Global Opportunistic Fixed Income
Fixed Income Portfolio Characteristics As of 6/30/2024
| Characteristic | Brandywine Global | WGBI |
| Average Quality1 | AA- | AA |
| Average Maturity (Years) | 20.78 | 9.59 |
| Average Effective Duration (Years) | 8.77 | 7.07 |
| Average Coupon (%) | 5.41 | 2.43 |
| Current Yield (%) | 5.28 | - |
| Average Yield To Maturity (%) | 5.67 | 3.61 |
| Number of Issues | 41 | 1,280 |
Quality Allocation As of 6/30/2024
| Quality Rating | Brandywine Global (%) |
| AAA | 15.3 |
| AA | 56.0 |
| A | 3.0 |
| BBB | 17.4 |
| BB or Lower | 8.3 |
| Not Rated | - |
Duration Allocation As of 6/30/2024
| Duration Range | Brandywine Global (%) |
| <1 Year | 4.3 |
| 1-3 Years | 3.9 |
| 3-7 Years | 23.3 |
| 7-10 Years | 35.6 |
| 10+ Years | 18.2 |
| No Duration | 14.7 |
Region & Currency Allocation As of 6/30/2024
| Region | Country (%) | Currency (%) | WGBI (%) |
| Asia-Pacific ex-Japan | 2.8 | 14.5 | 1.8 |
| Emerging Markets | 24.8 | 21.9 | 11.0 |
| Europe ex-Eurozone | 4.7 | 8.6 | 5.2 |
| Eurozone | - | 13.6 | 27.5 |
| Japan | - | 10.2 | 9.9 |
| Middle East & Africa | - | - | 0.3 |
| North & Central America | 67.5 | 31.2 | 44.3 |
| Other | 0.2 | - | - |