Global Investment-Grade Sovereign Fixed Income
Fixed Income Portfolio Characteristics As of 3/31/2024
Characteristic | Brandywine Global | WGBI |
Average Quality1 | AA- | AA |
Average Maturity (Years) | 12.94 | 9.67 |
Average Effective Duration (Years) | 7.84 | 7.29 |
Average Coupon (%) | 4.65 | 2.33 |
Current Yield (%) | 5.11 | - |
Average Yield To Maturity (%) | 5.87 | 3.44 |
Number of Issues | 25 | 1,267 |
Quality Allocation As of 3/31/2024
Quality Rating | Brandywine Global (%) |
AAA | 30.4 |
AA | 44.4 |
A | 2.9 |
BBB | 14.1 |
BB or Lower | 8.2 |
Not Rated | - |
Duration Allocation As of 3/31/2024
Duration Range | Brandywine Global (%) |
<1 Year | 22.7 |
1-3 Years | 9.5 |
3-7 Years | 5.3 |
7-10 Years | 34.5 |
10+ Years | 26.1 |
No Duration | 1.8 |
Region & Currency Allocation As of 3/31/2024
Region | Country (%) | Currency (%) | WGBI (%) |
Asia-Pacific ex-Japan | 6.3 | 11.7 | 1.8 |
Emerging Markets | 25.8 | 22.1 | 9.9 |
Europe ex-Eurozone | 7.0 | 4.6 | 5.2 |
Eurozone | 10.8 | 18.8 | 28.3 |
Japan | - | 14.8 | 10.9 |
Middle East & Africa | - | - | 0.3 |
North & Central America | 40.9 | 27.9 | 43.6 |
Supranational | 10.6 | - | - |
Other | -1.3 | - | - |