Global Multi-Sector Income
Fixed Income Portfolio Characteristics As of 9/30/2023
| Characteristic | Brandywine Global | F3MTB |
| Average Quality1 | BBB | - |
| Average Maturity (Years) | 6.60 | - |
| Average Effective Duration (Years) | 6.03 | 0.25 |
| Average Coupon (%) | 5.39 | - |
| Average Yield To Worst (%) | 7.73 | 5.40 |
| Average Yield To Maturity (%) | 7.74 | 5.40 |
| Number of Issues | 168 | - |
Quality Allocation As of 9/30/2023
| Quality Rating | Brandywine Global (%) |
| BBB or Higher | 59.7 |
| BB | 20.9 |
| B | 15.0 |
| CCC | 4.4 |
| CC | - |
| D | - |
| Not Rated | - |
Duration Allocation As of 9/30/2023
| Duration Range | Brandywine Global (%) |
| <1 Year | 11.6 |
| 1-3 Years | 34.4 |
| 3-7 Years | 36.5 |
| 7-10 Years | 9.2 |
| 10+ Years | 0.7 |
| No Duration | 7.5 |
Region & Currency Allocation As of 9/30/2023
| Region | Country (%) | Currency (%) |
| Asia-Pacific ex-Japan | 0.2 | 0.0 |
| Emerging Markets | 17.8 | 8.6 |
| Europe ex-Eurozone | 3.1 | 0.1 |
| Eurozone | 10.1 | -0.6 |
| Japan | 0.8 | 6.2 |
| Middle East & Africa | 1.0 | - |
| North & Central America | 68.2 | 85.7 |
| Supranational | 0.5 | - |
| Other | -1.7 | - |