Corporate Credit
Fixed Income Portfolio Characteristics As of 6/30/2024
| Characteristic | Brandywine Global |
| Average Maturity (Years) | 4.89 |
| Average Effective Duration (Years) | 2.51 |
| Average Yield To Maturity (%) | 7.18 |
| Current Yield (%) | 6.32 |
| Average Yield To Worst (%) | 7.04 |
Quality Allocation As of 6/30/2024
| Quality Rating | Brandywine Global (%) |
| BBB or Higher | 23.8 |
| BB | 34.4 |
| B | 36.9 |
| CCC | 3.8 |
| CC | - |
| D | - |
| Not Rated | 1.1 |
Duration Allocation As of 6/30/2024
| Duration Range | Brandywine Global (%) |
| <1 Year | 12.2 |
| 1-3 Years | 33.0 |
| 3-7 Years | 41.4 |
| 7-10 Years | 0.8 |
| 10+ Years | 2.2 |
| No Duration | 10.4 |
Sector Allocation As of 6/30/2024
| Sector | Brandywine Global (%) | BAUCHY (%) |
| Automotive | 1.0 | 2.9 |
| Banking | 5.6 | 15.8 |
| Basic Industry | 5.7 | 4.3 |
| Capital Goods | 1.3 | 4.9 |
| Consumer Goods | 2.9 | 5.3 |
| Energy | 14.2 | 8.7 |
| Financial Services | 17.1 | 9.1 |
| Healthcare | 1.6 | 9.5 |
| Insurance | 4.4 | 4.2 |
| Leisure | 10.0 | 1.3 |
| Media | 2.8 | 4.1 |
| Real Estate | 1.1 | 3.5 |
| Retail | 6.2 | 3.7 |
| Services | 4.5 | 2.0 |
| Technology & Electronics | 4.3 | 6.2 |
| Telecommunications | 3.7 | 3.8 |
| Transportation | 2.4 | 2.1 |
| Utility | 0.5 | 8.6 |
| Other | 0.4 | - |
| Cash & Cash Equivalents | 10.4 | - |