Diversified Large Cap Value Equity
Equity Portfolio Characteristics As of 12/31/2022
Characteristic | Brandywine Global | R1000V |
Price/Earnings 1 | 11.0 | 15.3 |
Price/Book | 2.5 | 2.5 |
Price/Cash Flow | 7.8 | 10.0 |
Dividend Yield (%) | 2.8 | 2.3 |
Average Market Capitalization ($B) | 132.6 | 151.4 |
Number of Securities | 229 | 852 |
Turnover (% Last 12 Months) | 32.8 | - |
Top Ten Holdings As of 12/31/2022
Company | Weight (%) |
Exxon Mobil Corp | 4.6 |
Jpmorgan Chase & Co | 4.2 |
Pfizer Inc | 3.1 |
Abbvie Inc | 3.1 |
Bank Of America Corp | 3.0 |
Merck & Co Inc | 2.7 |
Cisco Systems Inc | 2.1 |
Lowe's Cos Inc | 2.0 |
Elevance Health Inc | 1.7 |
Comcast Corp | 1.7 |
Sector Allocation As of 12/31/2022
Sector | Brandywine Global (%) | R1000V (%) |
Communication Services | 3.8 | 7.3 |
Consumer Discretionary | 6.2 | 6.0 |
Consumer Staples | 5.4 | 7.4 |
Energy | 12.2 | 8.4 |
Financials | 22.7 | 20.1 |
Health Care | 23.2 | 17.4 |
Industrials | 7.0 | 10.5 |
Information Technology | 9.2 | 8.3 |
Materials | 4.6 | 4.3 |
Real Estate | 0.4 | 4.5 |
Utilities | 4.6 | 5.8 |