Corporate Credit
Fixed Income Portfolio Characteristics As of 12/31/2022
Characteristic | Brandywine Global |
Average Maturity (Years) | 5.33 |
Average Effective Duration (Years) | 3.24 |
Average Yield To Maturity (%) | 8.14 |
Current Yield (%) | 6.04 |
Average Yield To Worst (%) | 8.12 |
Quality Allocation As of 12/31/2022
Quality Rating | Brandywine Global (%) |
BBB or Higher | 28.0 |
BB | 28.9 |
B | 36.6 |
CCC | 6.0 |
CC | - |
D | - |
Not Rated | 0.4 |
Duration Allocation As of 12/31/2022
Duration Range | Brandywine Global (%) |
<1 Year | 1.0 |
1-3 Years | 27.4 |
3-7 Years | 54.5 |
7-10 Years | 4.6 |
10+ Years | 1.4 |
No Duration | 11.2 |
Sector Allocation As of 12/31/2022
Sector | Brandywine Global (%) | BAUCHY (%) |
Automotive | 2.4 | 2.5 |
Banking | 7.3 | 16.0 |
Basic Industry | 8.6 | 4.3 |
Capital Goods | 3.1 | 4.8 |
Consumer Goods | 3.3 | 5.4 |
Energy | 13.9 | 8.9 |
Financial Services | 14.6 | 9.0 |
Healthcare | 0.7 | 9.0 |
Insurance | 2.5 | 4.0 |
Leisure | 10.4 | 1.4 |
Media | 5.6 | 4.6 |
Real Estate | 0.9 | 3.5 |
Retail | 6.7 | 4.0 |
Services | 0.3 | 1.9 |
Technology & Electronics | 2.5 | 6.3 |
Telecommunications | 4.0 | 4.2 |
Transportation | 2.0 | 2.3 |
Utility | - | 7.9 |