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Global Investment-Grade Sovereign Fixed Income

Fixed Income Portfolio Characteristics As of 12/31/2022

Characteristic Brandywine Global WGBI
Average Quality1 AA- AA
Average Maturity (Years) 14.00 9.69
Average Modified Duration (Years) 8.68 7.39
Average Coupon (%) 4.46 1.86
Current Yield (%) 5.00 -
Average Yield To Maturity (%) 6.39 3.36
Number of Issues 31 1,201

Quality Allocation As of 12/31/2022

Quality Rating Brandywine Global (%)
AAA 53.9
AA 13.7
A 5.0
BBB 18.9
BB or Lower 8.6
Not Rated -

Duration Allocation As of 12/31/2022

Duration Range Brandywine Global (%)
<1 Year 15.8
1-3 Years 9.4
3-7 Years 13.1
7-10 Years 29.6
10+ Years 28.5
No Duration 3.7

Region & Currency Allocation As of 12/31/2022

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 9.2 3.0 2.0
Emerging Markets 32.2 14.6 5.0
Europe ex-Eurozone -2.3 11.2 4.7
Eurozone 11.4 21.6 28.7
Japan - 20.9 14.6
Middle East & Africa - - 0.3
North & Central America 39.6 28.7 44.7
Supranational 9.1 - -
Other 0.9 - -