Diversified Small Cap Value Equity
Equity Portfolio Characteristics As of 3/31/2024
| Characteristic | Brandywine Global | R2000V |
| Price/Earnings 1 | 10.3 | 25.6 |
| Price/Book | 1.3 | 1.4 |
| Price/Cash Flow | 6.4 | 8.8 |
| Dividend Yield (%) | 1.9 | 2.2 |
| Average Market Capitalization ($B) | 3.1 | 3.0 |
| Number of Securities | 306 | 1,419 |
| Turnover (% Last 12 Months) | 51.1 | - |
Top Ten Holdings As of 3/31/2024
| Company | Weight (%) |
| Kb Home | 1.5 |
| Cnx Resources Corp | 1.5 |
| Tri Pointe Homes Inc | 1.4 |
| Sm Energy Co | 1.4 |
| Air Lease Corp | 1.4 |
| Group 1 Automotive Inc | 1.3 |
| Boise Cascade Co | 1.2 |
| Avnet Inc | 1.1 |
| M/i Homes Inc | 1.1 |
| Signet Jewelers Ltd | 1.1 |
Sector Allocation As of 3/31/2024
| Sector | Brandywine Global (%) | R2000V (%) |
| Communication Services | 2.2 | 2.3 |
| Consumer Discretionary | 23.6 | 11.0 |
| Consumer Staples | 1.2 | 2.2 |
| Energy | 13.2 | 10.1 |
| Financials | 34.3 | 25.8 |
| Health Care | 0.8 | 9.3 |
| Industrials | 12.5 | 14.9 |
| Information Technology | 4.2 | 5.9 |
| Materials | 5.3 | 5.0 |
| Real Estate | 0.8 | 9.7 |
| Utilities | 1.3 | 3.7 |
| Cash | 0.7 | - |