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Global High Yield

Fixed Income Portfolio Characteristics As of 6/30/2022

Characteristic Brandywine Global BGHY
Average Quality1 BB- B+
Average Maturity (Years) 6.34 6.50
Average Modified Duration (Years) 4.18 4.53
Average Coupon (%) 5.97 5.35
Average Yield To Worst (%) 9.33 9.48
Average Yield To Maturity (%) 9.32 9.49
Number of Issues 91 3,846

Quality Allocation As of 6/30/2022

Quality Rating Brandywine Global (%)
BBB or Higher 9.3
BB 38.8
B 44.5
CCC 5.9
CC 1.5
D -
Not Rated -

Duration Allocation As of 6/30/2022

Duration Range Brandywine Global (%)
<1 Year 0.5
1-3 Years 10.1
3-7 Years 79.2
7-10 Years 3.7
10+ Years -
No Duration 6.6

Region & Currency Allocation As of 6/30/2022

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 1.0 -
Emerging Markets 23.8 2.3
Europe ex-Eurozone 3.6 2.0
Eurozone 3.6 16.1
Middle East & Africa 4.6 -
North & Central America 64.1 79.6
Other -0.7 -

Sector Allocation As of 6/30/2022

Sector Brandywine Global (%) BGHY (%)
Basic Industry 10.4 4.4
Capital Goods 2.3 6.7
Communications 11.3 13.1
Consumer Cyclical 16.6 15.1
Consumer Non-Cyclical 6.6 9.0
Energy 16.4 8.0
Financial Institutions 0.5 11.1
Government - 22.0
Other Industrial - 1.2
Technology 3.3 4.1
Utilities 1.7 2.5