Down

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 -