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Corporate Credit

Fixed Income Portfolio Characteristics As of 12/31/2022

Characteristic Brandywine Global
Average Maturity (Years) 5.33
Average Effective Duration (Years) 3.24
Average Yield To Maturity (%) 8.14
Current Yield (%) 6.04
Average Yield To Worst (%) 8.12

Quality Allocation As of 12/31/2022

Quality Rating Brandywine Global (%)
BBB or Higher 28.0
BB 28.9
B 36.6
CCC 6.0
CC -
D -
Not Rated 0.4

Duration Allocation As of 12/31/2022

Duration Range Brandywine Global (%)
<1 Year 1.0
1-3 Years 27.4
3-7 Years 54.5
7-10 Years 4.6
10+ Years 1.4
No Duration 11.2

Sector Allocation As of 12/31/2022

Sector Brandywine Global (%) BAUCHY (%)
Automotive 2.4 2.5
Banking 7.3 16.0
Basic Industry 8.6 4.3
Capital Goods 3.1 4.8
Consumer Goods 3.3 5.4
Energy 13.9 8.9
Financial Services 14.6 9.0
Healthcare 0.7 9.0
Insurance 2.5 4.0
Leisure 10.4 1.4
Media 5.6 4.6
Real Estate 0.9 3.5
Retail 6.7 4.0
Services 0.3 1.9
Technology & Electronics 2.5 6.3
Telecommunications 4.0 4.2
Transportation 2.0 2.3
Utility - 7.9