Large Cap Fundamental Value

Characteristics
As of 06/30/2014
TOP TEN STOCKS (%)1
American International Group Inc.
4.7
JPMorgan Chase & Co.
4.2
Citigroup Inc.
4.2
Royal Dutch Shell
3.9
Bank of America Corp.
3.2
Corning Inc.
3.0
Vodafone Group PLC
3.0
Wal-Mart Stores Inc.
3.0
Microsoft Corp.
3.0
UnitedHealth Group Inc.
2.9
0% 1% 2% 3% 4% 5%
TOP TEN INDUSTRIES (%)1
Banks
14.6
Oil, Gas & Consumable Fuels
9.1
Insurance
8.9
Pharmaceuticals
6.4
Health Care Providers & Services
6.2
Software
5.7
Machinery
4.5
Media
3.7
Auto Components
3.3
Electric Utilities
3.0
0% 3% 6% 9% 12% 15%
SECTOR BREAKDOWN (%)1
  Portfolio Russell 1000 Value2 S&P 500
Financials 27.1 28.5 16.1
Information Technology 13.8 8.9 18.8
Health Care 13.6 13.1 13.3
Consumer Discretionary 12.3 6.3 11.8
Energy 9.1 13.9 10.9
Industrials 7.8 10.5 10.5
Utilities 7.5 6.3 3.2
Consumer Staples 4.8 6.9 9.5
Telecommunication Services 3.0 2.2 2.4
Materials 0.0 3.4 3.5
STATISTICS
  Portfolio Russell 1000 Value S&P 500
P/E Ratio (FY2) 12.3x 13.9x 14.9x
Price/Normal Earnings 11.2x 14.2x 16.3x
Price/Book 1.5x 1.8x 2.6x
Price/Sales 1.1x 1.4x 1.7x
Projected EPS Growth 5.9% 5.5% 6.4%
Dividend Yield 2.2% 2.2% 1.9%
Payout Yield 5.1% 4.4% 4.3%
Weighted Average Market Capitalization (millions) $103,226 $106,228 $123,263
Median Market Capitalization (millions) $41,890 $7,193 $18,141

% of Total Portfolio
2 As of 6/30/14

Data source: Hotchkis & Wiley, 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.

Index definitions

Glossary of financial terms