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U.S. Fixed Income

Fixed Income Portfolio Characteristics As of 6/30/2021

Characteristic Brandywine Global BUSA
Average Quality1 AA AA
Average Maturity (Years) 6.14 8.53
Average Modified Duration (Years) 1.38 6.54
Average Coupon (%) 1.38 2.66
Current Yield (%) 1.19 2.40
Average Yield To Maturity (%) 0.90 1.51
Number of Issues 40 12,207

Quality Allocation As of 6/30/2021

Quality Rating Brandywine Global (%)
AAA 68.1
AA 3.7
A 10.0
BBB 14.2
BB or Lower 4.0
Not Rated -

Duration Allocation As of 6/30/2021

Duration Range Brandywine Global (%)
<1 Year 72.1
1-3 Years 2.5
3-7 Years 5.2
7-10 Years 3.6
10+ Years 10.6
No Duration 6.1

Sector Allocation As of 6/30/2021

Sector Brandywine Global (%) BUSA (%)
Government Sovereign 60.4 37.8
Government Owned - No Guarantee 3.3 6.0
Corporate Bond 24.6 26.5
Mortgage Backed Securities 5.8 29.4
Cash 6.1 -