Small/Mid Cap Value Equity
Equity Portfolio Characteristics As of 12/31/2022
| Characteristic | Brandywine Global | R2500V |
| Price/Earnings 1 | 10.7 | 16.3 |
| Price/Book | 2.0 | 1.7 |
| Price/Cash Flow | 9.1 | 9.5 |
| Dividend Yield (%) | 1.5 | 2.2 |
| Average Market Capitalization ($B) | 7.9 | 6.1 |
| Number of Securities | 31 | 1,818 |
| Turnover (% Last 12 Months) | 64.0 | - |
Top Ten Holdings As of 12/31/2022
| Company | Weight (%) |
| Crown Holdings Inc | 5.4 |
| Apa Corp | 5.0 |
| Vertiv Holdings Co | 4.6 |
| Globus Medical Inc | 4.2 |
| Ingredion Inc | 4.1 |
| Wayfair Inc | 4.0 |
| Horizon Therapeutics Plc | 3.9 |
| Reinsurance Group Of America Inc | 3.6 |
| Ipg Photonics Corp | 3.4 |
| Lennox International Inc | 3.3 |
Sector Allocation As of 12/31/2022
| Sector | Brandywine Global (%) | R2500V (%) |
| Communication Services | - | 3.0 |
| Consumer Discretionary | 12.7 | 10.7 |
| Consumer Staples | 4.1 | 3.0 |
| Energy | 8.8 | 4.7 |
| Financials | 16.4 | 21.9 |
| Health Care | 10.3 | 8.8 |
| Industrials | 14.8 | 17.6 |
| Information Technology | 13.3 | 8.4 |
| Materials | 8.6 | 6.2 |
| Real Estate | 6.0 | 11.3 |
| Utilities | - | 4.3 |