Diversified Small Cap Value Equity
Equity Portfolio Characteristics As of 12/31/2022
Characteristic | Brandywine Global | R2000V |
Price/Earnings 1 | 7.0 | 18.9 |
Price/Book | 1.2 | 1.3 |
Price/Cash Flow | 5.9 | 9.2 |
Dividend Yield (%) | 2.2 | 2.3 |
Average Market Capitalization ($B) | 2.5 | 2.4 |
Number of Securities | 394 | 1,383 |
Turnover (% Last 12 Months) | 44.9 | - |
Top Ten Holdings As of 12/31/2022
Company | Weight (%) |
Triton International Ltd | 1.8 |
Cnx Resources Corp | 1.4 |
Avnet Inc | 1.3 |
Atkore Inc | 1.1 |
Group 1 Automotive Inc | 1.1 |
Asbury Automotive Group Inc | 1.0 |
Tegna Inc | 1.0 |
Enstar Group Ltd | 1.0 |
Air Lease Corp | 1.0 |
Ryder System Inc | 1.0 |
Sector Allocation As of 12/31/2022
Sector | Brandywine Global (%) | R2000V (%) |
Communication Services | 1.9 | 2.9 |
Consumer Discretionary | 22.5 | 10.0 |
Consumer Staples | 2.6 | 2.7 |
Energy | 6.9 | 6.2 |
Financials | 33.2 | 28.8 |
Health Care | 1.3 | 10.5 |
Industrials | 16.0 | 13.3 |
Information Technology | 5.1 | 5.5 |
Materials | 6.2 | 4.1 |
Real Estate | 1.2 | 10.7 |
Utilities | 2.3 | 5.3 |