Global Fixed Income Investment-Grade | Investment Strategies | Brandywine GLOBAL

Global Fixed Income Investment-Grade

Fixed Income Portfolio Characteristics As of 9/30/2019

Characteristic Brandywine Global FWGBI
Average Quality1 AA- N/R
Average Maturity (Years) 9.06 9.27
Average Modified Duration (Years) 4.97 8.43
Average Coupon (%) 3.94 2.30
Current Yield (%) 3.78 -
Average Yield To Maturity (%) 3.32 0.81
Number of Issues 43 1,035

Quality Allocation As of 9/30/2019

Quality Rating Brandywine Global (%)
AAA 51.0
AA 3.4
A 32.2
BBB 6.2
BB or Lower 7.2
Not Rated -

Duration Allocation As of 9/30/2019

Duration Range Brandywine Global (%)
<1 Year 50.3
1-3 Years 10.0
3-7 Years 5.4
7-10 Years 14.6
10+ Years 18.5
No Duration 1.1

Region & Currency Allocation As of 9/30/2019

Region Country (%) Currency (%) FWGBI (%)
Asia-Pacific ex-Japan 6.0 17.8 1.9
Emerging Markets 30.1 31.6 2.0
Europe ex-Eurozone - 29.6 6.0
Eurozone 2.9 - 30.8
Japan - - 18.7
North & Central America 62.1 20.9 40.7
Other -1.0 - -