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Global Unconstrained Fixed Income - Enhanced

Fixed Income Portfolio Characteristics As of 12/31/2022

Characteristic Brandywine Global F3MTB
Average Quality1 A- -
Average Maturity (Years) 14.26 -
Average Modified Duration (Years) 6.95 0.25
Average Coupon (%) 5.99 -
Current Yield (%) 6.64 -
Average Yield To Maturity (%) 7.66 4.40
Number of Issues 34 -

Quality Allocation As of 12/31/2022

Quality Rating Brandywine Global (%)
AAA 22.9
AA 19.5
A 6.1
BBB 24.8
BB or Lower 25.9
Not Rated 0.8

Duration Allocation As of 12/31/2022

Duration Range Brandywine Global (%)
<1 Year 11.0
1-3 Years 4.6
3-7 Years 25.0
7-10 Years 51.0
10+ Years 3.0
No Duration 5.5

Region & Currency Allocation As of 12/31/2022

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 10.8 12.0
Emerging Markets 54.5 59.1
Europe ex-Eurozone 0.8 15.7
Eurozone 5.9 -1.8
Japan - 21.0
North & Central America 26.4 -6.0
Other 1.7 -