Eagle
Asset Management Inc. - Conservative Large Cap Equity |
|
3.78 |
3.87 |
20.07 |
12.45 |
4.47 |
4.69 |
|
| ICC
Capital Management, Inc. - Core Value |
|
1.43 |
3.69 |
22.84 |
9.16 |
2.63 |
2.59 |
|
| INVESCO
- Enhanced Index |
|
|
|
| RhumbLine
Advisers - Russell 1000 Index Fund |
|
1.38 |
3.30 |
19.42 |
9.92 |
-0.25 |
-1.59 |
|
| RhumbLine
Advisers - S&P 500 Index Fund |
|
1.68 |
3.40 |
18.95 |
9.30 |
-0.52 |
-1.97 |
|
| State
Street Global Advisors - Large Cap Core Matrix |
|
1.14 |
3.22 |
17.16 |
8.12 |
1.07 |
-1.24 |
|
| Weiss,
Peck & Greer Investments - Large Cap Disciplined Equity |
|
1.16 |
3.56 |
19.77 |
9.59 |
0.65 |
-0.58 |
|
| Russell
1000 |
|
1.40 |
3.33 |
19.48 |
9.83 |
-0.32 |
-1.65 |
|
| S&P 500 |
|
1.72 |
3.44 |
19.11 |
9.28 |
-0.70 |
-2.20 |
|
| Wilshire
5000 Value Wtd. Total Perf. |
|
1.28 |
3.93 |
21.17 |
10.79 |
0.77 |
-1.04 |
|
| GROWTH EQUITY |
|
| Atlanta
Capital Management Company - High Quality Growth Plus |
|
2.23 |
1.10 |
16.72 |
5.96 |
-2.48 |
-1.78 |
|
| Colony
Capital Management - Domestic Equity |
|
1.97 |
4.90 |
21.31 |
10.26 |
-0.74 |
-1.80 |
|
| Davis,
Hamilton, Jackson & Associates, L. P. - Quality Growth |
|
1.24 |
0.58 |
12.67 |
5.27 |
-2.61 |
-2.42 |
|
| Deutsche
Asset Management - Large Cap Core Growth Equity |
|
1.59 |
3.63 |
17.61 |
7.15 |
-0.66 |
-0.35 |
|
| Eagle
Asset Management Inc. - Institutional Growth |
|
-2.54 |
-3.28 |
9.65 |
4.30 |
-5.41 |
-0.59 |
|
| Freedom
Capital Management, LLC - Core Growth Equity |
|
0.34 |
-0.41 |
13.42 |
5.46 |
-6.73 |
-3.93 |
|
| Freedom
Capital Management, LLC - Pure Growth Equity |
|
0.92 |
-1.30 |
12.00 |
4.42 |
-6.69 |
-6.12 |
|
| GLOBALT
Investments - Diversified Larger Cap Growth |
|
2.07 |
3.72 |
20.20 |
8.15 |
-4.19 |
-4.21 |
|
| ICC
Capital Management, Inc. - Large Cap Growth Equity |
|
-0.17 |
3.97 |
23.64 |
17.98 |
-4.35 |
|
|
| ING
Investment Management Americas - ING Large Cap Growth S & P 500 |
-0.23 |
2.54 |
17.99 |
7.29 |
-2.87 |
-1.74 |
|
| Montag
& Caldwell, Inc. - Large Cap Growth |
|
2.51 |
4.57 |
14.08 |
5.49 |
-1.74 |
-3.14 |
|
| Northern
Trust Global Investment Services - Northern Trust Large Cap Growth |
6.05 |
5.44 |
18.45 |
4.09 |
-2.15 |
-0.33 |
|
| PEA
Capital LLC - Large Cap Growth |
|
0.54 |
5.04 |
21.02 |
6.55 |
-4.41 |
-3.93 |
|
| RhumbLine
Advisers - Russell 1000 Growth Index Fund |
|
1.97 |
2.75 |
17.86 |
10.22 |
-3.57 |
|
|
| Roxbury
Capital Management, LLC - Large Cap - Gross |
|
|
|
| Sawgrass
Asset Management LLC - Large Cap Growth Equity |
|
2.37 |
2.94 |
17.45 |
7.42 |
1.52 |
-0.74 |
|
| State
Street Global Advisors - Large Cap Growth |
|
1.28 |
2.32 |
16.70 |
9.30 |
-3.95 |
-7.56 |
|
| Russell
1000 Growth |
|
1.94 |
2.74 |
17.87 |
10.15 |
-3.74 |
-6.48 |
|
| S&P
500/Barra Growth |
|
2.69 |
2.72 |
16.03 |
8.96 |
-1.09 |
-4.97 |
|
| Inverness
Equities |
|
|
|
|
|
2.39 |
3.39 |
19.16 |
9.09 |
2.83 |
0.19 |
|
| DHJ
Equities |
|
|
|
|
|
1.66 |
1.05 |
13.87 |
5.84 |
-1.84 |
n/a |
|
| Eagle
Equities |
|
|
|
|
|
4.47 |
8.49 |
29.95 |
n/a |
n/a |
n/a |
|
| Buckhead
Equities |
|
|
|
|
|
-0.68 |
3.24 |
n/a |
n/a |
n/a |
n/a |
|
|
|
|
|
|
|
|
ASSET CONSULTING GROUP |
|
Page 20 |
|
|
a division of Gabriel,
Roeder, Smith, & Co. |
|
|
| Performance of
Other Managers |
|
| June
30, 2004 |
|
|
|
Qtr |
YTD |
1Yr |
2Yr |
3Yr |
5Yr |
|
| VALUE EQUITY |
|
| Buckhead
Capital Management - Value Equity - Low P/E |
|
-0.63 |
3.44 |
23.17 |
9.97 |
6.36 |
6.23 |
|
| Crawford
Investment Counsel - Value Equity |
|
2.33 |
7.00 |
19.84 |
8.46 |
5.44 |
4.47 |
|
| DePrince,
Race and Zollo Inc. - Large Cap Value Equity |
|
2.94 |
4.47 |
28.37 |
13.19 |
10.28 |
8.31 |
|
| Eagle
Asset Management Inc. - Value -
Institutional |
|
2.61 |
5.34 |
20.59 |
7.72 |
1.70 |
1.23 |
|
| Freedom
Capital Management, LLC - Lg Cap Value-Core Value Composite |
3.29 |
6.01 |
24.80 |
9.11 |
1.57 |
2.19 |
|
| HGK
Asset Management, Inc. - Large Cap Value Equity |
|
2.15 |
6.59 |
27.22 |
10.42 |
4.21 |
2.80 |
|
| ICC
Capital Management, Inc. - Core Value |
|
1.43 |
3.69 |
22.84 |
9.16 |
2.63 |
2.59 |
|
| INVESCO
- Large Cap Value Equity |
|
|
|
| Oppenheimer
Capital - All Cap Equity |
|
3.01 |
6.28 |
25.03 |
13.48 |
4.35 |
4.82 |
|
| RhumbLine
Advisers - Russell 1000 Value Index Fund |
|
0.83 |
3.86 |
20.91 |
9.46 |
2.96 |
2.07 |
|
| State
Street Global Advisors - Large Cap Value |
|
-0.74 |
3.37 |
18.50 |
8.72 |
4.21 |
3.01 |
|
| Westwood
Management Corporation - REIT Portfolio |
|
-5.63 |
4.96 |
25.79 |
14.94 |
15.77 |
14.78 |
|
| Russell
1000 Value |
|
0.88 |
3.94 |
21.13 |
9.50 |
2.96 |
1.87 |
|
| S&P
500/Barra Value |
|
0.80 |
4.17 |
22.26 |
9.55 |
-0.57 |
0.13 |
|
| MID-CAP EQUITY |
|
| GLOBALT
Investments - Mid Cap Growth |
|
1.21 |
7.58 |
29.15 |
11.84 |
0.73 |
3.18 |
|
| HGK
Asset Management, Inc. - Mid Cap Value Equity |
|
0.09 |
3.38 |
29.00 |
15.05 |
13.76 |
9.95 |
|
| RhumbLine
Advisers - S&P 400 Index Fund |
|
0.97 |
6.05 |
27.76 |
12.74 |
6.65 |
9.10 |
|
| Roxbury
Capital Management, LLC - Small to Medium Capitalization Equity |
|
|
| State
Street Global Advisors - Mid-Cap Strategy |
|
0.72 |
6.91 |
27.43 |
16.19 |
8.62 |
9.48 |
|
| Russell
Midcap |
|
1.45 |
6.67 |
29.39 |
15.24 |
6.43 |
6.51 |
|
| S&P
Midcap 400 |
|
0.97 |
6.09 |
27.98 |
12.73 |
6.58 |
9.05 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Inverness
Equities |
|
|
|
|
|
2.39 |
3.39 |
19.16 |
9.09 |
2.83 |
0.19 |
|
| DHJ
Equities |
|
|
|
|
|
1.66 |
1.05 |
13.87 |
5.84 |
-1.84 |
n/a |
|
| Eagle
Equities |
|
|
|
|
|
4.47 |
8.49 |
29.95 |
n/a |
n/a |
n/a |
|
| Buckhead
Equities |
|
|
|
|
|
-0.68 |
3.24 |
n/a |
n/a |
n/a |
n/a |
|
|
|
|
|
|
|
ASSET CONSULTING GROUP |
|
|
a division of Gabriel,
Roeder, Smith, & Co. |
|
Page 21 |
|
|
|
|
| Performance of
Other Managers |
|
| June
30, 2004 |
|
|
|
Qtr |
YTD |
1Yr |
2Yr |
3Yr |
5Yr |
|
| SMALL CAP EQUITY |
|
| Atlanta
Capital Management Company - High Quality Small Cap Value |
2.65 |
7.20 |
23.77 |
11.07 |
10.07 |
10.63 |
|
| Eagle
Asset Management Inc. - Small Cap Core - Institutional |
|
4.49 |
8.36 |
29.79 |
12.51 |
9.10 |
18.46 |
|
| Eagle
Asset Management Inc. - Small Cap Growth - Institutional |
|
0.93 |
8.23 |
33.72 |
14.62 |
6.94 |
4.11 |
|
| Sawgrass
Asset Management LLC - Small Cap Growth Equity |
|
3.45 |
5.30 |
27.34 |
6.03 |
-4.76 |
4.16 |
|
| State
Street Global Advisors - Small Cap Growth Opportunities |
|
0.50 |
4.10 |
33.62 |
14.59 |
-0.45 |
6.84 |
|
| Wellington
Management Company, LLP - Small Cap 2000 (Closed) |
1.64 |
10.62 |
36.42 |
16.79 |
8.16 |
12.24 |
|
| Russell
2000 |
|
0.47 |
6.76 |
33.37 |
14.53 |
6.24 |
6.63 |
|
| S&P
SmallCap 600 |
|
3.60 |
10.05 |
35.25 |
14.20 |
9.35 |
10.70 |
|
| INTERNATIONAL
EQUITY |
|
| ICC
Capital Management, Inc. - International ADR Equity |
|
3.00 |
8.91 |
36.94 |
14.27 |
5.49 |
1.67 |
|
| Oppenheimer
Capital - International Value |
|
-1.39 |
1.26 |
25.95 |
13.22 |
7.48 |
5.39 |
|
| State
Street Global Advisors - International Index (EAFE) |
|
-0.85 |
3.46 |
30.91 |
10.79 |
3.62 |
-0.06 |
|
| MSCI
EAFE |
|
0.44 |
4.86 |
32.85 |
11.72 |
4.25 |
0.40 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Inverness
Equities |
|
|
|
|
|
2.39 |
3.39 |
19.16 |
9.09 |
2.83 |
0.19 |
|
| DHJ
Equities |
|
|
|
|
|
1.66 |
1.05 |
13.87 |
5.84 |
-1.84 |
n/a |
|
| Eagle
Equities |
|
|
|
|
|
4.47 |
8.49 |
29.95 |
n/a |
n/a |
n/a |
|
| Buckhead
Equities |
|
|
|
|
|
-0.68 |
3.24 |
n/a |
n/a |
n/a |
n/a |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ASSET CONSULTING GROUP |
|
|
a division of Gabriel,
Roeder, Smith, & Co. |
|
Page 22 |
|
|
|
|
| Performance of
Other Managers |
|
| BOND RETURNS |
|
|
|
Qtr |
YTD |
1Yr |
2Yr |
3Yr |
5Yr |
|
| CORE FIXED INCOME |
|
| Atlanta
Capital Management Company - High Quality Broad Market |
-1.70 |
0.44 |
0.19 |
4.36 |
5.87 |
6.66 |
|
| Eagle
Asset Management Inc. - Core Fixed Income - Institutional |
|
-1.86 |
0.42 |
0.74 |
4.88 |
5.97 |
6.71 |
|
| Freedom
Capital Management, LLC - Core Fixed Income-Aggregate |
-2.37 |
0.10 |
0.10 |
4.60 |
5.48 |
6.48 |
|
| Freedom
Capital Management, LLC - Core Fixed Income-Gov't/Credit |
-3.16 |
-0.20 |
-0.90 |
4.95 |
5.55 |
6.39 |
|
| HGK
Asset Management, Inc. - Domestic Fixed Income |
|
-2.74 |
0.25 |
0.06 |
6.30 |
6.36 |
6.42 |
|
| ICC
Capital Management, Inc. - Core Fixed Income |
|
-1.30 |
0.31 |
0.26 |
4.86 |
6.30 |
6.81 |
|
| INVESCO
- Core Fixed Income |
|
|
|
| Oppenheimer
Capital - Fixed Income |
|
-2.38 |
-0.11 |
0.65 |
5.32 |
6.34 |
6.94 |
|
| Rockwood
Capital Advisors - Strategic Duration |
|
-1.44 |
-0.06 |
0.50 |
4.08 |
5.01 |
6.13 |
|
| Sawgrass
Asset Management LLC - Core Fixed Income |
|
-2.14 |
0.29 |
0.54 |
5.38 |
6.66 |
7.11 |
|
| State
Street Global Advisors - Bond Market Fund |
|
-2.53 |
0.19 |
0.44 |
5.45 |
6.44 |
6.94 |
|
| Westwood
Management Corporation - Fixed Income |
|
-2.40 |
0.34 |
-0.30 |
5.08 |
6.30 |
6.91 |
|
| Lehman
Aggregate Bond |
|
-2.44 |
0.15 |
0.33 |
5.24 |
6.36 |
6.95 |
|
| Lehman
Gov/Credit Bond |
|
-3.17 |
-0.19 |
-0.71 |
5.99 |
6.73 |
7.10 |
|
| INTERMEDIATE
FIXED INCOME |
|
| Colony
Capital Management - Domestic Fixed |
|
-1.43 |
-0.36 |
-0.24 |
3.68 |
5.11 |
6.03 |
|
| Davis,
Hamilton, Jackson & Associates, L. P. - Intermediate Fixed Income |
-2.19 |
0.13 |
-0.21 |
5.20 |
6.18 |
6.75 |
|
| Eagle
Asset Management Inc. - Intermediate Conservative-Institutional |
-1.61 |
0.26 |
0.58 |
4.46 |
5.73 |
6.60 |
|
| Sawgrass
Asset Management LLC - Intermediate Fixed Income |
|
-2.12 |
-0.05 |
-0.05 |
4.58 |
5.97 |
6.58 |
|
| State
Street Global Advisors - Intermediate Bond Fund |
|
-2.53 |
-0.04 |
0.15 |
5.26 |
6.10 |
6.78 |
|
| Lehman
Gov/Credit-Intermediate |
|
-2.52 |
-0.10 |
-0.06 |
5.24 |
6.21 |
6.75 |
|
|
| Your
Fixed Income |
|
|
|
|
|
-2.18 |
0.19 |
1.04 |
6.43 |
7.19 |
7.32 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ASSET CONSULTING GROUP |
|
|
a division of Gabriel,
Roeder, Smith, & Co. |
|
Page 23 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
