Global Multi-Sector Income
Fixed Income Portfolio Characteristics As of 12/31/2023
Characteristic | Brandywine Global | F3MTB |
Average Quality1 | BBB | - |
Average Maturity (Years) | 9.78 | - |
Average Effective Duration (Years) | 7.00 | 0.25 |
Average Coupon (%) | 5.37 | - |
Average Yield To Worst (%) | 7.32 | 5.33 |
Average Yield To Maturity (%) | 7.36 | 5.33 |
Number of Issues | 146 | - |
Quality Allocation As of 12/31/2023
Quality Rating | Brandywine Global (%) |
BBB or Higher | 62.5 |
BB | 17.8 |
B | 15.3 |
CCC | 4.4 |
CC | - |
D | - |
Not Rated | - |
Duration Allocation As of 12/31/2023
Duration Range | Brandywine Global (%) |
<1 Year | 5.0 |
1-3 Years | 39.2 |
3-7 Years | 27.9 |
7-10 Years | 6.9 |
10+ Years | 15.3 |
No Duration | 5.7 |
Region & Currency Allocation As of 12/31/2023
Region | Country (%) | Currency (%) |
Asia-Pacific ex-Japan | 0.5 | 0.0 |
Emerging Markets | 20.7 | 16.9 |
Europe ex-Eurozone | 9.7 | -8.7 |
Eurozone | 9.3 | 0.1 |
Japan | - | 2.0 |
Middle East & Africa | 1.5 | - |
North & Central America | 50.5 | 89.7 |
Supranational | 7.0 | - |
Other | 0.7 | - |