Small Cap Diversified Value

Characteristics
As of 03/31/2019
TOP TEN STOCKS (%)1
Quantenna Communications Inc.
0.6
REV Group Inc.
0.5
Office Depot Inc.
0.4
Kosmos Energy Ltd.
0.4
Keane Group Inc.
0.4
Spire Inc.
0.4
Earthstone Energy Inc.
0.4
Whiting Petroleum Corp.
0.4
Portland General Electric
0.4
Ellington Financial Inc.
0.4
0% 0.2% 0.4% 0.6% 0.8% 1%
TOP TEN INDUSTRIES (%)1
Banks
16.3
Oil, Gas & Consumable Fuels
6.3
Energy Equipment & Services
5.5
Machinery
4.9
Electronic Equipment & Instruments
4.8
Specialty Retail
4.5
Insurance
4.2
Thrifts & Mortgage Finance
3.8
Capital Markets
3.7
Household Durables
3.1
0% 4% 8% 12% 16% 20%
SECTOR BREAKDOWN (%)1
  Portfolio Russell 2000 Value2 Russell 20002
Financials 30.7 29.5 18.2
Industrials 16.7 11.8 14.8
Consumer Discretionary 12.5 9.5 11.9
Energy 11.7 5.4 3.5
Information Technology 11.0 10.7 14.7
Utilities 4.9 7.3 3.9
Materials 4.7 4.1 3.7
Communication Services 1.7 3.1 3.5
Health Care 1.5 4.3 15.6
Real Estate 1.3 11.7 7.2
Consumer Staples 1.0 2.6 2.9
STATISTICS
  Portfolio Russell 2000 Value Russell 2000
P/E Ratio (FY2) 9.8x 12.2x 13.9x
Price/Normal Earnings 9.4x 13.4x 15.7x
Price/Book 1.3x 1.4x 2.0x
Price/Sales 0.7x 1.0x 1.2x
Dividend Yield 2.1% 2.4% 1.5%
Payout Yield 4.9% 4.0% 2.9%
Weighted Average Market Capitalization (millions) $1,558 $2,104 $2,417
Median Market Capitalization (millions) $1,164 $713 $819

% of Total Portfolio
2 As of 12/31/18

Data source: Hotchkis & Wiley, Bloomberg

Information provided is based on a representative portfolio of the Small Cap Diversified Value strategy. Sector and/or industry 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.  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.

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.

Index definitions

Glossary of financial terms