Institutional Small Cap Value
Equity Portfolio Characteristics As of 6/30/2024
| Characteristic | Brandywine Global | R2000V |
| Price/Earnings1 | 11.2 | 12.7 |
| Price/Book | 1.3 | 1.3 |
| Price/Cash Flow | 7.1 | 8.3 |
| Dividend Yield (%) | 2.2 | 2.3 |
| Average Market Capitalization ($B) | 2.6 | 3.1 |
| Number of Securities | 64 | 1,402 |
| Turnover (% Last 12 Months) | 56.7 | - |
Top Ten Holdings As of 6/30/2024
| Company | Weight (%) |
| Slm Corp | 2.4 |
| Nerdwallet Inc | 2.4 |
| Alaska Air Group Inc | 2.3 |
| First Advantage Corp | 2.3 |
| Atlas Energy Solutions Inc | 2.2 |
| Associated Banc-corp | 2.2 |
| Vivid Seats Inc | 2.2 |
| Sunstone Hotel Investors Inc | 2.1 |
| Petiq Inc | 2.1 |
| Hope Bancorp Inc | 2.0 |
Sector Allocation As of 6/30/2024
| Sector | Brandywine Global (%) | R2000V (%) |
| Communication Services | 2.2 | 2.4 |
| Consumer Discretionary | 6.5 | 10.5 |
| Consumer Staples | 2.4 | 2.2 |
| Energy | 11.4 | 10.4 |
| Financials | 26.5 | 26.2 |
| Health Care | 9.3 | 8.7 |
| Industrials | 17.6 | 14.4 |
| Information Technology | 8.0 | 6.4 |
| Materials | 3.0 | 5.0 |
| Real Estate | 5.9 | 9.9 |
| Utilities | 6.0 | 3.9 |
| Cash | 1.5 | - |