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 | - | - |