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Global Fixed Income Investment-Grade

Fixed Income Portfolio Characteristics As of 12/31/2023

Characteristic Brandywine Global WGBI
Average Quality1 AA AA
Average Maturity (Years) 20.62 9.70
Average Effective Duration (Years) 8.70 7.43
Average Coupon (%) 4.54 2.23
Current Yield (%) 4.55 -
Average Yield To Maturity (%) 4.88 3.18
Number of Issues 33 1,247

Quality Allocation As of 12/31/2023

Quality Rating Brandywine Global (%)
AAA 7.7
AA 77.5
A -
BBB 10.4
BB or Lower 4.4
Not Rated -

Duration Allocation As of 12/31/2023

Duration Range Brandywine Global (%)
<1 Year 7.1
1-3 Years -
3-7 Years 1.7
7-10 Years 58.6
10+ Years 24.0
No Duration 8.6

Region & Currency Allocation As of 12/31/2023

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 3.0 14.1 1.8
Emerging Markets 14.5 17.7 8.6
Europe ex-Eurozone 5.0 17.8 5.3
Eurozone 4.4 11.5 28.9
Japan - 21.5 11.8
Middle East & Africa - - 0.3
North & Central America 71.1 17.5 43.2
Other 2.2 - -