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U.S. Core Plus Fixed Income

Fixed Income Portfolio Characteristics As of 9/30/2022

Characteristic Brandywine Global BUSA
Average Quality1 A+ AA
Average Maturity (Years) 20.14 8.53
Average Modified Duration (Years) 11.17 6.27
Average Coupon (%) 4.42 2.63
Current Yield (%) 5.25 2.95
Average Yield To Maturity (%) 6.37 4.75
Number of Issues 36 12,641

Quality Allocation As of 9/30/2022

Quality Rating Brandywine Global (%)
AAA 53.0
AA 2.9
A 9.7
BBB 21.3
BB or Lower 13.1
Not Rated -

Duration Allocation As of 9/30/2022

Duration Range Brandywine Global (%)
<1 Year 10.8
1-3 Years 1.8
3-7 Years 28.3
7-10 Years 17.6
10+ Years 37.4
No Duration 4.2

Sector Allocation As of 9/30/2022

Sector Brandywine Global (%) BUSA (%)
Government Sovereign 72.2 41.0
Government Owned - No Guarantee - 5.3
Corporate Bond 11.5 23.3
Mortgage Backed Securities 12.9 29.5
Cash 3.8 -