Global Sovereign Credit | Investment Strategies | Brandywine GLOBAL

Global Sovereign Credit

Fixed Income Portfolio Characteristics As of 9/30/2019

Characteristic Brandywine Global B6040XC
Average Quality1 A+ A1/A2
Average Maturity (Years) 9.79 9.88
Average Modified Duration (Years) 5.00 7.69
Average Coupon (%) 5.05 3.92
Current Yield (%) 4.67 3.47
Average Yield To Maturity (%) 4.24 2.36
Number of Issues 31 1,551

Quality Allocation As of 9/30/2019

Quality Rating Brandywine Global (%)
AAA 45.8
AA 3.4
A 18.0
BBB 25.1
BB or Lower 7.8
Not Rated -

Duration Allocation As of 9/30/2019

Duration Range Brandywine Global (%)
<1 Year 41.3
1-3 Years 4.5
3-7 Years 19.7
7-10 Years 13.9
10+ Years 18.2
No Duration 2.4