Global Aggregate Bond
Fixed Income Portfolio Characteristics As of 12/31/2023
Characteristic | Brandywine Global | BGAHU |
Average Quality1 | BBB | - |
Average Maturity (Years) | 13.99 | 8.53 |
Average Effective Duration (Years) | 9.15 | 6.70 |
Average Coupon (%) | 4.65 | 2.69 |
Current Yield (%) | 5.10 | 2.76 |
Average Yield To Maturity (%) | 7.82 | 3.51 |
Number of Issues | 105 | 29,477 |
Quality Allocation As of 12/31/2023
Quality Rating | Brandywine Global (%) |
BBB or Higher | 71.8 |
BB | 14.6 |
B | 12.1 |
CCC | 1.5 |
CC | - |
D | - |
Not Rated | - |
Duration Allocation As of 12/31/2023
Duration Range | Brandywine Global (%) |
<1 Year | 2.8 |
1-3 Years | 23.9 |
3-7 Years | 20.5 |
7-10 Years | 20.1 |
10+ Years | 33.1 |
No Duration | -0.4 |
Region & Currency Allocation As of 12/31/2023
Region | Country (%) | Currency (%) |
Asia-Pacific ex-Japan | 0.5 | 9.0 |
Emerging Markets | 17.8 | 12.7 |
Europe ex-Eurozone | 8.2 | -11.0 |
Eurozone | 33.4 | -11.4 |
Japan | - | 5.1 |
Middle East & Africa | 1.5 | - |
North & Central America | 39.4 | 95.6 |
Other | -0.8 | - |