Portfolio Characteristics & Allocation¹ as of
3/31/2013
Characteristics
| |
Structured Small Cap Value Equity |
Russell 2000 Value Index |
| Weighted Avg Market Cap (millions) |
$1,466.0 |
$1,376.9 |
| Median Market Cap (millions) |
$1,126.3 |
$504.1 |
| Price to Earnings (12-month forward) |
11.3 x |
15.8 x |
| Price to Earnings (12-month trailing) |
12.4 x |
19.6 x |
| Price to Sales |
1.0 x |
1.2 x |
| Price to Cash Flow |
7.2 x |
9.5 x |
| Return on Equity |
15.9% |
6.5% |
| Dividend Yield |
2.3% |
2.1% |
| Turnover (12-month trailing) |
97.39% |
NA |
| # of Holdings |
101 |
1,403 |
Sector Weightings
| |
Structured Small Cap Value Equity |
Russell 2000 Value Index |
| Consumer discretionary |
10.6% |
12.2% |
| Consumer staples |
2.1% |
2.9% |
| Energy |
5.7% |
4.6% |
| Financials |
37.1% |
37.5% |
| Healthcare |
6.8% |
4.9% |
| Industrials |
14.3% |
14.9% |
| Information Technology |
10.9% |
10.8% |
| Materials |
6.4% |
5.1% |
| Telecom services |
0.4% |
0.6% |
| Utilities |
5.7% |
6.4% |