Structured Small/Mid Cap Core Equity

Portfolio Characteristics & Allocation¹ as of 9/30/2017

Characteristics

  Structured Small/Mid Cap Core Equity Russell 2500 Index
Weighted Avg Market Cap (millions) $5,035.7 $4,750.3
Median Market Cap (millions) $4,264.7 $1,219.4
Price to Earnings (12-month forward) 17.9 x 23.0 x
Price to Earnings (12-month trailing) 20.0 x 28.0 x
Price to Sales 1.5 x 1.5 x
Price to Cash Flow 14.5 x 14.1 x
Return on Equity 16.5% 9.3%
Dividend Yield 1.6% 1.4%
Turnover (12-month trailing) 78.2% NA
# of Holdings 116 2,491

Sector Weightings

  Structured Small/Mid Cap Core Equity Russell 2500 Index
Consumer Discretionary 12.7% 12.3%
Telecommunication Services 0.0% 0.6%
Utilities 4.4% 3.7%
Consumer Staples 5.6% 2.8%
Energy 3.1% 4.4%
Financials 17.5% 16.3%
Health Care 13.3% 11.9%
Industrials 13.1% 15.9%
Information Technology 13.8% 16.1%
Materials 6.4% 5.9%
Real Estate 10.0% 9.6%