RUSSELL INDEX PROFILE REPORT Russell 1000 Index Russell 2000 Index Russell 1000 Value Russell 1000 Growth Composition SummaryPortfolio Total Portfolio Size 10.96T 940.38B 5.43 5.53

Composition - Domestic Equity (Common) 10.96 100.0% 940.38 100.0% 5.43 100.0% 5.53 100.0%

$ million/% portfolio International Equity 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Fixed Income 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Convertibles 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Other & Receivables 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Cash Equivalents 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Rights & Warrants 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Options & Futures 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Mutual & Pooled Funds 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Size of Companies - Large Capitalization 41.60 & Above 50 45.1% 0 0.0% 30 42.3% 38 47.8%

# holdings/% Equity Medium/Large Cap. 11.83 -- 41.60 150 27.8% 0 0.0% 98 28.6% 105 27.1%

Russell 3000 Medium Capitalization 4.07 -- 11.83 299 17.5% 1 0.5% 201 17.6% 206 17.5%

Break Points Medium/Small Cap. 1.58 -- 4.07 406 9.0% 94 16.9% 300 10.7% 244 7.3%

Small Capitalization 1.58 & Below 57 0.5% 1901 82.5% 48 0.8% 30 0.3%

Unclassified 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Market Cap. - $-Wtd Avg - $ billion 100% 71.04 100% 1.03 100% 67.09 100% 74.92

Economic Sectors - Technology 112 17.07% 302 16.13% 57 4.37% 98 29.55%

# holdings/% Equity Health Care 96 12.68% 309 14.22% 43 9.13% 83 16.16%

Based on Russell Consumer Discretionary and Services 163 12.41% 301 15.66% 110 10.81% 118 13.98%

Sector Scheme Consumer Staples 54 9.46% 66 2.88% 41 5.68% 39 13.18%

Integrated Oils 0 0.00% 0 0.00% 0 0.00% 0 0.00%

Energy 76 11.15% 104 4.85% 60 18.07% 39 4.36%

Materials and Processing 72 4.25% 124 6.87% 58 4.23% 42 4.26%

Producer Durables 125 10.79% 271 13.67% 79 10.72% 97 10.87%

Autos and Transportation 0 0.00% 0 0.00% 0 0.00% 0 0.00%

Financial Services 191 15.93% 462 21.70% 161 25.29% 87 6.74%

Utilities 73 6.25% 57 4.03% 68 11.69% 20 0.90%

Other 0 0.00% 0 0.00% 0 0.00% 0 0.00%

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Characteristic SummaryPortfolio Portfolio P/E 99% 20.1 94% 46.1 98% 21.2 99% 19.1

Characteristics Portfolio P/E Excluding Neg. Earnings 90% 16.5 69% 17.8 84% 15.2 96% 17.9

Portf. P/E - I/B/E/S 1 Yr Forecast EPS 93% 13.7 66% 15.4 88% 12.7 98% 14.8

Portfolio Price/Book 100% 2.15 99% 1.75 100% 1.55 100% 3.47

Price/Cash Flow 99% 13.1 94% 20.6 99% 12 100% 14.2

Portfolio Price/Sales 99% 1.3 96% 1.1 99% 1.1 99% 1.7

Characteristic Summary Cont'd Russell 1000 Index Russell 2000 Index Russell 1000 Value Russell 1000 Growth L.T. Growth Forecast - I/B/E/S Medians 100% 10.6 92% 12.7 100% 8.5 100% 12.6

1 Year EPS Forecast - I/B/E/S Medians 90% 18.9 63% 13.6 85% 19.1 96% 18.9

Return on Equity - 5 Year Average 93% 20.2 78% 9.8 96% 16.1 91% 24.5

EPS Growth - 5 Years 86% 8.1 53% 5.4 84% 0.9 88% 14.8

EPS Variability - 10 Years 91% 54.9 72% 93.5 94% 66.4 88% 42.7

Beta (vs. R3000) 97% 0.97 96% 1.28 98% 1.06 96% 0.89

Composition and Characteristic DetailIndex Membership - Russell 3000 Index 962 100.0% 1996 100.0% 677 100.0% 623 100.0%

# holdings/% equity S&P 500 Index 496 88.8% 3 0.6% 346 88.3% 329 89.2%

All Growth 285 34.2% 612 32.6% 285 67.8%

All Value 339 30.2% 727 35.2% 339 60.8%

Partial Growth and Value 338 35.6% 657 32.3% 338 39.2% 338 32.2%

Sector/Stock Percent in Ten Largest Holdings 17.0% 3.0% 26.1% 25.4%

Concentration Five Largest Economic Sectors 69.2% 81.4% 76.6% 83.7%

Size of Companies - Market Cap. - Median 4.194 0.397 3.951 4.626

$ billion Market Cap. - $-Weighted Median 34.739 0.942 31.498 38.557

Market Cap. - $-Wtd Avg Nlog - $ billion 100.0% 32.49 100.0% 0.8 100.0% 29.88 100.0% 35.28

Market Cap. - Arithmetic Average 12.255 0.566 11.254 13.384

Market Cap. - Arithmetic Average Nlog 100.0% 5.56 100.0% 0.39 100.0% 5.19 100.0% 5.97

Market Cap. - Smallest Stock Held 0.0% 0.238 0.0% 0.013 0.0% 0.238 0.0% 0.238

Market Cap. - Largest Stock Held 2.9% 317.181 0.5% 5.147 4.3% 317.181 1.5% 317.181

Total Assets - $-Wtd Average Nlog 100.0% 36.126 100.0% 0.982 100.0% 60.664 100.0% 21.71

Earnings Rising Earnings Estimates - #/% 415 45.9% 610 38.1% 279 36.8% 291 54.9%

Trends Falling Earnings Estimates - #/% 333 35.2% 690 35.3% 247 43.8% 194 26.7%

Positive Earnings Surprises - #/% 663 77.8% 904 70.7% 447 72.1% 466 83.2%

Negative Earnings Surprises - #/% 220 19.4% 448 27.1% 162 23.3% 128 15.8%

Earnings Surprise - Recent Qtr Z-Score 97% 1.77 80% 1.43 96% 1.28 98% 2.24

Relative Strength - 1 Year Excess Price Performance 99% -2.2% 96% 27.0% 99% 7.6% 99% -11.9%

Annualized 2 Year Excess Price Performance 98% -0.4% 98% 4.3% 99% -5.9% 97% 5.3%

3 Year Excess Price Performance 97% 0.2% 93% -3.0% 99% -5.3% 96% 5.9%

4 Year Excess Price Performance 96% 0.2% 89% -2.5% 97% -4.1% 95% 4.5%

5 Year Excess Price Performance 96% 0.1% 84% -1.8% 97% -4.0% 94% 4.3%

Profitabiltiy Return on Equity - 1 Year 95% 15.5 92% 4 97% 7.9 92% 23.4

Return on Equity - 2 Year Average 95% 17.4 90% 6.1 97% 11 92% 24

Return on Equity Momentum 86% 0.91 58% 0.88 83% 0.79 88% 1.03

Pretax Return on Assets - 5 Year Avg. 96% 12.7 86% 6.3 98% 9.2 95% 16.2

Marketability Days Trading Volume Held 100% 132.2 100% 138.2 100% 109.8 100% 120.2

Over 5 Days Trading Volume Held - #/% 962 100.0% 1993 100.0% 659 99.8% 608 99.8%

Composition and Characteristic Detail Cont'd Russell 1000 Index Russell 2000 Index Russell 1000 Value Russell 1000 Growth Number of I/B/E/S Earnings Estimates 21 7 20 22

Historical Growth Implied Growth - 5 Year Average 94% 14.4 78% 6.4 96% 10.1 92% 18.7

Long-Term Sales/Share Growth - 5 Years 97% 9.7 83% 7 98% 6.8 95% 12.6

Dividends/Share Growth - 5 Years 74% 9.8 35% 5.3 86% 7.4 62% 13

Dividend Payout Ratio - 5 Year Average 94% 29 83% 13.9 93% 35.5 96% 22.8

EPS Growth - 10 Years 75% 11.5 40% 6.7 77% 8.5 73% 14.5

Dividends/Share Growth - 10 Years 67% 10.1 29% 6.3 78% 7.9 55% 13.2Book Value 5 Year Growth 93% 9.3 79% 7.1 95% 7.4 92% 11.1

Cash Flow 5 Year Growth 91% 8.7 63% 6.8 90% 2.8 91% 14.5

Historical Growth EPS Growth - 1 Year ($-Wtd. Median) 86% -5.3 71% -2.9 79% -20.8 92% 0.5

Short-Term EPS Growth - 2 Years ($-Wtd. Median) 86% 0 70% -0.5 80% -13.5 92% 4.7

Sales/Share Growth - 1 Year 100% -8.5 97% -8.2 100% -14.6 100% -2.5

Sales/Share Growth - 2 Years 100% 0.7 95% 0.2 100% -4 99% 5.3

Forecasted Growth Long-Term Growth - I/B/E/S Means 98% 10.7 75% 13.3 97% 8.7 99% 12.7

Long-Term L.T. Growth I/B/E/S Means-1 Month Ago 99% 10 93% 12.9 99% 7.6 99% 12.4

Implied SD - I/B/E/S Long-Term Growth 96% 2.8 63% 3.1 95% 3.4 97% 2.5

Forecasted Growth Current Fiscal Year - I/B/E/S Means 90% 18.5 63% 12.1 85% 18.5 96% 18.5

Short-Term Cur Fisc Yr I/B/E/S Means - 1 Month Ago 91% 17.8 63% 12 85% 19.2 96% 16.6

Implied SD - I/B/E/S Current Fiscal Year 90% 4.5 59% 5 84% 8.2 95% 3.2

2nd Year EPS Forecast - I/B/E/S Medians 91% 16.8 59% 20.4 86% 19.2 97% 14.8

Valuation Portfolio P/E - Normalized Earnings 94% 12.8 80% 18.8 95% 10.9 93% 15.4

Portfolio P/E - 5 Year Average 95% 19.2 80% 41.7 95% 17.9 95% 20.7

Portf. P/E - 5 Yr Avg Excl Neg Earnings 78% 16.3 45% 17.6 72% 14.4 84% 18.3

Dividend Yield 100% 1.93 100% 1.22 100% 2.27 100% 1.6

Dividend Yield 5 Year Average 95% 1.99 81% 1.32 96% 2.56 93% 1.41

Portfolio P/E - $-Weighted Median 99% 16.6 94% 27.5 98% 16.3 99% 17.2

Portfolio P/E - Median 99% 20.9 94% 31 98% 20.4 99% 20.4

Portfolio Price/Book - $-Wtd. Median 100% 2.69 99% 1.92 100% 1.62 100% 3.68

Portfolio Price/Book - Median 100% 2.19 99% 1.67 100% 1.74 100% 2.87

Trailing Return of Last Three Months 100% 2.8% 100% 11.8% 100% 2.9% 100% 2.8%

Current Holdings Last Twelve Months 99% 74.0% 96% 103.0% 99% 84.5% 99% 63.7%

Last Three Years annualized 100% -0.8% 99% -4.2% 99% -5.8% 100% 4.2%

Last Five Years annualized 94% 5.0% 84% 2.6% 94% 1.3% 94% 8.7%

Quality Rank A+ 37 14% 6 1% 13 10% 34 19%

# holdings/% equity A and A- 149 22% 124 8% 117 25% 88 19%

B+, B and B- 530 49% 829 47% 379 52% 326 47%

C and D 68 3% 300 13% 51 4% 44 3%

Not Ranked 178 11% 737 32% 117 9% 131 13%

Characteristics Distribution Russell 1000 Index Russell 2000 Index Russell 1000 Value Russell 1000 Growth Portfolio P/E - Highest Quintile 326 17.6% 1046 47.0% 254 23.1% 186 12.1%

# holdings/% equity Second Quintile 188 20.1% 263 16.3% 102 13.5% 139 26.7%

Third Quintile 131 20.8% 178 10.8% 80 17.9% 101 23.6%

Fourth Quintile 103 19.7% 117 7.4% 66 18.1% 74 21.3%

Lowest Quintile 198 21.4% 354 17.4% 162 26.8% 113 16.0%

Negative Earnings 181 9.3% 745 28.9% 155 15.2% 88 3.5%

P/E based on 1 Year Highest Quintile 262 18.7% 397 26.6% 152 14.0% 190 23.4%

I/B/E/S forecast Second Quintile 143 18.0% 141 11.7% 85 14.5% 115 21.4%

EPS Median Third Quintile 133 20.5% 118 8.7% 90 17.4% 96 23.6%

# holdings/% equity Fourth Quintile 130 17.8% 132 9.4% 102 16.2% 80 19.5%

Lowest Quintile 139 18.0% 176 10.0% 115 26.3% 75 9.8%

Negative Earnings 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Portfolio Price/Book - Highest Quintile 148 19.9% 291 15.7% 45 4.4% 139 35.0%

# holdings/% equity Second Quintile 161 21.0% 196 11.2% 58 7.7% 151 34.1%

Third Quintile 182 19.8% 249 16.3% 122 18.0% 140 21.5%

Fourth Quintile 214 20.4% 427 23.5% 199 35.4% 103 5.6%

Lowest Quintile 253 18.8% 830 33.2% 249 34.3% 89 3.6%

Dividend Yield - Highest Quintile 162 20.5% 275 14.9% 148 27.0% 67 14.0%

# holdings/% equity Second Quintile 140 21.5% 131 6.3% 109 23.0% 91 20.1%

Third Quintile 177 20.6% 170 10.3% 118 16.0% 116 25.0%

Fourth Quintile 483 37.4% 1420 68.4% 302 33.9% 349 40.9%

Lowest Quintile 0 0.0% 0 0.0% 0 0.0% 0 0.0%

Zero Dividend Yield 356 20.9% 1319 61.4% 208 12.2% 271 29.6%

Return on Equity - Highest Quintile 103 20.6% 93 5.2% 40 8.4% 93 32.5%

5 Year Average - Second Quintile 126 19.6% 83 5.0% 66 14.9% 98 24.3%

# holdings/% equity Third Quintile 152 19.3% 149 10.1% 103 20.1% 106 18.5%

Fourth Quintile 179 18.7% 304 18.9% 138 28.0% 105 9.5%

Lowest Quintile 302 16.5% 916 42.8% 265 24.6% 147 8.5%

EPS Growth - 5 Yrs Highest Quintile 158 17.7% 202 12.5% 82 9.1% 125 26.1%

# holdings/% equity Second Quintile 128 17.7% 118 9.8% 66 12.5% 101 22.8%

Third Quintile 69 17.4% 64 4.8% 43 16.0% 54 18.7%

Fourth Quintile 156 17.8% 215 11.9% 120 23.2% 88 12.4%

Lowest Quintile 188 16.2% 300 15.1% 160 23.4% 94 9.0%

Negative EPS Growth 243 23.1% 396 20.1% 201 34.5% 125 11.9%

As of 2/28/2010Source: Russell Investments