Down

International Fixed Income Investment-Grade

Fixed Income Portfolio Characteristics As of 3/31/2021

Characteristic Brandywine Global FWGBIX
Average Quality1 AA- AA-
Average Maturity (Years) 5.20 10.78
Average Modified Duration (Years) 2.74 9.70
Average Coupon (%) 2.85 1.89
Current Yield (%) 2.75 -
Average Yield To Maturity (%) 1.89 0.29
Number of Issues 32 832

Quality Allocation As of 3/31/2021

Quality Rating Brandywine Global (%)
AAA 48.7
AA 13.4
A 11.9
BBB 17.9
BB or Lower 8.1
Not Rated -

Duration Allocation As of 3/31/2021

Duration Range Brandywine Global (%)
<1 Year 30.8
1-3 Years 42.9
3-7 Years 7.1
7-10 Years 8.7
10+ Years 6.8
No Duration 3.8

Region & Currency Allocation As of 3/31/2021

Region Country (%) Currency (%) FWGBIX (%)
Asia-Pacific ex-Japan 4.6 10.1 3.5
Emerging Markets 34.6 44.5 2.5
Europe ex-Eurozone 12.0 13.7 10.0
Eurozone 5.2 14.1 54.0
Japan - - 26.7
Middle East & Africa - - 0.6
North & Central America 27.9 17.5 2.6
Supranational 17.0 - -
Other -1.2 - -