U.S. Core Plus Fixed Income
Fixed Income Portfolio Characteristics As of 3/31/2024
Characteristic | Brandywine Global | BUSA |
Average Quality1 | AA- | AA |
Average Maturity (Years) | 21.55 | 8.44 |
Average Effective Duration (Years) | 8.80 | 6.21 |
Average Coupon (%) | 4.85 | 3.30 |
Current Yield (%) | 5.21 | 3.54 |
Average Yield To Maturity (%) | 6.24 | 4.85 |
Number of Issues | 37 | 13,530 |
Quality Allocation As of 3/31/2024
Quality Rating | Brandywine Global (%) |
AAA | 6.2 |
AA | 71.9 |
A | - |
BBB | 7.9 |
BB or Lower | 13.9 |
Not Rated | - |
Duration Allocation As of 3/31/2024
Duration Range | Brandywine Global (%) |
<1 Year | 5.9 |
1-3 Years | 1.9 |
3-7 Years | 21.4 |
7-10 Years | 49.0 |
10+ Years | 17.8 |
No Duration | 4.0 |
Sector Allocation As of 3/31/2024
Sector | Brandywine Global (%) | BUSA (%) |
Government Sovereign | 51.8 | 42.1 |
Government Owned - No Guarantee | 2.5 | 4.9 |
Corporate Bond | 2.6 | 25.0 |
Mortgage Backed Securities | 38.6 | 27.6 |
Cash | 4.2 | - |