Global Opportunistic Fixed Income | Investment Strategies | Brandywine GLOBAL

Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 12/31/2019

Characteristic Brandywine Global FWGBI
Average Quality1 A+ N/R
Average Maturity (Years) 8.38 9.34
Average Modified Duration (Years) 4.14 8.28
Average Coupon (%) 4.38 2.28
Current Yield (%) 4.12 -
Average Yield To Maturity (%) 3.56 1.01
Number of Issues 54 1,027

Quality Allocation As of 12/31/2019

Quality Rating Brandywine Global (%)
AAA 44.4
AA 2.5
A 27.2
BBB 15.5
BB or Lower 10.1
Not Rated 0.2

Duration Allocation As of 12/31/2019

Duration Range Brandywine Global (%)
<1 Year 49.8
1-3 Years 10.2
3-7 Years 13.8
7-10 Years 8.7
10+ Years 15.4
No Duration 2.1

Region & Currency Allocation As of 12/31/2019

Region Country (%) Currency (%) FWGBI (%)
Asia-Pacific ex-Japan 5.3 20.2 2.0
Emerging Markets 40.8 45.6 2.1
Europe ex-Eurozone 0.1 28.0 6.2
Eurozone 2.3 0.2 30.7
Japan - - 18.4
North & Central America 50.4 6.1 40.6
Other 1.1 - -