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Global High Yield

Fixed Income Portfolio Characteristics As of 12/31/2023

Characteristic Brandywine Global BGHY
Average Quality1 BB- B+
Average Maturity (Years) 4.01 5.86
Average Effective Duration (Years) 3.12 3.63
Average Coupon (%) 6.65 5.79
Average Yield To Worst (%) 7.60 8.20
Average Yield To Maturity (%) 7.78 8.33
Number of Issues 92 3,466

Quality Allocation As of 12/31/2023

Quality Rating Brandywine Global (%)
BBB or Higher 13.5
BB 32.5
B 44.1
CCC 6.3
CC -
D -
Not Rated 3.6

Duration Allocation As of 12/31/2023

Duration Range Brandywine Global (%)
<1 Year 15.6
1-3 Years 31.6
3-7 Years 45.2
7-10 Years 1.6
10+ Years -
No Duration 6.1

Region & Currency Allocation As of 12/31/2023

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 0.6 -
Emerging Markets 6.5 -
Europe ex-Eurozone 2.0 1.9
Eurozone 2.3 18.1
Middle East & Africa 4.9 -
North & Central America 82.9 80.1
Other 0.8 -

Sector Allocation As of 12/31/2023

Sector Brandywine Global (%) BGHY (%)
Basic Industry 5.8 4.7
Capital Goods 3.9 7.2
Communications 2.1 11.7
Consumer Cyclical 25.6 14.5
Consumer Non-Cyclical 14.4 9.0
Energy 17.0 7.3
Financial Institutions 11.7 10.4
Government 2.7 -
Other Industrial - 1.2
Technology 5.1 4.3
Transportation 5.1 2.2
Utilities - 2.5
Cash 5.6 -