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Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 3/31/2021

Characteristic Brandywine Global FWGBI
Average Quality1 A+ AA
Average Maturity (Years) 8.39 9.67
Average Modified Duration (Years) 2.45 8.55
Average Coupon (%) 3.45 1.80
Current Yield (%) 3.34 -
Average Yield To Maturity (%) 2.86 0.55
Number of Issues 71 1,083

Quality Allocation As of 3/31/2021

Quality Rating Brandywine Global (%)
AAA 45.5
AA 4.4
A 7.1
BBB 29.0
BB or Lower 13.8
Not Rated 0.2

Duration Allocation As of 3/31/2021

Duration Range Brandywine Global (%)
<1 Year 51.5
1-3 Years 6.5
3-7 Years 14.5
7-10 Years 7.6
10+ Years 17.2
No Duration 2.8

Region & Currency Allocation As of 3/31/2021

Region Country (%) Currency (%) FWGBI (%)
Asia-Pacific ex-Japan 4.8 6.0 2.2
Emerging Markets 33.2 55.1 1.6
Europe ex-Eurozone - 8.8 6.3
Eurozone 0.7 5.0 34.1
Japan - 4.3 16.9
Middle East & Africa - - 0.4
North & Central America 62.1 20.8 38.6
Other -0.8 - -