Global Sovereign Credit | Investment Strategies | Brandywine GLOBAL

Global Sovereign Credit

Fixed Income Portfolio Characteristics As of 3/31/2019

Characteristic Brandywine Global B6040
Average Quality1 A+ A1/A2
Average Maturity (Years) 12.89 9.24
Average Modified Duration (Years) 7.32 7.10
Average Coupon (%) 5.20 3.89
Current Yield (%) 5.01 3.66
Average Yield To Maturity (%) 4.72 2.89
Number of Issues 34 1,700

Quality Allocation As of 3/31/2019

Quality Rating Brandywine Global (%)
AAA 44.6
AA 3.5
A 22.8
BBB 20.5
BB or Lower 8.7
Not Rated -

Duration Allocation As of 3/31/2019

Duration Range Brandywine Global (%)
<1 Year 23.5
1-3 Years 6.3
3-7 Years 19.5
7-10 Years 24.1
10+ Years 24.7
No Duration 1.9