Global Sovereign Credit | Investment Strategies | Brandywine GLOBAL

Global Sovereign Credit

Fixed Income Portfolio Characteristics As of 6/30/2019

Characteristic Brandywine Global B6040XC
Average Quality1 A+ A1/A2
Average Maturity (Years) 11.68 9.59
Average Modified Duration (Years) 6.24 7.42
Average Coupon (%) 5.29 3.95
Current Yield (%) 4.93 3.60
Average Yield To Maturity (%) 4.52 2.66
Number of Issues 30 1,548

Quality Allocation As of 6/30/2019

Quality Rating Brandywine Global (%)
AAA 41.7
AA 3.3
A 22.3
BBB 24.2
BB or Lower 8.5
Not Rated -

Duration Allocation As of 6/30/2019

Duration Range Brandywine Global (%)
<1 Year 31.2
1-3 Years 6.3
3-7 Years 19.7
7-10 Years 18.2
10+ Years 22.6
No Duration 2.0