Global Sovereign Credit | Investment Strategies | Brandywine GLOBAL

Global Sovereign Credit

Fixed Income Portfolio Characteristics As of 6/30/2018

Characteristic Brandywine Global B6040
Average Quality1 A+ A1/A2
Average Maturity (Years) 8.28 9.00
Average Modified Duration (Years) 3.97 6.88
Average Coupon (%) 4.59 3.91
Current Yield (%) 4.51 3.74
Average Yield To Maturity (%) 4.38 3.14
Number of Issues 35 1,513

Quality Allocation As of 6/30/2018

Quality Rating Brandywine Global (%)
AAA 38.8
AA 3.6
A 33.8
BBB 16.2
BB or Lower 7.6
Not Rated -

Duration Allocation As of 6/30/2018

Duration Range Brandywine Global (%)
<1 Year 38.4
1-3 Years 11.0
3-7 Years 23.6
7-10 Years 11.4
10+ Years 15.1
No Duration 0.5