Global Sovereign Credit | Investment Strategies | Brandywine GLOBAL

Global Sovereign Credit

Fixed Income Portfolio Characteristics As of 3/31/2020

Characteristic Brandywine Global
Average Quality1 A+ A1/A2
Average Maturity (Years) 10.76 9.71
Average Modified Duration (Years) 6.82 7.58
Average Coupon (%) 4.72 3.81
Current Yield (%) 4.42 3.44
Average Yield To Maturity (%) 3.78 2.32
Number of Issues 27 1,539

Quality Allocation As of 3/31/2020

Quality Rating Brandywine Global (%)
AAA 44.7
AA 9.7
A 5.1
BBB 34.3
BB or Lower 6.2
Not Rated -

Duration Allocation As of 3/31/2020

Duration Range Brandywine Global (%)
<1 Year 33.6
1-3 Years 9.3
3-7 Years 18.9
7-10 Years 13.6
10+ Years 20.0
No Duration 4.6