Large Cap Core Advantage Equity

Portfolio Characteristics & Allocation¹ as of 9/30/2017

Characteristics

  Large Cap Core Advantage Equity S&P 500 Index
Weighted Avg Market Cap (millions) $151,548.4 $177,833.0
Median Market Cap (millions) $50,513.5 $21,004.7
Price to Earnings (12-month forward) 17.6 x 18.0 x
Price to Earnings (12-month trailing) 19.7 x 20.0 x
Price to Sales 2.5 x 2.2 x
Price to Cash Flow 18.1 x 16.6 x
Return on Equity 20.7% 17.9%
Dividend Yield 1.6% 1.9%
Turnover (12-month trailing) 38.0% NA
# of Holdings 68 505

Sector Weightings

  Large Cap Core Advantage Equity S&P 500 Index
Consumer Discretionary 13.8% 11.8%
Telecommunication Services 1.1% 2.2%
Utilities 2.5% 3.1%
Consumer Staples 8.8% 8.2%
Energy 5.2% 6.1%
Financials 15.3% 14.6%
Health Care 13.3% 14.5%
Industrials 12.2% 10.2%
Information Technology 22.0% 23.2%
Materials 4.0% 3.0%
Real Estate 1.8% 3.0%