Global Sovereign Credit | Investment Strategies | Brandywine GLOBAL

Global Sovereign Credit

Fixed Income Portfolio Characteristics As of 9/30/2017

Characteristic Brandywine Global B6040
Average Quality A+ A1/A2
Average Maturity (Years) 9.24 9.17
Average Modified Duration (Years) 4.69 6.88
Average Coupon (%) 4.72 4.08
Current Yield (%) 4.40 3.83
Yield to Maturity (%) 3.94 2.93
Number of Issues 36 1,500

Quality Allocation As of 9/30/2017

Quality Rating Brandywine Global (%)
AAA 28.3
AA 13.5
A 37.1
BBB 12.2
BB or Lower 8.8
Not Rated -

Duration Allocation As of 9/30/2017

Duration Range Brandywine Global (%)
0-1 Years 33.4
1-3 Years 8.6
3-7 Years 21.7
7-10 Years 21.7
10+ Years 14.5