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Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 9/30/2023

Characteristic Brandywine Global WGBI
Average Quality1 A+ AA
Average Maturity (Years) 19.06 9.69
Average Effective Duration (Years) 9.28 7.15
Average Coupon (%) 5.34 2.14
Current Yield (%) 5.92 -
Average Yield To Maturity (%) 6.60 3.86
Number of Issues 43 1,245

Quality Allocation As of 9/30/2023

Quality Rating Brandywine Global (%)
AAA 8.3
AA 58.5
A 2.0
BBB 21.6
BB or Lower 9.4
Not Rated 0.2

Duration Allocation As of 9/30/2023

Duration Range Brandywine Global (%)
<1 Year 2.8
1-3 Years 6.1
3-7 Years 14.4
7-10 Years 53.0
10+ Years 16.8
No Duration 6.9

Region & Currency Allocation As of 9/30/2023

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 3.2 5.1 1.9
Emerging Markets 29.1 21.5 7.9
Europe ex-Eurozone 10.0 8.0 4.9
Eurozone - 11.7 28.6
Japan - 23.3 12.1
Middle East & Africa - - 0.3
North & Central America 58.9 30.4 44.3
Other -1.2 - -