Fund profile
Fund manager
Total assets
$219.43 mm
Liabilities
$2.93 mm
Net assets
$216.50 mm
Number of holdings
172.00
172 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Inflation Indexed Bonds | 45.97 mm | 41.98 mm principal | 21.23 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 37.41 mm | 38.46 mm principal | 17.28 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 37.00 mm | 37.09 mm principal | 17.09 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 17.37 mm | 17.81 mm principal | 8.02 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 17.06 mm | 17.03 mm principal | 7.88 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 13.22 mm | 12.86 mm principal | 6.11 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.87 mm | 11.96 mm principal | 5.48 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.65 mm | 13.29 mm principal | 5.38 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.32 mm | 11.02 mm principal | 4.76 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.09 mm | 13.16 mm principal | 4.66 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 8.68 mm | 9.09 mm principal | 4.01 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 8.61 mm | 8.87 mm principal | 3.98 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 8.19 mm | 8.69 mm principal | 3.78 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 6.75 mm | 7.75 mm principal | 3.12 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 6.47 mm | 6.39 mm principal | 2.99 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 6.36 mm | 6.48 mm principal | 2.94 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 6.02 mm | 9.54 mm principal | 2.78 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.97 mm | 7.47 mm principal | 2.76 | Debt | Long | USA |
Western Asset Premier Institutional Government Reserves | 5.34 mm | 5.34 mm shares | 2.47 | Short-term investment vehicle | Long | USA |
United States Treasury Inflation Indexed Bonds | 3.53 mm | 3.73 mm principal | 1.63 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 3.25 mm | 5.51 mm principal | 1.50 | Debt | Long | USA |
Brazil Notas do Tesouro Nacional Serie B | 3.22 mm | 15.28 mm principal | 1.49 | Debt | Long | Brazil |
United States Treasury Inflation Indexed Bonds | 3.07 mm | 3.04 mm principal | 1.42 | Debt | Long | USA |
XOM Exxon Mobil Corp. | 3.04 mm | 3.50 mm principal | 1.40 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 2.95 mm | 2.99 mm principal | 1.36 | Debt | Long | USA |
BHMS 2018-ATLS | 2.44 mm | 2.52 mm principal | 1.13 | ABS-mortgage backed security | Long | USA |
Wells Fargo & Co | 2.26 mm | 2.44 mm principal | 1.04 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 2.24 mm | 2.34 mm principal | 1.04 | Debt | Long | USA |
GD General Dynamics Corp. | 2.21 mm | 2.56 mm principal | 1.02 | Debt | Long | USA |
Uruguay Government International Bond | 2.14 mm | 78.57 mm principal | 0.99 | Debt | Long | Uruguay |
United States Treasury Inflation Indexed Bonds | 2.13 mm | 2.10 mm principal | 0.98 | Debt | Long | USA |
Bonos de la Tesoreria de la Republica en pesos | 2.03 mm | 2.06 bn principal | 0.94 | Debt | Long | Chile |
United States Treasury Inflation Indexed Bonds | 1.62 mm | 1.86 mm principal | 0.75 | Debt | Long | USA |
QazaqGaz NC JSC | 1.50 mm | 1.60 mm principal | 0.69 | Debt | Long | Kazakhstan |
Valeant Pharmaceuticals International | 1.43 mm | 1.52 mm principal | 0.66 | Debt | Long | USA |
Mexico Government International Bond | 1.43 mm | 1.48 mm principal | 0.66 | Debt | Long | Mexico |
OXY Occidental Petroleum Corp. | 1.35 mm | 1.33 mm principal | 0.62 | Debt | Long | USA |
WMB Williams Cos Inc | 1.32 mm | 1.34 mm principal | 0.61 | Debt | Long | USA |
United Kingdom Inflation-Linked Gilt | 1.27 mm | 1.52 mm principal | 0.59 | Debt | Long | UK |
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | 1.14 mm | 2.27 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
CDS CDX.NA.IG.41.V1 | 1.13 mm | 1.00 contracts | 0.52 | Credit derivative | N/A | USA |
Glencore Finance Canada Ltd | 1.11 mm | 1.17 mm principal | 0.51 | Debt | Long | Canada |
Inter-American Development Bank | 1.10 mm | 90.00 mm principal | 0.51 | Debt | Long | N/A |
United States Treasury Inflation Indexed Bonds | 1.08 mm | 1.19 mm principal | 0.50 | Debt | Long | USA |
Enterprise Products Operating LLC | 1.07 mm | 1.17 mm principal | 0.49 | Debt | Long | USA |
Mexican Bonos | 832.46 k | 16.19 mm principal | 0.38 | Debt | Long | Mexico |
BX Trust 2021-ARIA | 830.73 k | 850.00 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2015-2 | 822.14 k | 950.00 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
SREIT Trust 2021-PALM | 816.28 k | 830.00 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
ILFC E-Capital Trust II | 805.47 k | 1.01 mm principal | 0.37 | Debt | Long | USA |
YPF SA | 781.45 k | 800.00 k principal | 0.36 | Debt | Long | Argentina |
BHP Billiton Finance USA Ltd | 775.31 k | 810.00 k principal | 0.36 | Debt | Long | Australia |
Glencore Funding LLC | 765.69 k | 800.00 k principal | 0.35 | Debt | Long | USA |
Anglo American Capital PLC | 762.61 k | 800.00 k principal | 0.35 | Debt | Long | UK |
OXY Occidental Petroleum Corp. | 757.54 k | 810.00 k principal | 0.35 | Debt | Long | USA |
MRCD 2019-MARK Mortgage Trust | 743.72 k | 850.00 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2020-2 | 681.37 k | 769.24 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
SCCO Southern Copper Corporation | 658.57 k | 700.00 k principal | 0.30 | Debt | Long | USA |
AUY Yamana Gold Inc. | 642.54 k | 670.00 k principal | 0.30 | Debt | Long | Canada |
PRKCM 2023-AFC1 Trust | 640.62 k | 639.31 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA3 | 621.91 k | 600.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
SCHYF Sands China Ltd | 585.85 k | 600.00 k principal | 0.27 | Debt | Long | Cayman Islands |
Valeant Pharmaceuticals International | 553.08 k | 970.00 k principal | 0.26 | Debt | Long | USA |
PRKCM 2021-AFC1 Trust | 552.31 k | 690.21 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
Barrick North America Finance LLC | 543.18 k | 530.00 k principal | 0.25 | Debt | Long | USA |
BX Commercial Mortgage Trust 2022-LP2 | 532.56 k | 539.41 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
Petrobras Global Finance BV | 513.48 k | 510.00 k principal | 0.24 | Debt | Long | Netherlands |
CDS CDX.NA.HY.41.V1 | 510.79 k | 1.00 contracts | 0.24 | Credit derivative | N/A | USA |
Alternative Loan Trust 2007-12T1 | 509.75 k | 1.10 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Morgan Stanley ABS Capital I Inc Trust 2004-HE7 | 503.80 k | 513.73 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
Fannie Mae Connecticut Avenue Securities | 475.50 k | 440.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2020-DNA1 | 457.93 k | 440.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
BX Trust 2022-CLS | 457.89 k | 460.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Antofagasta PLC | 454.00 k | 550.00 k principal | 0.21 | Debt | Long | UK |
Columbia Pipelines Holding Co LLC | 448.35 k | 440.00 k principal | 0.21 | Debt | Long | USA |
CRSO 2023-BRND A | 447.09 k | 430.00 k principal | 0.21 | Debt | Long | USA |
Seasoned Credit Risk Transfer Trust Series 2019-1 | 432.19 k | 460.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
EQT EQT Corp | 429.17 k | 440.00 k principal | 0.20 | Debt | Long | USA |
ET+E Energy Transfer Operating, L.P. | 428.60 k | 430.00 k principal | 0.20 | Debt | Long | USA |
TRGP Targa Resources Corp | 423.28 k | 470.00 k principal | 0.20 | Debt | Long | USA |
OKE Oneok Inc. | 419.74 k | 410.00 k principal | 0.19 | Debt | Long | USA |
SCHYF Sands China Ltd | 383.74 k | 420.00 k principal | 0.18 | Debt | Long | Cayman Islands |
MHC Commercial Mortgage Trust 2021-MHC | 375.32 k | 377.49 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Glencore Funding LLC | 369.85 k | 370.00 k principal | 0.17 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2020-R01 | 360.46 k | 350.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
BXMT 2020-FL2 LTD | 342.97 k | 351.05 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Connecticut Avenue Securities Trust 2021-R01 | 337.80 k | 330.00 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
SCHYF Sands China Ltd | 333.76 k | 400.00 k principal | 0.15 | Debt | Long | Cayman Islands |
Connecticut Avenue Securities Trust 2019-R05 | 326.86 k | 313.87 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Home RE 2023-1 Ltd | 308.85 k | 290.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Apache Corp | 305.98 k | 440.00 k principal | 0.14 | Debt | Long | USA |
JPMorgan Chase & Co | 295.40 k | 430.00 k principal | 0.14 | Debt | Long | USA |
Broadcom Pte. Ltd. | 293.85 k | 370.00 k principal | 0.14 | Debt | Long | USA |
BP Capital Markets America Inc | 279.94 k | 300.00 k principal | 0.13 | Debt | Long | USA |
CD 2017-CD5 Mortgage Trust | 279.08 k | 300.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2020-DNA3 | 269.34 k | 244.25 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2014-1 | 264.19 k | 282.33 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA4 | 252.59 k | 240.00 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
CWHEQ Revolving Home Equity Loan Trust Series 2006-I | 246.71 k | 270.32 k principal | 0.11 | ABS-other | Long | USA |
Connecticut Avenue Securities Trust 2022-R07 | 246.21 k | 239.43 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
XOM Exxon Mobil Corp. | 244.56 k | 330.00 k principal | 0.11 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2019-R03 | 240.25 k | 225.99 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Angel Oak Mortgage Trust 2023-1 | 225.22 k | 230.83 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Benchmark 2021-B29 Mortgage Trust | 206.46 k | 4.21 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2023-SMRT | 203.33 k | 200.00 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Chevron USA Inc | 198.10 k | 200.00 k principal | 0.09 | Debt | Long | USA |
Towd Point Mortgage Trust 2020-2 | 194.85 k | 250.00 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 193.92 k | 965.00 k principal | 0.09 | Debt | Long | Brazil |
Glencore Funding LLC | 192.52 k | 200.00 k principal | 0.09 | Debt | Long | USA |
Nigeria Government International Bond | 182.59 k | 200.00 k principal | 0.08 | Debt | Long | Nigeria |
BX Commercial Mortgage Trust 2023-VLT2 | 180.82 k | 180.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
SCHYF Sands China Ltd | 172.76 k | 200.00 k principal | 0.08 | Debt | Long | Cayman Islands |
Hawaii Hotel Trust 2019-MAUI | 165.25 k | 170.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
CWHEQ Revolving Home Equity Loan Trust Series 2005-C | 148.98 k | 155.54 k principal | 0.07 | ABS-other | Long | USA |
USD/CLP FORWARD
MORGAN STANLEY & CO. LLC
|
137.21 k | 1.00 contracts | 0.06 | DFE | N/A | USA |
Citigroup Commercial Mortgage Trust 2016-C3 | 120.27 k | 127.60 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
CSMC Series 2019-NQM1 | 115.67 k | 119.68 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
EOG EOG Resources, Inc. | 111.94 k | 120.00 k principal | 0.05 | Debt | Long | USA |
OXY Occidental Petroleum Corp. | 110.22 k | 110.00 k principal | 0.05 | Debt | Long | USA |
Government National Mortgage Association | 108.85 k | 5.29 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 104.91 k | 1.59 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 100.48 k | 5.08 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
BANK 2021-BNK32 | 97.42 k | 2.61 mm principal | 0.04 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 90.42 k | 87.76 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 81.62 k | 80.54 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2020-R01 | 43.21 k | 42.65 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
EOG EOG Resources, Inc. | 38.84 k | 40.00 k principal | 0.02 | Debt | Long | USA |
T-Mobile USA Inc | 38.36 k | 40.00 k principal | 0.02 | Debt | Long | USA |
Government National Mortgage Association | 35.84 k | 1.72 mm principal | 0.02 | ABS-mortgage backed security | Long | USA |
WTI CRUDE | 35.45 k | 21.00 contracts | 0.02 | Commodity derivative | N/A | USA |
Government National Mortgage Association | 35.22 k | 3.83 mm principal | 0.02 | ABS-mortgage backed security | Long | USA |
GOLD 100 OZ | 30.99 k | 14.00 contracts | 0.01 | Commodity derivative | N/A | USA |
GSR Mortgage Loan Trust 2004-11 | 19.88 k | 20.21 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
MXN/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
18.08 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
Government National Mortgage Association | 13.17 k | 534.99 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
USD/GBP FORWARD
Citibank, National Association
|
13.16 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
RAMP Series 2004-SL4 Trust | 12.65 k | 31.08 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
USD/INR FORWARD
MORGAN STANLEY & CO. LLC
|
9.70 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
GD General Dynamics Corp. | 8.90 k | 10.00 k principal | 0.00 | Debt | Long | USA |
Freddie Mac REMICS | 8.84 k | 332.14 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
USD/EUR FORWARD
Citibank, National Association
|
7.56 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
USD/BRL FORWARD
MORGAN STANLEY & CO. LLC
|
5.47 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
HAL Halliburton Co. | 2.93 k | 3.00 k principal | 0.00 | Debt | Long | USA |
Freddie Mac REMICS | 2.62 k | 117.77 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A1 | 2.48 k | 2.75 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
10 YEAR US TREASURY NOTE | 2.23 k | -9.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
Chase Mortgage Finance Trust Series 2007-A1 | 1.37 k | 1.49 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 1.10 k | 540.86 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
IDR/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
437.21 | 1.00 contracts | 0.00 | DFE | N/A | USA |
Government National Mortgage Association | 337.91 | 99.93 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 18.02 | 162.97 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 10.99 | 1.10 mm principal | 0.00 | ABS-mortgage backed security | Long | USA |
EURO FX CURR | -1.01 k | 4.00 contracts | -0.00 | DFE | N/A | USA |
USD/JPY FORWARD
MORGAN STANLEY & CO. LLC
|
-12.46 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
COPPER | -19.61 k | 21.00 contracts | -0.01 | Commodity derivative | N/A | USA |
US ULTRA BOND | -29.03 k | -33.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
US LONG BOND(CBT) | -30.08 k | -62.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
USD/MYR FORWARD
MORGAN STANLEY & CO. LLC
|
-50.14 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
COPPER | -60.51 k | 49.00 contracts | -0.03 | Commodity derivative | N/A | USA |
JPN YEN CURR | -69.79 k | 22.00 contracts | -0.03 | DFE | N/A | USA |
AUD/USD FORWARD
Citibank, National Association
|
-179.32 k | 1.00 contracts | -0.08 | DFE | N/A | USA |
Morgan Stanley & Co | -3.28 mm | -3.28 mm principal | -1.52 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -3.77 mm | -3.77 mm principal | -1.74 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -5.01 mm | -5.01 mm principal | -2.31 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -5.09 mm | -5.09 mm principal | -2.35 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -6.23 mm | -6.23 mm principal | -2.88 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -6.49 mm | -6.49 mm principal | -3.00 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -6.80 mm | -6.80 mm principal | -3.14 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -11.57 mm | -11.57 mm principal | -5.34 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -24.65 mm | -24.65 mm principal | -11.39 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -30.64 mm | -30.64 mm principal | -14.15 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -37.52 mm | -37.52 mm principal | -17.33 | Repurchase agreement | Short | USA |