Diversified Large Cap Value Equity
Equity Portfolio Characteristics As of 9/30/2023
| Characteristic | Brandywine Global | R1000V |
| Price/Earnings 1 | 12.0 | 16.2 |
| Price/Book | 2.4 | 2.3 |
| Price/Cash Flow | 7.6 | 9.7 |
| Dividend Yield (%) | 2.7 | 2.4 |
| Average Market Capitalization ($B) | 134.7 | 138.8 |
| Number of Securities | 223 | 845 |
| Turnover (% Last 12 Months) | 49.4 | - |
Top Ten Holdings As of 9/30/2023
| Company | Weight (%) |
| Exxon Mobil Corp | 4.9 |
| Jpmorgan Chase & Co | 4.7 |
| Chevron Corp | 3.3 |
| Abbvie Inc | 2.8 |
| Merck & Co Inc | 2.5 |
| Cisco Systems Inc | 2.4 |
| Comcast Corp | 2.1 |
| Lowe's Cos Inc | 2.1 |
| Conocophillips | 1.7 |
| Amgen Inc | 1.6 |
Sector Allocation As of 9/30/2023
| Sector | Brandywine Global (%) | R1000V (%) |
| Communication Services | 4.2 | 5.0 |
| Consumer Discretionary | 6.6 | 5.0 |
| Consumer Staples | 4.5 | 8.3 |
| Energy | 16.3 | 9.2 |
| Financials | 21.1 | 20.6 |
| Health Care | 15.9 | 15.3 |
| Industrials | 12.2 | 13.2 |
| Information Technology | 11.7 | 9.1 |
| Materials | 3.2 | 4.8 |
| Real Estate | 0.1 | 4.7 |
| Utilities | 3.5 | 4.9 |
| Cash | 0.6 | - |