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 | - |