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Global Investment-Grade Sovereign Fixed Income

Fixed Income Portfolio Characteristics As of 6/30/2023

Characteristic Brandywine Global WGBI
Average Quality1 AA- AA
Average Maturity (Years) 13.77 9.72
Average Modified Duration (Years) 8.79 7.46
Average Coupon (%) 4.55 2.06
Current Yield (%) 5.17 -
Average Yield To Maturity (%) 6.50 3.49
Number of Issues 30 1,231

Quality Allocation As of 6/30/2023

Quality Rating Brandywine Global (%)
AAA 56.9
AA 9.8
A 5.6
BBB 19.2
BB or Lower 8.5
Not Rated -

Duration Allocation As of 6/30/2023

Duration Range Brandywine Global (%)
<1 Year 15.6
1-3 Years 15.3
3-7 Years 6.1
7-10 Years 34.0
10+ Years 29.6
No Duration -0.7

Region & Currency Allocation As of 6/30/2023

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 3.7 12.5 1.9
Emerging Markets 31.2 15.7 6.7
Europe ex-Eurozone 13.3 15.2 4.9
Eurozone 9.8 16.2 29.2
Japan - 20.0 12.7
Middle East & Africa - - 0.3
North & Central America 34.7 20.4 44.4
Supranational 9.5 - -
Other -2.3 - -