Global Opportunistic Fixed Income | Investment Strategies | Brandywine GLOBAL

Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 9/30/2017

Characteristic Brandywine Global CWGBI
Average Quality A AA
Average Maturity (Years) 9.96 9.00
Average Modified Duration (Years) 4.88 7.69
Average Coupon (%) 4.37 2.34
Current Yield (%) 4.06 -
Yield to Maturity (%) 3.79 1.18
Number of Issues 73 1,021

Quality Allocation As of 9/30/2017

Quality Rating Brandywine Global (%)
AAA 22.4
AA 17.6
A 33.0
BBB 16.1
BB or Lower 10.8
Not Rated 0.1

Duration Allocation As of 9/30/2017

Duration Range Brandywine Global (%)
0-1 Years 40.2
1-3 Years 6.5
3-7 Years 22.3
7-10 Years 13.8
10+ Years 17.2

Region & Currency Allocation As of 9/30/2017

Region Country Weight (%) Currency Weight (%) CWGBI Weight (%)
Asia-Pacific Ex-Japan 13.1 13.4 2.4
Emerging Markets 14.5 18.9 -
Europe Ex-Eurozone 12.4 32.7 7.4
Eurozone 3.4 0.4 33.0
Japan - - 19.8
Middle East & Africa 4.0 1.9 0.4
North & Central America 50.2 32.7 36.8
South America - - -
Supranational 2.3 - -
Other 0.1 - -