Diversified Small Cap Value Equity
Equity Portfolio Characteristics As of 9/30/2023
Characteristic | Brandywine Global | R2000V |
Price/Earnings 1 | 8.3 | 18.1 |
Price/Book | 1.1 | 1.2 |
Price/Cash Flow | 5.7 | 7.3 |
Dividend Yield (%) | 2.0 | 2.5 |
Average Market Capitalization ($B) | 2.6 | 2.4 |
Number of Securities | 332 | 1,448 |
Turnover (% Last 12 Months) | 63.0 | - |
Top Ten Holdings As of 9/30/2023
Company | Weight (%) |
Cnx Resources Corp | 1.8 |
Group 1 Automotive Inc | 1.5 |
Avnet Inc | 1.4 |
Asbury Automotive Group Inc | 1.2 |
Tri Pointe Homes Inc | 1.2 |
Kb Home | 1.2 |
Allison Transmission Holdings Inc | 1.2 |
Ryder System Inc | 1.2 |
Axis Capital Holdings Ltd | 1.1 |
Air Lease Corp | 1.0 |
Sector Allocation As of 9/30/2023
Sector | Brandywine Global (%) | R2000V (%) |
Communication Services | 1.1 | 2.6 |
Consumer Discretionary | 20.9 | 10.3 |
Consumer Staples | 1.7 | 2.7 |
Energy | 12.6 | 11.0 |
Financials | 32.3 | 25.4 |
Health Care | 3.1 | 8.4 |
Industrials | 13.2 | 14.3 |
Information Technology | 4.7 | 5.8 |
Materials | 6.6 | 4.9 |
Real Estate | 1.1 | 10.4 |
Utilities | 1.8 | 4.1 |
Cash | 0.7 | - |