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U.S. Fixed Income

Fixed Income Portfolio Characteristics As of 9/30/2021

Characteristic Brandywine Global BUSA
Average Quality1 AA AA
Average Maturity (Years) 4.89 8.63
Average Modified Duration (Years) 1.00 6.64
Average Coupon (%) 1.16 2.59
Current Yield (%) 1.04 2.36
Average Yield To Maturity (%) 0.75 1.57
Number of Issues 36 12,226

Quality Allocation As of 9/30/2021

Quality Rating Brandywine Global (%)
AAA 68.8
AA 5.5
A 10.2
BBB 13.0
BB or Lower 2.5
Not Rated -

Duration Allocation As of 9/30/2021

Duration Range Brandywine Global (%)
<1 Year 82.1
1-3 Years -
3-7 Years 5.4
7-10 Years 3.7
10+ Years 7.1
No Duration 1.7

Sector Allocation As of 9/30/2021

Sector Brandywine Global (%) BUSA (%)
Government Sovereign 65.5 38.5
Government Owned - No Guarantee 2.5 5.6
Corporate Bond 24.5 26.1
Mortgage Backed Securities 5.7 29.5
Cash 1.7 -