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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 -