Fixed Income | Performance | Brandywine GLOBAL

Fixed Income All Data as of 3/31/2017

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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 5.21 5.21 2.24 1.54 3.20 5.52 6.16 7.81
Net 5.10 5.10 1.78 1.09 2.74 5.05 5.69 7.28
CWGBI 1.55 1.55 - 3.65 - 1.20 - 0.58 1.31 3.03 4.34
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 1/1/1998
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 5.21 5.73 - 8.04 6.84 - 3.23 14.34 8.64 13.77 21.10 - 8.30
Net 5.10 5.26 - 8.46 6.36 - 3.67 13.83 8.15 13.27 20.57 - 8.71
CWGBI 1.55 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 4.37 4.37 - 0.72 0.47 1.98 4.49 5.71 8.41
Net 4.22 4.22 - 1.26 - 0.08 1.43 3.92 5.13 7.82
CWGBI 1.55 1.55 - 3.65 - 1.20 - 0.58 1.31 3.03 4.97
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/1992
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 4.37 2.63 - 7.38 5.58 - 3.43 12.98 7.61 12.90 17.85 - 2.60
Net 4.22 2.07 - 7.89 5.00 - 3.96 12.37 7.02 12.29 17.22 - 3.13
CWGBI 1.55 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 6.66 6.66 2.01 0.90 - - - 3.36
Net 6.48 6.48 1.30 0.20 - - - 2.64
B6040 4.53 4.53 - 1.02 - 2.23 - - - - 1.02
B6040 = Barclays 60/40 Sovereign Credit Index; Inception Date: 5/1/2012
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 6.66 4.49 - 11.98 10.93 - 4.30 12.96 - - - -
Net 6.48 3.77 - 12.61 10.17 - 4.97 12.44 - - - -
B6040 4.53 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 5.04 5.04 0.67 0.67 1.85 - - 3.90
Net 4.93 4.93 0.22 0.22 1.40 - - 3.43
CWGBI 1.55 1.55 - 3.65 - 1.20 - 0.58 - - 1.31
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/2010
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 5.04 4.17 - 8.10 4.63 - 2.77 9.36 9.32 5.87 - -
Net 4.93 3.70 - 8.52 4.16 - 3.21 8.88 8.84 5.64 - -
CWGBI 1.55 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 2.49 2.49 10.25 4.69 - - - 5.31
Net 2.35 2.35 9.62 3.86 - - - 4.46
USL3M 0.27 0.27 0.86 0.50 - - - 0.44
USL3M = USD LIBOR 3M; Inception Date: 4/1/2013
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 2.49 13.10 - 1.69 3.68 4.13 - - - - -
Net 2.35 12.35 - 2.57 2.75 3.43 - - - - -
USL3M 0.27 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 3.58 3.58 5.38 2.97 4.12 4.09 - 4.84
Net 3.40 3.40 4.61 2.21 3.29 3.13 - 3.81
C3MTB 0.12 0.12 0.34 0.15 0.11 0.11 - 0.20
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 6/1/2008
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 3.58 5.31 - 4.57 5.87 2.32 13.36 1.20 5.06 15.22 - 3.02
Net 3.40 4.53 - 5.29 5.08 1.56 12.11 - 0.05 3.77 13.82 - 3.73
C3MTB 0.12 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 6.48 6.48 14.18 8.68 - - - 8.61
Net 6.22 6.22 13.05 7.61 - - - 7.54
C3MTB 0.12 0.12 0.34 0.15 - - - 0.12
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 6.48 13.32 - 5.53 14.94 6.41 4.02 - - - -
Net 6.22 12.20 - 6.47 13.81 5.36 3.76 - - - -
C3MTB 0.12 0.27 0.03 0.03 0.05 0.02 - - - -
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
Preview Global Alternative Credit
Global Alternative Credit
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 3.94 3.94 11.46 4.42 7.44 - - 14.35
Net 3.62 3.62 10.08 3.08 5.87 - - 12.62
USL600 1.72 1.72 6.86 6.49 6.42 - - 6.41
USL600 = USD LIBOR + 600; Inception Date: 9/1/2010
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 3.94 6.94 - 4.01 11.35 9.00 20.23 19.91 29.56 - -
Net 3.62 5.62 - 5.21 9.71 7.12 18.17 17.86 28.85 - -
USL600 1.72 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 4.98 4.98 - 1.27 - 0.93 1.44 3.34 4.57 6.47
Net 4.86 4.86 - 1.72 - 1.37 0.99 2.88 4.11 5.94
CWGBIX 2.02 2.02 - 4.79 - 2.56 - 1.50 0.64 2.63 3.97
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 4.98 2.24 - 9.17 2.98 - 1.57 13.85 5.42 7.04 9.69 3.37
Net 4.86 1.78 - 9.58 2.52 - 2.01 13.35 4.95 6.57 9.21 2.91
CWGBIX 2.02 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 5.64 5.64 1.10 0.15 2.72 4.28 5.37 7.92
Net 5.53 5.53 0.64 - 0.30 2.27 3.82 4.88 7.38
CWGBIX 2.02 2.02 - 4.79 - 2.56 - 1.50 0.64 2.63 4.51
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 5.64 4.60 - 9.33 5.06 - 1.89 16.47 4.02 9.24 13.47 0.22
Net 5.53 4.13 - 9.74 4.59 - 2.33 15.95 3.55 8.76 12.95 - 0.33
CWGBIX 2.02 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 Yield1
U.S. High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 2.96 2.96 15.42 4.03 6.93 9.19 - 9.19
Net 2.80 2.80 14.68 3.36 6.24 8.49 - 8.48
BUSCHY 2.70 2.70 16.39 4.56 6.82 7.80 - 8.20
BUSCHY = Barclays U.S. Corporate High Yield Index; Inception Date: 1/1/2010
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 2.96 16.05 - 4.11 1.39 8.94 14.74 9.63 18.79 - -
Net 2.80 15.31 - 4.73 0.74 8.24 14.01 8.93 18.03 - -
BUSCHY 2.70 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 3.38 3.38 13.50 3.76 6.77 8.92 - 8.93
Net 3.21 3.21 12.78 3.09 6.08 8.22 - 8.23
BGHY 3.18 3.18 13.25 3.66 6.53 7.58 - 7.97
BGHY = Barclays Global High Yield Index; Inception Date: 1/1/2010
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 3.38 14.42 - 3.63 1.02 7.48 18.02 7.20 18.73 - -
Net 3.21 13.69 - 4.25 0.37 6.79 17.26 6.51 17.98 - -
BGHY 3.18 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

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 9.02 9.02 8.99 0.85 2.06 - - 3.54
Net 8.83 8.83 8.23 0.15 1.35 - - 2.82
JPGEMG 6.50 6.50 5.47 - 2.68 - 1.62 - - - 0.03
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 9.02 9.96 - 14.06 4.64 - 7.41 20.28 - - - -
Net 8.83 9.20 - 14.66 3.91 - 8.06 19.45 - - - -
JPGEMG 6.50 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

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 0.69 0.69 4.49 6.34 5.45 6.86 7.35 7.17
Net 0.62 0.62 4.18 6.02 5.14 6.55 7.03 6.85
BUSA 0.82 0.82 0.44 2.68 2.33 3.48 4.27 5.32
BUSA = Barclays U.S. Aggregate Index; Inception Date: 10/1/1995
2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 0.69 11.61 - 0.93 14.51 - 2.34 7.04 11.18 9.42 7.08 9.44
Net 0.62 11.27 - 1.23 14.17 - 2.63 6.72 10.85 9.10 6.76 9.12
BUSA 0.82 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