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Global Investment-Grade Sovereign Fixed Income

Fixed Income Portfolio Characteristics As of 12/31/2023

Characteristic Brandywine Global WGBI
Average Quality1 AA- AA
Average Maturity (Years) 14.22 9.70
Average Effective Duration (Years) 8.67 7.43
Average Coupon (%) 4.64 2.23
Current Yield (%) 5.10 -
Average Yield To Maturity (%) 6.36 3.18
Number of Issues 27 1,247

Quality Allocation As of 12/31/2023

Quality Rating Brandywine Global (%)
AAA 29.8
AA 44.7
A 3.2
BBB 13.4
BB or Lower 8.9
Not Rated -

Duration Allocation As of 12/31/2023

Duration Range Brandywine Global (%)
<1 Year 22.3
1-3 Years 10.5
3-7 Years 1.9
7-10 Years 30.5
10+ Years 32.1
No Duration 2.8

Region & Currency Allocation As of 12/31/2023

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 6.3 9.7 1.8
Emerging Markets 25.4 25.1 8.6
Europe ex-Eurozone 13.3 16.5 5.3
Eurozone 6.5 13.2 28.9
Japan - 19.1 11.8
Middle East & Africa - - 0.3
North & Central America 38.6 16.5 43.2
Supranational 9.6 - -
Other 0.4 - -