Down

U.S. Core Plus Fixed Income

Fixed Income Portfolio Characteristics As of 6/30/2024

Characteristic Brandywine Global BUSA
Average Quality1 A+ AA
Average Maturity (Years) 23.21 8.43
Average Effective Duration (Years) 11.12 6.13
Average Coupon (%) 4.56 3.40
Current Yield (%) 4.96 3.67
Average Yield To Maturity (%) 6.81 5.00
Number of Issues 38 13,617

Quality Allocation As of 6/30/2024

Quality Rating Brandywine Global (%)
AAA 6.0
AA 66.3
A -
BBB 10.8
BB or Lower 16.8
Not Rated -

Duration Allocation As of 6/30/2024

Duration Range Brandywine Global (%)
<1 Year 5.5
1-3 Years 1.6
3-7 Years 29.4
7-10 Years 32.7
10+ Years 24.7
No Duration 6.0

Sector Allocation As of 6/30/2024

Sector Brandywine Global (%) BUSA (%)
Government Sovereign 52.3 43.2
Government Owned - No Guarantee 2.7 4.7
Corporate Bond 2.5 24.5
Mortgage Backed Securities 35.4 27.2
Cash 5.9 -