Global Sovereign Credit | Investment Strategies | Brandywine GLOBAL

Global Sovereign Credit

Fixed Income Portfolio Characteristics As of 12/31/2018

Characteristic Brandywine Global B6040
Average Quality1 A+ A1/A2
Average Maturity (Years) 9.46 9.08
Average Modified Duration (Years) 5.02 6.96
Average Coupon (%) 4.78 3.94
Current Yield (%) 4.71 3.75
Average Yield To Maturity (%) 4.51 3.17
Number of Issues 35 1,521

Quality Allocation As of 12/31/2018

Quality Rating Brandywine Global (%)
AAA 38.8
AA 3.7
A 33.2
BBB 15.0
BB or Lower 9.4
Not Rated -

Duration Allocation As of 12/31/2018

Duration Range Brandywine Global (%)
<1 Year 38.6
1-3 Years 8.1
3-7 Years 20.6
7-10 Years 16.2
10+ Years 15.1
No Duration 1.5