Global Opportunistic Fixed Income
Fixed Income Portfolio Characteristics As of 3/31/2022
| Characteristic | Brandywine Global | WGBI |
| Average Quality1 | A+ | AA |
| Average Maturity (Years) | 6.99 | 9.74 |
| Average Modified Duration (Years) | 5.43 | 8.36 |
| Average Coupon (%) | 3.18 | 1.68 |
| Current Yield (%) | 3.36 | - |
| Average Yield To Maturity (%) | 3.37 | 1.59 |
| Number of Issues | 54 | 1,170 |
Quality Allocation As of 3/31/2022
| Quality Rating | Brandywine Global (%) |
| AAA | 42.3 |
| AA | 14.3 |
| A | 10.5 |
| BBB | 20.2 |
| BB or Lower | 12.6 |
| Not Rated | 0.2 |
Duration Allocation As of 3/31/2022
| Duration Range | Brandywine Global (%) |
| <1 Year | 55.5 |
| 1-3 Years | 5.5 |
| 3-7 Years | 12.7 |
| 7-10 Years | 15.7 |
| 10+ Years | 8.3 |
| No Duration | 2.2 |
Region & Currency Allocation As of 3/31/2022
| Region | Country (%) | Currency (%) | WGBI (%) |
| Asia-Pacific ex-Japan | 16.0 | 15.8 | 1.7 |
| Emerging Markets | 28.1 | 33.6 | 2.7 |
| Europe ex-Eurozone | - | 12.1 | 5.4 |
| Eurozone | 0.1 | 24.8 | 31.6 |
| Japan | - | 5.0 | 16.0 |
| Middle East & Africa | - | - | 0.4 |
| North & Central America | 56.9 | 8.7 | 42.2 |
| Other | -1.1 | - | - |