Hello...
There is this annoying bug that makes the mobs able to leave fences. it could be that the mobs push them as that i had in those fences 2 colored sheep in each and they still escape. Here are some pictures but its done with Normal Sheep, Pig, Cow and Chicken.The same happens by my friend. The Pigs goes in the Horses. I have no pictures of that......
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Why don't people search for issues before they create a ticket? This is an issue that has been around for a long time.
If you lower your animal pens into the ground 1 block and keep the carpet on the fences, it should serve as a temporary fix to the issue.