Diversified Small Cap Value Select Equity
Equity Portfolio Characteristics As of 12/31/2023
| Characteristic | Brandywine Global | R2500V |
| Price/Earnings 1 | 9.0 | 19.7 |
| Price/Book | 1.4 | 1.9 |
| Price/Cash Flow | 5.6 | 9.4 |
| Dividend Yield (%) | 1.9 | 1.9 |
| Average Market Capitalization ($B) | 6.8 | 7.2 |
| Number of Securities | 242 | 1,870 |
| Turnover (% Last 12 Months) | 44.8 | - |
Top Ten Holdings As of 12/31/2023
| Company | Weight (%) |
| Reliance Steel & Aluminum Co | 1.8 |
| Autonation Inc | 1.6 |
| Penske Automotive Group Inc | 1.5 |
| Synchrony Financial | 1.5 |
| Loews Corp | 1.4 |
| Toll Brothers Inc | 1.3 |
| Twilio Inc | 1.3 |
| Corebridge Financial Inc | 1.2 |
| Equitable Holdings Inc | 1.2 |
| Viatris Inc | 1.2 |
Sector Allocation As of 12/31/2023
| Sector | Brandywine Global (%) | R2500V (%) |
| Communication Services | 1.4 | 2.9 |
| Consumer Discretionary | 21.2 | 12.6 |
| Consumer Staples | 0.5 | 2.9 |
| Energy | 12.4 | 5.3 |
| Financials | 34.7 | 20.9 |
| Health Care | 2.0 | 7.4 |
| Industrials | 10.9 | 19.8 |
| Information Technology | 5.2 | 8.2 |
| Materials | 9.7 | 6.5 |
| Real Estate | 0.4 | 10.3 |
| Utilities | 0.7 | 3.4 |
| Cash | 0.9 | - |