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Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 6/30/2022

Characteristic Brandywine Global WGBI
Average Quality1 AA- AA
Average Maturity (Years) 7.90 9.68
Average Modified Duration (Years) 6.40 7.82
Average Coupon (%) 3.52 1.73
Current Yield (%) 3.73 -
Average Yield To Maturity (%) 4.24 2.31
Number of Issues 46 1,176

Quality Allocation As of 6/30/2022

Quality Rating Brandywine Global (%)
AAA 52.8
AA 17.3
A 3.3
BBB 15.4
BB or Lower 11.0
Not Rated 0.2

Duration Allocation As of 6/30/2022

Duration Range Brandywine Global (%)
<1 Year 48.0
1-3 Years 6.4
3-7 Years 11.0
7-10 Years 21.9
10+ Years 9.0
No Duration 3.7

Region & Currency Allocation As of 6/30/2022

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 14.0 0.5 1.7
Emerging Markets 26.9 19.4 3.4
Europe ex-Eurozone - 4.9 5.0
Eurozone 6.8 22.0 29.8
Japan - 21.6 14.8
Middle East & Africa - - 0.3
North & Central America 55.6 31.6 45.0
Other -3.3 - -