|Separate Account:||Contact your CSE or call 1-626-844-9400|
|Commingled Vehicle Available|
Performance as of September 30, 2017
The Macro Opportunities Composite is not measured against a benchmark. There is no benchmark available which appropriately reflects the strategy of this Composite.
Returns for periods greater than one year are annualized. Please see the Performance Disclosure for more information.
Total Macro Opportunities Assets:
US$11.1 billion (as of June 30, 2017)
|Inception Date:||01 Apr 12|
Sector Allocation as of June 30, 2017
Portfolio Characteristics as of June 30, 2017
2 Western Asset believes that attribution is not a hard science, but rather a means of evaluating strategies to determine their relative impact on overall portfolio performance. The intent of the manager, therefore, is critical in the evaluation of different strategies, and the return attribution for any sector or strategy could be over or understated due to its inclusion in another component. Data will not sum to 100% due to the exclusion of government-related cash bonds/derivatives and cash/cash equivalents.
3 Emerging Markets exposure is denominated in both USD and local currency. Local currency exposure is reflected in both the Emerging Markets and Foreign Exchange sectors.
4Represents gross currency exposure.