Strategies

Large Cap Fundamental Value

Portfolio

TOP TEN HOLDINGS (%)1

As of 09/30/2022
TOP TEN HOLDINGS (%)1Portfolio
General Electric Co.5.2
Citigroup Inc.4.7
Wells Fargo & Co.3.8
American Int'l Group Inc.3.7
F5 Inc.3.5
Oracle Corp.3.3
Microsoft Corp.3.2
General Motors Co.3.1
Elevance Health Inc.2.9
Goldman Sachs Group Inc.2.8
As of 09/30/2022
SECTOR ALLOCATION (%)1PORTFOLIOCOMPARED TO RUSSELL 1000 VALUE2
Information Technology16.37.5
Energy14.16.3
Financials25.95.9
Industrials13.63.6
Consumer Discretionary6.50.5
Communication Services6.5-1.5
Materials1.7-2.4
Utilities2.5-3.5
Real Estate0.0-4.8
Consumer Staples1.9-5.3
Health Care10.7-6.6
As of 09/30/2022
Portfolio CharacteristicsPortfolioRussell 1000 Value
Price/Normal Earnings7.3x13.8x
Forward Price/Earnings (fiscal year)8.3x11.9x
Price/Book1.3x2.0x
Dividend Yield2.4%2.5%
Payout Yield8.1%5.9%
Weighted Avg Market Cap ($M)$121,988$127,737
Median Market Cap ($M)$30,114$10,628
Number of Securities60855
Turnover (5 Yr Avg)27% 
Active Share (5 Yr Avg)86 

1 % of Total Portfolio
2 As of 9/30/22

Data source: Hotchkis & Wiley, Bloomberg

Information provided is based on a representative portfolio of the Large Cap Fundamental Value strategy. Sector weights, statistics, and holdings may vary due to different restrictions, cash flows, and other relevant considerations. Top ten holdings identified do not represent all of the securities purchased, sold, or recommended for advisory clients, and may not be indicative of current or future holdings or trading activity. Securities shown in aggregate may represent only a limited portion of an account’s portfolio holdings. No assumptions should be made that companies identified, or all investment decisions were, or will be profitable. A complete list of portfolio holdings is available upon request. Statistics presented may be based on proprietary or third-party estimates, which are subject to change and cannot be guaranteed. Russell Investment Group is the source and owner of the Russell Index data contained herein (and all trademarks related thereto), which may not be redistributed. The information herein is not approved by Russell.  H&W and Russell sectors are based on the Global Industry Classification Standard by MSCI and S&P.

All investments contain risk and may lose value. Investing in foreign as well as emerging markets involves additional risk such as greater volatility, political, economic, and currency risks and differences in accounting methods. Investing in value stocks presents the risk that value stocks may fall out of favor with investors and underperform growth stocks during given periods.

Index definitions

Glossary of financial terms

More Insights

July 2022 CEO Scott McBride provides an update on the Large Cap Fundamental Value Strategy Go to Podcast August 2021 George Davis Talks Long Term Value Investing on the Meb Faber Show Go to Podcast April 2021 Winning with Cyclicals – A Conversation with President Scott McBride Go to Podcast