Global Fixed Income Investment-Grade
Fixed Income Portfolio Characteristics As of 9/30/2023
| Characteristic | Brandywine Global | WGBI |
| Average Quality1 | AA- | AA |
| Average Maturity (Years) | 17.60 | 9.69 |
| Average Effective Duration (Years) | 8.89 | 7.15 |
| Average Coupon (%) | 4.54 | 2.14 |
| Current Yield (%) | 5.23 | - |
| Average Yield To Maturity (%) | 5.98 | 3.86 |
| Number of Issues | 35 | 1,245 |
Quality Allocation As of 9/30/2023
| Quality Rating | Brandywine Global (%) |
| AAA | 2.5 |
| AA | 75.7 |
| A | 2.1 |
| BBB | 15.7 |
| BB or Lower | 4.0 |
| Not Rated | - |
Duration Allocation As of 9/30/2023
| Duration Range | Brandywine Global (%) |
| <1 Year | 7.0 |
| 1-3 Years | 4.3 |
| 3-7 Years | 11.7 |
| 7-10 Years | 59.7 |
| 10+ Years | 16.3 |
| No Duration | 1.0 |
Region & Currency Allocation As of 9/30/2023
| Region | Country (%) | Currency (%) | WGBI (%) |
| Asia-Pacific ex-Japan | 3.1 | 5.1 | 1.9 |
| Emerging Markets | 17.6 | 11.9 | 7.9 |
| Europe ex-Eurozone | 9.9 | 8.5 | 4.9 |
| Eurozone | 3.8 | 17.7 | 28.6 |
| Japan | - | 23.5 | 12.1 |
| Middle East & Africa | - | - | 0.3 |
| North & Central America | 66.5 | 33.3 | 44.3 |
| Other | -0.8 | - | - |