Large Cap Value Advantage Equity

Portfolio Characteristics & Allocation¹ as of 9/30/2017

Characteristics

  Large Cap Value Advantage Equity Russell 1000 Value Index
Weighted Avg Market Cap (millions) $103,832.4 $118,240.1
Median Market Cap (millions) $46,555.0 $8,783.5
Price to Earnings (12-month forward) 16.2 x 16.3 x
Price to Earnings (12-month trailing) 18.0 x 17.9 x
Price to Sales 2.0 x 1.7 x
Price to Cash Flow 15.5 x 13.1 x
Return on Equity 14.9% 10.8%
Dividend Yield 1.9% 2.4%
Turnover (12-month trailing) 51.7% NA
# of Holdings 67 716

Sector Weightings

  Large Cap Value Advantage Equity Russell 1000 Value Index
Information Technology 8.4% 8.2%
Materials 3.5% 2.9%
Real Estate 2.3% 4.8%
Consumer Discretionary 8.4% 6.6%
Telecommunication Services 2.2% 3.2%
Utilities 5.4% 6.2%
Consumer Staples 8.3% 8.7%
Energy 9.6% 10.9%
Financials 27.3% 26.0%
Health Care 13.7% 13.9%
Industrials 10.9% 8.5%