Brandywine GLOBAL - Performance
Fixed Income All Data as of 12/31/2016
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Global Opportunistic Fixed Income
Global Opportunistic Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 6.06 5.73 5.73 1.27 2.82 5.14 5.73 7.62
Net - 6.17 5.26 5.26 0.82 2.36 4.67 5.26 7.09
CWGBI - 8.53 1.60 1.60 - 0.84 - 0.99 0.89 2.99 4.31
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 1/1/1998
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 5.73 - 8.04 6.84 - 3.23 14.34 8.64 13.77 21.10 - 8.30 10.71
Net 5.26 - 8.46 6.36 - 3.67 13.83 8.15 13.27 20.57 - 8.71 10.19
CWGBI 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 5.17 2.55 10.89 10.95
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 1/1/1998
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 - 6.29 2.63 2.63 0.12 1.83 4.16 5.35 8.31
Net - 6.40 2.17 2.17 - 0.36 1.31 3.62 4.80 7.73
CWGBI - 8.53 1.60 1.60 - 0.84 - 0.99 0.89 2.99 4.96
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/1992
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 2.63 - 7.38 5.58 - 3.43 12.98 7.61 12.90 17.85 - 2.60 10.32
Net 2.17 - 7.80 5.00 - 3.96 12.37 7.02 12.29 17.22 - 3.13 9.73
CWGBI 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 5.17 2.55 10.89 10.95
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/1992
Global Sovereign Credit
Global Sovereign Credit
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 7.88 4.49 4.49 0.67 - - - 2.12
Net - 8.05 3.77 3.77 - 0.03 - - - 1.41
B6040 - 8.16 2.28 2.28 - 2.92 - - - - 2.01
B6040 = Barclays 60/40 Sovereign Credit Index; Inception Date: 5/1/2012
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 4.49 - 11.98 10.93 - 4.30 12.96 - - - - -
Net 3.77 - 12.61 10.17 - 4.97 12.44 - - - - -
B6040 2.28 - 9.07 - 1.64 - 5.03 4.69 - - - - -
B6040 = Barclays 60/40 Sovereign Credit Index; Inception Date: 5/1/2012
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 - 6.17 4.17 4.17 0.05 1.27 - - 3.27
Net - 6.28 3.70 3.70 - 0.40 0.81 - - 2.80
CWGBI - 8.53 1.60 1.60 - 0.84 - 0.99 - - 1.12
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/2010
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 4.17 - 8.10 4.63 - 2.77 9.36 9.32 5.87 - - -
Net 3.70 - 8.52 4.16 - 3.21 8.88 8.84 5.64 - - -
CWGBI 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
Global Multi-Sector Income1
Global Multi-Sector Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 0.46 13.10 13.10 4.85 - - - 4.98
Net 0.32 12.35 12.35 3.99 - - - 4.11
USL3M 0.23 0.74 0.74 0.43 - - - 0.40
USL3M = USD LIBOR 3M; Inception Date: 4/1/2013
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 13.10 - 1.69 3.68 4.13 - - - - - -
Net 12.35 - 2.57 2.75 3.43 - - - - - -
USL3M 0.74 0.31 0.23 0.20 - - - - - -
USL3M = USD LIBOR 3M; Inception Date: 4/1/2013
Global Unconstrained Fixed Income2
Global Unconstrained Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 0.77 5.31 5.31 2.09 4.29 3.95 - 4.56
Net 0.58 4.53 4.53 1.32 3.44 2.98 - 3.52
C3MTB 0.08 0.27 0.27 0.11 0.09 0.09 - 0.19
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 6/1/2008
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 5.31 - 4.57 5.87 2.32 13.36 1.20 5.06 15.22 - 3.02 -
Net 4.53 - 5.29 5.08 1.56 12.11 - 0.05 3.77 13.82 - 3.73 -
C3MTB 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
Global Alternative Credit
Global Alternative Credit
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.34 6.94 6.94 4.55 8.41 - - 14.25
Net 1.03 5.62 5.62 3.18 6.81 - - 12.51
USL600 1.69 6.74 6.74 6.42 6.39 - - 6.38
USL600 = USD LIBOR + 600; Inception Date: 9/1/2010
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 6.94 - 4.01 11.35 9.00 20.23 19.91 29.56 - - -
Net 5.62 - 5.21 9.71 7.12 18.17 17.86 28.85 - - -
USL600 6.74 6.31 6.23 6.27 6.44 6.34 2.06 - - -
USL600 = USD LIBOR + 600; Inception Date: 9/1/2010
Global Unconstrained Fixed Income - Enhanced3
Global Unconstrained Fixed Income - Enhanced
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 5.48 13.32 13.32 7.15 - - - 7.53
Net 5.22 12.20 12.20 6.09 - - - 6.47
C3MTB 0.08 0.27 0.27 0.11 - - - 0.10
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 13.32 - 5.53 14.94 6.41 4.02 - - - - -
Net 12.20 - 6.47 13.81 5.36 3.76 - - - - -
C3MTB 0.27 0.03 0.03 0.05 0.02 - - - - -
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
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 - 7.03 2.24 2.24 - 1.47 1.39 2.75 4.12 6.28
Net - 7.14 1.78 1.78 - 1.92 0.94 2.29 3.66 5.76
CWGBIX - 10.84 1.81 1.81 - 2.18 - 1.94 0.05 2.54 3.91
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/1997
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 2.24 - 9.17 2.98 - 1.57 13.85 5.42 7.04 9.69 3.37 9.26
Net 1.78 - 9.58 2.52 - 2.01 13.35 4.95 6.57 9.21 2.91 8.75
CWGBIX 1.81 - 5.54 - 2.68 - 4.56 1.51 5.17 5.21 4.39 10.11 11.45
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/1997
International Opportunistic Fixed Income
International Opportunistic Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 6.83 4.60 4.60 - 0.12 2.63 3.75 4.88 7.68
Net - 6.94 4.13 4.13 - 0.57 2.17 3.28 4.39 7.14
CWGBIX - 10.84 1.81 1.81 - 2.18 - 1.94 0.05 2.54 4.45
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/2000
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 4.60 - 9.33 5.06 - 1.89 16.47 4.02 9.24 13.47 0.22 9.46
Net 4.13 - 9.74 4.59 - 2.33 15.95 3.55 8.76 12.95 - 0.33 8.86
CWGBIX 1.81 - 5.54 - 2.68 - 4.56 1.51 5.17 5.21 4.39 10.11 11.45
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/2000
Global High Yield
Global High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.28 14.42 14.42 3.66 7.15 8.74 - 8.74
Net 1.12 13.69 13.69 2.99 6.46 8.04 - 8.04
BGHY - 0.19 14.27 14.27 3.59 7.36 7.78 - 7.78
BGHY = Barclays Global High Yield Index; Inception Date: 1/1/2010
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 14.42 - 3.63 1.02 7.48 18.02 7.20 18.73 - - -
Net 13.69 - 4.25 0.37 6.79 17.26 6.51 17.98 - - -
BGHY 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
U.S. High Yield4
U.S. High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.52 16.05 16.05 4.10 7.11 9.07 - 9.07
Net 1.36 15.31 15.31 3.43 6.43 8.37 - 8.37
BUSCHY 1.75 17.13 17.13 4.66 7.35 8.09 - 8.09
BUSCHY = Barclays U.S. Corporate High Yield Index; Inception Date: 1/1/2010
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 16.05 - 4.11 1.39 8.94 14.74 9.63 18.79 - - -
Net 15.31 - 4.73 0.74 8.24 14.01 8.93 18.03 - - -
BUSCHY 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
Emerging Markets Debt
Emerging Markets Debt
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 6.06 9.96 9.96 - 0.37 1.95 - - 1.95
Net - 6.23 9.20 9.20 - 1.07 1.24 - - 1.24
JPGEMG - 6.09 9.94 9.94 - 4.10 - 1.29 - - - 1.29
JPGEMG = J.P. Morgan GBI Emerging Market Global Diversified Index; Inception Date: 1/1/2012
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 9.96 - 14.06 4.64 - 7.41 20.28 - - - - -
Net 9.20 - 14.66 3.91 - 8.06 19.45 - - - - -
JPGEMG 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
U.S. Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 1.03 11.61 11.61 8.17 5.76 7.04 7.40 7.22
Net - 1.11 11.27 11.27 7.85 5.44 6.72 7.09 6.90
BUSA - 2.98 2.65 2.65 3.02 2.23 3.63 4.34 5.35
BUSA = Barclays U.S. Aggregate Index; Inception Date: 10/1/1995
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Gross 11.61 - 0.93 14.51 - 2.34 7.04 11.18 9.42 7.08 9.44 8.32
Net 11.27 - 1.23 14.17 - 2.63 6.72 10.85 9.10 6.76 9.12 8.00
BUSA 2.65 0.55 5.95 - 2.02 4.22 7.85 6.56 5.93 5.24 6.96
BUSA = Barclays U.S. Aggregate Index; Inception Date: 10/1/1995