Fixed Income | Performance | Brandywine GLOBAL

Fixed Income All Data as of 6/30/2017

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Global Fixed Income

Preview Global Opportunistic Fixed Income
Global Opportunistic Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.57 10.02 5.17 1.67 3.67 5.95 6.54 7.95
Net 4.45 9.78 4.70 1.21 3.20 5.48 6.07 7.42
CWGBI 2.89 4.49 - 4.14 - 1.00 - 0.20 1.68 3.48 4.44
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 1/1/1998
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 10.02 5.73 - 8.04 6.84 - 3.23 14.34 8.64 13.77 21.10 - 8.30
Net 9.78 5.26 - 8.46 6.36 - 3.67 13.83 8.15 13.27 20.57 - 8.71
CWGBI 4.49 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 5.17 2.55 10.89
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 1/1/1998
Preview Global Fixed Income Investment-Grade
Global Fixed Income Investment-Grade
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.36 8.92 3.08 0.58 2.54 4.87 6.11 8.51
Net 4.22 8.62 2.52 0.03 1.98 4.30 5.53 7.92
CWGBI 2.89 4.49 - 4.14 - 1.00 - 0.20 1.68 3.48 5.04
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/1992
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 8.92 2.63 - 7.38 5.58 - 3.43 12.98 7.61 12.90 17.85 - 2.60
Net 8.62 2.07 - 7.89 5.00 - 3.96 12.37 7.02 12.29 17.22 - 3.13
CWGBI 4.49 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 5.17 2.55 10.89
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/1992
Preview Global Sovereign Credit
Global Sovereign Credit
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.13 11.07 4.00 0.45 4.01 - - 4.00
Net 3.95 10.69 3.28 - 0.25 3.29 - - 3.28
B6040 3.24 7.91 0.65 - 2.44 - 0.07 - - - 0.36
B6040 = Barclays 60/40 Sovereign Credit Index; Inception Date: 5/1/2012
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 11.07 4.49 - 11.98 10.93 - 4.30 12.96 - - - -
Net 10.69 3.77 - 12.61 10.17 - 4.97 12.44 - - - -
B6040 7.91 2.28 - 9.07 - 1.64 - 5.03 4.69 - - - -
B6040 = Barclays 60/40 Sovereign Credit Index; Inception Date: 5/1/2012
Preview Global Investment-Grade Sovereign Fixed Income
Global Investment-Grade Sovereign Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 3.96 9.20 3.84 0.73 2.43 4.33 - 4.33
Net 3.84 8.96 3.38 0.28 1.98 3.87 - 3.87
CWGBI 2.89 4.49 - 4.14 - 1.00 - 0.20 1.68 - 1.68
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/2010
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 9.20 4.17 - 8.10 4.63 - 2.77 9.36 9.32 5.87 - -
Net 8.96 3.70 - 8.52 4.16 - 3.21 8.88 8.84 5.64 - -
CWGBI 4.49 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 6.28 - -
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/2010
Preview Global Multi-Sector Income
Global Multi-Sector Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.29 3.81 7.71 3.92 - - - 5.31
Net 1.15 3.53 7.12 3.13 - - - 4.47
USL3M 0.30 0.56 0.99 0.58 - - - 0.48
USL3M = USD LIBOR 3M; Inception Date: 4/1/2013
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 3.81 13.10 - 1.69 3.68 4.13 - - - - -
Net 3.53 12.35 - 2.57 2.75 3.43 - - - - -
USL3M 0.56 0.74 0.31 0.23 0.20 - - - - -
USL3M = USD LIBOR 3M; Inception Date: 4/1/2013

Alternative Fixed Income

Preview Global Unconstrained Fixed Income
Global Unconstrained Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 3.21 6.90 8.59 3.46 4.51 4.49 - 5.07
Net 3.03 6.53 7.81 2.69 3.71 3.56 - 4.05
C3MTB 0.18 0.30 0.46 0.20 0.15 0.13 - 0.21
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 6/1/2008
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 6.90 5.31 - 4.57 5.87 2.32 13.36 1.20 5.06 15.22 - 3.02
Net 6.53 4.53 - 5.29 5.08 1.56 12.11 - 0.05 3.77 13.82 - 3.73
C3MTB 0.30 0.27 0.03 0.03 0.05 0.07 0.08 0.13 0.16 0.81
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 6/1/2008
Preview Global Unconstrained Fixed Income - Enhanced
Global Unconstrained Fixed Income - Enhanced
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.07 10.82 18.39 9.28 - - - 9.05
Net 3.82 10.27 17.22 8.20 - - - 7.97
C3MTB 0.18 0.30 0.46 0.20 - - - 0.15
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 10.82 13.32 - 5.53 14.94 6.41 4.02 - - - -
Net 10.27 12.20 - 6.47 13.81 5.36 3.76 - - - -
C3MTB 0.30 0.27 0.03 0.03 0.05 0.02 - - - -
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
Preview Global Opportunistic Total Return
Global Opportunistic Total Return
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.16 8.09 9.42 4.66 - - - 4.14
Net 3.98 7.70 8.63 3.89 - - - 3.36
CWGBI 2.89 4.49 - 4.14 - 1.00 - - - 0.14
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 4/1/2013
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 8.09 7.08 - 4.93 8.56 - 0.54 - - - - -
Net 7.70 6.29 - 5.65 7.75 - 1.10 - - - - -
CWGBI 4.49 1.60 - 3.57 - 0.48 - 1.26 - - - - -
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 4/1/2013
Preview Global Alternative Credit
Global Alternative Credit
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 2.78 6.83 13.93 3.52 7.67 - - 14.25
Net 2.46 6.17 12.53 2.24 6.13 - - 12.53
USL600 1.75 3.50 6.99 6.57 6.46 - - 6.44
USL600 = USD LIBOR + 600; Inception Date: 9/1/2010
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 6.83 6.94 - 4.01 11.35 9.00 20.23 19.91 29.56 - -
Net 6.17 5.62 - 5.21 9.71 7.12 18.17 17.86 28.85 - -
USL600 3.50 6.74 6.31 6.23 6.27 6.44 6.34 2.06 - -
USL600 = USD LIBOR + 600; Inception Date: 9/1/2010

International

Preview International Fixed Income Investment-Grade
International Fixed Income Investment-Grade
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.25 9.44 2.99 - 0.85 2.15 4.20 5.01 6.61
Net 4.14 9.20 2.53 - 1.29 1.69 3.74 4.54 6.08
CWGBIX 3.81 5.91 - 5.01 - 2.19 - 0.80 1.36 3.21 4.12
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/1997
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 9.44 2.24 - 9.17 2.98 - 1.57 13.85 5.42 7.04 9.69 3.37
Net 9.20 1.78 - 9.58 2.52 - 2.01 13.35 4.95 6.57 9.21 2.91
CWGBIX 5.91 1.81 - 5.54 - 2.68 - 4.56 1.51 5.17 5.21 4.39 10.11
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/1997
Preview International Opportunistic Fixed Income
International Opportunistic Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.43 10.32 4.58 0.15 3.35 5.08 5.75 8.08
Net 4.32 10.08 4.12 - 0.30 2.89 4.61 5.26 7.54
CWGBIX 3.81 5.91 - 5.01 - 2.19 - 0.80 1.36 3.21 4.67
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/2000
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 10.32 4.60 - 9.33 5.06 - 1.89 16.47 4.02 9.24 13.47 0.22
Net 10.08 4.13 - 9.74 4.59 - 2.33 15.95 3.55 8.76 12.95 - 0.33
CWGBIX 5.91 1.81 - 5.54 - 2.68 - 4.56 1.51 5.17 5.21 4.39 10.11
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/2000

Global Credit

Preview U.S. High Yield
U.S. High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.78 4.79 12.05 3.62 6.95 8.92 - 9.12
Net 1.61 4.45 11.34 2.95 6.26 8.22 - 8.42
BUSCHY 2.17 4.93 12.70 4.48 6.89 8.15 - 8.22
BUSCHY = Barclays U.S. Corporate High Yield Index; Inception Date: 1/1/2010
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 4.79 16.05 - 4.11 1.39 8.94 14.74 9.63 18.79 - -
Net 4.45 15.31 - 4.73 0.74 8.24 14.01 8.93 18.03 - -
BUSCHY 4.93 17.13 - 4.47 2.45 7.44 15.81 4.98 15.12 - -
BUSCHY = Barclays U.S. Corporate High Yield Index; Inception Date: 1/1/2010
Preview Global High Yield
Global High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 2.22 5.67 12.51 3.46 7.00 8.72 - 8.94
Net 2.05 5.33 11.79 2.79 6.31 8.02 - 8.24
BGHY 3.19 6.46 11.89 3.72 7.13 8.29 - 8.14
BGHY = Barclays Global High Yield Index; Inception Date: 1/1/2010
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 5.67 14.42 - 3.63 1.02 7.48 18.02 7.20 18.73 - -
Net 5.33 13.69 - 4.25 0.37 6.79 17.26 6.51 17.98 - -
BGHY 6.46 14.27 - 2.72 0.01 7.33 19.60 3.12 14.83 - -
BGHY = Barclays Global High Yield Index; Inception Date: 1/1/2010
Preview Global Defensive High Yield
Global Defensive High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 2.36 5.14 10.33 4.20 - - - 5.35
Net 2.20 4.80 9.62 3.53 - - - 4.67
BGCHYBAB 3.26 6.39 10.67 3.54 - - - 4.78
Inception Date: 1/1/2014
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 5.14 13.30 - 0.31 1.04 - - - - - -
Net 4.80 12.57 - 0.96 0.38 - - - - - -
BGCHYBAB 6.39 12.03 - 2.40 1.23 - - - - - -
Inception Date: 1/1/2014

U.S. Fixed Income

Preview U.S. Fixed Income
U.S. Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.72 2.43 2.96 5.57 5.48 6.37 7.67 7.17
Net 1.65 2.28 2.65 5.26 5.17 6.06 7.35 6.85
BUSA 1.45 2.27 - 0.31 2.48 2.21 3.19 4.48 5.33
BUSA = Barclays U.S. Aggregate Index; Inception Date: 10/1/1995
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 2.43 11.61 - 0.93 14.51 - 2.34 7.04 11.18 9.42 7.08 9.44
Net 2.28 11.27 - 1.23 14.17 - 2.63 6.72 10.85 9.10 6.76 9.12
BUSA 2.27 2.65 0.55 5.95 - 2.02 4.22 7.85 6.56 5.93 5.24
BUSA = Barclays U.S. Aggregate Index; Inception Date: 10/1/1995

Emerging Markets Debt

Preview Emerging Markets Debt
Emerging Markets Debt
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 3.34 12.65 8.66 0.34 2.62 - - 4.00
Net 3.16 12.27 7.91 - 0.36 1.91 - - 3.27
JPGEMG 3.62 10.36 6.41 - 2.80 - 0.67 - - 0.62
JPGEMG = J.P. Morgan GBI Emerging Market Global Diversified Index; Inception Date: 1/1/2012
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 12.65 9.96 - 14.06 4.64 - 7.41 20.28 - - - -
Net 12.27 9.20 - 14.66 3.91 - 8.06 19.45 - - - -
JPGEMG 10.36 9.94 - 14.92 - 5.72 - 8.98 16.76 - - - -
JPGEMG = J.P. Morgan GBI Emerging Market Global Diversified Index; Inception Date: 1/1/2012