Global Fixed Income Investment-Grade
Fixed Income Portfolio Characteristics As of 6/30/2024
| Characteristic | Brandywine Global | WGBI |
| Average Quality1 | AA | AA |
| Average Maturity (Years) | 20.40 | 9.59 |
| Average Effective Duration (Years) | 8.44 | 7.07 |
| Average Coupon (%) | 4.93 | 2.43 |
| Current Yield (%) | 5.16 | - |
| Average Yield To Maturity (%) | 5.42 | 3.61 |
| Number of Issues | 34 | 1,280 |
Quality Allocation As of 6/30/2024
| Quality Rating | Brandywine Global (%) |
| AAA | 6.9 |
| AA | 76.7 |
| A | 1.2 |
| BBB | 10.3 |
| BB or Lower | 4.9 |
| Not Rated | - |
Duration Allocation As of 6/30/2024
| Duration Range | Brandywine Global (%) |
| <1 Year | 8.0 |
| 1-3 Years | - |
| 3-7 Years | 25.0 |
| 7-10 Years | 36.3 |
| 10+ Years | 24.7 |
| No Duration | 6.1 |
Region & Currency Allocation As of 6/30/2024
| Region | Country (%) | Currency (%) | WGBI (%) |
| Asia-Pacific ex-Japan | 3.1 | 19.5 | 1.8 |
| Emerging Markets | 21.5 | 13.5 | 11.0 |
| Europe ex-Eurozone | 4.8 | 8.6 | 5.2 |
| Eurozone | - | 19.6 | 27.5 |
| Japan | - | 10.2 | 9.9 |
| Middle East & Africa | - | - | 0.3 |
| North & Central America | 70.6 | 28.7 | 44.3 |
| Other | 0.1 | - | - |