Diversified Small Cap Value Equity
Equity Portfolio Characteristics As of 9/30/2023
| Characteristic | Brandywine Global | R2000V |
| Price/Earnings 1 | 8.3 | 18.1 |
| Price/Book | 1.1 | 1.2 |
| Price/Cash Flow | 5.7 | 7.3 |
| Dividend Yield (%) | 2.0 | 2.5 |
| Average Market Capitalization ($B) | 2.6 | 2.4 |
| Number of Securities | 332 | 1,448 |
| Turnover (% Last 12 Months) | 63.0 | - |
Top Ten Holdings As of 9/30/2023
| Company | Weight (%) |
| Cnx Resources Corp | 1.8 |
| Group 1 Automotive Inc | 1.5 |
| Avnet Inc | 1.4 |
| Asbury Automotive Group Inc | 1.2 |
| Tri Pointe Homes Inc | 1.2 |
| Kb Home | 1.2 |
| Allison Transmission Holdings Inc | 1.2 |
| Ryder System Inc | 1.2 |
| Axis Capital Holdings Ltd | 1.1 |
| Air Lease Corp | 1.0 |
Sector Allocation As of 9/30/2023
| Sector | Brandywine Global (%) | R2000V (%) |
| Communication Services | 1.1 | 2.6 |
| Consumer Discretionary | 20.9 | 10.3 |
| Consumer Staples | 1.7 | 2.7 |
| Energy | 12.6 | 11.0 |
| Financials | 32.3 | 25.4 |
| Health Care | 3.1 | 8.4 |
| Industrials | 13.2 | 14.3 |
| Information Technology | 4.7 | 5.8 |
| Materials | 6.6 | 4.9 |
| Real Estate | 1.1 | 10.4 |
| Utilities | 1.8 | 4.1 |
| Cash | 0.7 | - |