Global Opportunistic Fixed Income | Investment Strategies | Brandywine GLOBAL

Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 3/31/2019

Characteristic Brandywine Global FWGBI
Average Quality1 A+ N/R
Average Maturity (Years) 14.00 9.22
Average Modified Duration (Years) 8.13 8.00
Average Coupon (%) 4.88 2.35
Current Yield (%) 4.73 -
Average Yield To Maturity (%) 4.38 1.33
Number of Issues 47 1,033

Quality Allocation As of 3/31/2019

Quality Rating Brandywine Global (%)
AAA 42.8
AA 2.6
A 29.7
BBB 13.2
BB or Lower 11.4
Not Rated 0.3

Duration Allocation As of 3/31/2019

Duration Range Brandywine Global (%)
<1 Year 14.0
1-3 Years 11.2
3-7 Years 15.7
7-10 Years 29.2
10+ Years 27.0
No Duration 3.0

Region & Currency Allocation As of 3/31/2019

Region Country (%) Currency (%) FWGBI (%)
Asia-Pacific ex-Japan 12.4 14.7 2.4
Emerging Markets 13.3 14.3 -
Europe ex-Eurozone 5.7 29.8 6.9
Eurozone 2.4 0.1 31.3
Japan - 11.1 18.9
Middle East & Africa 5.8 3.0 0.5
North & Central America 60.9 22.1 40.0
South America - 4.9 -
Other -0.6 - -