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U.S. Fixed Income

Fixed Income Portfolio Characteristics As of 6/30/2024

Characteristic Brandywine Global BUSA
Average Quality1 AA+ AA
Average Maturity (Years) 19.90 8.43
Average Effective Duration (Years) 10.39 6.13
Average Coupon (%) 4.39 3.40
Current Yield (%) 4.47 3.67
Average Yield To Maturity (%) 4.81 5.00
Number of Issues 33 13,617

Quality Allocation As of 6/30/2024

Quality Rating Brandywine Global (%)
AAA 3.1
AA 94.3
A 1.8
BBB 0.9
BB or Lower -
Not Rated -

Duration Allocation As of 6/30/2024

Duration Range Brandywine Global (%)
<1 Year 5.8
1-3 Years 2.5
3-7 Years 30.5
7-10 Years 43.0
10+ Years 15.1
No Duration 3.1

Sector Allocation As of 6/30/2024

Sector Brandywine Global (%) BUSA (%)
Government Sovereign 52.2 43.2
Government Owned - No Guarantee - 4.7
Corporate Bond 2.6 24.5
Mortgage Backed Securities 41.5 27.2
Cash 3.1 -