Down

Global High Yield

Fixed Income Portfolio Characteristics As of 9/30/2022

Characteristic Brandywine Global BGHY
Average Quality1 BB- B+
Average Maturity (Years) 6.34 6.30
Average Modified Duration (Years) 4.26 4.37
Average Coupon (%) 5.83 5.39
Average Yield To Worst (%) 9.84 10.34
Average Yield To Maturity (%) 9.80 10.36
Number of Issues 84 3,777

Quality Allocation As of 9/30/2022

Quality Rating Brandywine Global (%)
BBB or Higher 12.4
BB 31.4
B 49.4
CCC 5.1
CC -
D -
Not Rated 1.7

Duration Allocation As of 9/30/2022

Duration Range Brandywine Global (%)
<1 Year -
1-3 Years 16.8
3-7 Years 75.7
7-10 Years 2.7
10+ Years -
No Duration 4.8

Region & Currency Allocation As of 9/30/2022

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 1.4 -
Emerging Markets 12.4 -
Europe ex-Eurozone 3.5 1.9
Eurozone 1.8 16.4
Middle East & Africa 4.4 -
North & Central America 77.2 81.6
Other -0.8 -

Sector Allocation As of 9/30/2022

Sector Brandywine Global (%) BGHY (%)
Basic Industry 7.6 4.4
Capital Goods 2.5 6.8
Communications 13.2 12.6
Consumer Cyclical 21.3 15.6
Consumer Non-Cyclical 3.3 8.9
Energy 13.4 8.0
Financial Institutions - 10.9
Government - 66.0
Other Industrial 0.8 1.1
Technology 2.4 4.4
Utilities - 2.5