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Corporate Credit

Fixed Income Portfolio Characteristics As of 6/30/2023

Characteristic Brandywine Global
Average Maturity (Years) 4.94
Average Effective Duration (Years) 3.01
Average Yield To Maturity (%) 7.68
Current Yield (%) 6.20
Average Yield To Worst (%) 7.73

Quality Allocation As of 6/30/2023

Quality Rating Brandywine Global (%)
BBB or Higher 23.6
BB 36.9
B 35.6
CCC 3.8
CC -
D -
Not Rated 0.1

Duration Allocation As of 6/30/2023

Duration Range Brandywine Global (%)
<1 Year 7.4
1-3 Years 28.9
3-7 Years 48.3
7-10 Years 4.0
10+ Years 1.1
No Duration 10.3

Sector Allocation As of 6/30/2023

Sector Brandywine Global (%) BAUCHY (%)
Automotive 2.2 2.6
Banking 5.1 15.6
Basic Industry 8.8 4.3
Capital Goods 4.3 4.8
Consumer Goods 3.7 5.4
Energy 14.5 8.7
Financial Services 15.5 8.9
Healthcare 1.8 9.6
Insurance 3.4 3.9
Leisure 10.5 1.4
Media 2.8 4.5
Other 0.1 -
Real Estate 0.9 3.4
Retail 6.0 4.0
Services 2.2 1.9
Technology & Electronics 2.7 6.4
Telecommunications 4.0 4.0
Transportation 1.3 2.3
Utility - 8.3