Global Opportunistic Fixed Income
Fixed Income Portfolio Characteristics As of 12/31/2023
Characteristic | Brandywine Global | WGBI |
Average Quality1 | AA- | AA |
Average Maturity (Years) | 20.49 | 9.70 |
Average Effective Duration (Years) | 8.36 | 7.43 |
Average Coupon (%) | 5.46 | 2.23 |
Current Yield (%) | 5.22 | - |
Average Yield To Maturity (%) | 5.49 | 3.18 |
Number of Issues | 40 | 1,247 |
Quality Allocation As of 12/31/2023
Quality Rating | Brandywine Global (%) |
AAA | 11.9 |
AA | 57.3 |
A | 1.9 |
BBB | 18.8 |
BB or Lower | 10.1 |
Not Rated | - |
Duration Allocation As of 12/31/2023
Duration Range | Brandywine Global (%) |
<1 Year | 4.4 |
1-3 Years | 5.4 |
3-7 Years | 5.7 |
7-10 Years | 52.4 |
10+ Years | 19.7 |
No Duration | 12.5 |
Region & Currency Allocation As of 12/31/2023
Region | Country (%) | Currency (%) | WGBI (%) |
Asia-Pacific ex-Japan | 2.8 | 12.2 | 1.8 |
Emerging Markets | 26.3 | 28.0 | 8.6 |
Europe ex-Eurozone | 4.9 | 14.8 | 5.3 |
Eurozone | - | 7.9 | 28.9 |
Japan | - | 21.4 | 11.8 |
Middle East & Africa | - | - | 0.3 |
North & Central America | 63.6 | 15.7 | 43.2 |
Other | 2.4 | - | - |