Fund profile
Total assets
$617.53 mm
Liabilities
$7.84 mm
Net assets
$609.69 mm
Number of holdings
166.00
166 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Inflation Indexed Bonds | 118.50 mm | 108.22 mm principal | 19.44 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 112.56 mm | 112.82 mm principal | 18.46 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 95.71 mm | 98.40 mm principal | 15.70 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 47.52 mm | 47.43 mm principal | 7.79 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 37.06 mm | 38.00 mm principal | 6.08 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 34.13 mm | 38.96 mm principal | 5.60 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 33.87 mm | 42.35 mm principal | 5.56 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 33.23 mm | 33.48 mm principal | 5.45 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 31.04 mm | 33.16 mm principal | 5.09 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 29.57 mm | 30.98 mm principal | 4.85 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 29.38 mm | 28.57 mm principal | 4.82 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 28.00 mm | 28.49 mm principal | 4.59 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 27.68 mm | 36.08 mm principal | 4.54 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 21.51 mm | 22.81 mm principal | 3.53 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 19.51 mm | 20.10 mm principal | 3.20 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 18.80 mm | 21.58 mm principal | 3.08 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 14.59 mm | 23.15 mm principal | 2.39 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 14.14 mm | 13.28 mm principal | 2.32 | Debt | Long | USA |
Western Asset Premier Institutional Government Reserves | 9.86 mm | 9.86 mm shares | 1.62 | Short-term investment vehicle | Long | USA |
United States Treasury Inflation Indexed Bonds | 9.61 mm | 16.31 mm principal | 1.58 | Debt | Long | USA |
Uruguay Government International Bond | 8.27 mm | 311.40 mm principal | 1.36 | Debt | Long | Uruguay |
Mexican Bonos | 8.25 mm | 162.58 mm principal | 1.35 | Debt | Long | Mexico |
United States Treasury Inflation Indexed Bonds | 7.68 mm | 7.61 mm principal | 1.26 | Debt | Long | USA |
Brazil Notas do Tesouro Nacional Serie B | 7.24 mm | 34.89 mm principal | 1.19 | Debt | Long | Brazil |
United States Treasury Inflation Indexed Bonds | 7.06 mm | 7.46 mm principal | 1.16 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 6.06 mm | 6.87 mm principal | 0.99 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.90 mm | 5.99 mm principal | 0.97 | Debt | Long | USA |
XOM Exxon Mobil Corp. | 5.72 mm | 6.59 mm principal | 0.94 | Debt | Long | USA |
Brazil Notas do Tesouro Nacional Serie B | 4.53 mm | 21.46 mm principal | 0.74 | Debt | Long | Brazil |
Wells Fargo & Co | 4.15 mm | 4.48 mm principal | 0.68 | Debt | Long | USA |
BHMS 2018-ATLS | 4.09 mm | 4.22 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 4.06 mm | 4.64 mm principal | 0.67 | Debt | Long | USA |
Bonos de la Tesoreria de la Republica en pesos | 3.99 mm | 4.04 bn principal | 0.65 | Debt | Long | Chile |
Uruguay Government International Bond | 3.98 mm | 145.97 mm principal | 0.65 | Debt | Long | Uruguay |
QazaqGaz NC JSC | 3.74 mm | 4.00 mm principal | 0.61 | Debt | Long | Kazakhstan |
United States Treasury Inflation Indexed Bonds | 3.74 mm | 3.69 mm principal | 0.61 | Debt | Long | USA |
Mexico Government International Bond | 3.58 mm | 3.72 mm principal | 0.59 | Debt | Long | Mexico |
United Kingdom Inflation-Linked Gilt | 3.56 mm | 4.25 mm principal | 0.58 | Debt | Long | UK |
United States Treasury Inflation Indexed Bonds | 3.36 mm | 3.51 mm principal | 0.55 | Debt | Long | USA |
Banc of America Funding 2015-R2 Trust | 3.32 mm | 4.15 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
Inter-American Development Bank | 3.08 mm | 251.00 mm principal | 0.51 | Debt | Long | N/A |
GD General Dynamics Corp. | 3.00 mm | 3.47 mm principal | 0.49 | Debt | Long | USA |
CDS CDX.NA.IG.41.V1 | 2.96 mm | 1.00 contracts | 0.49 | Credit derivative | N/A | USA |
Valeant Pharmaceuticals International | 2.95 mm | 3.13 mm principal | 0.48 | Debt | Long | USA |
CDS CDX.NA.HY.41.V1 | 2.82 mm | 1.00 contracts | 0.46 | Credit derivative | N/A | USA |
OXY Occidental Petroleum Corp. | 2.73 mm | 2.69 mm principal | 0.45 | Debt | Long | USA |
Mexican Bonos | 2.64 mm | 51.28 mm principal | 0.43 | Debt | Long | Mexico |
Enterprise Products Operating LLC | 2.64 mm | 2.88 mm principal | 0.43 | Debt | Long | USA |
SCHYF Sands China Ltd | 2.42 mm | 2.48 mm principal | 0.40 | Debt | Long | Cayman Islands |
WMB Williams Cos Inc | 2.31 mm | 2.35 mm principal | 0.38 | Debt | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | 2.30 mm | 4.57 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
MF1 2022-FL9 LLC | 2.30 mm | 2.29 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
Glencore Finance Canada Ltd | 2.22 mm | 2.33 mm principal | 0.36 | Debt | Long | Canada |
BX Trust 2021-ARIA | 2.18 mm | 2.23 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Seasoned Credit Risk Transfer Trust Series 2017-2 | 2.02 mm | 2.05 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA5 | 1.97 mm | 1.82 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Angel Oak Mortgage Trust 2023-1 | 1.90 mm | 1.95 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
SREIT Trust 2021-PALM | 1.90 mm | 1.93 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
MSC Trust 2021-ILP | 1.89 mm | 1.90 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Apache Corp | 1.83 mm | 2.63 mm principal | 0.30 | Debt | Long | USA |
CLR Continental Resources Inc (OKLA) | 1.83 mm | 2.25 mm principal | 0.30 | Debt | Long | USA |
OBX 2023-NQM3 Trust | 1.82 mm | 1.82 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
PRKCM 2023-AFC1 Trust | 1.75 mm | 1.75 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Hawaii Hotel Trust 2019-MAUI | 1.71 mm | 1.76 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2020-R01 | 1.71 mm | 1.66 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
ILFC E-Capital Trust II | 1.66 mm | 2.08 mm principal | 0.27 | Debt | Long | USA |
YPF SA | 1.66 mm | 1.70 mm principal | 0.27 | Debt | Long | Argentina |
BRSP 2021-FL1 Ltd | 1.63 mm | 1.65 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2023-DNA2 | 1.56 mm | 1.53 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Glencore Funding LLC | 1.56 mm | 1.63 mm principal | 0.26 | Debt | Long | USA |
Anglo American Capital PLC | 1.55 mm | 1.63 mm principal | 0.25 | Debt | Long | UK |
BHP Billiton Finance USA Ltd | 1.55 mm | 1.62 mm principal | 0.25 | Debt | Long | Australia |
SCCO Southern Copper Corporation | 1.51 mm | 1.60 mm principal | 0.25 | Debt | Long | USA |
BX Commercial Mortgage Trust 2022-LP2 | 1.45 mm | 1.47 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Petrobras Global Finance BV | 1.42 mm | 1.41 mm principal | 0.23 | Debt | Long | Netherlands |
BX Commercial Mortgage Trust 2021-XL2 | 1.35 mm | 1.37 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Banc of America Funding 2015-R2 Trust | 1.34 mm | 1.82 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
MRCD 2019-MARK Mortgage Trust | 1.33 mm | 1.52 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
AUY Yamana Gold Inc. | 1.30 mm | 1.36 mm principal | 0.21 | Debt | Long | Canada |
BX Trust 2022-CLS | 1.29 mm | 1.30 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Columbia Pipelines Holding Co LLC | 1.25 mm | 1.23 mm principal | 0.21 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA1 | 1.23 mm | 1.18 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
EQT EQT Corp | 1.21 mm | 1.24 mm principal | 0.20 | Debt | Long | USA |
OKE Oneok Inc. | 1.21 mm | 1.18 mm principal | 0.20 | Debt | Long | USA |
Barrick North America Finance LLC | 1.20 mm | 1.17 mm principal | 0.20 | Debt | Long | USA |
ET+E Energy Transfer Operating, L.P. | 1.20 mm | 1.20 mm principal | 0.20 | Debt | Long | USA |
TRGP Targa Resources Corp | 1.17 mm | 1.30 mm principal | 0.19 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2020-DNA3 | 1.13 mm | 1.02 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Valeant Pharmaceuticals International | 1.12 mm | 1.97 mm principal | 0.18 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.08 mm | 1.19 mm principal | 0.18 | Debt | Long | USA |
Origen Manufactured Housing Contract Trust 2007-B | 1.02 mm | 1.04 mm principal | 0.17 | ABS-other | Long | USA |
MHC Commercial Mortgage Trust 2021-MHC | 1.02 mm | 1.02 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Greystone CRE Notes 2021-FL3 Ltd | 989.87 k | 1.00 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Antofagasta PLC | 916.26 k | 1.11 mm principal | 0.15 | Debt | Long | UK |
BX Commercial Mortgage Trust 2021-VOLT | 900.39 k | 910.00 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | 794.61 k | 923.49 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
CRSO 2023-BRND A | 779.80 k | 750.00 k principal | 0.13 | Debt | Long | USA |
Apache Corp | 751.29 k | 910.00 k principal | 0.12 | Debt | Long | USA |
Glencore Funding LLC | 749.70 k | 750.00 k principal | 0.12 | Debt | Long | USA |
PFP 2021-8 Ltd | 709.95 k | 714.78 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2023-DNA1 | 695.10 k | 681.07 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
BXMT 2020-FL2 LTD | 680.75 k | 696.78 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SREIT Trust 2021-MFP | 619.54 k | 621.96 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2023-SMRT | 579.48 k | 570.00 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Alcoa Nederland Holding BV | 570.75 k | 570.00 k principal | 0.09 | Debt | Long | Netherlands |
SCHYF Sands China Ltd | 548.20 k | 600.00 k principal | 0.09 | Debt | Long | Cayman Islands |
BP Capital Markets America Inc | 541.22 k | 580.00 k principal | 0.09 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2023-R05 | 535.30 k | 510.00 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2023-R02 | 527.90 k | 480.00 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
SCHYF Sands China Ltd | 500.65 k | 600.00 k principal | 0.08 | Debt | Long | Cayman Islands |
Chevron USA Inc | 495.26 k | 500.00 k principal | 0.08 | Debt | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 491.52 k | 2.45 mm principal | 0.08 | Debt | Long | Brazil |
XOM Exxon Mobil Corp. | 489.12 k | 660.00 k principal | 0.08 | Debt | Long | USA |
Glencore Funding LLC | 481.29 k | 500.00 k principal | 0.08 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2019-R05 | 471.28 k | 452.56 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Benchmark 2021-B29 Mortgage Trust | 399.81 k | 8.14 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
SMRT 2022-MINI | 386.45 k | 390.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
BDS 2021-FL8 | 381.69 k | 382.65 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Commercial Mortgage Trust 2023-VLT2 | 351.59 k | 350.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
MSWF Commercial Mortgage Trust 2023-1 | 338.03 k | 330.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2020-GC45 | 334.97 k | 380.00 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
OXY Occidental Petroleum Corp. | 330.66 k | 330.00 k principal | 0.05 | Debt | Long | USA |
Broadcom Pte. Ltd. | 317.67 k | 400.00 k principal | 0.05 | Debt | Long | USA |
UBS Commercial Mortgage Trust 2017-C7 | 287.86 k | 305.93 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2021-C59 | 285.43 k | 3.92 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
Nigeria Government International Bond | 255.62 k | 280.00 k principal | 0.04 | Debt | Long | Nigeria |
USD/CLP FORWARD
MORGAN STANLEY & CO. LLC
|
238.05 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
EOG EOG Resources, Inc. | 233.20 k | 250.00 k principal | 0.04 | Debt | Long | USA |
Lehman Mortgage Trust 2006-5 | 224.29 k | 2.42 mm principal | 0.04 | ABS-mortgage backed security | Long | USA |
SCHYF Sands China Ltd | 172.76 k | 200.00 k principal | 0.03 | Debt | Long | Cayman Islands |
WTI CRUDE | 101.28 k | 60.00 contracts | 0.02 | Commodity derivative | N/A | USA |
T-Mobile USA Inc | 95.89 k | 100.00 k principal | 0.02 | Debt | Long | USA |
10 YEAR US TREASURY NOTE | 78.45 k | 319.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
GOLD 100 OZ | 74.11 k | 40.00 contracts | 0.01 | Commodity derivative | N/A | USA |
EOG EOG Resources, Inc. | 67.98 k | 70.00 k principal | 0.01 | Debt | Long | USA |
USD/MXN FORWARD
J.P. MORGAN SECURITIES LLC
|
47.26 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
USD/GBP FORWARD
Citibank, National Association
|
36.85 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
Morgan Stanley Mortgage Loan Trust 2007-11AR | 33.61 k | 62.97 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
GD General Dynamics Corp. | 26.70 k | 30.00 k principal | 0.00 | Debt | Long | USA |
USD/INR FORWARD
MORGAN STANLEY & CO. LLC
|
26.32 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
BRL/USD FORWARD
MORGAN STANLEY & CO. LLC
|
23.48 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
Bear Stearns Asset Backed Securities Trust 2007-SD2 | 22.00 k | 23.51 k principal | 0.00 | ABS-other | Long | USA |
HAL Halliburton Co. | 10.75 k | 11.00 k principal | 0.00 | Debt | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | 3.67 k | 2.15 mm principal | 0.00 | ABS-mortgage backed security | Long | USA |
USD/IDR FORWARD
J.P. MORGAN SECURITIES LLC
|
-223.94 | 1.00 contracts | -0.00 | DFE | N/A | USA |
USD/EUR FORWARD
Citibank, National Association
|
-482.50 | 1.00 contracts | -0.00 | DFE | N/A | USA |
UYU/USD FORWARD
GOLDMAN SACHS & CO. LLC
|
-45.28 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
COPPER | -57.95 k | 60.00 contracts | -0.01 | Commodity derivative | N/A | USA |
US LONG BOND(CBT) | -163.28 k | -339.00 contracts | -0.03 | Interest rate derivative | N/A | USA |
COPPER | -172.90 k | 140.00 contracts | -0.03 | Commodity derivative | N/A | USA |
MYR/USD FORWARD
MORGAN STANLEY & CO. LLC
|
-196.81 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
JPY/USD FORWARD
MORGAN STANLEY & CO. LLC
|
-256.87 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
AUD/USD FORWARD
Citibank, National Association
|
-501.92 k | 1.00 contracts | -0.08 | DFE | N/A | USA |
Morgan Stanley & Co | -3.06 mm | -3.06 mm principal | -0.50 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -9.38 mm | -9.38 mm principal | -1.54 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -13.20 mm | -13.20 mm principal | -2.16 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -14.52 mm | -14.52 mm principal | -2.38 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -14.73 mm | -14.73 mm principal | -2.42 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -15.72 mm | -15.72 mm principal | -2.58 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -19.46 mm | -19.46 mm principal | -3.19 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -21.92 mm | -21.92 mm principal | -3.60 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -24.90 mm | -24.90 mm principal | -4.08 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -28.92 mm | -28.92 mm principal | -4.74 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -49.31 mm | -49.31 mm principal | -8.09 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -61.28 mm | -61.28 mm principal | -10.05 | Repurchase agreement | Short | USA |
Morgan Stanley & Co | -96.32 mm | -96.32 mm principal | -15.80 | Repurchase agreement | Short | USA |