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Diversified Small Cap Value Equity

Equity Portfolio Characteristics As of 12/31/2023

Characteristic Brandywine Global R2000V
Price/Earnings 1 9.7 22.3
Price/Book 1.3 1.4
Price/Cash Flow 6.6 8.3
Dividend Yield (%) 1.9 2.2
Average Market Capitalization ($B) 3.0 2.8
Number of Securities 312 1,431
Turnover (% Last 12 Months) 57.0 -

Top Ten Holdings As of 12/31/2023

Company Weight (%)
Kb Home 1.4
Group 1 Automotive Inc 1.4
Tri Pointe Homes Inc 1.4
Cnx Resources Corp 1.3
Avnet Inc 1.2
M/i Homes Inc 1.2
Bank Ozk 1.1
Taylor Morrison Home Corp 1.1
Mueller Industries Inc 1.1
Ryder System Inc 1.1

Sector Allocation As of 12/31/2023

Sector Brandywine Global (%) R2000V (%)
Communication Services 2.1 2.4
Consumer Discretionary 22.7 10.9
Consumer Staples 1.1 2.3
Energy 11.2 9.2
Financials 34.5 27.2
Health Care 2.1 8.8
Industrials 13.1 14.1
Information Technology 4.0 5.9
Materials 5.6 4.8
Real Estate 1.0 10.5
Utilities 1.6 3.9
Cash 1.0 -