Brandywine GLOBAL - Investment Strategies
Global Opportunistic Fixed Income
Annualized Returns As of 12/31/2016
Period Gross (%) Net (%) CWGBI (%) BLBCW (%)
QTD - 6.06 - 6.17 - 8.53 - 7.87
YTD 5.73 5.26 1.60 2.76
1 Year 5.73 5.26 1.60 2.76
3 Year 1.27 0.82 - 0.84 - 0.23
5 Year 2.82 2.36 - 0.99 - 0.28
7 Year 5.14 4.67 0.89 1.53
10 Year 5.73 5.26 2.99 3.42
Since Inception 7.62 7.09 4.31 4.70

Calendar Year Returns As of 12/31/2016
Year or YTD Gross (%) Net (%) CWGBI (%) BLBCW (%)
2016 5.73 5.26 1.60 2.76
2015 - 8.04 - 8.46 - 3.57 - 3.35
2014 6.84 6.36 - 0.48 0.00
2013 - 3.23 - 3.67 - 4.00 - 3.67
2012 14.34 13.83 1.65 3.09
2011 8.64 8.15 6.35 6.42
2010 13.77 13.27 5.17 6.00
2009 21.10 20.57 2.55 5.97
2008 - 8.30 - 8.71 10.89 7.73
2007 10.71 10.19 10.95 10.29

GIPS Statistics As of 12/31/2016
Year or YTD # of Accts Market Value ($MM) Firm Assets ($MM) Composite Dispersion (%) Composite St. Dev. (% 3-Year Rolling) CWGBI St. Dev. (% 3-Year Rolling) BLBCW St. Dev. (% 3-Year Rolling)
2016 2710,33765,498 0.27 7.53 5.89 5.64
2015 2811,42768,819 0.18 6.19 4.39 4.28
2014 2511,88863,375 0.26 6.66 4.28 4.26
2013 2710,07950,050 0.18 6.83 4.60 4.53
2012 309,33342,894 0.49 6.50 5.52 5.31
2011 356,99333,122 0.45 8.33 7.57 7.19
2010 325,54231,996 0.66 11.26 9.26 8.90
2009 335,53229,199 1.16 10.95 8.83 8.44
2008 365,12032,755 1.25 9.17 7.39 7.12
2007 356,39449,208 0.24 5.16 5.48 5.01
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