International Opportunistic Fixed Income | Investment Strategies | Brandywine GLOBAL

International Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 12/31/2019

Characteristic Brandywine Global FWGBIX
Average Quality1 A+ N/R
Average Maturity (Years) 6.40 10.60
Average Modified Duration (Years) 3.02 9.50
Average Coupon (%) 4.40 2.25
Current Yield (%) 4.14 -
Average Yield To Maturity (%) 3.43 0.51
Number of Issues 41 784

Quality Allocation As of 12/31/2019

Quality Rating Brandywine Global (%)
AAA 28.8
AA 15.4
A 34.5
BBB 11.8
BB or Lower 9.5
Not Rated -

Duration Allocation As of 12/31/2019

Duration Range Brandywine Global (%)
<1 Year 53.6
1-3 Years 14.5
3-7 Years 9.9
7-10 Years 9.2
10+ Years 9.9
No Duration 2.8

Region & Currency Allocation As of 12/31/2019

Region Country (%) Currency (%) FWGBIX (%)
Asia-Pacific ex-Japan 7.8 17.3 3.2
Emerging Markets 43.4 47.4 3.5
Europe ex-Eurozone 10.6 31.5 10.1
Eurozone 2.4 - 50.4
Japan - - 30.2
North & Central America 23.0 3.8 2.6
Supranational 11.8 - -
Other 0.8 - -