Global Aggregate Bond
Fixed Income Portfolio Characteristics As of 6/30/2024
| Characteristic | Brandywine Global | BGAHU |
| Average Quality1 | BBB | - |
| Average Maturity (Years) | 10.10 | 8.47 |
| Average Effective Duration (Years) | 5.37 | 6.57 |
| Average Coupon (%) | 4.70 | 2.87 |
| Current Yield (%) | 5.05 | 3.00 |
| Average Yield To Maturity (%) | 6.65 | 3.90 |
| Number of Issues | 102 | 30,303 |
Quality Allocation As of 6/30/2024
| Quality Rating | Brandywine Global (%) |
| BBB or Higher | 69.2 |
| BB | 18.1 |
| B | 11.7 |
| CCC | 0.6 |
| CC | - |
| D | - |
| Not Rated | 0.5 |
Duration Allocation As of 6/30/2024
| Duration Range | Brandywine Global (%) |
| <1 Year | 16.5 |
| 1-3 Years | 18.7 |
| 3-7 Years | 36.4 |
| 7-10 Years | 16.9 |
| 10+ Years | 11.3 |
| No Duration | 0.1 |
Region & Currency Allocation As of 6/30/2024
| Region | Country (%) | Currency (%) |
| Asia-Pacific ex-Japan | 0.5 | 5.1 |
| Emerging Markets | 19.0 | 5.0 |
| Europe ex-Eurozone | 7.6 | 0.2 |
| Eurozone | 16.0 | -11.0 |
| Middle East & Africa | 3.0 | - |
| North & Central America | 53.5 | 100.7 |
| Other | 0.5 | - |