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Emerging Markets Debt Opportunities

Fixed Income Portfolio Characteristics As of 9/30/2021

Characteristic Brandywine Global
Average Quality1 BB+ -
Average Maturity (Years) 9.60 8.75
Average Modified Duration (Years) 3.69 5.82
Average Coupon (%) 5.90 5.14
Current Yield (%) 5.55 -
Average Yield To Maturity (%) 6.26 5.05
Number of Issues 56 -

Quality Allocation As of 9/30/2021

Quality Rating Brandywine Global (%)
AAA 13.1
AA -
A -
BBB 28.1
BB or Lower 58.8
Not Rated -

Duration Allocation As of 9/30/2021

Duration Range Brandywine Global (%)
<1 Year 16.5
1-3 Years 16.2
3-7 Years 41.6
7-10 Years 6.6
10+ Years 13.3
No Duration 5.7

Regional Exposures As of 9/30/2021

Brandywine Global (%)
Developed Market Sovereign 6.7
Emerging Market Sovereign 36.6
Developed Market Credit 4.9
Emerging Market Credit 46.2
Cash 6.5

Currency Exposures As of 9/30/2021

Brandywine Global (%)
Local Currency 57.2
Hard Currency 42.8