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Global Sovereign Credit

Fixed Income Portfolio Characteristics As of 9/30/2023

Characteristic Brandywine Global B6040XC
Average Quality1 A+ A
Average Maturity (Years) 17.92 9.25
Average Effective Duration (Years) 9.47 6.92
Average Coupon (%) 5.05 3.60
Current Yield (%) 5.74 3.78
Average Yield To Maturity (%) 6.52 4.79
Number of Issues 22 1,718

Quality Allocation As of 9/30/2023

Quality Rating Brandywine Global (%)
AAA 16.7
AA 46.6
A -
BBB 26.2
BB or Lower 10.6
Not Rated -

Duration Allocation As of 9/30/2023

Duration Range Brandywine Global (%)
<1 Year 3.7
1-3 Years -
3-7 Years 15.4
7-10 Years 49.0
10+ Years 23.1
No Duration 8.9