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Global Fixed Income Investment-Grade

Fixed Income Portfolio Characteristics As of 3/31/2021

Characteristic Brandywine Global FWGBI
Average Quality1 AA- AA
Average Maturity (Years) 6.25 9.67
Average Modified Duration (Years) 1.74 8.55
Average Coupon (%) 2.40 1.80
Current Yield (%) 2.33 -
Average Yield To Maturity (%) 1.82 0.55
Number of Issues 50 1,083

Quality Allocation As of 3/31/2021

Quality Rating Brandywine Global (%)
AAA 58.0
AA 4.5
A 9.1
BBB 21.0
BB or Lower 7.4
Not Rated -

Duration Allocation As of 3/31/2021

Duration Range Brandywine Global (%)
<1 Year 67.2
1-3 Years 6.6
3-7 Years 5.6
7-10 Years 6.2
10+ Years 12.3
No Duration 2.0

Region & Currency Allocation As of 3/31/2021

Region Country (%) Currency (%) FWGBI (%)
Asia-Pacific ex-Japan 4.6 7.6 2.2
Emerging Markets 20.6 36.1 1.6
Europe ex-Eurozone - 11.8 6.3
Eurozone 0.5 5.0 34.1
Japan - 4.3 16.9
Middle East & Africa - - 0.4
North & Central America 75.0 35.3 38.6
Other -0.8 - -