Down

Emerging Markets Debt

Fixed Income Portfolio Characteristics As of 12/31/2023

Characteristic Brandywine Global JPGEMG
Average Quality1 BBB+ -
Average Maturity (Years) 13.99 7.16
Average Effective Duration (Years) 4.82 -
Average Coupon (%) 7.62 5.37
Current Yield (%) 7.41 -
Average Yield To Maturity (%) 7.69 6.19
Number of Issues 8 -

Quality Allocation As of 12/31/2023

Quality Rating Brandywine Global (%)
AAA 12.1
AA 19.0
A -
BBB 41.0
BB or Lower 27.9
Not Rated -

Duration Allocation As of 12/31/2023

Duration Range Brandywine Global (%)
<1 Year 19.0
1-3 Years 9.2
3-7 Years 25.8
7-10 Years 17.8
10+ Years 16.0
No Duration 12.3

Region & Currency Allocation As of 12/31/2023

Region Country (%) Currency (%) JPGEMG (%)
Asia-Pacific ex-Japan 9.2 6.6 39.7
Europe ex-Eurozone 0.5 - 21.2
Eurozone - 0.0 -
Middle East & Africa - - 10.0
North & Central America 31.1 9.2 10.2
South America 39.2 40.7 18.9
Other 0.2 - -