Strategies

Small Cap Diversified Value

Portfolio
As of 03/31/2024
SECTOR ALLOCATION (%)1PORTFOLIOCOMPARED TO RUSSELL 2000 VALUE2
Financials32.14.9
Consumer Discretionary14.63.7
Industrials16.82.7
Information Technology8.42.5
Consumer Staples3.31.0
Energy10.10.9
Utilities4.20.3
Materials4.80.0
Communication Services0.9-1.5
Health Care1.7-7.1
Real Estate2.3-8.2
As of 03/31/2024
Portfolio CharacteristicsPortfolioRussell 2000 Value
Price/Normal Earnings9.5x12.1x
Forward Price/Earnings (fiscal year)9.9x11.4x
Price/Book1.2x1.3x
Payout Yield5.0%4.0%
Weighted Avg Market Cap ($M)$2,354$3,032
Median Market Cap ($M)$1,599$844
Number of Securities3601,419
Turnover (5 Yr Avg)52% 
Active Share (5 Yr Avg)74 

MARKET CAP ALLOCATION (%)1

As of 03/31/2024
MARKET CAP ALLOCATION (%)1PortfolioRussell 2000 Value Index
<$1B29.317.6
$1B - $3B37.440.2
>$3B33.342.2

1 % of Total Portfolio
2 As of 12/31/23

Data source: Hotchkis & Wiley, Bloomberg

Information provided is based on a representative portfolio of the Small Cap Diversified Value strategy. Sector weights and statistics may vary due to different restrictions, cash flows, and other relevant considerations. No assumptions should be made that companies identified, or all investment decisions were, or will be profitable. 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 smaller and/or newer companies involves greater risks than those associated with investing in larger companies, such as business risk, significant stock price fluctuations and illiquidity. Investing in value stocks presents the risk that value stocks may fall out of favor with investors and underperform growth stocks during given periods.

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