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Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 9/30/2022

Characteristic Brandywine Global WGBI
Average Quality1 AA- AA
Average Maturity (Years) 10.88 9.60
Average Modified Duration (Years) 8.11 7.46
Average Coupon (%) 4.23 1.80
Current Yield (%) 4.77 -
Average Yield To Maturity (%) 5.64 3.17
Number of Issues 36 1,181

Quality Allocation As of 9/30/2022

Quality Rating Brandywine Global (%)
AAA 52.1
AA 14.3
A 4.1
BBB 17.6
BB or Lower 11.7
Not Rated 0.2

Duration Allocation As of 9/30/2022

Duration Range Brandywine Global (%)
<1 Year 38.3
1-3 Years 2.0
3-7 Years 12.9
7-10 Years 29.1
10+ Years 15.2
No Duration 2.6

Region & Currency Allocation As of 9/30/2022

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 9.1 0.6 1.7
Emerging Markets 34.3 19.2 4.3
Europe ex-Eurozone 0.3 4.7 4.3
Eurozone 6.4 23.9 28.2
Japan - 27.8 14.7
Middle East & Africa - - 0.3
North & Central America 53.4 23.8 46.4
Other -3.5 - -