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 | - |