Institutional Small Cap Value
Equity Portfolio Characteristics As of 3/31/2024
| Characteristic | Brandywine Global | R2000V |
| Price/Earnings1 | 10.7 | 12.8 |
| Price/Book | 1.4 | 1.4 |
| Price/Cash Flow | 7.2 | 8.8 |
| Dividend Yield (%) | 2.0 | 2.2 |
| Average Market Capitalization ($B) | 3.2 | 3.0 |
| Number of Securities | 63 | 1,419 |
| Turnover (% Last 12 Months) | 58.1 | - |
Top Ten Holdings As of 3/31/2024
| Company | Weight (%) |
| Slm Corp | 2.7 |
| Jeld-wen Holding Inc | 2.6 |
| Allegiant Travel Co | 2.6 |
| Air Lease Corp | 2.5 |
| Mohawk Industries Inc | 2.4 |
| Alaska Air Group Inc | 2.3 |
| Nerdwallet Inc | 2.2 |
| Black Hills Corp | 2.1 |
| Banc Of California Inc | 2.1 |
| First Advantage Corp | 2.1 |
Sector Allocation As of 3/31/2024
| Sector | Brandywine Global (%) | R2000V (%) |
| Communication Services | 2.1 | 2.3 |
| Consumer Discretionary | 7.9 | 11.0 |
| Consumer Staples | 1.6 | 2.2 |
| Energy | 10.6 | 10.1 |
| Financials | 26.7 | 25.8 |
| Health Care | 7.3 | 9.3 |
| Industrials | 19.6 | 14.9 |
| Information Technology | 6.7 | 5.9 |
| Materials | 1.9 | 5.0 |
| Real Estate | 5.7 | 9.7 |
| Utilities | 7.5 | 3.7 |
| Cash | 2.4 | - |