International Fixed Income Investment-Grade
Fixed Income Portfolio Characteristics As of 3/31/2021
Characteristic | Brandywine Global | FWGBIX |
Average Quality1 | AA- | AA- |
Average Maturity (Years) | 5.20 | 10.78 |
Average Modified Duration (Years) | 2.74 | 9.70 |
Average Coupon (%) | 2.85 | 1.89 |
Current Yield (%) | 2.75 | - |
Average Yield To Maturity (%) | 1.89 | 0.29 |
Number of Issues | 32 | 832 |
Quality Allocation As of 3/31/2021
Quality Rating | Brandywine Global (%) |
AAA | 48.7 |
AA | 13.4 |
A | 11.9 |
BBB | 17.9 |
BB or Lower | 8.1 |
Not Rated | - |
Duration Allocation As of 3/31/2021
Duration Range | Brandywine Global (%) |
<1 Year | 30.8 |
1-3 Years | 42.9 |
3-7 Years | 7.1 |
7-10 Years | 8.7 |
10+ Years | 6.8 |
No Duration | 3.8 |
Region & Currency Allocation As of 3/31/2021
Region | Country (%) | Currency (%) | FWGBIX (%) |
Asia-Pacific ex-Japan | 4.6 | 10.1 | 3.5 |
Emerging Markets | 34.6 | 44.5 | 2.5 |
Europe ex-Eurozone | 12.0 | 13.7 | 10.0 |
Eurozone | 5.2 | 14.1 | 54.0 |
Japan | - | - | 26.7 |
Middle East & Africa | - | - | 0.6 |
North & Central America | 27.9 | 17.5 | 2.6 |
Supranational | 17.0 | - | - |
Other | -1.2 | - | - |