Diversified Large Cap Value Equity
Equity Portfolio Characteristics As of 12/31/2023
Characteristic | Brandywine Global | R1000V |
Price/Earnings 1 | 12.7 | 17.6 |
Price/Book | 2.4 | 2.5 |
Price/Cash Flow | 8.4 | 11.0 |
Dividend Yield (%) | 2.6 | 2.3 |
Average Market Capitalization ($B) | 138.3 | 139.5 |
Number of Securities | 233 | 849 |
Turnover (% Last 12 Months) | 46.3 | - |
Top Ten Holdings As of 12/31/2023
Company | Weight (%) |
Jpmorgan Chase & Co | 5.1 |
Exxon Mobil Corp | 3.9 |
Chevron Corp | 2.7 |
Abbvie Inc | 2.6 |
Merck & Co Inc | 2.5 |
Johnson & Johnson | 2.3 |
Cisco Systems Inc | 2.1 |
Lowe's Cos Inc | 2.0 |
Comcast Corp | 2.0 |
Qualcomm Inc | 1.7 |
Sector Allocation As of 12/31/2023
Sector | Brandywine Global (%) | R1000V (%) |
Communication Services | 5.0 | 4.7 |
Consumer Discretionary | 6.7 | 5.2 |
Consumer Staples | 4.1 | 7.9 |
Energy | 13.4 | 7.8 |
Financials | 23.9 | 21.8 |
Health Care | 18.5 | 14.6 |
Industrials | 11.0 | 13.9 |
Information Technology | 10.7 | 9.6 |
Materials | 3.2 | 4.9 |
Real Estate | 0.1 | 5.1 |
Utilities | 2.9 | 4.8 |
Cash | 0.6 | - |