Diversified Small Cap Value Equity
Equity Portfolio Characteristics As of 12/31/2022
| Characteristic | Brandywine Global | R2000V |
| Price/Earnings 1 | 7.0 | 18.9 |
| Price/Book | 1.2 | 1.3 |
| Price/Cash Flow | 5.9 | 9.2 |
| Dividend Yield (%) | 2.2 | 2.3 |
| Average Market Capitalization ($B) | 2.5 | 2.4 |
| Number of Securities | 394 | 1,383 |
| Turnover (% Last 12 Months) | 44.9 | - |
Top Ten Holdings As of 12/31/2022
| Company | Weight (%) |
| Triton International Ltd | 1.8 |
| Cnx Resources Corp | 1.4 |
| Avnet Inc | 1.3 |
| Atkore Inc | 1.1 |
| Group 1 Automotive Inc | 1.1 |
| Asbury Automotive Group Inc | 1.0 |
| Tegna Inc | 1.0 |
| Enstar Group Ltd | 1.0 |
| Air Lease Corp | 1.0 |
| Ryder System Inc | 1.0 |
Sector Allocation As of 12/31/2022
| Sector | Brandywine Global (%) | R2000V (%) |
| Communication Services | 1.9 | 2.9 |
| Consumer Discretionary | 22.5 | 10.0 |
| Consumer Staples | 2.6 | 2.7 |
| Energy | 6.9 | 6.2 |
| Financials | 33.2 | 28.8 |
| Health Care | 1.3 | 10.5 |
| Industrials | 16.0 | 13.3 |
| Information Technology | 5.1 | 5.5 |
| Materials | 6.2 | 4.1 |
| Real Estate | 1.2 | 10.7 |
| Utilities | 2.3 | 5.3 |