Down

High Yield

Fixed Income Portfolio Characteristics As of 9/30/2022

Characteristic Brandywine Global
Number of Issues 131
Average Maturity (Years) 5.89
Average Effective Duration (Years) 3.98
Average Yield To Maturity (%) 9.56
Current Yield (%) 6.72
Average Yield To Worst (%) 9.56

Quality Allocation As of 9/30/2022

Quality Rating Brandywine Global (%)
BBB or Higher 11.8
BB 31.5
B 48.3
CCC 7.1
CC -
D -
Not Rated 1.4

Sector Allocation As of 9/30/2022

Sector Brandywine Global (%) BAUHY2 (%)
Automotive 2.5 4.7
Banking 2.2 1.2
Basic Industry 9.1 7.5
Capital Goods 4.1 6.4
Consumer Goods 3.0 3.7
Energy 14.2 12.6
Financial Services 17.2 4.9
Healthcare 2.5 8.9
Insurance 3.5 1.5
Leisure 11.0 7.5
Media 5.9 8.7
Real Estate 0.1 3.8
Retail 9.1 5.3
Services 1.6 6.7
Technology & Electronics 6.0 4.7
Telecommunications 2.0 6.7
Transportation 1.4 2.1
Utility - 2.9