Down

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 -