Diversified Small Cap Value Select Equity
Equity Portfolio Characteristics As of 6/30/2023
| Characteristic | Brandywine Global | R2500V |
| Price/Earnings 1 | 7.3 | 16.4 |
| Price/Book | 1.3 | 1.7 |
| Price/Cash Flow | 5.4 | 9.0 |
| Dividend Yield (%) | 2.1 | 2.1 |
| Average Market Capitalization ($B) | 6.3 | 6.5 |
| Number of Securities | 240 | 1,895 |
| Turnover (% Last 12 Months) | 46.7 | - |
Top Ten Holdings As of 6/30/2023
| Company | Weight (%) |
| Bunge Ltd | 2.3 |
| Autonation Inc | 2.0 |
| Reliance Steel & Aluminum Co | 2.0 |
| Penske Automotive Group Inc | 1.8 |
| Arrow Electronics Inc | 1.6 |
| Synchrony Financial | 1.5 |
| Viatris Inc | 1.3 |
| American Airlines Group Inc | 1.2 |
| Owens Corning | 1.2 |
| Toll Brothers Inc | 1.2 |
Sector Allocation As of 6/30/2023
| Sector | Brandywine Global (%) | R2500V (%) |
| Communication Services | 1.9 | 3.0 |
| Consumer Discretionary | 22.3 | 12.6 |
| Consumer Staples | 3.0 | 3.1 |
| Energy | 11.1 | 5.4 |
| Financials | 30.2 | 18.6 |
| Health Care | 2.4 | 8.4 |
| Industrials | 11.6 | 19.9 |
| Information Technology | 4.8 | 8.5 |
| Materials | 10.2 | 6.3 |
| Real Estate | 0.6 | 10.6 |
| Utilities | 1.3 | 3.7 |