Global Opportunistic Fixed Income
Fixed Income Portfolio Characteristics As of 12/31/2022
Characteristic | Brandywine Global | WGBI |
Average Quality1 | A+ | AA |
Average Maturity (Years) | 15.41 | 9.69 |
Average Modified Duration (Years) | 8.93 | 7.39 |
Average Coupon (%) | 4.64 | 1.86 |
Current Yield (%) | 5.07 | - |
Average Yield To Maturity (%) | 6.01 | 3.36 |
Number of Issues | 48 | 1,201 |
Quality Allocation As of 12/31/2022
Quality Rating | Brandywine Global (%) |
AAA | 41.6 |
AA | 17.6 |
A | 10.3 |
BBB | 18.3 |
BB or Lower | 12.0 |
Not Rated | 0.2 |
Duration Allocation As of 12/31/2022
Duration Range | Brandywine Global (%) |
<1 Year | 12.4 |
1-3 Years | 8.9 |
3-7 Years | 11.5 |
7-10 Years | 46.3 |
10+ Years | 17.0 |
No Duration | 3.8 |
Region & Currency Allocation As of 12/31/2022
Region | Country (%) | Currency (%) | WGBI (%) |
Asia-Pacific ex-Japan | 14.0 | 3.5 | 2.0 |
Emerging Markets | 34.0 | 20.3 | 5.0 |
Europe ex-Eurozone | 0.2 | 10.4 | 4.7 |
Eurozone | 11.6 | 18.9 | 28.7 |
Japan | - | 22.5 | 14.6 |
Middle East & Africa | - | - | 0.3 |
North & Central America | 39.3 | 24.5 | 44.7 |
Other | 1.0 | - | - |