|
|
|
|
|
|
|
|
|
|
|
|
|
|
Performance of
Other Managers |
|
December
31, 2003 |
|
|
|
Qtr |
YTD |
1Yr |
2Yr |
3Yr |
5Yr |
|
CORE EQUITY |
|
Eagle
Asset Management Inc. - Large Cap Core - Institutional |
|
12.39 |
30.90 |
30.90 |
2.46 |
1.38 |
5.89 |
|
INVESCO
Institutional - Enhanced Index |
|
11.91 |
28.32 |
28.32 |
0.59 |
-3.85 |
-0.12 |
|
RhumbLine
Advisers - Russell 1000 Index Fund |
|
|
|
RhumbLine
Advisers - S&P 500 Index Fund |
|
|
|
State
Street Global Advisors - Large Cap Core Matrix |
|
11.22 |
27.01 |
27.01 |
2.57 |
-1.00 |
-0.37 |
|
Weiss,
Peck & Greer, L.L.C. - Large Cap Disciplined Equity |
|
12.03 |
30.47 |
30.47 |
2.16 |
-1.08 |
0.78 |
|
Russell
1000 |
|
12.26 |
29.89 |
29.89 |
0.88 |
-3.78 |
-0.13 |
|
S&P 500 |
|
12.18 |
28.69 |
28.69 |
0.12 |
-4.05 |
-0.57 |
|
Wilshire
5000 Value Weighted Total Performance |
|
12.43 |
31.65 |
31.65 |
2.08 |
-2.47 |
0.43 |
|
GROWTH EQUITY |
|
Aeltus
Investment Management, Inc. - Large Cap Growth S & P 500 |
|
10.71 |
29.32 |
29.32 |
0.22 |
-7.29 |
1.40 |
|
Atlanta
Capital Management Company - High Quality Growth Plus |
|
|
|
Colony
Capital Management - Domestic Equity |
|
11.27 |
28.24 |
28.24 |
1.72 |
-6.75 |
-2.35 |
|
Davis,
Hamilton, Jackson & Associates, L. P. - Quality Growth |
|
8.85 |
21.64 |
21.64 |
-1.26 |
-6.17 |
-0.41 |
|
Deutsche
Asset Management - Large Cap Core Growth Equity |
|
9.31 |
27.30 |
27.30 |
-0.17 |
-5.31 |
1.63 |
|
Eagle
Asset Management Inc. - Institutional Growth |
|
11.05 |
28.52 |
28.52 |
-3.29 |
-7.71 |
2.98 |
|
Freedom
Capital Management, LLC - Core Growth Equity |
|
10.89 |
27.32 |
27.32 |
-5.76 |
-8.54 |
-1.75 |
|
Freedom
Capital Management, LLC - Pure Growth Equity |
|
10.47 |
25.43 |
25.43 |
-6.66 |
-9.17 |
-3.69 |
|
GLOBALT,
Inc. - Diversified Larger Cap Growth |
|
9.73 |
30.96 |
30.96 |
-3.19 |
-8.48 |
-3.39 |
|
ICC
Capital Management, Inc. - Active Core Equity |
|
18.37 |
39.18 |
39.18 |
1.58 |
0.17 |
6.94 |
|
Montag
& Caldwell, Inc. - Large Cap Growth |
|
9.41 |
19.09 |
19.09 |
-4.50 |
-7.41 |
-2.07 |
|
Northern
Trust Global Investment Services - Large Cap Growth Strategy |
|
|
|
PIMCO
Equity Advisors - Large Cap Growth |
|
11.45 |
26.47 |
26.47 |
-4.98 |
-11.95 |
-3.03 |
|
RhumbLine
Advisers - Russell 1000 Growth Index Fund |
|
|
|
Roxbury
Capital Management, LLC - Large Cap - Gross |
|
10.55 |
27.16 |
27.16 |
-5.56 |
-14.62 |
-6.27 |
|
Sawgrass
Asset Management LLC - Large Cap Equity |
|
10.96 |
27.47 |
27.47 |
1.14 |
0.98 |
0.94 |
|
State
Street Global Advisors - Large Cap Growth |
|
8.78 |
30.44 |
30.44 |
-2.97 |
-9.23 |
-5.87 |
|
Russell
1000 Growth |
|
10.41 |
29.75 |
29.75 |
-3.27 |
-9.36 |
-5.11 |
|
S&P
500/Barra Growth |
|
9.93 |
25.66 |
25.66 |
-2.01 |
-5.72 |
-3.49 |
|
|
|
|
|
Inverness |
|
|
|
|
|
|
12.06% |
29.18% |
29.18% |
4.12% |
-0.39% |
1.27% |
|
Davis
Hamilton Jackson |
|
|
|
|
8.95% |
22.53% |
22.53% |
-0.21% |
-5.11% |
n/a |
|
Eagle |
|
|
|
|
|
|
14.47% |
35.94% |
n/a |
n/a |
n/a |
n/a |
|
|
|
|
|
ASSET CONSULTING GROUP |
|
|
a division of Gabriel,
Roeder, Smith, & Co. |
|
Page 19 |
|
|
|
|
Performance of
Other Managers |
|
December 31, 2003 |
|
|
|
Qtr |
YTD |
1Yr |
2Yr |
3Yr |
5Yr |
|
VALUE EQUITY |
|
Buckhead
Capital Management - Value Equity - Low P/E |
|
14.65 |
34.00 |
34.00 |
6.21 |
6.88 |
7.80 |
|
Crawford
Investment Counsel - Value Equity |
|
8.59 |
21.17 |
21.17 |
2.95 |
2.49 |
3.88 |
|
DePrince,
Race and Zollo Inc. - Large Cap Value Equity |
|
16.58 |
33.33 |
33.33 |
10.78 |
11.86 |
10.53 |
|
Eagle
Asset Management Inc. - Value -
Institutional |
|
12.90 |
24.88 |
24.88 |
2.43 |
0.18 |
2.29 |
|
Freedom
Capital Management, LLC - Lg Cap Value-Core Value Composite |
14.48 |
32.24 |
32.24 |
0.55 |
0.10 |
3.11 |
|
HGK
Asset Management, Inc. - Large Cap Value Equity |
|
14.05 |
35.61 |
35.61 |
2.64 |
2.56 |
3.68 |
|
ICC
Capital Management, Inc. - Core Value |
|
12.94 |
32.90 |
32.90 |
2.73 |
2.14 |
3.21 |
|
INVESCO
- US Value Equity (S&P 500) |
|
12.75 |
31.11 |
31.11 |
0.75 |
-1.41 |
-1.12 |
|
Oppenheimer
Capital - Value Equity |
|
13.69 |
31.82 |
31.82 |
3.28 |
1.88 |
5.78 |
|
RhumbLine
Advisers - Russell 1000 Value Index Fund |
|
|
|
State
Street Global Advisors - Large Cap Value |
|
12.27 |
28.32 |
28.32 |
6.32 |
3.30 |
4.59 |
|
Westwood
Management Corporation - REIT |
|
9.64 |
35.87 |
35.87 |
19.39 |
17.07 |
15.00 |
|
Russell
1000 Value |
|
14.19 |
30.03 |
30.03 |
4.81 |
1.22 |
3.56 |
|
S&P
500/Barra Value |
|
14.46 |
31.79 |
31.79 |
2.13 |
-2.71 |
1.95 |
|
MID-CAP EQUITY |
|
Globalt,
Inc. - Mid Cap Equity |
|
13.24 |
37.01 |
37.01 |
-0.21 |
-2.89 |
3.69 |
|
HGK
Asset Management, Inc. - Mid Cap Value Equity |
|
15.75 |
45.08 |
45.08 |
16.11 |
16.94 |
9.40 |
|
RhumbLine
Advisers - S&P 400 Index Fund |
|
|
|
Roxbury
Capital Management - Small to Medium Capitalization |
|
10.31 |
46.90 |
46.90 |
-0.66 |
-0.76 |
5.83 |
|
State
Street Global Advisors - Matrix Mid-Cap Strategy |
|
11.00 |
42.47 |
42.47 |
11.50 |
6.06 |
9.13 |
|
Russell
Midcap |
|
13.97 |
40.06 |
40.06 |
8.35 |
3.48 |
7.23 |
|
S&P
Midcap 400 |
|
13.19 |
35.62 |
35.62 |
7.67 |
4.84 |
9.21 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Inverness |
|
|
|
|
|
|
12.06% |
29.18% |
29.18% |
4.12% |
-0.39% |
1.27% |
|
Davis Hamilton Jackson |
|
|
|
|
|
|
8.95% |
22.53% |
22.53% |
-0.21% |
-5.11% |
n/a |
|
Eagle |
|
|
|
|
|
|
14.47% |
35.94% |
n/a |
n/a |
n/a |
n/a |
|
|
|
|
|
|
|
|
ASSET CONSULTING GROUP |
|
|
a division of Gabriel,
Roeder, Smith, & Co. |
|
Page 20 |
|
|
|
|
Performance of
Other Managers |
|
December 31, 2003 |
|
|
|
Qtr |
YTD |
1Yr |
2Yr |
3Yr |
5Yr |
|
SMALL CAP EQUITY |
|
Atlanta
Capital Management Company - High Quality |
|
9.52 |
27.75 |
27.75 |
8.87 |
9.69 |
9.32 |
|
Eagle
Asset Management Inc. - Small Cap Core- Institutional |
|
14.48 |
32.52 |
32.52 |
5.47 |
11.77 |
16.90 |
|
Eagle
Asset Management Inc. - Small Cap Growth - Institutional |
|
10.91 |
43.32 |
43.32 |
5.73 |
8.24 |
5.41 |
|
Sawgrass
Asset Management LLC - Small Cap Growth Equity |
|
10.99 |
36.07 |
36.07 |
0.22 |
-9.65 |
1.00 |
|
State
Street Global Advisors - Small Cap Growth Opportunities |
|
16.00 |
47.95 |
47.95 |
3.28 |
-2.64 |
9.44 |
|
Wellington
Management Company, LLP - Small Cap 2000 |
|
12.92 |
39.27 |
39.27 |
8.00 |
7.70 |
12.05 |
|
Russell
2000 |
|
14.52 |
47.26 |
47.26 |
8.21 |
6.27 |
7.13 |
|
S&P
SmallCap 600 |
|
14.78 |
38.79 |
38.79 |
8.85 |
8.08 |
9.67 |
|
INTERNATIONAL
EQUITY |
|
ICC
Capital Management, Inc. - International ADR |
|
19.10 |
37.01 |
37.01 |
6.39 |
-1.97 |
2.02 |
|
Oppenheimer
Capital - International Value Equity |
|
15.61 |
34.82 |
34.82 |
12.28 |
1.95 |
8.12 |
|
State
Street Global Advisors - International Index (EAFE) |
|
17.04 |
38.71 |
38.71 |
8.21 |
-2.76 |
0.07 |
|
MSCI
EAFE |
|
17.11 |
39.17 |
39.17 |
8.34 |
-2.57 |
0.26 |
|
|
|
|
|
Inverness |
|
|
|
|
|
|
12.06% |
29.18% |
29.18% |
4.12% |
-0.39% |
1.27% |
|
Davis
Hamilton Jackson |
|
|
|
|
8.95% |
22.53% |
22.53% |
-0.21% |
-5.11% |
n/a |
|
Eagle |
|
|
|
|
|
|
14.47% |
35.94% |
n/a |
n/a |
n/a |
n/a |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ASSET CONSULTING GROUP |
|
|
a division of Gabriel,
Roeder, Smith, & Co. |
|
Page 21 |
|
|
|
|
Performance of
Other Managers |
|
December 31, 2003 |
|
|
|
Qtr |
YTD |
1Yr |
2Yr |
3Yr |
5Yr |
|
CORE FIXED INCOME |
|
Atlanta
Capital Management Company - High Quality Br. Mkt. |
|
|
|
Eagle
Asset Management Inc. - Core Fixed Income |
|
0.25 |
3.55 |
3.55 |
6.52 |
7.01 |
6.27 |
|
Freedom
Capital Management Corporation -Aggregate |
|
0.22 |
4.09 |
4.09 |
6.01 |
6.70 |
6.11 |
|
Freedom
Capital Management Corporation -Gov't/Credit |
|
-0.10 |
4.38 |
4.38 |
6.22 |
6.83 |
5.82 |
|
Globalt,
Inc. - Controlled Duration |
|
0.34 |
4.85 |
4.85 |
7.44 |
8.20 |
6.47 |
|
HGK
Asset Management, Inc. - Domestic Fixed Income |
|
0.28 |
5.10 |
5.10 |
6.70 |
7.63 |
5.97 |
|
ICC
Capital Management, Inc. - Core Fixed Income |
|
0.25 |
3.34 |
3.34 |
6.12 |
7.02 |
6.46 |
|
INVESCO,
Inc. - Core Fixed Income |
|
0.55 |
4.78 |
4.78 |
7.26 |
7.61 |
6.58 |
|
Oppenheimer
Capital - Value-Fixed Income |
|
0.83 |
4.62 |
4.62 |
7.21 |
7.65 |
6.65 |
|
Rockwood
Capital Advisors - Strategic Duration |
|
0.23 |
3.17 |
3.17 |
5.21 |
6.25 |
6.07 |
|
Sawgrass
Asset Management LLC - Broad Market Fixed Income |
|
0.19 |
4.11 |
4.11 |
7.358 |
7.701 |
6.806 |
|
State
Street Global Advisors - Bond Market Fund |
|
0.45 |
4.44 |
4.44 |
7.43 |
7.66 |
6.62 |
|
Westwood
Management Corporation - Core Fixed Income - LBG/C Benc |
|
-0.29 |
2.81 |
2.81 |
6.79 |
7.27 |
6.59 |
|
Lehman
Brothers Aggregate Bond |
|
0.32 |
4.11 |
4.11 |
7.14 |
7.57 |
6.62 |
|
Lehman
Brothers Gov/Credit Bond |
|
-0.02 |
4.68 |
4.68 |
7.80 |
8.04 |
6.65 |
|
INTERMEDIATE
FIXED INCOME |
|
Colony
Capital Management - Domestic Fixed |
|
0.04 |
2.28 |
2.28 |
5.61 |
6.54 |
6.04 |
|
Davis,
Hamilton, Jackson & Associates, L. P. |
|
0.29 |
4.20 |
4.20 |
6.96 |
7.52 |
6.45 |
|
Eagle
Asset Management Inc. - High Quality Taxable Bonds |
|
0.10 |
3.10 |
3.10 |
6.06 |
6.99 |
6.39 |
|
Sawgrass
Asset Management LLC - Intermediate Fixed Income |
|
0.15 |
3.42 |
3.42 |
6.58 |
7.27 |
6.54 |
|
State
Street Global Advisors - Intermediate Bond Fund |
|
0.15 |
4.44 |
4.44 |
7.00 |
7.58 |
6.65 |
|
Lehman
Brothers Gov/Credit-Intermediate |
|
0.06 |
4.30 |
4.30 |
7.02 |
7.67 |
6.65 |
|
|
Inverness
Fixed Income |
|
|
|
|
0.33% |
5.94% |
5.94% |
8.22% |
8.49% |
6.95% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ASSET CONSULTING GROUP |
|
|
a division of Gabriel,
Roeder, Smith, & Co. |
|
Page 22 |
|
|
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|
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|
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|
|