U.S. Core Plus Fixed Income
Fixed Income Portfolio Characteristics As of 12/31/2023
Characteristic | Brandywine Global | BUSA |
Average Quality1 | AA | AA |
Average Maturity (Years) | 21.94 | 8.46 |
Average Effective Duration (Years) | 7.78 | 6.24 |
Average Coupon (%) | 4.69 | 3.19 |
Current Yield (%) | 4.78 | 3.38 |
Average Yield To Maturity (%) | 5.12 | 4.53 |
Number of Issues | 34 | 13,334 |
Quality Allocation As of 12/31/2023
Quality Rating | Brandywine Global (%) |
AAA | 2.4 |
AA | 82.4 |
A | 0.3 |
BBB | 10.1 |
BB or Lower | 4.8 |
Not Rated | - |
Duration Allocation As of 12/31/2023
Duration Range | Brandywine Global (%) |
<1 Year | 4.8 |
1-3 Years | 1.6 |
3-7 Years | 11.5 |
7-10 Years | 50.3 |
10+ Years | 28.5 |
No Duration | 3.3 |
Sector Allocation As of 12/31/2023
Sector | Brandywine Global (%) | BUSA (%) |
Government Sovereign | 48.5 | 41.6 |
Government Owned - No Guarantee | 2.0 | 4.8 |
Corporate Bond | 5.4 | 24.9 |
Mortgage Backed Securities | 39.5 | 28.3 |
Cash | 2.3 | - |