Global Opportunistic Fixed Income
Fixed Income Portfolio Characteristics As of 9/30/2023
Characteristic | Brandywine Global | WGBI |
Average Quality1 | A+ | AA |
Average Maturity (Years) | 19.06 | 9.69 |
Average Effective Duration (Years) | 9.28 | 7.15 |
Average Coupon (%) | 5.34 | 2.14 |
Current Yield (%) | 5.92 | - |
Average Yield To Maturity (%) | 6.60 | 3.86 |
Number of Issues | 43 | 1,245 |
Quality Allocation As of 9/30/2023
Quality Rating | Brandywine Global (%) |
AAA | 8.3 |
AA | 58.5 |
A | 2.0 |
BBB | 21.6 |
BB or Lower | 9.4 |
Not Rated | 0.2 |
Duration Allocation As of 9/30/2023
Duration Range | Brandywine Global (%) |
<1 Year | 2.8 |
1-3 Years | 6.1 |
3-7 Years | 14.4 |
7-10 Years | 53.0 |
10+ Years | 16.8 |
No Duration | 6.9 |
Region & Currency Allocation As of 9/30/2023
Region | Country (%) | Currency (%) | WGBI (%) |
Asia-Pacific ex-Japan | 3.2 | 5.1 | 1.9 |
Emerging Markets | 29.1 | 21.5 | 7.9 |
Europe ex-Eurozone | 10.0 | 8.0 | 4.9 |
Eurozone | - | 11.7 | 28.6 |
Japan | - | 23.3 | 12.1 |
Middle East & Africa | - | - | 0.3 |
North & Central America | 58.9 | 30.4 | 44.3 |
Other | -1.2 | - | - |