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High Yield

Fixed Income Portfolio Characteristics As of 12/31/2023

Characteristic Brandywine Global
Number of Issues 166
Average Maturity (Years) 4.96
Average Effective Duration (Years) 3.09
Average Yield To Maturity (%) 7.55
Current Yield (%) 6.50
Average Yield To Worst (%) 7.48

Quality Allocation As of 12/31/2023

Quality Rating Brandywine Global (%)
BBB or Higher 16.0
BB 34.0
B 45.3
CCC 3.2
CC -
D -
Not Rated 1.6

Sector Allocation As of 12/31/2023

Sector Brandywine Global (%) BAUHY2 (%)
Automotive 1.0 2.0
Banking 6.0 0.9
Basic Industry 8.9 8.2
Capital Goods 3.8 6.9
Consumer Cyclical 0.9 -
Consumer Goods 4.9 3.7
Consumer Non-Cyclical 0.0 -
Energy 15.8 12.1
Financial Services 15.7 5.3
Healthcare 4.0 8.3
Insurance 1.3 1.9
Leisure 10.4 8.2
Media 2.5 9.2
Real Estate 0.2 4.3
Retail 6.9 5.3
Services 2.9 6.8
Technology & Electronics 4.1 5.6
Telecommunications 2.8 5.6
Transportation 2.9 2.2
Utility - 3.3
Cash & Cash Equivalents 5.2 -