Institutional Small Cap Value
Equity Portfolio Characteristics As of 12/31/2023
Characteristic | Brandywine Global | R2000V |
Price/Earnings1 | 12.1 | 12.1 |
Price/Book | 1.5 | 1.4 |
Price/Cash Flow | 6.2 | 8.3 |
Dividend Yield (%) | 1.9 | 2.2 |
Average Market Capitalization ($B) | 3.1 | 2.8 |
Number of Securities | 58 | 1,431 |
Turnover (% Last 12 Months) | 69.4 | - |
Top Ten Holdings As of 12/31/2023
Company | Weight (%) |
Nerdwallet Inc | 3.0 |
Jeld-wen Holding Inc | 2.9 |
Allegiant Travel Co | 2.9 |
Slm Corp | 2.5 |
Tfs Financial Corp | 2.2 |
First Advantage Corp | 2.2 |
Loandepot Inc | 2.2 |
Black Hills Corp | 2.2 |
Hope Bancorp Inc | 2.2 |
Alaska Air Group Inc | 2.2 |
Sector Allocation As of 12/31/2023
Sector | Brandywine Global (%) | R2000V (%) |
Communication Services | 1.6 | 2.4 |
Consumer Discretionary | 9.0 | 10.9 |
Consumer Staples | 2.4 | 2.3 |
Energy | 9.4 | 9.2 |
Financials | 28.6 | 27.2 |
Health Care | 7.0 | 8.8 |
Industrials | 17.4 | 14.1 |
Information Technology | 7.4 | 5.9 |
Materials | 2.0 | 4.8 |
Real Estate | 4.9 | 10.5 |
Utilities | 7.8 | 3.9 |
Cash | 2.6 | - |