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Global Aggregate Bond

Fixed Income Portfolio Characteristics As of 12/31/2023

Characteristic Brandywine Global BGAHU
Average Quality1 BBB -
Average Maturity (Years) 13.99 8.53
Average Effective Duration (Years) 9.15 6.70
Average Coupon (%) 4.65 2.69
Current Yield (%) 5.10 2.76
Average Yield To Maturity (%) 7.82 3.51
Number of Issues 105 29,477

Quality Allocation As of 12/31/2023

Quality Rating Brandywine Global (%)
BBB or Higher 71.8
BB 14.6
B 12.1
CCC 1.5
CC -
D -
Not Rated -

Duration Allocation As of 12/31/2023

Duration Range Brandywine Global (%)
<1 Year 2.8
1-3 Years 23.9
3-7 Years 20.5
7-10 Years 20.1
10+ Years 33.1
No Duration -0.4

Region & Currency Allocation As of 12/31/2023

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 0.5 9.0
Emerging Markets 17.8 12.7
Europe ex-Eurozone 8.2 -11.0
Eurozone 33.4 -11.4
Japan - 5.1
Middle East & Africa 1.5 -
North & Central America 39.4 95.6
Other -0.8 -