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Fund data as of 09/30/2017 unless otherwise specified.

Asset Allocation

U.S. Equities47%
Non-U.S. Equities2%
Fixed Income48%
Cash*3%
Total100%
* Cash is maintained by the fund for liquidity purposes and may be overlaid with equity and / or U.S. Treasury futures to provide capital market exposure.

Risk/Return Characteristics*

Standard Deviation5.50%
R-Squared92.13%
Beta vs Benchmark1.11
Beta vs S&P 500 Index0.56
Sharpe Ratio1.85
Information Ratio2.00
Calculated from inception date of fund to most recent quarter end.

Equity Sector Holdings

Consumer Discretionary6.88%
Consumer Staples13.25%
Energy7.87%
Financial Services18.23%
Health Care12.83%
Industrials10.72%
Materials2.57%
Real Estate1.71%
Technology13.58%
Telecommunications1.86%
Utilities10.48%
Total99.98%
Due to rounding, holdings data may not sum to 100%.

Fixed Income Sectors**

Convertibles25.51%
Treasury/Agency20.33%
Corporate2.43%
Total48.27%
Duration weighted

Top Ten Holdings

Johnson & Johnson3.33%
Procter & Gamble Company3.25%
Republic Services, Inc.1.97%
Medtronic plc1.83%
3M Company1.81%
PNC Financial Services Group, Inc.1.77%
Total SA1.70%
JPMorgan Chase & Co.1.58%
Schlumberger NV1.56%
Spectra Energy Partners, LP1.50%
Total20.3%
Portfolio composition subject to change at any time.
Standard deviation - A statistical measurement of distribution around an average, which depicts how widely returns varied over a certain period of time. Investors use the standard deviation of historical performance to try to predict the most likely range of returns. When a fund has a high standard deviation, the predicted range of performance is wide implying greater volatility.
R-squared - Shows the percentage of a fund's performance that is explained by movement in the benchmark index. This shows the correlation between the fund and its benchmark. An R-squared of 100% indicates that all movements of a fund can be explained by movements in the benchmark. A low R-squared indicates that very few of the fund's movements can be explained by movements in its benchmark. An R-squared measure of 50%, for example, means that only 50% of the fund's movements can be explained by movements in the benchmark index.
Beta vs. Benchmark - Beta is a measure of a fund's sensitivity to market movements as defined by the fund's benchmark. A fund with a higher beta relative to the benchmark is more volatile than the benchmark and a fund with a lower beta relative to the benchmark can be expected to rise and fall more slowly than the benchmark.
Beta vs. S&P 500© Index - Beta is a measure of a fund's sensitivity to market movements as defined by the S&P 500©. A fund with a higher beta relative to the S&P 500© is more volatile than the S&P 500© and a fund with a lower beta relative to the S&P 500© can be expected to rise and fall more slowly than the S&P 500©.
Sharpe Ratio - A risk-adjusted measure that measures reward per unit of risk. The higher the Sharpe ratio, the better the fund's historical risk adjusted performance.
Information Ratio - Measures how much the fund outperformed the benchmark per unit of additional risk taken.