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| Hollywood Police
Officers' Pension Fund |
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| Compliance Report |
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| December 31, 2007 |
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YES |
NO |
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| TOTAL FUND RETURNS |
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| 1. |
Did the total 3-year
return exceed the policy, which is comprised of 33% S&P500, 10% R1000G,
7% R1000V, 4% R2000, 23% LBIGC and 23% LBGC? [8.20 vs. 6.76] |
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| 2. |
Did the total 5-year
return exceed the policy, which is comprised of 33% S&P500, 10% R1000G,
7% R1000V, 4% R2000, 23% LBIGC and 23% LBGC? [9.60 vs. 9.13] |
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| COMBINED EQUITY |
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| 1. |
Is the amount
invested in all issuing companies less than 5% of the Fund's total market
value? |
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| 2. |
Is the aggregate
investment in all companies less than 5% of the outstanding stock of the
company? |
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| 3. |
Is the amount
invested in foreign securities less than or equal to 10% of the Fund's total
assets? |
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| INDIVIDUAL EQUITY |
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| Inverness |
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| 1. |
Did the equity return
equal or exceed the S&P500 over the trailing 3-year period?
[13.80 vs. 8.62] |
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| 2. |
Did the equity return
equal or exceed the S&P500 over the trailing 5-year period? [15.75 vs. 12.83] |
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| 3. |
Is Inverness'
trailing 5-year standard deviation below the standard deviation of the
S&P500? [8.48
vs. 8.54] |
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| 4. |
Did the 3-year equity
return rank in the top 50% of the Mobius Broad Large Cap Core Universe? [2nd] |
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Page 3 |
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| INDIVIDUAL EQUITY
(continued) |
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| 5. |
Did the 5-year equity
return rank in the top 50% of the Mobius Broad Large Cap Core Universe? [8th] |
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| 6. |
Did the equity return
rank in the top 75% of the Mobius Broad Large Cap Core Universe for one of
the last 2 quarters or for the last year? [1yr: 1st] |
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| 7. |
Did Inverness' equity
performance fall outside the southeast quadrant of the risk/return
scattergram over the 3-year period? |
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| 8. |
Did Inverness' equity
performance fall outside the southeast quadrant of the risk/return
scattergram over the 5-year period? |
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| 9. |
Has Inverness'
trailing 3-year equity return outperformed its index for at least 1 of the
last 4 quarters? [13.80 vs. 8.62, 17.80 vs. 13.14, 9.72 vs. 6.28, 3.10 vs.
0.64] |
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| 10. |
Has Inverness'
trailing 5-year equity return outperformed its index for at least 1 of the
last 4 quarters? [15.75 vs. 12.83,
17.49 vs. 15.45, 8.20 vs. 6.27, 8.26 vs. 6.19] |
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| 11. |
Has Inverness' equity
annualized alpha been positive for the last 3 years? [5.32] |
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| Davis
Hamilton Jackson |
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| 1. |
Did the equity return
equal or exceed its R1000G index during the trailing 3-year period? [7.62 vs. 8.68] |
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| 2. |
Did the equity return
equal or exceed its R1000G index during the trailing 5-year period? [10.04 vs.
12.10] |
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| 3. |
Is DHJ trailing
5-year standard deviation below the standard deviation of its R1000G
index?
[8.56 vs. 9.01] |
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| 4. |
Does the 3-year
equity return rank in the top 50% of the Mobius Broad Large Cap Growth
Conservative Universe? [100th] |
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Page 4 |
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| INDIVIDUAL EQUITY
(continued) |
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| 5. |
Did the equity return
rank in the top 75% of the Mobius Broad Large Cap Growth Conservative
Universe for one of the last 2 quarters or for the last year? [Quarter: 59th] |
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| 6. |
Has DHJ equity
performance fallen outside the southeast quadrant of the risk/return
scattergram over the 3-year period? |
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| 7. |
Has DHJ quarterly
equity return outperformed its index for at least 1 of the last 4
quarters?
[0.04 vs. -0.77, 5.81 vs. 4.20, 5.84 vs. 6.86, 2.59 vs. 1.19] |
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| 8. |
Has DHJ equity
annualized alpha been positive for the last 3 years? [-0.28] |
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| Eagle
Asset Management |
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| 1. |
Did the equity return
equal or exceed its R2000 index during the trailing 3-year period? [11.91 vs. 6.80] |
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| 2. |
Did the equity return
equal or exceed its R2000 index during the trailing 4-year period? [14.21 vs. 9.57] |
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| 3. |
Is Eagle's trailing
3-year standard deviation below the standard deviation of its R2000
index?
[10.95 vs. 13.16] |
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| 4. |
Does the 3-year
equity return rank in the top 50% of the Mobius Broad Small Cap
Universe? [18th.] |
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| 5. |
Did the equity return
rank in the top 75% of the Mobius Broad Small Cap Universe for one of the
last 2 quarters or for the last year? [1yr: 26th] |
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| 6. |
Has Eagle's equity
performance fallen outside the southeast quadrant of the risk/return
scattergram over the 3-year period? |
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| 7. |
Has Eagle's quarterly
equity return outperformed its index for at least 1 of the last 4
quarters? [-1.44 vs.
-4.58, -1.57 vs. -3.09, 6.88 vs. 4.42, 5.79 vs. 1.95] |
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| 8. |
Has Eagle's equity
annualized alpha been positive for the last 3 years? [6.06] |
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