Diversified Large Cap Value Equity
Equity Portfolio Characteristics As of 12/31/2022
| Characteristic | Brandywine Global | R1000V |
| Price/Earnings 1 | 11.0 | 15.3 |
| Price/Book | 2.5 | 2.5 |
| Price/Cash Flow | 7.8 | 10.0 |
| Dividend Yield (%) | 2.8 | 2.3 |
| Average Market Capitalization ($B) | 132.6 | 151.4 |
| Number of Securities | 229 | 852 |
| Turnover (% Last 12 Months) | 32.8 | - |
Top Ten Holdings As of 12/31/2022
| Company | Weight (%) |
| Exxon Mobil Corp | 4.6 |
| Jpmorgan Chase & Co | 4.2 |
| Pfizer Inc | 3.1 |
| Abbvie Inc | 3.1 |
| Bank Of America Corp | 3.0 |
| Merck & Co Inc | 2.7 |
| Cisco Systems Inc | 2.1 |
| Lowe's Cos Inc | 2.0 |
| Elevance Health Inc | 1.7 |
| Comcast Corp | 1.7 |
Sector Allocation As of 12/31/2022
| Sector | Brandywine Global (%) | R1000V (%) |
| Communication Services | 3.8 | 7.3 |
| Consumer Discretionary | 6.2 | 6.0 |
| Consumer Staples | 5.4 | 7.4 |
| Energy | 12.2 | 8.4 |
| Financials | 22.7 | 20.1 |
| Health Care | 23.2 | 17.4 |
| Industrials | 7.0 | 10.5 |
| Information Technology | 9.2 | 8.3 |
| Materials | 4.6 | 4.3 |
| Real Estate | 0.4 | 4.5 |
| Utilities | 4.6 | 5.8 |