Global Opportunistic Fixed Income | Investment Strategies | Brandywine GLOBAL

Global Opportunistic Fixed Income

Fixed Income Portfolio Characteristics As of 3/31/2017

Characteristic Brandywine Global CWGBI
Average Quality A AA
Average Maturity (Years) 12.61 8.94
Average Modified Duration (Years) 6.34 7.67
Average Coupon (%) 4.71 2.33
Current Yield (%) 4.27 -
Yield to Maturity (%) 4.04 1.15
Number of Issues 72 1,015

Quality Allocation As of 3/31/2017

Quality Rating Brandywine Global (%)
AAA 22.4
AA 23.8
A 26.8
BBB 16.8
BB or Lower 10.2
Not Rated -

Duration Allocation As of 3/31/2017

Duration Range Brandywine Global (%)
0-1 Years 26.5
1-3 Years 7.7
3-7 Years 22.6
7-10 Years 19.2
10+ Years 23.9

Region & Currency Allocation As of 3/31/2017

Region Country Weight (%) Currency Weight (%) CWGBI Weight (%)
Asia-Pacific Ex-Japan 16.8 13.7 2.4
Emerging Markets 14.7 16.7 -
Europe Ex-Eurozone 10.7 31.1 7.3
Eurozone 4.9 5.2 31.0
Japan - 4.9 21.6
Middle East & Africa 5.1 5.1 0.4
North & Central America 45.1 23.2 37.3
South America - - -
Supranational 2.4 - -
Other 0.2 - -