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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