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

Global Fixed Income Investment-Grade

Fixed Income Portfolio Characteristics As of 6/30/2020

Characteristic Brandywine Global FWGBI
Average Quality1 A+ -
Average Maturity (Years) 11.68 9.44
Average Modified Duration (Years) 7.00 8.71
Average Coupon (%) 3.43 2.07
Current Yield (%) 3.05 -
Average Yield To Maturity (%) 2.38 0.32
Number of Issues 106 1,050

Quality Allocation As of 6/30/2020

Quality Rating Brandywine Global (%)
AAA 35.5
AA 5.4
A 29.2
BBB 22.1
BB or Lower 7.9
Not Rated -

Duration Allocation As of 6/30/2020

Duration Range Brandywine Global (%)
<1 Year 45.1
1-3 Years 7.4
3-7 Years 5.2
7-10 Years 7.7
10+ Years 29.6
No Duration 5.0

Region & Currency Allocation As of 6/30/2020

Region Country (%) Currency (%) FWGBI (%)
Asia-Pacific ex-Japan 4.8 11.1 2.2
Emerging Markets 24.1 35.0 1.5
Europe ex-Eurozone 0.2 5.4 6.1
Eurozone 5.8 12.8 33.1
Japan - - 17.9
Middle East & Africa - - 0.3
North & Central America 64.2 35.7 38.9
Other 0.9 - -