Motivated by Brundan-Kleshchevs work on higher Schur-Weyl duality, we establish mixed Schur-Weyl duality between general linear Lie algebras and cyclotomic walled Brauer algebras in an arbitrary level. Using weakly cellular bases of cyclotomic walled Brauer algebras, we classify highest weight vectors of certain mixed tensor modules of general linear Lie algebras. This leads to an efficient way to compute decomposition matrices of cyclotomic walled Brauer algebras arising from mixed Schur-Weyl duality, which generalizes early results on level two walled Brauer algebras.
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