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Corporate Credit

Fixed Income Portfolio Characteristics As of 9/30/2022

Characteristic Brandywine Global
Average Maturity (Years) 5.62
Average Effective Duration (Years) 3.60
Average Yield To Maturity (%) 9.01
Current Yield (%) 6.41
Average Yield To Worst (%) 9.00

Quality Allocation As of 9/30/2022

Quality Rating Brandywine Global (%)
BBB or Higher 17.0
BB 32.0
B 45.4
CCC 5.1
CC -
D -
Not Rated 0.4

Duration Allocation As of 9/30/2022

Duration Range Brandywine Global (%)
<1 Year 1.3
1-3 Years 20.5
3-7 Years 62.9
7-10 Years 6.8
10+ Years 1.4
No Duration 7.1

Sector Allocation As of 9/30/2022

Sector Brandywine Global (%) BAUCHY (%)
Automotive 2.2 2.6
Banking 5.2 15.9
Basic Industry 8.7 4.3
Capital Goods 5.7 4.9
Consumer Goods 3.1 5.3
Energy 13.2 9.1
Financial Services 15.0 9.0
Healthcare 1.5 8.9
Insurance 3.4 4.1
Leisure 11.2 1.4
Media 5.8 4.6
Real Estate 0.9 3.5
Retail 7.2 4.0
Services 1.0 2.0
Technology & Electronics 3.0 6.2
Telecommunications 4.5 4.3
Transportation 1.3 2.3
Utility - 7.9