Global Sovereign Credit
Fixed Income Portfolio Characteristics As of 6/30/2023
| Characteristic | Brandywine Global | B6040XC |
| Average Quality1 | A+ | A |
| Average Maturity (Years) | 16.56 | 9.38 |
| Average Modified Duration (Years) | 8.92 | 7.07 |
| Average Coupon (%) | 5.14 | 3.57 |
| Current Yield (%) | 5.68 | 3.63 |
| Average Yield To Maturity (%) | 6.23 | 4.47 |
| Number of Issues | 21 | 1,714 |
Quality Allocation As of 6/30/2023
| Quality Rating | Brandywine Global (%) |
| AAA | 46.8 |
| AA | 8.6 |
| A | 1.4 |
| BBB | 29.1 |
| BB or Lower | 14.1 |
| Not Rated | - |
Duration Allocation As of 6/30/2023
| Duration Range | Brandywine Global (%) |
| <1 Year | 9.1 |
| 1-3 Years | - |
| 3-7 Years | 18.8 |
| 7-10 Years | 38.3 |
| 10+ Years | 30.8 |
| No Duration | 3.0 |