Structured Small Cap Growth Equity

Portfolio Characteristics & Allocation¹ as of 9/30/2017

Characteristics

  Structured Small Cap Growth Equity Russell 2000 Growth Index
Weighted Avg Market Cap (millions) $2,700.9 $2,429.4
Median Market Cap (millions) $2,501.0 $987.0
Price to Earnings (12-month forward) 22.3 x 35.4 x
Price to Earnings (12-month trailing) 25.8 x 50.3 x
Price to Sales 1.7 x 1.7 x
Price to Cash Flow 15.8 x 18.4 x
Return on Equity 13.4% 6.4%
Dividend Yield 0.8% 0.7%
Turnover (12-month trailing) 93.9% NA
# of Holdings 113 1,172

Sector Weightings

  Structured Small Cap Growth Equity Russell 2000 Growth Index
Consumer Discretionary 17.2% 13.3%
Telecommunication Services 1.3% 1.1%
Utilities 1.5% 0.7%
Consumer Staples 2.5% 2.7%
Energy 0.0% 1.2%
Financials 2.6% 6.0%
Health Care 24.5% 24.8%
Industrials 17.4% 17.9%
Information Technology 21.3% 24.0%
Materials 4.8% 4.6%
Real Estate 5.0% 3.4%