Global Multi-Sector Income | Investment Strategies | Brandywine GLOBAL

Global Multi-Sector Income

Fixed Income Portfolio Characteristics As of 9/30/2017

Characteristic Brandywine Global USL3M
Average Quality BBB+ N/R
Average Maturity (Years) 7.36 -
Average Modified Adjusted Duration (Years) 3.44 -
Average Coupon (%) 3.95 -
Yield to Worst (%) 3.39 1.33
Yield to Maturity (%) 3.41 1.33
Number of Issues 67 -

Quality Allocation As of 9/30/2017

Quality Rating Brandywine Global (%)
BBB or Higher 66.9
BB 19.0
B 11.6
CCC 2.6
CC-D -
Not Rated -

Duration Allocation As of 9/30/2017

Duration Range Brandywine Global (%)
0-1 Years 38.0
1-3 Years 6.5
3-7 Years 38.5
7-10 Years 9.4
10+ Years 7.6

Region & Currency Allocation As of 9/30/2017

Region Country Weight (%) Currency Weight (%)
Asia-Pacific Ex-Japan - -
Emerging Markets 10.1 7.5
Europe Ex-Eurozone 3.2 2.0
Eurozone 4.6 3.9
Japan - -
Middle East & Africa - -
North & Central America 80.1 84.8
South America 1.8 1.8
Supranational - -
Other 0.1 -