Global Multi-Sector Income | Investment Strategies | Brandywine GLOBAL

Global Multi-Sector Income

Fixed Income Portfolio Characteristics As of 3/31/2017

Characteristic Brandywine Global USL3M
Average Quality BBB- N/R
Average Maturity (Years) 7.90 -
Average Modified Adjusted Duration (Years) 2.00 -
Average Coupon (%) 4.37 -
Yield to Worst (%) 4.28 1.15
Yield to Maturity (%) 4.36 1.15
Number of Issues 71 -

Quality Allocation As of 3/31/2017

Quality Rating Brandywine Global (%)
BBB or Higher 55.4
BB 24.5
B 11.7
CCC 6.4
CC-D -
Not Rated 2.0

Duration Allocation As of 3/31/2017

Duration Range Brandywine Global (%)
0-1 Years 30.5
1-3 Years 13.0
3-7 Years 37.8
7-10 Years 5.6
10+ Years 13.1

Region & Currency Allocation As of 3/31/2017

Region Country Weight (%) Currency Weight (%)
Asia-Pacific Ex-Japan - -
Emerging Markets 9.2 4.9
Europe Ex-Eurozone 3.0 0.1
Eurozone 8.4 -
Japan - -
Middle East & Africa - -
North & Central America 78.4 95.0
South America - -
Supranational - -
Other 0.9 -