Global Opportunistic Fixed Income
Fixed Income Portfolio Characteristics As of 12/31/2022
| Characteristic | Brandywine Global | WGBI |
| Average Quality1 | A+ | AA |
| Average Maturity (Years) | 15.41 | 9.69 |
| Average Modified Duration (Years) | 8.93 | 7.39 |
| Average Coupon (%) | 4.64 | 1.86 |
| Current Yield (%) | 5.07 | - |
| Average Yield To Maturity (%) | 6.01 | 3.36 |
| Number of Issues | 48 | 1,201 |
Quality Allocation As of 12/31/2022
| Quality Rating | Brandywine Global (%) |
| AAA | 41.6 |
| AA | 17.6 |
| A | 10.3 |
| BBB | 18.3 |
| BB or Lower | 12.0 |
| Not Rated | 0.2 |
Duration Allocation As of 12/31/2022
| Duration Range | Brandywine Global (%) |
| <1 Year | 12.4 |
| 1-3 Years | 8.9 |
| 3-7 Years | 11.5 |
| 7-10 Years | 46.3 |
| 10+ Years | 17.0 |
| No Duration | 3.8 |
Region & Currency Allocation As of 12/31/2022
| Region | Country (%) | Currency (%) | WGBI (%) |
| Asia-Pacific ex-Japan | 14.0 | 3.5 | 2.0 |
| Emerging Markets | 34.0 | 20.3 | 5.0 |
| Europe ex-Eurozone | 0.2 | 10.4 | 4.7 |
| Eurozone | 11.6 | 18.9 | 28.7 |
| Japan | - | 22.5 | 14.6 |
| Middle East & Africa | - | - | 0.3 |
| North & Central America | 39.3 | 24.5 | 44.7 |
| Other | 1.0 | - | - |