Diversified Small Cap Value Equity
Equity Portfolio Characteristics As of 6/30/2024
| Characteristic | Brandywine Global | R2000V |
| Price/Earnings 1 | 10.3 | 24.2 |
| Price/Book | 1.2 | 1.3 |
| Price/Cash Flow | 5.7 | 8.3 |
| Dividend Yield (%) | 2.1 | 2.3 |
| Average Market Capitalization ($B) | 2.9 | 3.1 |
| Number of Securities | 286 | 1,402 |
| Turnover (% Last 12 Months) | 47.2 | - |
Top Ten Holdings As of 6/30/2024
| Company | Weight (%) |
| Cnx Resources Corp | 1.6 |
| Kb Home | 1.6 |
| Tri Pointe Homes Inc | 1.4 |
| Group 1 Automotive Inc | 1.4 |
| Avnet Inc | 1.3 |
| Air Lease Corp | 1.3 |
| Asbury Automotive Group Inc | 1.3 |
| Harley-davidson Inc | 1.3 |
| Jackson Financial Inc | 1.2 |
| Axis Capital Holdings Ltd | 1.2 |
Sector Allocation As of 6/30/2024
| Sector | Brandywine Global (%) | R2000V (%) |
| Communication Services | 1.9 | 2.4 |
| Consumer Discretionary | 23.6 | 10.5 |
| Consumer Staples | 1.7 | 2.2 |
| Energy | 8.7 | 10.4 |
| Financials | 35.8 | 26.2 |
| Health Care | 0.8 | 8.7 |
| Industrials | 12.1 | 14.4 |
| Information Technology | 4.9 | 6.4 |
| Materials | 4.9 | 5.0 |
| Real Estate | 0.8 | 9.9 |
| Utilities | 3.8 | 3.9 |
| Cash | 1.0 | - |