Small Cap Diversified Value

Characteristics
As of 06/30/2017
TOP TEN STOCKS (%)1
Fifth Street Asset Management Inc.
0.5
Renewable Energy Group Inc.
0.5
Kosmos Energy Ltd.
0.5
Bancorp Inc.
0.5
Granite Real Estate Inv. Trust
0.5
Nelnet Inc.
0.5
Star Gas Partners LP
0.5
Hurco Companies Inc.
0.5
AdvanSix Inc.
0.5
LifePoint Health Inc.
0.5
0% 0.2% 0.4% 0.6% 0.8% 1%
TOP TEN INDUSTRIES (%)1
Banks
18.4
Insurance
6.3
Machinery
5.0
Thrifts & Mortgage Finance
4.3
Oil, Gas & Consumable Fuels
4.2
Specialty Retail
3.3
Household Durables
3.0
Chemicals
2.9
Electronic Equipment & Instruments
2.8
Commercial Services & Supplies
2.6
0% 4% 8% 12% 16% 20%
SECTOR BREAKDOWN (%)1
  Portfolio Russell 2000 Value2 Russell 20002
Financials 32.8 30.6 18.2
Industrials 16.5 11.7 14.6
Consumer Discretionary 15.1 10.6 12.4
Information Technology 8.9 9.5 17.0
Energy 6.4 6.1 3.6
Materials 5.3 4.1 4.4
Utilities 4.3 6.7 3.7
Health Care 4.1 5.6 15.1
Consumer Staples 2.6 2.8 2.7
Real Estate 1.9 11.6 7.5
Telecommunication Services 0.6 0.7 0.9
STATISTICS
  Portfolio Russell 2000 Value Russell 2000
P/E Ratio (FY2) 13.3x 15.2x 16.7x
Price/Normal Earnings 11.7x 15.4x 18.0x
Price/Book 1.4x 1.4x 2.1x
Price/Sales 0.8x 1.1x 1.3x
Dividend Yield 2.1% 2.1% 1.4%
Payout Yield 3.3% 3.0% 2.4%
Weighted Average Market Capitalization (millions) $1,151 $1,865 $2,056
Median Market Capitalization (millions) $752 $687 $804

% of Total Portfolio
2 As of 6/30/17

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. Information supplemental to strategy’s GIPS Compliant Presentation.

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