Global Opportunistic Fixed Income | Investment Strategies | Brandywine GLOBAL

Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 12/31/2018

Characteristic Brandywine Global FWGBI
Average Quality1 A N/R
Average Maturity (Years) 11.03 9.18
Average Modified Duration (Years) 5.93 7.82
Average Coupon (%) 4.62 2.35
Current Yield (%) 4.66 -
Average Yield To Maturity (%) 4.64 1.51
Number of Issues 52 1,024

Quality Allocation As of 12/31/2018

Quality Rating Brandywine Global (%)
AAA 27.2
AA 10.1
A 36.9
BBB 13.5
BB or Lower 11.9
Not Rated 0.3

Duration Allocation As of 12/31/2018

Duration Range Brandywine Global (%)
<1 Year 34.7
1-3 Years 6.3
3-7 Years 15.9
7-10 Years 24.9
10+ Years 16.8
No Duration 1.4

Region & Currency Allocation As of 12/31/2018

Region Country (%) Currency (%) FWGBI (%)
Asia-Pacific ex-Japan 12.4 14.9 2.4
Emerging Markets 11.3 13.2 -
Europe ex-Eurozone 12.4 34.2 6.8
Eurozone 2.5 0.1 31.6
Japan - 11.4 19.5
Middle East & Africa 6.1 5.0 0.5
North & Central America 55.5 21.1 39.4
Other -0.2 - -