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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 - -