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Global Defensive High Yield

Fixed Income Portfolio Characteristics As of 6/30/2022

Characteristic Brandywine Global BGHYB
Average Quality1 BB- BB-
Average Maturity (Years) 5.80 5.50
Average Modified Duration (Years) 4.14 4.10
Average Coupon (%) 5.86 5.10
Average Yield To Worst (%) 9.03 8.20
Average Yield To Maturity (%) 9.02 8.20
Number of Issues 77 2,870

Quality Allocation As of 6/30/2022

Quality Rating Brandywine Global (%)
BBB or Higher 11.3
BB 40.4
B 46.7
CCC 0.7
CC 0.9
D -
Not Rated -

Duration Allocation As of 6/30/2022

Duration Range Brandywine Global (%)
<1 Year 0.6
1-3 Years 5.5
3-7 Years 83.5
7-10 Years 2.3
10+ Years -
No Duration 8.0

Region & Currency Allocation As of 6/30/2022

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 0.9 -
Emerging Markets 27.0 2.5
Europe ex-Eurozone 1.8 2.6
Eurozone 3.6 19.0
Middle East & Africa 4.9 -
North & Central America 62.4 76.0
Other -0.7 -

Sector Allocation As of 6/30/2022

Sector Brandywine Global (%)
Basic Industry 11.5
Capital Goods 2.3
Communications 13.1
Consumer Cyclical 10.6
Consumer Non-Cyclical 7.0
Energy 19.2
Technology 3.6