Global Sovereign Credit | Investment Strategies | Brandywine GLOBAL

Global Sovereign Credit

Fixed Income Portfolio Characteristics As of 3/31/2017

Characteristic Brandywine Global B6040
Average Quality A A1/A2
Average Maturity (Years) 12.88 9.10
Average Modified Duration (Years) 6.79 6.80
Average Coupon (%) 5.26 4.14
Current Yield (%) 4.74 3.90
Yield to Maturity (%) 4.29 3.01
Number of Issues 33 1,480

Quality Allocation As of 3/31/2017

Quality Rating Brandywine Global (%)
AAA 23.9
AA 17.8
A 29.8
BBB 17.5
BB or Lower 11.1
Not Rated -

Duration Allocation As of 3/31/2017

Duration Range Brandywine Global (%)
0-1 Years 17.4
1-3 Years 12.2
3-7 Years 19.8
7-10 Years 26.3
10+ Years 24.3