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Global Investment-Grade Sovereign Fixed Income

Fixed Income Portfolio Characteristics As of 3/31/2022

Characteristic Brandywine Global WGBI
Average Quality1 AA- AA
Average Maturity (Years) 9.76 9.74
Average Modified Duration (Years) 6.26 8.36
Average Coupon (%) 4.02 1.68
Current Yield (%) 4.23 -
Average Yield To Maturity (%) 4.52 1.59
Number of Issues 33 1,170

Quality Allocation As of 3/31/2022

Quality Rating Brandywine Global (%)
AAA 50.4
AA 11.8
A 6.8
BBB 22.9
BB or Lower 8.0
Not Rated -

Duration Allocation As of 3/31/2022

Duration Range Brandywine Global (%)
<1 Year 27.5
1-3 Years 18.8
3-7 Years 14.0
7-10 Years 17.1
10+ Years 18.7
No Duration 3.8

Region & Currency Allocation As of 3/31/2022

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 14.4 14.2 1.7
Emerging Markets 34.0 33.1 2.7
Europe ex-Eurozone 12.8 11.0 5.4
Eurozone 5.0 25.1 31.6
Japan - 6.0 16.0
Middle East & Africa - - 0.4
North & Central America 27.7 10.6 42.2
Supranational 7.9 - -
Other -1.7 - -