Global Fixed Income Investment-Grade
Fixed Income Portfolio Characteristics As of 3/31/2024
| Characteristic | Brandywine Global | WGBI |
| Average Quality1 | AA | AA |
| Average Maturity (Years) | 18.78 | 9.67 |
| Average Effective Duration (Years) | 7.65 | 7.29 |
| Average Coupon (%) | 4.96 | 2.33 |
| Current Yield (%) | 5.09 | - |
| Average Yield To Maturity (%) | 5.30 | 3.44 |
| Number of Issues | 34 | 1,267 |
Quality Allocation As of 3/31/2024
| Quality Rating | Brandywine Global (%) |
| AAA | 8.3 |
| AA | 75.8 |
| A | 1.1 |
| BBB | 10.6 |
| BB or Lower | 4.1 |
| Not Rated | - |
Duration Allocation As of 3/31/2024
| Duration Range | Brandywine Global (%) |
| <1 Year | 13.5 |
| 1-3 Years | - |
| 3-7 Years | 11.5 |
| 7-10 Years | 47.8 |
| 10+ Years | 21.2 |
| No Duration | 6.1 |
Region & Currency Allocation As of 3/31/2024
| Region | Country (%) | Currency (%) | WGBI (%) |
| Asia-Pacific ex-Japan | 2.9 | 14.3 | 1.8 |
| Emerging Markets | 21.0 | 18.5 | 9.9 |
| Europe ex-Eurozone | 4.9 | 1.0 | 5.2 |
| Eurozone | - | 21.5 | 28.3 |
| Japan | - | 16.0 | 10.9 |
| Middle East & Africa | - | - | 0.3 |
| North & Central America | 72.7 | 28.7 | 43.6 |
| Other | -1.5 | - | - |