Emerging Markets Debt
Fixed Income Portfolio Characteristics As of 12/31/2023
Characteristic | Brandywine Global | JPGEMG |
Average Quality1 | BBB+ | - |
Average Maturity (Years) | 13.99 | 7.16 |
Average Effective Duration (Years) | 4.82 | - |
Average Coupon (%) | 7.62 | 5.37 |
Current Yield (%) | 7.41 | - |
Average Yield To Maturity (%) | 7.69 | 6.19 |
Number of Issues | 8 | - |
Quality Allocation As of 12/31/2023
Quality Rating | Brandywine Global (%) |
AAA | 12.1 |
AA | 19.0 |
A | - |
BBB | 41.0 |
BB or Lower | 27.9 |
Not Rated | - |
Duration Allocation As of 12/31/2023
Duration Range | Brandywine Global (%) |
<1 Year | 19.0 |
1-3 Years | 9.2 |
3-7 Years | 25.8 |
7-10 Years | 17.8 |
10+ Years | 16.0 |
No Duration | 12.3 |
Region & Currency Allocation As of 12/31/2023
Region | Country (%) | Currency (%) | JPGEMG (%) |
Asia-Pacific ex-Japan | 9.2 | 6.6 | 39.7 |
Europe ex-Eurozone | 0.5 | - | 21.2 |
Eurozone | - | 0.0 | - |
Middle East & Africa | - | - | 10.0 |
North & Central America | 31.1 | 9.2 | 10.2 |
South America | 39.2 | 40.7 | 18.9 |
Other | 0.2 | - | - |