Global Defensive High Yield | Investment Strategies | Brandywine GLOBAL

Global Defensive High Yield

Fixed Income Portfolio Characteristics As of 9/30/2019

Characteristic Brandywine Global BGHYB
Average Quality1 BB- BA3/B1
Average Maturity (Years) 5.41 5.46
Average Modified Duration (Years) 3.88 3.14
Average Coupon (%) 5.64 5.73
Average Yield To Worst (%) 4.26 4.59
Average Yield To Maturity (%) 4.79 5.63
Number of Issues 66 2,418

Quality Allocation As of 9/30/2019

Quality Rating Brandywine Global (%)
BBB or Higher 6.1
BB 40.8
B 52.7
CCC 0.5
CC -
D -
Not Rated -

Duration Allocation As of 9/30/2019

Duration Range Brandywine Global (%)
<1 Year 22.0
1-3 Years 31.5
3-7 Years 39.9
7-10 Years -
10+ Years 3.2
No Duration 3.5

Region & Currency Allocation As of 9/30/2019

Region Country (%) Currency (%)
Emerging Markets 5.0 6.1
Europe ex-Eurozone 4.6 2.0
Eurozone 6.9 6.7
North & Central America 79.5 85.2
Other 4.0 -

Sector Allocation As of 9/30/2019

Sector Brandywine Global (%)