Global Multi-Sector Income | Investment Strategies | Brandywine GLOBAL

Global Multi-Sector Income

Fixed Income Portfolio Characteristics As of 3/31/2019

Characteristic Brandywine Global USL3M
Average Quality1 A- N/R
Average Maturity (Years) 15.35 -
Average Modified Adjusted Duration (Years) 9.46 -
Average Coupon (%) 3.35 -
Average Yield To Worst (%) 2.84 2.60
Average Yield To Maturity (%) 2.90 2.60
Number of Issues 57 -

Quality Allocation As of 3/31/2019

Quality Rating Brandywine Global (%)
BBB or Higher 75.3
BB 20.4
B 4.4
CCC -
CC -
D -
Not Rated -

Duration Allocation As of 3/31/2019

Duration Range Brandywine Global (%)
<1 Year 7.5
1-3 Years 23.0
3-7 Years 28.1
7-10 Years 13.1
10+ Years 28.0
No Duration 0.2

Region & Currency Allocation As of 3/31/2019

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 1.4 0.2
Emerging Markets - 2.4
Europe ex-Eurozone 7.8 3.3
Eurozone 16.4 -3.1
Japan 4.2 0.3
North & Central America 70.4 96.8
Other -0.2 -