Diversified Small Cap Value Equity
Equity Portfolio Characteristics As of 3/31/2023
| Characteristic | Brandywine Global | R2000V |
| Price/Earnings 1 | 6.7 | 18.5 |
| Price/Book | 1.1 | 1.3 |
| Price/Cash Flow | 5.5 | 8.6 |
| Dividend Yield (%) | 2.2 | 2.4 |
| Average Market Capitalization ($B) | 2.5 | 2.4 |
| Number of Securities | 359 | 1,363 |
| Turnover (% Last 12 Months) | 53.4 | - |
Top Ten Holdings As of 3/31/2023
| Company | Weight (%) |
| Triton International Ltd | 1.6 |
| Avnet Inc | 1.4 |
| Cnx Resources Corp | 1.3 |
| Group 1 Automotive Inc | 1.3 |
| Tri Pointe Homes Inc | 1.2 |
| Asbury Automotive Group Inc | 1.2 |
| Academy Sports & Outdoors Inc | 1.2 |
| Kb Home | 1.1 |
| Ryder System Inc | 1.0 |
| Transocean Ltd | 1.0 |
Sector Allocation As of 3/31/2023
| Sector | Brandywine Global (%) | R2000V (%) |
| Communication Services | 1.7 | 3.0 |
| Consumer Discretionary | 23.4 | 11.3 |
| Consumer Staples | 1.8 | 2.8 |
| Energy | 8.8 | 6.4 |
| Financials | 33.1 | 26.3 |
| Health Care | 1.3 | 9.9 |
| Industrials | 15.4 | 14.0 |
| Information Technology | 4.8 | 5.9 |
| Materials | 5.8 | 4.5 |
| Real Estate | 1.0 | 10.9 |
| Utilities | 2.3 | 5.1 |