Rational Investing

Russell

	Long	Short
Total Market Capitalization of All Firms (in million)	6511537 mm	254183 mm
Average Market Capitalization (in million)	141555 mm	63546 mm
Average Market Cap Weighted Market to Model	0.89	0.98
Average Beta	1.00	0.95
Average Price To Revenue	2.84	5.02
Average Price To Free Cash Flow	20.40	45.18
Total Number of Firms	46	4

Ticker	Company Name	Sub Sector	Long Or Short	Market To Model	Total Market Cap ($ mm)	Expected Returns	Average EV/EBITDAM	% Growth	Beta	As Of
PEP	Pepsico Inc	Beverages - Soft Dri	L	1.4	164,508	5%	26.21	2	0.70	Jun 18
AMT	American Tower Corp	Wireless Tower Opera	S	1.3	63,408	10%	24.05	9	0.85	Jun 18
GE	General Electric Co	Conglomerates	L	1.3	109,958	15%	24.06	2	0.98	Jun 18
POOL	Pool Corp	Recreational Product	L	1.3	7,124	5%	22.68	11	0.84	Jun 18
YHOO	Yahoo! Inc	Internet Information	L	1.3	63,146	3%	24.49	20	1.73	Mar 17
NOC	Northrop Grumman Corp	Aerospace/Defense -	L	1.2	54,152	6%	19.33	10	0.68	Jun 18
LMT	Lockheed Martin Corp	Aerospace/Defense -	L	1.2	96,990	7%	17.78	7	0.70	Jun 18
MCD	Mcdonalds Corp	Restaurants - Fast F	L	1.1	128,093	5%	18.28	-3	0.65	Jun 18
TSM	Taiwan Semiconductor Manu	Semiconductor - Inte	L	1.1	226,944	7%	19.76	5	1.29	Jun 18
IDTI	Integrated Device Technol	Semiconductor - Broa	L	1.1	6,262	7%	19.75	30	1.78	Jun 18
COH	Coach Inc	Apparel Footwear Acc	L	1.1	13,294	8%	28.44	2	0.66	Jun 17
TYC	Tyco International Ltd	Conglomerates	L	1.1	15,000	10%	20.64	-1	0.88	Jun 16
WMT	Wal-mart Stores Inc	Food Distribution -	L	1.1	283,244	6%	26.17	2	0.50	Jul 18
BA	The Boeing Co	Aerospace/Defense -	L	1.1	209,304	8%	20.17	7	1.41	Jun 18
LOW	Lowes Cos Inc	Home Improvement Sto	L	1.1	94,726	6%	18.28	8	1.33	Jul 18
MGLN	Magellan Health Services	Health Care Plans	L	1.0	1,749	33%	6.23	40	0.66	Jun 18
HD	Home Depot Inc	Home Improvement Sto	L	1.0	245,664	6%	17.46	9	1.10	Jul 18
PG	Procter & Gamble Co	Personal Products	L	1.0	214,835	6%	17.97	2	0.56	Jun 18
MDT	Medtronic Inc	Medical Appliances E	L	1.0	129,640	8%	18.12	0	0.93	Jul 18
INTC	Intel Corp	Semiconductor - Broa	L	1.0	213,425	7%	9.58	17	0.97	Jun 18
SBUX	Starbucks Corp	Restaurants - Fast F	S	0.9	78,790	9%	18.61	12	0.66	Jun 18
PFE	Pfizer Inc	Drug Manufacturers -	L	0.9	255,793	8%	17.94	6	0.96	Jun 18
TXN	Texas Instruments Inc	Semiconductor - Broa	L	0.9	102,668	8%	15.46	12	1.16	Jun 18
MO	Altria Group Inc	Cigarettes	L	0.9	120,386	9%	14.28	0	0.71	Jun 18
XOM	Exxon Mobil Corp	Integrated Oil & Gas	L	0.9	353,417	9%	15.97	14	0.87	Jun 18
IBM	International Business Ma	Information Technolo	L	0.9	137,497	7%	23.46	4	0.87	Jun 18
HSIC	Henry Schein Inc	Medical Equipment Su	L	0.9	13,344	9%	12.84	14	0.97	Jun 18
QCOM	Qualcomm Inc	Communication Equipm	L	0.9	108,102	9%	19.8	5	1.57	Jun 18
CR	Crane Co	Conglomerates	L	0.8	5,714	10%	20.56	19	1.24	Jun 18
BIIB	Biogen Idec	Biotechnology Drugs	S	0.9	70,709	7%	14.22	8	0.88	Jun 18
T	AT&T Inc.	Telecom Services - D	L	0.9	206,426	7%	26.95	2	0.50	Jun 18
ADS	Alliance Data Systems Cor	Information Delivery	L	0.8	13,657	10%	10.24	7	1.66	Jun 18
AMAT	Applied Materials Inc	Semiconductor Equipm	S	0.8	41,276	21%	8.93	24	1.42	Jul 18
CVX	Chevron Corp.	Integrated Oil & Gas	L	0.8	222,684	9%	13.49	21	1.06	Jun 18
DVA	Davita Inc.	Specialized Health S	L	0.7	13,448	13%	10.13	-5	1.09	Jun 18
JNJ	Johnson & Johnson Inc	Drug Manufacturers -	L	0.8	375,651	8%	18.82	10	0.68	Jun 18
EFII	Electronics For Imaging,	Computer Peripherals	L	0.7	1,543	13%	19.96	5	1.07	Jun 18
CDNS	Cadence Design Systems In	Technical System Sof	L	0.7	12,712	10%	20.65	14	1.10	Jun 18
HPQ	Hewlett-packard Co	Computer Hardware	L	0.7	41,771	15%	10.37	14	1.57	Jul 18
FCN	Fti Consulting Inc	Management Services	L	0.6	2,928	10%	12.22	14	0.13	Jun 18

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