Global Opportunistic Fixed Income
Fixed Income Portfolio Characteristics As of 3/31/2024
| Characteristic | Brandywine Global | WGBI |
| Average Quality1 | AA- | AA |
| Average Maturity (Years) | 19.92 | 9.67 |
| Average Effective Duration (Years) | 7.97 | 7.29 |
| Average Coupon (%) | 5.68 | 2.33 |
| Current Yield (%) | 5.54 | - |
| Average Yield To Maturity (%) | 5.83 | 3.44 |
| Number of Issues | 42 | 1,267 |
Quality Allocation As of 3/31/2024
| Quality Rating | Brandywine Global (%) |
| AAA | 14.1 |
| AA | 54.6 |
| A | 3.0 |
| BBB | 18.3 |
| BB or Lower | 10.0 |
| Not Rated | - |
Duration Allocation As of 3/31/2024
| Duration Range | Brandywine Global (%) |
| <1 Year | 10.2 |
| 1-3 Years | 5.4 |
| 3-7 Years | 11.1 |
| 7-10 Years | 40.8 |
| 10+ Years | 20.4 |
| No Duration | 12.1 |
Region & Currency Allocation As of 3/31/2024
| Region | Country (%) | Currency (%) | WGBI (%) |
| Asia-Pacific ex-Japan | 2.7 | 12.0 | 1.8 |
| Emerging Markets | 27.8 | 27.9 | 9.9 |
| Europe ex-Eurozone | 4.8 | 4.5 | 5.2 |
| Eurozone | - | 12.5 | 28.3 |
| Japan | - | 16.0 | 10.9 |
| Middle East & Africa | - | - | 0.3 |
| North & Central America | 66.0 | 27.2 | 43.6 |
| Other | -1.3 | - | - |