Global Opportunistic Fixed Income
Fixed Income Portfolio Characteristics As of 3/31/2022
Characteristic | Brandywine Global | WGBI |
Average Quality1 | A+ | AA |
Average Maturity (Years) | 6.99 | 9.74 |
Average Modified Duration (Years) | 5.43 | 8.36 |
Average Coupon (%) | 3.18 | 1.68 |
Current Yield (%) | 3.36 | - |
Average Yield To Maturity (%) | 3.37 | 1.59 |
Number of Issues | 54 | 1,170 |
Quality Allocation As of 3/31/2022
Quality Rating | Brandywine Global (%) |
AAA | 42.3 |
AA | 14.3 |
A | 10.5 |
BBB | 20.2 |
BB or Lower | 12.6 |
Not Rated | 0.2 |
Duration Allocation As of 3/31/2022
Duration Range | Brandywine Global (%) |
<1 Year | 55.5 |
1-3 Years | 5.5 |
3-7 Years | 12.7 |
7-10 Years | 15.7 |
10+ Years | 8.3 |
No Duration | 2.2 |
Region & Currency Allocation As of 3/31/2022
Region | Country (%) | Currency (%) | WGBI (%) |
Asia-Pacific ex-Japan | 16.0 | 15.8 | 1.7 |
Emerging Markets | 28.1 | 33.6 | 2.7 |
Europe ex-Eurozone | - | 12.1 | 5.4 |
Eurozone | 0.1 | 24.8 | 31.6 |
Japan | - | 5.0 | 16.0 |
Middle East & Africa | - | - | 0.4 |
North & Central America | 56.9 | 8.7 | 42.2 |
Other | -1.1 | - | - |