Corporate Credit
Fixed Income Portfolio Characteristics As of 6/30/2023
Characteristic | Brandywine Global |
Average Maturity (Years) | 4.94 |
Average Effective Duration (Years) | 3.01 |
Average Yield To Maturity (%) | 7.68 |
Current Yield (%) | 6.20 |
Average Yield To Worst (%) | 7.73 |
Quality Allocation As of 6/30/2023
Quality Rating | Brandywine Global (%) |
BBB or Higher | 23.6 |
BB | 36.9 |
B | 35.6 |
CCC | 3.8 |
CC | - |
D | - |
Not Rated | 0.1 |
Duration Allocation As of 6/30/2023
Duration Range | Brandywine Global (%) |
<1 Year | 7.4 |
1-3 Years | 28.9 |
3-7 Years | 48.3 |
7-10 Years | 4.0 |
10+ Years | 1.1 |
No Duration | 10.3 |
Sector Allocation As of 6/30/2023
Sector | Brandywine Global (%) | BAUCHY (%) |
Automotive | 2.2 | 2.6 |
Banking | 5.1 | 15.6 |
Basic Industry | 8.8 | 4.3 |
Capital Goods | 4.3 | 4.8 |
Consumer Goods | 3.7 | 5.4 |
Energy | 14.5 | 8.7 |
Financial Services | 15.5 | 8.9 |
Healthcare | 1.8 | 9.6 |
Insurance | 3.4 | 3.9 |
Leisure | 10.5 | 1.4 |
Media | 2.8 | 4.5 |
Other | 0.1 | - |
Real Estate | 0.9 | 3.4 |
Retail | 6.0 | 4.0 |
Services | 2.2 | 1.9 |
Technology & Electronics | 2.7 | 6.4 |
Telecommunications | 4.0 | 4.0 |
Transportation | 1.3 | 2.3 |
Utility | - | 8.3 |