Down

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