Large Cap Fundamental Value
Characteristics
As of 03/31/2012
TOP TEN STOCKS (%)1
JPMorgan Chase & Co.
4.9 |
|---|
 |
|
Hewlett-Packard Co.
4.4 |
|
|
Allstate Corp.
4.3 |
|
|
Wells Fargo & Co.
3.5 |
|
|
Vodafone Group PLC
3.2 |
|
|
American Int'l Group Inc.
3.2 |
|
|
Exelon Corp.
3.0 |
|
|
Microsoft Corp.
3.0 |
|
|
Royal Dutch Shell
2.9 |
|
|
Citigroup Inc.
2.8 |
|
0%
1%
2%
3%
4%
5%
TOP TEN INDUSTRIES (%)1
|
Insurance
12.6 |
|---|
|
|
Diversified Financial Services
10.3 |
|
|
Pharmaceuticals
7.7 |
|
|
Oil, Gas & Consumable Fuels
7.2 |
|
|
Commercial Banks
6.0 |
|
|
Electric Utilities
5.3 |
|
|
Software
5.2 |
|
|
Aerospace & Defense
5.2 |
|
|
Computers & Peripherals
4.4 |
|
|
Machinery
4.0 |
|
0% 3% 6% 9% 12% 15% SECTOR BREAKDOWN (%)1
| Portfolio | Russell 1000 Value2 | S&P 500 | |
|---|---|---|---|
| |||
| Financials | 30.9 | 26.7 | 14.9 |
| |||
| Consumer Discretionary | 12.5 | 9.2 | 10.9 |
| |||
| Information Technology | 12.2 | 9.1 | 20.5 |
| |||
| Industrials | 10.0 | 9.3 | 10.6 |
| |||
| Utilities | 8.5 | 6.9 | 3.4 |
| |||
| Health Care | 8.5 | 12.3 | 11.4 |
| |||
| Energy | 7.2 | 11.6 | 11.2 |
| |||
| Consumer Staples | 5.1 | 7.7 | 10.8 |
| |||
| Telecommunication Services | 3.2 | 4.4 | 2.8 |
| |||
| Materials | 0.0 | 2.6 | 3.5 |
| |||
STATISTICS
| Portfolio | Russell 1000 Value | S&P 500 | |
|---|---|---|---|
| |||
| P/E Ratio (FY2) | 9.5x | 10.8x | 11.9x |
| |||
| Price/Normal Earnings | 8.6x | 12.0x | 14.3x |
| |||
| Price/Book | 1.3x | 1.5x | 2.2x |
| |||
| Price/Sales | 0.8x | 1.1x | 1.4x |
| |||
| Projected EPS Growth | 5.8% | 5.7% | 6.4% |
| |||
| Dividend Yield | 2.8% | 2.4% | 2.0% |
| |||
| Payout Yield | 7.3% | 5.6% | 4.9% |
| |||
| Weighted Average Market Capitalization (millions) | $75,720 | $78,965 | $111,569 |
| |||
| Median Market Capitalization (millions) | $25,824 | $4,988 | $12,679 |
1 % of Total Portfolio
2 As of 3/31/12
Data source: Hotchkis & Wiley, FactSet, Bloomberg
Informational purposes and should not be considered as investment recommendations. Information provided is based on a representative portfolio of the Large Cap Fundamental Value strategy. Sector and industry weights, statistics, and holdings may vary due to different restrictions, cash flows, and other relevant considerations. Information is subject to change and may not be representative of the strategy's current holdings. Statistics presented may be based on proprietary or third-party estimates, which are subject to change and cannot be guaranteed.
