Emerging Markets Debt
Fixed Income Portfolio Characteristics As of 3/31/2024
| Characteristic | Brandywine Global | JPGEMG |
| Average Quality1 | BBB | - |
| Average Maturity (Years) | 10.78 | 7.21 |
| Average Effective Duration (Years) | 4.61 | - |
| Average Coupon (%) | 7.47 | 5.33 |
| Current Yield (%) | 7.81 | - |
| Average Yield To Maturity (%) | 9.20 | 6.27 |
| Number of Issues | 17 | - |
Quality Allocation As of 3/31/2024
| Quality Rating | Brandywine Global (%) |
| AAA | 2.9 |
| AA | 17.4 |
| A | 2.0 |
| BBB | 50.1 |
| BB or Lower | 27.6 |
| Not Rated | - |
Duration Allocation As of 3/31/2024
| Duration Range | Brandywine Global (%) |
| <1 Year | 22.3 |
| 1-3 Years | 9.2 |
| 3-7 Years | 39.1 |
| 7-10 Years | 16.5 |
| 10+ Years | 10.9 |
| No Duration | 2.0 |
Region & Currency Allocation As of 3/31/2024
| Region | Country (%) | Currency (%) | JPGEMG (%) |
| Asia-Pacific ex-Japan | 9.2 | 21.1 | 39.8 |
| Europe ex-Eurozone | 5.8 | 14.7 | 22.0 |
| Middle East & Africa | 11.8 | 9.0 | 9.1 |
| North & Central America | 42.2 | 15.5 | 10.2 |
| South America | 32.0 | 39.7 | 19.0 |
| Other | -0.9 | - | - |