Weighted average portfolio yield

Weighted average portfolio yield

The weighted average of the yield of all the bonds in a portfolio.

Weighted Average Portfolio Yield

The total yield on a bond portfolio divided by the number of bonds contained in it, weighted for the size of each bond so that the yield of large holdings does not drown out the calculation of yields on small holdings.
References in periodicals archive ?
86% weighted average portfolio yield on Agency and Non-Agency MBS and other securities, including IO securities accounted for as derivatives and "linked transactions" under GAAP[sup.
The annualized weighted average portfolio yield was 5.
3) Quarterly weighted average portfolio yield for the period was calculated by dividing interest income, including amortization of premiums and discounts, by the Company's average of the amortized cost of the investments.
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