Global Opportunistic Fixed Income
Fixed Income Portfolio Characteristics As of 6/30/2024
Characteristic | Brandywine Global | WGBI |
Average Quality1 | AA- | AA |
Average Maturity (Years) | 20.78 | 9.59 |
Average Effective Duration (Years) | 8.77 | 7.07 |
Average Coupon (%) | 5.41 | 2.43 |
Current Yield (%) | 5.28 | - |
Average Yield To Maturity (%) | 5.67 | 3.61 |
Number of Issues | 41 | 1,280 |
Quality Allocation As of 6/30/2024
Quality Rating | Brandywine Global (%) |
AAA | 15.3 |
AA | 56.0 |
A | 3.0 |
BBB | 17.4 |
BB or Lower | 8.3 |
Not Rated | - |
Duration Allocation As of 6/30/2024
Duration Range | Brandywine Global (%) |
<1 Year | 4.3 |
1-3 Years | 3.9 |
3-7 Years | 23.3 |
7-10 Years | 35.6 |
10+ Years | 18.2 |
No Duration | 14.7 |
Region & Currency Allocation As of 6/30/2024
Region | Country (%) | Currency (%) | WGBI (%) |
Asia-Pacific ex-Japan | 2.8 | 14.5 | 1.8 |
Emerging Markets | 24.8 | 21.9 | 11.0 |
Europe ex-Eurozone | 4.7 | 8.6 | 5.2 |
Eurozone | - | 13.6 | 27.5 |
Japan | - | 10.2 | 9.9 |
Middle East & Africa | - | - | 0.3 |
North & Central America | 67.5 | 31.2 | 44.3 |
Other | 0.2 | - | - |