Diversified Small Cap Value Equity
Equity Portfolio Characteristics As of 12/31/2023
Characteristic | Brandywine Global | R2000V |
Price/Earnings 1 | 9.7 | 22.3 |
Price/Book | 1.3 | 1.4 |
Price/Cash Flow | 6.6 | 8.3 |
Dividend Yield (%) | 1.9 | 2.2 |
Average Market Capitalization ($B) | 3.0 | 2.8 |
Number of Securities | 312 | 1,431 |
Turnover (% Last 12 Months) | 57.0 | - |
Top Ten Holdings As of 12/31/2023
Company | Weight (%) |
Kb Home | 1.4 |
Group 1 Automotive Inc | 1.4 |
Tri Pointe Homes Inc | 1.4 |
Cnx Resources Corp | 1.3 |
Avnet Inc | 1.2 |
M/i Homes Inc | 1.2 |
Bank Ozk | 1.1 |
Taylor Morrison Home Corp | 1.1 |
Mueller Industries Inc | 1.1 |
Ryder System Inc | 1.1 |
Sector Allocation As of 12/31/2023
Sector | Brandywine Global (%) | R2000V (%) |
Communication Services | 2.1 | 2.4 |
Consumer Discretionary | 22.7 | 10.9 |
Consumer Staples | 1.1 | 2.3 |
Energy | 11.2 | 9.2 |
Financials | 34.5 | 27.2 |
Health Care | 2.1 | 8.8 |
Industrials | 13.1 | 14.1 |
Information Technology | 4.0 | 5.9 |
Materials | 5.6 | 4.8 |
Real Estate | 1.0 | 10.5 |
Utilities | 1.6 | 3.9 |
Cash | 1.0 | - |