Portfolio Characteristics & Allocation¹ as of 9/30/2017

Characteristics

  Small Cap Equity Russell 2000 Index
Weighted Avg Market Cap (millions) $2,940.5 $2,200.8
Median Market Cap (millions) $2,291.1 $849.2
Price to Earnings (12-month forward) 20.1 x 27.2 x
Price to Earnings (12-month trailing) 22.8 x 37.8 x
Price to Sales 1.4 x 1.3 x
Price to Cash Flow 25.9 x 12.7 x
Return on Equity 17.9% 5.4%
Dividend Yield 0.7% 1.3%
Turnover (12-month trailing) NA NA
# of Holdings 49 2,000

Sector Weightings

  Small Cap Equity Russell 2000 Index
Consumer Discretionary 20.1% 11.8%
Telecommunication Services 0.0% 0.8%
Utilities 0.0% 3.5%
Consumer Staples 0.0% 2.7%
Energy 0.0% 3.7%
Financials 24.5% 18.1%
Health Care 7.4% 15.7%
Industrials 28.9% 15.0%
Information Technology 9.5% 16.8%
Materials 4.0% 4.4%
Real Estate 5.7% 7.2%