Small Cap Diversified Value

Characteristics
As of 09/30/2019
TOP TEN STOCKS (%)1
Thor Industries Inc.
0.5
Tutor Perini Corp.
0.5
Quad/Graphics Inc.
0.4
Meritor Inc.
0.4
Colony Capital Inc.
0.4
Adient PLC
0.4
Goodyear Tire & Rubber
0.4
Livent Corp.
0.4
Frank's International
0.4
Kosmos Energy Ltd.
0.4
0% 0.2% 0.4% 0.6% 0.8% 1%
TOP TEN INDUSTRIES (%)1
Banks
19.3
Machinery
5.4
Oil, Gas & Consumable Fuels
5.1
Electronic Equipment & Instruments
5.0
Thrifts & Mortgage Finance
4.7
Insurance
4.3
Specialty Retail
3.9
Capital Markets
3.9
Household Durables
3.3
Energy Equipment & Services
3.1
0% 4% 8% 12% 16% 20%
SECTOR BREAKDOWN (%)1
  Portfolio Russell 2000 Value2 Russell 20002
Financials 34.8 30.5 18.2
Industrials 18.2 12.6 16.1
Consumer Discretionary 13.1 9.9 10.9
Information Technology 9.0 8.6 13.4
Energy 8.2 6.0 3.3
Utilities 4.8 6.5 4.1
Materials 4.1 4.5 3.8
Health Care 2.3 4.9 16.2
Consumer Staples 1.8 2.6 3.0
Real Estate 1.5 11.5 8.2
Communication Services 1.2 2.4 2.7
STATISTICS
  Portfolio Russell 2000 Value Russell 2000
P/E Ratio (FY2) 10.0x 12.2x 14.2x
Price/Normal Earnings 9.2x 12.6x 15.3x
Price/Book 1.2x 1.3x 1.9x
Price/Sales 0.6x 1.0x 1.2x
Dividend Yield 2.3% 2.4% 1.6%
Payout Yield 5.5% 4.4% 3.1%
Weighted Average Market Capitalization (millions) $1,547 $2,013 $2,254
Median Market Capitalization (millions) $1,037 $652 $746

% of Total Portfolio
2 As of 9/30/19

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