BrandywineGLOBAL - Dynamic US Large Cap Value Fund
Data updated: 2022-12-07
C000147055 — BrandywineGLOBAL - Dynamic US Large Cap Value Fund. United States Large Cap Value Equity. Holdings, fees, performance and SEC filings.
C000147055 Fund Overview
BrandywineGLOBAL - Dynamic US Large Cap Value Fund is a US mutual fund managed by Legg Mason Global Asset Management Trust, categorised as United States Large Cap Value Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Legg Mason Global Asset Management Trust
- Category: United States Large Cap Value Equity
- Assets under management: $181.55M
- 1-year return: -13.9%
- SEC CIK: 0001474103
- SEC series ID: S000047047
- Share class ID: C000147055
C000147055 Investment Objective and Strategy
BrandywineGLOBAL - Dynamic US Large Cap Value Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Legg Mason Global Asset Management Trust.
Investment objective
The fund seeks to provide long-term capital appreciation by quantitatively investing in U.S. equities.
Principal investment strategy
The portfolio managers use a proprietary quantitative model to identify investments for the fund. To identify investments, the model evaluates multiple quantitative characteristics for each potential stock investment and applies specific rules to select stocks for investment based on these characteristics. The fund will typically invest in a stock when it meets the large capitalization threshold and its price-to-earnings or price-to-book ratios indicate a potentially attractive valuation and the quantitative model ranks it with a high multifactor score. The fund will only invest in U.S. traded companies, which may include companies incorporated outside the U.S. which conduct a significant portion of their activities in the U.S. and are considered U.S. companies in the Russell U.S. indices.
The fund normally invests at least 80% of its net assets, plus the amount of borrowings for investment purposes, if any, in issuers domiciled, or having their principal activities, in the United States, at the time of investment or other instruments with similar economic characteristics. In addition, the fund normally invests at least 80% of its net assets in equity securities of large capitalization companies. Large capitalization companies are those companies with market capitalizations similar to companies in the Russell 1000 Index (the Index). The size of the companies in the Index changes with market conditions and the composition of the Index. As of September 30, 2017, the median market capitalization of a company in the Index was approximately $9.691 billion and the dollar-weighted average market capitalization of the companies in the Index was approximately $161.300 billion.
The fund may have significant positions in particular sectors from time to time. In addition, the fund may engage in active and frequent trading to achieve its investment objective.
C000147055 Performance
Total returns for C000147055 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | -13.9% |
| 3 years (annualised) | 6.6% |
C000147055 Risk Information
Risk metrics for C000147055, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 17.9%
C000147055 Costs and Fees
C000147055 costs about $175 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.75%
- Gross expense ratio: 1.75%
- Portfolio turnover: 83%
- Brokerage commissions: 6.17 bps of average net assets (SEC N-CEN)
C000147055 Cashflows
Over the 12 months to 2022-09, BrandywineGLOBAL - Dynamic US Large Cap Value Fund had net inflows of $171.98M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2022-09 | $10.82M |
| 2022-08 | $15.81M |
| 2022-07 | $26.67M |
| 2022-06 | $13.11M |
| 2022-05 | $6.72M |
| 2022-04 | $8.26M |
C000147055 Debt Constituents
No individual debt constituents are reported in BrandywineGLOBAL - Dynamic US Large Cap Value Fund's latest SEC N-PORT filing.
C000147055 Prospectus and SEC Filings
Official BrandywineGLOBAL - Dynamic US Large Cap Value Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2022-01-24
- Prospectus (485BPOS) — filed 2021-01-25
- Prospectus (485BPOS) — filed 2020-02-10
- Portfolio holdings (N-PORT) — filed 2022-11-23
- Portfolio holdings (N-PORT) — filed 2022-08-25
- Portfolio holdings (N-PORT) — filed 2022-05-20
- Annual census (N-CEN) — filed 2022-12-07
- Annual census (N-CEN) — filed 2021-12-07
Related Funds
Other United States Large Cap Value Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.