Global Opportunistic Fixed Income | Investment Strategies | Brandywine GLOBAL

Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 9/30/2018

Characteristic Brandywine Global FWGBI
Average Quality1 A N/R
Average Maturity (Years) 8.82 9.15
Average Modified Duration (Years) 4.45 7.72
Average Coupon (%) 4.43 2.35
Current Yield (%) 4.45 -
Average Yield To Maturity (%) 4.35 1.72
Number of Issues 57 1,031

Quality Allocation As of 9/30/2018

Quality Rating Brandywine Global (%)
AAA 24.1
AA 13.3
A 38.9
BBB 13.3
BB or Lower 10.1
Not Rated 0.3

Duration Allocation As of 9/30/2018

Duration Range Brandywine Global (%)
<1 Year 41.4
1-3 Years 7.8
3-7 Years 15.8
7-10 Years 23.4
10+ Years 9.5
No Duration 2.1

Region & Currency Allocation As of 9/30/2018

Region Country (%) Currency (%) FWGBI (%)
Asia-Pacific ex-Japan 14.5 14.7 2.5
Emerging Markets 10.1 12.1 -
Europe ex-Eurozone 12.1 33.6 6.8
Eurozone 3.7 0.1 32.6
Japan - 6.9 19.0
Middle East & Africa 5.2 5.2 0.5
North & Central America 53.7 27.3 38.7
Supranational 1.0 - -
Other -0.3 - -