Emerging Markets Debt | Investment Strategies | Brandywine GLOBAL

Emerging Markets Debt

Fixed Income Portfolio Characteristics As of 12/31/2019

Characteristic Brandywine Global JPGEMG
Average Quality1 BBB N/R
Average Maturity (Years) 10.10 7.70
Average Modified Duration (Years) 5.07 5.41
Average Coupon (%) 6.98 6.13
Current Yield (%) 6.69 -
Average Yield To Maturity (%) 7.44 5.22
Number of Issues 24 -

Quality Allocation As of 12/31/2019

Quality Rating Brandywine Global (%)
AAA 9.8
AA -
A 23.4
BBB 27.1
BB or Lower 39.8
Not Rated -

Duration Allocation As of 12/31/2019

Duration Range Brandywine Global (%)
<1 Year 23.0
1-3 Years 17.2
3-7 Years 28.6
7-10 Years 15.0
10+ Years 14.4
No Duration 1.8

Region & Currency Allocation As of 12/31/2019

Region Country (%) Currency (%) JPGEMG (%)
Asia-Pacific ex-Japan 11.6 - 25.8
Europe ex-Eurozone - 18.5 28.1
Middle East & Africa 16.1 10.8 13.2
North & Central America 32.2 1.2 10.2
South America 40.5 39.4 22.7
Other -0.5 - -