HomeMy WebLinkAbout1998 07 28 STI Capital Management Investment Performance Report 06/30/98.~
City of Winter Springs
Money Purchase Plan
Investment
Performance Report
June 30, 1998
a
STI Capital Management Summary Performance for
WINTER SPGS, CITY OF-MPPP IM
For the Period Ended June 30, 1998
Inception
to Date
3 Months. _ 9 Months (58 Months)
Total Return -.41 % 8.64% 14.44%
Current Asset Allocation
Equity Assets 68.94%
Fixed Assets 30.47%
Cash Equivalent .59%
Comparisons
High Grade Equity 5.73% 26.51% 22.44%
High Grade Eq Income -3.79% 8.56% 19.68%
S&P 500 Index 3.30% 21.08% 23.11%
STI Mid-Cap Equity -1.92% 4.25%
S&P Mid Cap 400 Index -2.14% 9.54% 18.19%
STI Small Cap Equity -8.91 % -2.20%
Russell 2000 Index -4.67% 1.40% 15.31
STI Intl Eq Fund 1.10% 7.37%
MSCI EAFE Index 1.06% 6.84% 8.42%
High Grade Bond 2.70% 8.06% 6.61
Lehman Aggregate Bnd 2.34% 6.98% 6.61%
STI Prime Money Mkt 1.27% 3.89% 4.73%
Lehman Int Govt/Corp 1.88% 5.68% 5.93%
Account # 56825788
STI Classic Fund results are reported after prospectus level inveshnent manage ment and administrative fees. Your actual fees may be dif7erent. Langer term
results for the STI Classic Funds are linked with similar SunTnist Common Tmst Funds to show results prior to the inception of the STI Classic Funds. Prior
common trust fund results are reported after investment management Fees at the same rate as the similar STI Classic Fund. All retums reFlect reinvestment of
all distributions. Investment results reFlect past performance and are not indi cative of future retums. Your actual fees are calculated based on the following
fee schedule:
Fees computed on market value of assets. $6.00 per $1,000 on first $150,000, $5.25 per $1,000 on next $200,000, $3.00 per $1,000 on next
$650,000, $2.25 per $1,000 on next $1,000,000, $1.90 per $1,000 on next $2,000,000, $ .75 per $1,000 over $4,000,000. Minimum Annual
Fee-$850.
STI Capital Management Cash Flow Report
WINTER SPGS, CITY OF-MPPP IM
For the 3 Months Ending: 06/30/98
Portfolio Value on 03/31/98 $3,162,550.07
Contributions $ 132,426.80
Withdrawals $ -6,554.78
Gain (Loss) $ -18,839.96
Interest and Dividends $ 5,272.54
Portfolio Value on 06/30/98 $3,274,854.67
Total Return -.41
Equities -1.77%
High Grade Equity 5.73%
High Grade Eq Income -3.79%
S&P 500 Index 3.30%
STI Mid-Cap Equity -1.92%
S&P Mid Cap 400 Index -2.14%
STI Small Cap Equity -8.91%
Russell 2000 Index -4.67%
STI Intl Eq Fund 1.10%
MSCI EAFE Index 1.06%
Fixed Income 2.73%
High Grade Bond 2.70%
Lehman Aggregate Bnd 2.34%
STI Prime Money Mkt 1.27%
Lehman Lrt Govt/Corp 1.88%
Account # 56825788
STI Capital Management Cash Flow Report
WINTER SPGS, CITY OF-MPPP IM
For the 9 Months Ending: 06/30/98
Portfolio Value on 09/30/97 $2,680,077.71
Contributions $ 386,112.65
Withdrawals $ -39,146.16
Gain (Loss) $ 131,738.17
Interest and Dividends $ 116,072.30
Portfolio Value on 06/30/98 $3,274,854.67
Total Return 8.64%
Equities 8.82%
High Grade Equity 26.51%
High Grade Eq Income 8.56%
S&P 500 Index 21.08%
STI Mid-Cap Equity 4.25%
S&P Mid Cap 400 Index 9.54%
STI Small Cap Equity -2.20%
Russell 2000 Index 1.40%
STI Intl Eq Fund 7.37%
MSCI EAFE Index 6.84%
Fixed Income 8.11
Higll Grade Bond 8.06%
Lehman Aggregate Bnd 6.98%
STI Prime Money Mkt 3.89%
Lehman Int Govt/Corp 5.68%
Accoun! # 56825788
Asset Allocation
WINTER SPGS, CITY OF-MPPP IM
Period Ending 06/30/98
Asset
Securities Units Book Value Price Market Value Alloc
Equity Assets
Cap. Growth
SUNTRUST HI GRD EQUITY 12,810.00 $236,315.31 41.82 $535,662.36 16.36%
Value Income
SUNTRUST HI GD EQ INC 19,954.00 $306,446.44 25.12 $501,194.46 15.30%
MidCap
STI MID-CAP EQUITY FUND 36,292.00 $520,145.03 13.78 $500,100.87 15.27%
Intl Equity
STI INTL EQUITY FUND 16,452.00 $227,859.58 14.66 $241,193.50 7.37%
Small Cap
STI SMALL CAP EQTY FUND 39,594.00 $490,200.34 12.1 I $479,477.77 14.64%
Sub-Total for Equity Assets $1,780,966.70 $2,257,628.96 68.94%
Fixed Assets
Fixed Fds
SUNTRUST HI GRD BOND 46,682.00 $818,055.83 21.37 $997,820.75 30.47%
Sub-Total for Fixed Assets $818,055.83 $997,820.75 30.47%
Cash Equivalent
Cash
UNINVESTED CASH $.00 1.00 $.96 .00%
Money Mkt Fds
CASH MGMT FUND 19,404.00 $19,404.00 1.00 $19,404.00 .59%
Sub-Total for Cash Equivalent $19,404.00 $19,404.96 .59%
Total for Account # 56825788 $2,618,426.53 $3,274,854.67 100.00%
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Lower Higher Characteristic Fund MSCI SAFE Index PIus/Minus
•
Dividend Yield (current) 2.2 1.8 +
O O O O •
• Market Capitalization (US $bil) 20.1 70.7 -
I r r Price-to-Book 3.1 2.8 +
. Price-to-Cash Flow 11.6 11.9 -
Fund Category
Lipper International Price-to-Earnings 21.0 27.8 -
Fund Objective
• The fund seeks long-term capital appreciation
by investing primarily in a diversified portfolio ..`::'. Sri Classic Int ernational Equity Fund 'i<: MSCI SAFE Index
of equity securities of foreign issuers.
.
C aPital Equipment i %''sr#<i~f•`::?
:
- _
:?%5ti',•'~;ii::?y?_i3?:;13.8
:.:.
Investment Process . ` u.a
• The fund's managers employ abottom-up
Consumer Goods r ~;. >,:;;
;
,
stock selection process to find high quality .
,,
companies selling at a discount to their glotr
al industry peers. Energy i['t£sE's'%s>as€<ii':.€ z':<:-~z
• a e
Summary Description
Finance ,.,.y ~., ,»^wn
'~f ~f:~'f~~',~f:"~' ~rf s .,~.;2,za ~
• Primarily invests in non-U.S. companies 21,2
• Focuses on high quality stocks
.................... ....
............................
• Value-orientation Materials ?. t ; 70
• • Bottom-up stock selection process
• Multiple Industry :^3
3.s -
Ticker Symtal
• STITX Services ;12 t
25
3
.
Security Percent of
. Description Total Equity IYeI r r r
ING Groep NV CVA 3.47 .f"s STI Classic I nternational Equity Fund a MSCI EAFE Index
•
Novartis AG 3.03 Asia ~^?'t`2.~
I ~.8
• Schweizerischer Bankverein Ord 2.69
Central Europe >32.0
Bank of Ireland 2.68 _ ' ° zs.l
. Nestle SA 2.65 Japan
y .,
...70.6
AXA-UAP 2.61 -- -. _
• - ---- Latin America '::?i;?;?:!3.2
Elf Aquitaine 2.33 ____- ___ _ o o _ __ _ __
• Telefonica de Espa 2.08
- FZesource '€'S" zE31
z.s
Telecom Italia 2.06
Scandinavia ..,.F 2
• Dexia France 1.84 ~.a
TI Classic Funds: Western Europe "" ~~
S
.;
~ `` ,;_aa.a
<.:
a22
• Are not insured by the FDIC.
• Do not have a bank guarantee.
• May lose value. For the most current information on the portfolio, please call STI Capital Management at 1-800926-4ST1.
•
The focus of the portfolio remains in
Europe, where economic growth continues to
favor investors. Companies continue to ratio-
nalize their business to compete more openly
with the advent of the European Monetary
Union and the single European currency. The
benefits of stronger growth and more efficient
companies are translating to higher earnings
and higher stock prices for investors.
During the second quarter, one of the
portfolio's best performers was Hoechst, a
German pharmaceutical manufacturer. In addi-
tion to the company's accelerating product
development, investors began to recognize
Hoechst as one of the cheaper drug stocks in
the world. Another strong performer was BTP.
a specialty chemical/pharmaceutical manufac-
turer with operations in the United Kingdom
and the United States. The company has trad-
ed at a significant discount to its peer group in
the UK, but has shown significant improve-
ment to profitability by streamlining its portfo-
lio. The stock rebounded sharply over the last
six months and had the additional boost to its
stock price because of it being the contract
manufacturer of Viagra in the U.S. Indeed, we
sold the stock during the quarter because we
believed that valuations were reflecting the
Viagra craze and not fair value. Philips, the
Netherlands-based electronics giant, has been
a good investment for the portfolio. The com-
pany continues to make good on its chair-
man's promise to sell off underperforming
businesses. including its Polygram media busi-
ness.
Stocks that did not perform well during
the quarter included Banco Popular De Milano
and other interest-sensitive stocks in Italy, as
investors began to take their profits in these
companies after having significant gains during
the first quarter. However, we feel the bene-
fits of the low interest rate environment will
continue to accrue to them. In the
Far East, National Mutual Asia, an insurance
company based in Hong Kong, was also a poor
performer. The stock has suffered because of
its investment portfolio being focused in Asia.
However, its business fundamentals remain
strong and insurance premium growth is
healthy, which leaves us quite comfortable
with the holding.
Annualized
Since
Three Six One Two Three Inception
Months Months Year Years Years 02/02/95
Fund 1.10 16.44 13.05 20.76 23.26 26.49
Lipper International Fd Index 0.86 15.88 9.05 14.40 15.15
MSCI EAFE Index 1.06 15.92 6.08 9.41 10.68
1994 1995 1996 1997 1998
First Quarter 4.72 4.06 15.17
Second Quarter 11.76 5.52 12.19 1.10
Third Quarter • 11.52 1.21 5.29
Fourth Ouarter 4.22 9.16 -7.79
Year-to-Date/Calendar
29.88 22
Lipper International Fd Index 12.82 14.43 7.27 15.88
MSCI EAFE Index 9.18 6.04 -7.83 15.10
CUMULATIVE GROWTH OF A $10,000 INVESTMENT;
820,927
Characteristic Value
A Ioha 19.02
R 2 0.67
Standard Deviation 11.37
STI
o Capital
Management
STI Capital Management
200 South Orange Avenue, Bth Floor
Oeaneo, Floriea 32801
1800-9264571
snix rncrs s~sa
1. Managers' Quarterly Perspective is not a
complete analysis of every material fact rep-
resenting any country, industry, security or
investment. Opinions expressed are subject
to change without notice. Statements of fact
have been obtained from sources believed to
be reliable but no representation is made by
STI Capital Management or its affliates as to
its completeness or accuracy.
2. Cumulative and Annualized Total Return
Performance represent the change and/or
average annual change in the value of an
investment over the specified periods,
assuming reinvestment of dividends and capi-
tal gains at net asset value.
3. Quarterly. Year-to-Date, Calendar and
Cumulative Performance show the change in
value of an investment over the periods indi-
cated. Calculations assume reinvestment of
dividends and capital gains at net asset
value.
4. Risk Data is calculated using annualized
monthly returns for the fund, from the fund's
first full calernfar month of operation through
the most recent calendar quarter.
Indez performance includes reinvested divi-
dends. One cannot invest directly in an
index, which includes no management fees.
The performance of the STI Classic
International Equity Fund includes that of [he
STI International Equity Fund, a collective
trust fund account, advised by STI Capital
Management *rom February 2, 1995 to
December 1, :L995. The collective trust
fund's performance has been adjusted to
reflectthe current expenses associated with
the STI Classic International Equity Fund.
The trust fund was not registered under the
1940 Act, and therefore was not subject to
certain restrictions which may have affected
performance.
The historical performance data shown per-
tain only to the fund's trust shares. Other
share classe=_ are available and are subject
to different fees and expenses, which will
affect their performance. Please see the
prospectus for more details regarding the
fund's share classes.
Foreign investing involves special risks,
including currency fluctuations and political
uncertainty.
This material is authorized for distribution
only when accompanied or proceeded by a
current prospectus of the STI Classic
International Equity Fund, which contains
more information including fees and expens-
es. Please read the prospectus carefully
before investing money.
The distributor of STI Classic Funds is SEI
Investments Distribution Co., Oaks,
Pennsylvania 19456, which is not affliated
with SunTrust or its affiliates.
Investment return and principal value fluctlr
ate so that your shares, when redeemed,
may be worth more or less than their origi-
nal cost.
Past performance cannot guarantee future
results.
- -
~~'T ~~ ~ ,
Lower Higher
Fund Category
Lipper Small Cap
Fund Objective
The fund seeks long-term capital growth and
income by investing in the stocks of compa-
nieswith amarket capitalization between
$50 million and $1 billion.
Investment Process
The fund's managers employ avalue-orient-
ed. bottom-up stock selection process focus-
ing on dividend paying companies, which
appear undervalued by the market.
Summary Description
• Primarily invests in small cap stocks
• Focuses on income
• Value-orientation
• Bottom-up stock selection process
Ticker Symbol
SCETX
Security Percent of
Description Total Equity IY.1
w , .•~,
Norrell Corp. 3.23
Re al-Beloit Corp. 3.01_
Harman International Inds 2.71
Texas Industries 2.67
Sothet~'s Holdings Inc. _- 2.44_
Standard_ Re ister Co. _ 2.37_
Sea Containers Ltd. 2.35
K2 Inc. _2 29_
_
Universal Foods Corp. 2.22
Banta Corp. 2.18_
_
STI Classic Funds:
• Are not insured by the FDIC.
• Do not have a bank guarantee.
• May lose value.
(}'~ '' .
~. t
f
Characteristic Fund Russe112000 Plus/Minus
Dividend Yield (currenp* 22 1.2 +
Earnings Per Share Growth (5 yr estimate) 18.8 15.8 +
Market Capitalization ($100mi1) 6.1 7.9
P riceto-Book 2.0 2.7
Price-to-Earnings f 12 months trailing) 13.9 25.5 -
Return on Eouitv 13.2 14.1 -
For the most current information on the portfolio, please call STI Capital Management at 1-800-926-4ST1.
*The SEC 30-day yield is 0.96%.
The second quarter was a challenging
period for small cap value stocks. Although
the Asian economic crisis appeared to be
moderating early in 1998, investor percep-
tion of it subsequently worsened by the
spring. As a result, there was a renewed
shift towards bonds and big brand-name U.S.
stocks.
With energy prices plunging to 10-year
lows, we beefed up our exposure to energy
and other commodity-related stocks, as stock
prices became extremely attractive.
However, because of further weakening in
worldwide demand for energy, precious met-
als and agricultural products, share prices in
these companies continued to decline.
For example. we increased our position
in Belden. Inc., a stock that fell 27%during
the quarter because of its Asian exposure.
However, the company's fundamental busi-
ness is strong and its actual exposure to
Asia is much smaller than perceived by the
market. Another attractive stock in the port-
folio is Bush Industries, which makes ready-
to-assemble furniture. The company has an
outstanding outlook and is the dominant
player in its industry. Because of some
short-term problems in its office superstore
market. the stock is selling at a very attrac-
tive valuation.
Although it was a difficult quarter, the
portfolio had its share of winners. Fluke
Corp., a maker of electronic instruments,
was acquired, providing a 40% gain. Brown
Group, a shoe manufacturer, was up 38%;
the company has shed unprofitable divisions
and cut costs.
The valuation gap between large and
small cap stocks is the widest it has been in
10 years. Yet. most of these companies will
deliver good earnings and have less Asian
exposure than large cap stocks. We are very
positive about the outlook for these compa-
nies and their compelling valuations.
1 1 1 1
Annualized
Since
Three Six One Two Three Inception
Months Months Year Years Years 0881/94
Fund __ -8.90 -0.08 10.01 24.37_ _ 26.48 24.95
Lipper Small Cap Fd Index -3.87 6.43 15.48 10.82 16.90
Russe1120001ndex -4.66 4.93 16.49 16.42 18.86
1994 1995 1996 1997 1998
First Quarter 9.00 8.25 4.75 9.68
Second Quarter 5.62 6.22 14.95 -8.90
Third Quarter 6.26 3.95 12.48
Fourth Quarter 0.18 7.06 12.23 -2.11
Year-to-Date/Calendar
Fund 0.18 30.97 34.15 32.59 -0.08
Lipper Small Cap Fd Index -0.25 31.62 14.37 15.06 6.43
Russe1120001ndex -1.87 28.44 16.53 22.36 4.93
CUMULATIVE GROWTH OF A 510,000 INVESTMENTS
Characteristic
Value
Alpha 13.28
Beta 0.65
Rz 0.65
Standard Deviation 10.81
STI
o Capital
Management
STI Capital Management
200 South Orange Avenue. 8th Floor
Odando. Florida 32801
1-a0P926-4ST1
SCETX FACTS 6/98
1. Managers' Quarterly Perspective is not a
complete analysis of every material fact rep-
resenting any country, industry, security or
investment. Opinions expressed are subject
to change without notice. Statements of fact
have been obtained from sources believed to
be reliable but no representation is made by
STI Capital Management or its affiliates as to
its completeness or accuracy.
2. Cumulative and Annualized Total Return
Performance represent the change and/or
average annual change in the value of an
investment over the specified periods,
assuming reinvestment of dividends and capi-
tal gains at net asset value.
3. Quarterly, Year-to-Date, Calendar and
Cumulative Performance show the change in
value of an investment over the periods indi-
cated. Calculations assume reinvestment of
dividends and capital gains at net asset
value.
4. Risk Data is calculated using annualized
monthly returns for the fund, from the fund's
frst full calendar month of operation through
the most recent calendar quarter.
Index performance includes reinvested divi-
dends. One cannot invest directly in an
index, which includes no management fees.
The performance of the STI Classic Small
Cap Equity Fund includes that of the SunTrust
Small Cap Value Income Fund, a collective
trust fund account, advised by STI Capital
Management from August 31, 1994 to
January 31, 1997. The collective trust
fund's performance has been adjusted to
reflect the current expenses associated with
the STI Classic Small Cap Equity Fund. The
trust fund was not registered under the 1940
Act. and therefore was not subject to certain
restrictions which may have affected perfor-
mance.
This material is authorized for distribution
only when accompanied or proceeded by a
current prospectus of the STI Classic Small
Cap Equity Fund, which contains more infor-
mation including fees and expenses. Please
read the prospectus carefully before investing
money.
The distributor of STI Classic Funds is SEI
Investments Distribution Co.. Oaks,
Pennsylvania 19456, which is not affliated
with SunTrust or its affiliates.
Investment return and principal value fluctu-
ate so that your shares, when redeemed,
may be worth more or less than their origk
nal cost.
Past performance cannot guarantee future
results.
•
•
•
•
•
•
•
,~,~j`~ '
`~
~~
~~. '~ ;;
Lower Higher
0
Fund Category
Lipper Mid Cap
Fund Objective
The fund seeks long-term capital growth and
income by investing in the stocks of compa-
nies with a market capitalization between
$500 million and $5 billion.
Investment Process
The fund's managers use abottom-up stock
selection process to find high quality compa-
nies with a history of earnings growth. which
appear historically undervalued relative to the
market.
Summary Description
• Primarily invests in mid-size companies
• Focuses on high quality stocks
• Growthorientation
• Bottom-up stock selection process
Ticker Symbol
SAGTX
Security Percent of
Description Total Equity IYo1
US Filter Corp. _ __ _ _ ___4.03_
Allied Waste Inds Inc. 3.38
Mens Wearhouse Inc. 3.26
Harley Davidson Inc. 3.18
Watson Pharmaceuticals Inc. _ _ __ 3.01
Interstate Bakeries Corp. 2.96
Flextronics International Ltd. 2.72
Networks Associates Inc. 2.71
ADC Telecommunication Inc. 2.64
Fiserv Inc. 2.41
STI Classic Funds:
• Are not insured by the FDIC.
• Do not have a bank guarantee.
• May lose value.
-. ~f-
~~~~. A
`~
~DarFOUc
Characteristic Fund S&P MidCap 400 PIus/Minus
Dividend Yield (current) 0.4 1.2 -
Earnings Per Share Growth (5 year estimate) 24.6 17.4 +
Market Capitalization ($bil) 2.4 4.3
Price-to-Book 4.2 3.9 +
Price-to-Earnings (12 months trailin j _ 26.0 24.9 +
Return on Equity 15.5 14.3 +
INDUSTRY CONCENTRATION
• .. ~~•
Utilities n o
u.o
~ ~ ~
Cash Equivalent
__ Equity Assets ___
For the most current information on the portfolio. please call STI Capital Management at 1-800-92fr4STl.
Despite stronger earnings growth and
attractive valuations, the mid-cap sector gener-
ally continued to underperform the S&P 500
Index during the second quarter. Asia's eco-
nomic status, which seemed to be improving in
the first quarter, worsened in the spring, caus-
ing investors to seek the perceived safety and
liquidity in the large-cap companies.
As a result, the best performers in the
Mid-Cap Growth portfolio were those in indus-
tries unaffected by Asia's troubles, namely
retailing and health care. Among the best per-
forming stocks were Watson Pharmaceutical
and Mylan Labs, two generic drug companies,
up 29% and 31%, respectively for the quarter.
In retailing, Just For Feet, an East Coast retail-
er of athletic shoes, and Mens Wearhouse, a
seller of discounted suits, showed strong
results, up 39% and 33%.
The worst performing group was energy.
as the price of oil continued to fall sharply.
However, the companies' fundamentals have
not changed. For example, we own Santa Fe
International, a deep water driller, National Oil
Well, a rig manufacturer and Newpark
Resources, a recycler, all of which are strong
companies. A recovery in oil prices would help
these stocks.
Technology was mixed during the quarter.
Intuit, a software manufacturer that makes per-
sonal finance software, was up 27%. But
Radiant Systems, which provides computer sys-
tems for point-of-sale retailers such as gasoline
stations, was down 41%.
Investor preference for largecap stocks
could shift during 1998 as it becomes apparent
that large companies' earnings growth is strug-
gling in single-digits. Meanwhile, the Mid-Cap
Growth portfolio continues to be comprised of
very high-quality companies characterized by
strong earnings growth, good products, excel-
lent management and little debt.
Annualized
Since
Three Six One Two Three Inception
Months Months Year Years Years 02/02/94
Fund -1.92 6.66 19.07 18.76 18.24 16.05
Lipper Mid Cap Fd Index -0.39 12.21 _ 21.92 16.89 .__20.65 ___ __ __
S&P MidCap 400 Index -2.14 8.63 _27.15 25.23 24.00 _ _
r r r t~ r~
1994 1995 1996 1997 1998
First Quarter 8.71 3_78 -2.89 8.75__
Second Quarter -3.66 8.98 1.95 11.82 _ -1.92
Third Quarter 6.1.0 8.52 _ _ _ 3.59 14.22 _
Fourth uarter -2.:58 2.07 5.30 __ -2.26 _
Year-to-Date/Calendar
Fund -0.:22 31.22 15.42 21.23 6.66
Lipper Mid Cap Fd Index 12.26 33.08 16.28 17.55 12.21.
S&P MidCap 400 Index 0.22 30.94 19.20 32.25 8.64
Star Sae of
Characteristic Value period Rating Universe
Alpha -1.53 Three-Year ** 2437
Beta 0.91
R2 0.93
Standard Deviation 11.79
Overall *ir 2437
Universe: Domes[ic Egwry Funds
STI
o Capital
Management
STI Cayltal Management
200 South Orange Avenue, 8th Flaor
4rlarMO, Florida 32801
1~Oa926~45T1
SAGTX FACTS 6/98
1. Managers' Quarterly Perspective is not a
complete analysis of every material fact rep-
resenting any country, industry, security or
investment. Opinions expressed are subject
to change without notice. Statements of fact
have been obtained from sources believed to
be reliable but no representation is made by
STI Capital Management or its affliates as to
its completeness or accuracy.
2. Cumulative and Annualized Total Return
Performance represent the change and/or
average annual change in the value of an
investment over the specified periods,
assuming reinvestment of dividends and capi-
tal gains at net asset value.
3. Quarterly, Year-to-Date. Calendar and
Cumulative Performance show the change in
value of an investment over the periods indi-
cated. Calculations assume reinvestment of
dividends and capital gains at net asset
value.
4. Risk Data is calculated using annual¢ed
monthly returns for the fund, from the fund's
first full calendar month of operation through
the most recent calendar quarter.
5. Morningstar ratings reflect historical risk-
adjusted performance as of March 31, 1998.
Ratings are calculated from the fund's one-,
three-, fve-, and/or ten-year annualized
returns in excess of 9aday Treasury bill
returns and a rsk factor that reflects fund
performance below 90day T-bill returns. The
top ten percent of the funds in an investment
category receive five stars, 22.5% receive
four stars. 35°r; receive three stars, 22.5%
receive two stars, and the bottom 10%
receive one star.
Index performance includes reinvested divi-
dends. One cannot invest directly in an
index, which includes no management fees.
The historical performance data shown per
tain only to the fund's trust shares. Other
share classes are available and are subject
to different fees and expenses, which will
affect their performance. Please see the
prospectus for more details regarding the
fund's share classes.
This material is authorized for distribution
only when accompanied or proceeded by a
current prospectus of the STI Classic Mid-Cap
Equity Fund, which contains more information
including fees and expenses. Please read
the prospectus carefully before investing
money.
The distributor of STI Classic Funds is SEI
Investments Distribution Co.. Oaks,
Pennsylvania 19456, which is not affliated
with SunTrust or its affiliates.
Investment return and principal value fluctu-
ate so that your shares, when redeemed,
may be worth more or less than their origi-
nal cost.
Past performance cannot guarantee future
results.
•
•
•
•
•
•
•
•
,..
- ..,,
w~~ .
e,
~ S. ..
_ t ,'
~:.^. - .~
-_~ ~:A~.. . ~_
' ,,}.j,~7~ {gyp, -. ,".` may.
,~ J~ l3`fi-~~ ~+'f~'~11~ iiilf d ~~,~~ '4 big ~F .. S~ gr
f ... 4 ~ ~ - ~ .. t ~.:.
• 1
• Lower Higher
•
• I 1 1
Fund Category
• Growth
. Fund Objective
The fund seeks capital appreciation by invest-
ing primarily in the stocks of large, well-
established companies rated A or higher by
major credit rating agencies, including value
. Line, Moody's and Standard & Poor's.
• Investment Process
'
The fund
s manager uses abottom-up selec-
tion process to find. high quality companies
• with a history of earnings growth, which
appear historically undervalued relative to the
market.
• Summary Description
• Suitable for Florida Municipalities
• Primarily invests in stocks of well-
. established, high quality companies
• Focuses on growth characteristics
. Evaluates historical relative value
• Bottom-up stock selection process
Fund Code
SHGEQ
' 1 1 1
Characteristic
Dividend Yield (current)
Fund
0 9
S8P 500 Plus/Minus
1 4 -
Earnings Per Share Growth (5 year estimate) 16 6 17 2 -
Market Capitalization ($bil) 77 1 70.6 +
Price-to-Book 7.1 4.3 +
Price-to-Earnings (12 months trailing) 27.3 __28.9 -
Return on Equity 22.8 21.9 +
L INDUSTRY CONCENTRATION
;i SunTrust High Grade Equity Fund I;1; S&P 500
1 I I
Security Percent of 1 1 1 1 1 1
Description Total Equity IYoI
General Electric Co. 4.14
Merck & Co. Inc. 3.84
Microsoft Corp. 3.51
Cisco Systems Inc. 3.49
Home Depot Inc. 3.26
Procter & Gamble Co. 2.79
Costco Cos Inc. 2.65
Coca Cola Co. 2.54
Bristol Myers Squibb Co. 2.47
American International Group Inc. 2.41
Investments:
• Are not insured by the FDIC.
• Do not have a bank guarantee.
• May lose value.
For the most current information on the portfolio, please call STI Capital Management at 1-800926-4STI.
Despite fears of higher interest rates,
weakening corporate profits, and financial cri-
sis in Asia, the stock market was able to
achieve a positive return for the second quar-
ter. thanks to a strong rebound in June.
Once again the market was led by large
capitalization stocks. Growth retailers per-
formed well as consumer confidence
remained at an all-time high. Companies
such as Gap Stores and Home Depot demon-
strated solid increases in sales and earn-
ings. Gap is taking advantage of the contin-
uedtrend toward casual attire in the work-
place- Home Depot's success is in response
to lower interest rates and booming demand
for housing and remodeling.
Technology continues to be the largest
weighting in the portfolio. Returns for the
quarter were mixed, with Cisco Systems and
EMC Corp., performing extremely well while
3Com and Oracle did poorly. Another mixed
performer was financial services, which sold
off early in the quarter when it appeared the
Federal Reserve Board might raise interest
rates. This did not come to pass and the
stocks were stronger as the quarter ended.
The worst performer in the portfolio
was Cendant Corp, the recent combination of
CUC International and HFS, Inc. In April the
company reported that accounting irregulari-
ties had been discovered in its membership
division which would necessitate earnings
restatements. Investors were quick to sell
the stock, which at one point was down over
50%. New management is in place in this
division and we continue to expect above
average growth from the company.
We continue to view the stock market
environment as positive. Although U.S. eco-
nomic growth will likely slow from its recent
pace and earnings disappointments will
increase, the combination of low inflation,
low interest rates and solid economic growth
should bode well for investors. And as the
economy slows, investors should continue to
favor those companies that show consistent,
above average earnings growth.
Annual'IZed
Since
Three Sia; One Two Three Fire Inception
Months Months Year Years Years Years 03/31/90
Fund 5.73 22.06 35.76 34.01 31.32 21.97 18.94_
S&P 500 Index 3.30 17.71 30.15 32.41 30.24 23.08 _
t I I I~ I~
1994 1995 1996 1997 1998
First Quarter -2.39 9.33 5.55 2.56 15.44
Second Quarter -1.23 6.54 5.55 18.80 5.73
Third uarter 4.34 6.82 3.67 7.31 _
Fourth Quarter -3.02 5.96 _ _-_- 4.72 3.64
Year-to-Date/Calendar
Fund -2.15 31.84 20.95 35.52 22.06
S&P 500 Index 1.32 37.58 22.96 33.36 17.71
CUMULATIVE GROWTH OF A $10,000 INVESTMENT;
528,137
Characteristic Value
Alnha 0.09
Beta 1.01
Standard Deviation 12.91
STI
o Capital
~ Management
STI Capital Management
200 South Orange Avenue, BM Floor
Odando, Florida 32801
180P92G-4571
SHGEQ FACTS 6/98
1. Managers' Quarterly Perspective is not a
complete analysis of every material fact re{}
resenting any country, industry, security or
investment. Opinions expressed are subject
to change without notice. Statements of fact
have been obtained from sources believed to
be reliable but no representation is made by
STI Capital Management or its affiliates as to
its completeness or accuracy.
2. Cumulative and Annualized Total Return
Performance represent the change and/or
average annual change in the value of an
investment over';he specifed periods,
assuming reinvestment of dividends and capi-
tal gains at net z~sset value.
3. Quarterly, Year-to-Date, Calendar and
Cumulative Performance show the change in
value of an investment over the periods indi-
cated. Calculations assume reinvestment of
dividends and capital gains at net asset
value.
4. Risk Data is calculated using annualized
monthly returns for the fund, from the fund's
first full calendar month of operation through
the most recent calendar quarter.
Index performance includes reinvested divi-
dends. One cannot invest directly in an
index, which includes no management fees.
Investment return and principal value fluctu-
ate so that your shares, when redeemed,
may be worth more or less than their origi-
nal cost.
Past performance cannot guarantee future
results.
Lower Higher Characteristic Fund S&P 500 Plus/Minus
Dividend Yield (current) 2.6 1.4 +
0 ~ ~ ~ ~ Earnings Per Share Growth (5 year estimate) 12.1 17.2 -
r i r
Market Capitalization ($bil)
13.1
70.6
Price-to-Book 3.3 4.3 -
Fund Category
Priceto-Earnings (12 month trailing) 19
5 28.9 -
Equity Income ,
__ _
Return on Equity 15.0 21.9
Fund Objective
The fund seeks to provide current income
with the secondary goal of achieving capital r ~ r
appreciation by investing primarily in equity
securities of companies rated A or better by ;: SunTrust High Grade Equity Income Fund ? S&P 500
major credit rating agencies including Value
Line, Moody's and Standard & Poor's. Basic Materials '> ?` >'>::::': "• '~`°"°•"">'"•`^'"13.5
a.l
Investment Process Capital Goods ~,_~
-_ _~~::>::a::::':;i>.a z:1'i 13.1
The fund's managers employ avalue-orient- _--. as
ed, bottom-up stock selection process. focus- Communication Services
ing on dividend-paying companies, which Consumer Cvclicals~ '< ~ _ „__ ? lo.a
appear undervalued by the market. - 3s
_---Consumer Staoles ... >: ;: ::eai::e:::s~a 7
Summary Description : 15.1
• Suitable for Florida Municipalities Ener~v _ ''
_mm E:
~~ z!u.o
• Primarily invests in high quality, dividend _ _ 7.3
paying stocks Financials w ?<13 ~ __ _
• Focuses on income 1.17.s
• Value-orientation Health Care ? s ,___ ~3 _._
....
. _.. .
.
.
1 l.ii
• Bottom-up stock selection process
TechnoloE?v ~ v
_
-_ ~ _~
t5.1
Fund Code
_ Transportation 0_0
_. -
- ---
SHGEQI ' 1
...........................................
Utilities
~ .................
»z~
3.1
Security Percent of
Description Total Equity IY.1
Pharmacia & Upjohn Inc. 2.77
Ameritech Cor~oration_, 2.58
Unocal C~_ __ - _ 2.52
Baxterlnternationallnc. 2.50
Kimbe~:Clark Corp. 2.46
Cona ra Inc. __ _ 2.45
Ci na Corp. 2.21
Mobil Cow. _ 2.16_
Texaco Inc. 2_10
___ _
Alltel Corp. _ 1.95
Investments:
• Are not insured by the FDIC.
• Do not have a bank guarantee.
• May lose value.
For the most current information on the portfolio, please call STI Capital Management at 1-80492G4STI.
The "fishing pond" from which we
select stocks includes companies with rela-
tively low price/earnings multiples and rela-
tively high yields. Often, these companies
are economically sensitive or are associated
with commodities such as oil, metals, chemi-
cals and paper. However, because of the
Asian economic crisis, these companies were
generally out of favor during the second quar-
ter. Instead, the massive flows into the U.S.
stock market continued to pour into large-cap
growth names like Coca-Cola, Procter and
Gamble and Microsoft that are not in our uni-
verse.
In contrast, basic industry stocks such
as Reynolds Metals performed poorly during
the quarter. Even though the company has
been moving toward a consumer focus, it is
still vulnerable to the weakness in the alu-
minum market. Another poor performer was
Allegheny Teledyne, amulti-industry company
with exposure in stainless steel.
Generally, our stocks that did well dur-
ing the quarter were driven by an event such
as an acquisition, in which a larger company
recognized the value inherent in the shares.
For example, Giant Food and Mercantile
Stores were acquired, resulting in 11% and
18% gains for the quarter, respectively.
American Greetings, the card company, per-
formed well during the quarter as it divested
noncore operations, using the cash for share
repurchases and acquisitions in the United
Kingdom to round out their portfolio.
As long as the Asian economic crisis
looms large, and investors continue to pour
money into stocks, it is likely that the 1990s
version of the Nifty Fifty will get a dispropor-
tionate amount of attention. Ultimately, how-
ever, we believe investors will recognize that
the valuation gap between growth and value
is becoming unjustifiably large.
CUMULATIVE AND ANNUALIZED TOTAL RETURN PERFORMANCE (%12
Since
Three Six One Two Three Fire Inception
Months Months Year Years Years Years 03/31/93
Fund -3.79 E3.04 18.19 22.28 24.24 20.15 19.25 _
S&P 500 3.30 17.71 30.15 32.41 30.24 23.08
t t t t~ t~
1994 1995 1996 1997 1998
First Quarter -4.29 10.81 _ 5.26 3.14 12.30
Second Quarter 3.76 6.73 4.11 12.56 -3.79
Third uarter 7.19 7.98 2.88 8.87 __
Fourth Quarter -2.38 8.37 5.92 0.48
Year-to•Date/Calendar
Fund 3.92 _ 38.41 __ 19.42 _ 27.00 8.04__
S&P 500 1.32 37.58 22.96 33.36 17.71
CUMULATIVE GROWTH OF A 510,000 INVESTMENTS
530.000
Characteristic
Value
Alpha 1.96
Beta 0.79
Standard Deviation 9.77
STI
o Capital
Management
STI Capital Management
200 South Orange Arenue, 8th Floor
OAanAO, Florida 32801
1aoa92s~sn
SNGEQI FACTS 6/98
1. Managers' Quarterly Perspective is not a
complete analysis of every material fact rep-
resenting any country, industry, security or
investment. Opinions expressed are subject
to change without notice. Statements of fact
have been obtained from sources believed to
be reliable but no representation is made by
STI Capital Management or its affiliates as to
its completeness or accuracy.
2. Cumulative and Annualized Total Return
Performance represent the change and/or
average annual change in the value of an
investment over the specified periods,
assuming reinvestment of dividends and capi
tal gains at nest asset value.
3. Quarterly, Year-to-Date, Calendar and
Cumulative Performance show the change in
value of an investment over the periods indi-
cated. Calculations assume reinvestment of
dividends and capital gains a[ net asset
value.
4. Risk Data is calculated using annualized
monthly returns for the fund, from the fund's
first full Calendar month of operation through
the most recent calendar quarter.
Index performance includes reinvested divi-
dends. One cannot invest directly in an
index, which includes no management fees.
Investment return and principal value fluctu-
ate so that your shares, when redeemed,
may be worth more or less than their origi-
nal cost.
Past performance cannot guarantee future
resuks.
I~ 1 11
SunTrust Hi h Grade
g
Bond Fund
As of June 30, 1998
Lower Higher
Characteristic
Lehman Lehman
Fund Aggregate Govt/Corp
Fund Category
Income and Growth
Fund Objective
The fund seeks to provide a high level of total
return through current income and capital
appreciation by investing in corporate invest-
ment grade bonds rated A or higher by major
credit rating agencies and U.S. government
securities.
Investment Process
The fund's managers systematically reduce
their reliance on interest rate forecasts and
credit analysis, allowing them to focus on
exploiting undervalued sectors and areas
along the yield curve.
Summary Description
• Suitable for Florida municipalities
• Invests in investment grade bonds and
U.S. government securities
• Focuses on undervalued areas of the
bond market
• Avoids reliance on interest rate forecasts
and credit quality improvements
• Emphasizes sector selection and
maturity distribution
Fund Code
SHGBD
Description Percent of
Portfolio 1%I
U.S- Treasuries 41.49
Finance 31.48
Industrial 14.64
Mortgages 6.78
Telephone 2.82
Cash 2.78
Investments:
• Are not insured by the FDIC.
• Do not have a bank guarantee.
• May lose value.
Average Coupon (%) 6.7 7.0 7.0
Modified Duration 5.9 4.5 5.5
Years to Maturity 9.8 8.7 10.3
Yield to Maturity (%) 5.8 6.1 5.9
SunTrust High Grade Bond Fund ;:i Lehman Aggregate ;, Lehman Govt/Corp
................................ zs.z
i 21 a
03 years __ __ _ 27.a
o ': ti fd' ~"F'y:~r%. .'''~5, ~ 21.2
:::::::::::::::26.1
3-5 years ls.o
. ..,.,.
:;
f~
:-
r
:... .......; :`r;i;i 16 3
5-7 years al_
<:: ::: iraa.a
7-10 years _ 132
::f;:;:;:; ~ 11.2
10-20 years to a
22.3
>: ~: :; ..... ~ 14.3
20+yeaB ~;>:- ,......- _ ._ 20.6
~ i ~
as G
a0
30
20
in
~.o
so
0
For the most current information on the portfolio, please call STI Capital Management at 1-800 926-4STI
The bond market has been in a trading
range since the beginning of 1998, with 30-year
Treasury yields ranging from about 5.6% to 6%.
Although the economy has been growing at a
brisk pace and unemployment has been low,
inflation has remained contained. As a result,
investors expect the Federal Reserve Board to
stay on the sidelines, particularly in light of the
Asian economic crisis, which has begun to
dampen the U.S. economy. Because of low
inflation expectations, the yield curve has
become virtually flat. As of June 30, 1998. the
long-bond was offering just 12 basis points
more than the fed funds rate.
Because of this environment, our decision
to position our portfolio with alonger-than-aver-
age duration was beneficial to performance.
Another positive factor was our decision to sig-
nificantly underweight the mortgage sector,
which generally underperformed U.S. Treasury
securities.
The Asia threat to U.S. exporters has cre-
ated some underperformance among corporate
securities. This created an opportunity for us to
increase our positions in corporate bonds, par-
ticularly in those industries unaffected by the
Asian economic situation. During the second
quarter, we increased our weightings in regional
banks and insurance companies that we think
will be good merger candidates. Often, the
acquired company's credit rating is upgraded as
a result of the transaction.
Even though Asia has increased credit
concerns, and will reduce U.S. GDP growth in
1998, we do not expect the U.S. to fall into a
recession. In addition, with the U.S. working with
Japan to stabilize the yen, we think that the
worst may be over in Asia. If that's the case.
then the decision to boost our weightings in cor-
porate bonds will likely be rewarded.
Mnualized
Since ~
Three Six One Two Three Five Inception
Molrths Months Year Years Years Years 08/31/89
Fund 2.70 4.40 11.70 9.50 8.04 6.96 8.98
Lehman Aggregate Index 2.34 3.93 10.54 9.34 7.88 6.88
Lehman Govt/Corn Index 2.61 4.17 11.28 9.51 786 6.88
1994 1995 1996 1997 1998
First Quarter -2.87 4.44 -1.76 -0.69 1.66
Second Quarter -0.91 6.13 0.50 3.55 2.70
Third Quarter 0.27 1.89 1.50 3.37
Fourth Quarter 0.86 4.56 2.84 3.51
Year-to-Date/Calendar
Fund -2.66 18.09 3.05 10.02 4.40
Lehman Aggregate Index -2.92 18.48 3.61 9.68 3.93
Lehman Govt/Corp Index -3.51 19.24 2.91 9.75 4.17
Alpha 0.76
Beta 0.93
R2 0.99
Standard Deviation 4.03
STI
o Capital
Management
STI Capital Managemerrt
200 South Orange Avenue, 8th Floor
GaanAO, Florida 32801
1aoa9zs-ash
SNGBD FACTS 6/98
1. Managers' Quarterly Perspective is not a
complete analysis of every material fact repre-
senting any country, industry. security or
investment. Opinions expressed are subject to
change without notice. Statements of fact
have been obtained from sources believed to
be reliable but no representation is made by
STI Capital Management or its affiliates as to
its completeness or accuracy.
2. Cumulative and Annualized Total Return
Performance represent the change and/or
average annual change in the value of an
investment over the specified periods, assum-
ing reinvestment of dividends and capital
gains.
3. Quarterly, Year-to-Date, Calendar and
Cumulative Performance show the change in
value of an investment over the periods indi-
cated. Calculations assume reinvestment of
dividends and capital gains.
4. Risk Data is calculated using annualized
monthly returns for the fund. from the fund's
first full calendar month of operation through
the most recent calendar quarter.
Index performance includes reinvested divi
Bends. One cannot invest directly in an index,
which includes no management fees.
Investment return and principal value fluctu-
ate so that your shares, when redeemed,
may be worth more or less than their origi•
nal cost.
Past performance cannot guarantee future
results.
I~ r r r•
Characteristic Value
Ll.~. E~Iuity
M~u~ket Ovel~vie~T
For the Periods Ended June 30, 1998
S&P 500 ~ 3.30
S&P 500 Barra Growth 5.84
S&P 500 Barra Value ~ 0.41
S&P Mldcap 400 ^ -2.14
S&P 400 Barra Growth 1-0.22
S&P 400 Barra Value ~-4.14
S&P Small Cap 600 ^-4.47
S&P 600 Barra Growth ~ -5.15
S&P 600 Barra Value ^ -3.79
S&P Super Composite ~ 2.46
- 30.15
34.85
~ 24.99
27.15
26.89
26.68
-19.45
~ 14.49
24.77
29.44
• Basic Materials -1.21 -10.32 1.66 -2.43
Capital Goods -0.77 -6.10 -2.07 -1.36
Communication Services -2.45 -5.82 -33.06 -2.63
Consumer Cvcllcals 10.04 3.87 0.27 8.48
29.24
• Consumer Staples
Energy 5.01
-0.41 4.15
-13.16 -4.00
-9.05 4.75
-1.40
Financials 4.33 -1.95 0.24 3.71
Health Care 8.44 2.14 1.48 7.78
• Technology 11.60 10.04 -0.81 11.02
Transportation -5.27 8.97 2.14 -2.51
• Utilities 2.04 -2.18 1.95 0.91
i•
~I•
•
The indices are not necessarily indicative of the way the STI Classic Funds are managed. Index performance includes reinvested dividends. One cannot invest
directly in an index which includes no management fees.
30.24
33.40
~ 26.86
24.00
- 23.19
24.47
- 22.36
~ 17.46
27.11
•
~i.~. ~~,i~f~~l lit~~~»ilt
For the Periods Ended June 30, 1998
91 Day Treasury BIII
Lehman Brothers Mortgage
Lehman Brothers 5 Year Munlclpal
Lehman Brothers Govt/Carp Irrtrridt
Lehman Brothers Govt/Corp
Lehman Brothers Aggregate
Lehman Brothers Corporate
~ 1.24
1.72
~ 1.12
1.88
2.61
2.34
2.58
~ 5.08
~ 8.93
~ 6.25
~ 8.54
11.28
~ 10.54
11.38
~ 5.09
7.95
~ 5.83
~ 6.91
~ 7.86
- 7.88
40
U.S. Treasury Yield Curve
. DECEMBER 31, 1997
MARCH 31, 1998
- JUNE 30, 1998
Nistorical Yield Spreads
.,
A Industrial
Versus
10-Year Treasury
0
The indices are not necessarily indicative of the way the STI Classic Funds are managed. Index performance includes reinvested dividends. One cannot invest
directly in an index which includes no management fees.