Global Opportunistic Fixed Income
Fixed Income Portfolio Characteristics As of 3/31/2024
Characteristic | Brandywine Global | WGBI |
Average Quality1 | AA- | AA |
Average Maturity (Years) | 19.92 | 9.67 |
Average Effective Duration (Years) | 7.97 | 7.29 |
Average Coupon (%) | 5.68 | 2.33 |
Current Yield (%) | 5.54 | - |
Average Yield To Maturity (%) | 5.83 | 3.44 |
Number of Issues | 42 | 1,267 |
Quality Allocation As of 3/31/2024
Quality Rating | Brandywine Global (%) |
AAA | 14.1 |
AA | 54.6 |
A | 3.0 |
BBB | 18.3 |
BB or Lower | 10.0 |
Not Rated | - |
Duration Allocation As of 3/31/2024
Duration Range | Brandywine Global (%) |
<1 Year | 10.2 |
1-3 Years | 5.4 |
3-7 Years | 11.1 |
7-10 Years | 40.8 |
10+ Years | 20.4 |
No Duration | 12.1 |
Region & Currency Allocation As of 3/31/2024
Region | Country (%) | Currency (%) | WGBI (%) |
Asia-Pacific ex-Japan | 2.7 | 12.0 | 1.8 |
Emerging Markets | 27.8 | 27.9 | 9.9 |
Europe ex-Eurozone | 4.8 | 4.5 | 5.2 |
Eurozone | - | 12.5 | 28.3 |
Japan | - | 16.0 | 10.9 |
Middle East & Africa | - | - | 0.3 |
North & Central America | 66.0 | 27.2 | 43.6 |
Other | -1.3 | - | - |