Page 375 - DCAC February 2024 Files

1.0 150.0
Quarterly Return (%) 41.36 24.68 21.45 13.99 24.70 18.18 35.93 2.32 32.86 -4.54 0.5

0.3

0.0 130.0
0.0
-0.1 -0.2 -0.2 -0.3 -0.1
Benchmark Weight (%) 0.00 0.11 0.00 0.00 0.00 0.00 0.00 0.02 0.00 0.00 -0.5 -0.9 -0.5 -0.5 -1.0 Fund (Total: -3.7) 110.0

Portfolio Weight (%) 2.19 1.93 1.66 1.61 1.33 1.26 1.22 1.16 1.14 1.11 TOTAL SECTOR ATTRIBUTION -1.1 -1.5 -2.0 90.0 Down Capture

45.0 30.0 (01/01/19 - 12/31/23) 70.0 Boston Partners SCV II

TOP 10 HOLDINGS SLM Corp Federal Agricultural Mortgage Corp. Brink's Co (The) Curtiss-Wright Corp Evercore Inc Science Applications Int'l Corp InterDigital Inc Laureate Education Inc Steven Madden Ltd Haemonetics Corp 7.1 5.9 17.5 20.2 5.9 11.7 21.8 23.7 -1.9 17.7 11.5 15.0 9.0 13.8 5.7 14.5 13.4 16.2 8.6 7.5 15.0 0.0 Index Fund UP/DOWN CAPTURE 150.0 125.0 100.0 Up Capture 75.0 50.

Benchmark $2,725 $824 11.45 1.63 9.08 2.25 1.00 4.17 N/A 1,431 SECTOR PERFORMANCE -7.6 -5.1 -15.0 Large Cap Growth Small Cap Growth Average Style Exposure

40.0

32.0
26.4 26.0 25.6 14.2 24.0 16.0 Index Manager Style
Portfolio
179
2.28
12.19
13.73
$2,844
$1,927
90.77
6.23
1.56
0.98
Boston Partners SCV II 12/31/23 PORTFOLIO CHARACTERISTICS Wtd. Avg. Mkt. Cap $M Median Mkt. Cap $M Price/Earnings ratio Price/Book ratio 5 Yr. EPS Growth Rate (%) Current Yield (%) Beta (5 Years, Monthly) % in Int'l Securities Active Share Number of Stocks SECTOR ALLOCATION 2.9 Communication Services 2.6 10.3 Consumer Discretionary 2.3 Consumer Staples 2.7 10.1 Energy 10.8 Financials 5.1 Health Care
12.9