Global Sovereign Credit | Investment Strategies | Brandywine GLOBAL

Global Sovereign Credit

Fixed Income Portfolio Characteristics As of 9/30/2018

Characteristic Brandywine Global B6040
Average Quality1 A+ A1/A2
Average Maturity (Years) 8.17 8.99
Average Modified Duration (Years) 4.15 6.85
Average Coupon (%) 4.67 3.90
Current Yield (%) 4.63 3.77
Average Yield To Maturity (%) 4.49 3.28
Number of Issues 33 1,519

Quality Allocation As of 9/30/2018

Quality Rating Brandywine Global (%)
AAA 38.2
AA 3.6
A 34.8
BBB 15.1
BB or Lower 8.3
Not Rated -

Duration Allocation As of 9/30/2018

Duration Range Brandywine Global (%)
<1 Year 40.9
1-3 Years 10.3
3-7 Years 20.9
7-10 Years 16.6
10+ Years 10.2
No Duration 1.2