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Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 12/31/2023

Characteristic Brandywine Global WGBI
Average Quality1 AA- AA
Average Maturity (Years) 20.49 9.70
Average Effective Duration (Years) 8.36 7.43
Average Coupon (%) 5.46 2.23
Current Yield (%) 5.22 -
Average Yield To Maturity (%) 5.49 3.18
Number of Issues 40 1,247

Quality Allocation As of 12/31/2023

Quality Rating Brandywine Global (%)
AAA 11.9
AA 57.3
A 1.9
BBB 18.8
BB or Lower 10.1
Not Rated -

Duration Allocation As of 12/31/2023

Duration Range Brandywine Global (%)
<1 Year 4.4
1-3 Years 5.4
3-7 Years 5.7
7-10 Years 52.4
10+ Years 19.7
No Duration 12.5

Region & Currency Allocation As of 12/31/2023

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 2.8 12.2 1.8
Emerging Markets 26.3 28.0 8.6
Europe ex-Eurozone 4.9 14.8 5.3
Eurozone - 7.9 28.9
Japan - 21.4 11.8
Middle East & Africa - - 0.3
North & Central America 63.6 15.7 43.2
Other 2.4 - -