Brandywine GLOBAL - Investment Strategies
Global Multi-Sector Income1
Fixed Income Portfolio Characteristics As of 12/31/2016
Characteristic Brandywine Global USL3M
Average Quality BBB- N/R
Average Maturity (Years) 9.59 -
Average Modified Adjusted Duration (Years) 5.32 -
Average Coupon (%) 5.07 -
Yield to Worst (%) 4.84 1.00
Yield to Maturity (%) 5.09 1.00
Number of Issues 73 -
Quality Allocation As of 12/31/2016
Quality Rating Brandywine Global (%)
BBB or Higher 49.8
BB 23.7
B 16.2
CCC 8.0
CC-D -
Not Rated 2.3
Duration Allocation As of 12/31/2016
Duration Range Brandywine Global (%)
0-1 Years 19.2
1-3 Years 18.5
3-7 Years 35.4
7-10 Years 9.3
10+ Years 17.6
Region & Currency Allocation As of 12/31/2016
Region Country Weight (%) Currency Weight (%)
Asia-Pacific Ex-Japan - -
Emerging Markets 9.9 10.7
Europe Ex-Eurozone 4.3 0.1
Eurozone 11.1 - 2.1
Japan - -
Middle East & Africa - -
North & Central America 73.6 91.3
Other 1.2 -
South America - -
Supranational - -