Separately managed accounts: 4Q rankings

Ranked by fourth-quarter returns

Feb 19, 2012 @ 12:01 am

  

U.S. large-cap equity

Product 4Q return 1-year return 3-year return 5-year return 5-year std dev 5-year Sharpe ratio Product assets ($M) Manager Location
BRC Investment Management LLC - Large Cap Concentrated Equity 15.41% 3.18% 13.83% 3.02% 21.64% 0.07 $348.1 Team Greenwood Village, Colo.
Zacks Investment Management - Dividend 14.74% 10.17% 13.31% 2.62% 19.54% 0.06 $209.2 Team Chicago
TCW Investment Management Co. - TCW Relative Value Large Cap 14.47% -3.11% 15.06% -2.85% 25.51% -0.17 $3,809.6 Diane Jaffee Los Angeles
Mount Lucas Management Corp. - MLM Focused Equity 14.28% -7.26% 16.16% -0.02% 27.16% -0.06 $215.2 Team Newtown, Pa.
Miller Howard Investments Inc. - Income Equity (Non-MLP) 14.24% 17.33% 17.14% 0.28% 20.68% -0.06 $851.5 Team Woodstock, N.Y.
Fiduciary Asset Management - Large Cap Core 14.12% 5.85% 11.79% -0.32% 20.52% -0.09 $205.0 Team St. Louis
Fifth Third Asset Management - Large Cap Value 14.04% -1.75% 11.39% -1.80% 22.76% -0.14 $723.9 Team Cincinnati
WHV Investment Management - Large Cap Core Equity 14.04% -2.52% 14.26% 0.76% 22.97% -0.03 $370.5 Team San Francisco
Harris Investment Management Inc. - Large Cap Value 14.01% 3.73% 11.62% -0.50% 21.47% -0.09 $284.1 Team Chicago
Cullinan Associates Inc. - Buywriting 13.96% 4.65% 13.15% 3.14% 17.25% 0.10 $236.0 Team Louisville, Ky.
S&P 500 11.82% 2.11% 14.11% -0.25% 21.14% -0.08      

U.S. midcap equity

Product 4Q return 1-year return 3-year return 5-year return 5-year std dev 5-year Sharpe ratio Product assets ($M) Manager Location
Hahn Capital Management Co. LLC - Mid-Cap Value 20.63% 9.53% 23.50% 6.89% 26.59% 0.20 $488.0 Team San Francisco
GW Capital Inc. - Smid Cap Equity 20.61% 5.58% 21.65% 3.70% 28.27% 0.08 $300.6 Team Bellevue, Wash.
SouthernSun Asset Management - Smid Cap 19.24% 4.85% 31.00% 9.93% 30.26% 0.28 $361.7 Michael W. Cook Memphis, Tenn.
Aston Asset Management - Fairpointe Capital Mid Cap Core 17.39% -5.35% 24.92% 5.40% 29.34% 0.13 $2,778.7 Team Chicago
The London Co. - Small Cap Core 17.35% 6.93% 23.17% 6.51% 23.13% 0.22 $1,821.6 Team Richmond, Va.
Davidson Investment Advisors - Small/Mid Cap 17.27% 3.15% 21.63% 1.95% 28.58% 0.02 $147.6 Team Great Falls, Mont.
Penn Capital Management - Penn Mid Cap Core Equity 16.76% -10.53% 20.57% -0.94% 31.33% -0.08 $302.1 Team Philadelphia
TCW Investment Management Co. - TCW Value Opportunities (Mid-Cap Value) 16.36% -5.06% 15.77% -0.38% 25.48% -0.07 $388.4 Diane Jaffee Los Angeles
Advisory Research - Small/Mid Cap Value Equity 16.04% 5.54% 15.31% 2.29% 23.53% 0.03 $2,090.5 Brien O'Brien Chicago
Fiduciary Asset Management - Master Limited Partnerships 16.04% 14.47% 42.19% 13.98% 23.71% 0.53 $2,690.6 Team St. Louis
Russell Midcap 12.31% -1.55% 20.17% 1.41% 25.56% 0.00      

U.S. small-cap equity

Product 4Q return 1-year return 3-year return 5-year return 5-year std dev 5-year Sharpe ratio Product assets ($M) Manager Location
Cambiar Investors LLC - Small Cap Value 20.18% -0.15% 26.56% 5.04% 28.18% 0.13 $1,033.1 Team Denver
O'Shaughnessy Asset Management - Small Cap Growth 19.42% -11.35% 7.51% -6.52% 27.92% -0.29 $181.4 Team Stamford
SouthernSun Asset Management - Small Cap 19.35% 7.68% 27.54% 8.18% 32.43% 0.21 $1,706.6 Michael W. Cook Memphis
Suffolk Capital Management LLC - Small Cap Growth 19.30% -8.49% 16.46% 1.40% 28.58% 0.00 $153.3 Team New York
Penn Capital Management - Penn Small Cap Opportunistic Equity 19.26% -10.12% 27.30% -0.69% 36.68% -0.06 $699.7 Team Philadelphia
Netols Asset Management - Small Cap Value 19.23% -3.59% 12.24% 2.64% 26.01% 0.04 $960.2 Jeffrey W. Netols Mequon, Wis.
Earnest Partners - Small Cap Core 18.77% -0.12% 17.48% 0.35% 25.73% -0.04 $387.9 Paul Viera Atlanta
Golden Capital Management LLC - Small Cap Core 18.70% 2.46% 13.87% -1.35% 27.02% -0.10 $187.0 Greg W. Golden Charlotte, N.C.
NWQ Investment Management Co. - Small Cap Value Equity 18.26% 1.34% 23.04% -0.59% 30.67% -0.07 $572.4 Phyllis G. Thomas Los Angeles
PNC Capital Advisors LLC - Small Cap Portfolio 18.04% 3.02% 20.24% 2.40% 25.49% 0.04 $296.5 Team Baltimore
Russell 2000 15.47% -4.18% 15.63% 0.15% 26% -0.05      

International, global, emerging-markets equity

Product 4Q return 1-year return 3-year return 5-year return 5-year std dev 5-year Sharpe ratio Product assets ($M) Manager Location
WHV Investment Management - WHV International Equity 11.19% -14.81% 17.88% 3.73% 35.33% 0.06 $10,551.4 Team San Francisco
Newgate Capital Management - Global Resources 10.86% -25.52% 14.99% 0.56% 40.66% -0.02 $504.9 Team Greenwich, Conn.
Legg Mason Inc. - Legg Mason MDA4 Global Multi Cap Growth 9.91% -3.61% 15.80% 0.23% 23.28% -0.05 $172.6 Team Baltimore
WCM Investment Management - International Focused Growth 8.77% -4.66% 20.47% 7.80% 22.07% 0.29 $544.4 Team Milwaukee
Aletheia Research - Aletheia International Growth 8.52% -13.86% 14.63% 2.85% 26.21% 0.05 $160.2 Peter J. Eichler Jr. Santa Monica, Calif.
Invesco - Global Equity - SMA/Wrap 8.30% -9.40% 8.25% -3.32% 22.58% -0.21 $178.3 Team Atlanta
Renaissance Investment Management - International Equity Wrap 8.06% -9.58% 9.34% -0.18% 28.46% -0.06 $866.0 Joe G. Bruening Covington, Ky.
Lazard Asset Management - Global Equity Select ADR - SMA 7.97% -2.22% 9.80% -0.99% 20.01% -0.12 $965.0 Team New York
AllianceBernstein - Global Value Equity ADR 7.82% -13.31% 8.48% -8.71% 27.86% -0.37 $4,329.1 Sharon Fay New York
Invesco - International ADR Growth SMA/Wrap 7.81% -6.15% 13.21% 0.41% 21.28% -0.05 $2,294.4 Team Atlanta
Russell Developed ex North America Large Cap 3.31% -12.40% 8.28% -4.52% 25.94% -0.23      

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U.S. fixed income

Product 4Q return 1-year return 3-year return 5-year return 5-year std dev 5-year Sharpe ratio Product assets ($M) Manager Location
Payden & Rygel - High Yield 6.52% 4.93% 16.20% 5.54% 11.04% 0.37 $1,747.0 Sabur Moini Los Angeles
Shenkman Capital Management Inc. - High Yield Bond Strategy 6.51% 5.87% 16.39% 7.23% 9.42% 0.61 $12,658.3 Team New York
Cincinnati Asset Management - High Yield 5.87% 5.68% 18.10% 6.66% 12.13% 0.43 $320.8 Team Cincinnati, Ohio
First Western Capital Management - High Yield Fixed Income 5.84% 6.24% 20.00% 7.30% 12.05% 0.48 $285.2 Steven S. Michaels Los Angeles
Seix Advisors - High Yield Bond Management 5.49% 7.61% 15.91% 6.61% 8.68% 0.59 $13,234.9 Team Upper Saddle River, N.J.
First Western Capital Management - High Yield Short Duration 4.93% 3.73% 15.52% 7.14% 9.18% 0.62 $202.4 Steven S. Michaels Los Angeles
Penn Capital Management - Penn Opportunistic High Yield Fixed Income 3.88% 2.39% 24.02% 7.20% 16.96% 0.34 $832.4 Team Philadelphia
Brandes Investment Partners - Enhanced Income 3.58% 4.84% 10.80% 2.25% 11.27% 0.07 $100.0 Team San Diego, Calif.
Three Peaks Capital Management LLC - High Yield Bond 3.55% 6.51% 14.75% 5.79% 9.11% 0.47 $1,213.0 Team Castle Rock, Colo.
Eaton Vance - TABS Intermediate Maturity 3.52% 12.45% 8.88% 7.39% 4.84% 1.22 $676.8 Team Boston
Barclays Aggregate 1.12% 7.84% 6.77% 6.5% 3.46% 1.45      

U.S. municipals

Product 4Q return 1-year return 3-year return 5-year return 5-year std dev 5-year Sharpe ratio Product assets ($M) Manager Location
Gannett Welsh & Kotler LLC - Municipal Bond Strategy 3.40% 12.97% 9.24% 6.38% 5.36% 0.91 $9,231.6 Team Boston
Lord Abbett & Co. LLC - Intermediate Municipal MA 3.12% 11.60% 7.89% 6.36% 4.59% 1.06 $1,006.8 Daniel S. Solender Jersey City, N.J.
McDonnell Investment Management - Medium Duration Municipal Bond 3.00% 11.84% 7.83% 6.05% 4.79% 0.95 $5,570.0 Team Oak Brook, Iil
Nuveen Asset Management - Intermediate Term High-Quality Municipal Bond 2.70% 10.79% 7.27% 5.53% 4.34% 0.93 $5,691.7 Team Chicago
Wasmer Schroeder & Co. Inc. - Strategic Tax Exempt Fixed Income 2.69% 13.42% 9.58% 5.66% 5.78% 0.72 $226.0 Team Naples, Fla.
PNC Capital Advisors LLC - Intermediate Municipal 2.67% 10.77% 7.43% 6.20% 4.31% 1.09 $1,640.8 Team Baltimore
Eagle Asset Management - High Quality Tax-Free - Retail 2.64% 9.79% 6.60% 5.34% 3.77% 1.03 $1,070.3 Team St. Petersburg, Fla.
Neuberger Berman - Municipal Extended Core Fixed 2.62% 9.81% 6.59% 5.84% 3.70% 1.18 $142.0 Team New York
Lord Abbett & Co. LLC - Long Municipal MA 2.57% 14.36% 9.09% 5.63% 6.69% 0.62 $5,381.0 Daniel S. Solender Jersey City, N.J.
Franklin Templeton Investments - FPA Intermediate Municipal Fixed Income 2.44% 10.27% 7.09% 5.49% 4.51% 0.89 $3,503.6 Team San Mateo, Calif.
Barclays Municipal Bond 2.12% 10.7% 8.57% 5.22% 5.16% 0.73      

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