Global Macro Portfolio

Fund Profile

Fund profile

Fund manager

Total assets

$2.02 bn

Liabilities

$251.92 mm

Net assets

$1.77 bn

Number of holdings

1.18 k

Top 200 of 1180 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	128.85 mm	128.85 mm shares	7.28	Short-term investment vehicle	Long	USA
Republic of South Africa Government Bond	86.81 mm	1.71 bn principal	4.90	Debt	Long	South Africa
U.S. Treasury Inflation-Indexed Notes	77.26 mm	76.43 mm principal	4.36	Debt	Long	USA
Egypt Government Bond	69.79 mm	3.48 bn principal	3.94	Debt	Long	Egypt
Tanzania 10 Year Term Loan	45.85 mm	44.93 mm principal	2.59	Loan	Long	Tanzania, United Republic of
U.S. Treasury Bills	45.29 mm	45.52 mm principal	2.56	Short-term investment vehicle	Long	USA
Egypt Treasury Bills	43.96 mm	2.40 bn principal	2.48	Short-term investment vehicle	Long	Egypt
U.S. Treasury Bills	35.62 mm	35.67 mm principal	2.01	Short-term investment vehicle	Long	USA
Serbia Treasury Bonds	32.29 mm	3.08 bn principal	1.82	Debt	Long	Serbia
U.S. Treasury Bills	29.72 mm	30.00 mm principal	1.68	Short-term investment vehicle	Long	USA
Republic of Poland Government Bond	24.55 mm	113.04 mm principal	1.39	Debt	Long	Poland
Iceland Rikisbref	22.94 mm	3.20 bn principal	1.30	Debt	Long	Iceland
Korea Treasury Bond	22.80 mm	31.50 bn principal	1.29	Debt	Long	Korea, Republic of
Czech Republic Government Bond	22.76 mm	499.08 mm principal	1.29	Debt	Long	Czechia
Serbia Treasury Bonds	20.58 mm	2.27 bn principal	1.16	Debt	Long	Serbia
Republic of Cameroon International Bond	20.54 mm	21.39 mm principal	1.16	Debt	Long	Cameroon
Unison Trust 2021-1	19.88 mm	21.12 mm principal	1.12	ABS-mortgage backed security	Long	USA
Ethiopia International Bond	18.90 mm	24.12 mm principal	1.07	Debt	Long	Ethiopia
Czech Republic Government Bond	18.72 mm	514.00 mm principal	1.06	Debt	Long	Czechia
Republic of South Africa Government Bond	18.70 mm	392.91 mm principal	1.06	Debt	Long	South Africa
Uzbek Industrial and Construction Bank ATB	18.54 mm	232.11 bn principal	1.05	Debt	Long	Uzbekistan
U.S. Treasury Bills	18.54 mm	18.55 mm principal	1.05	Short-term investment vehicle	Long	USA
Philippine Government International Bond	17.35 mm	1.02 bn principal	0.98	Debt	Long	Philippines
New Zealand Government Bonds	15.83 mm	26.96 mm principal	0.89	Debt	Long	New Zealand
Colombian TES	14.14 mm	71.17 bn principal	0.80	Debt	Long	Colombia
Ecuador Government International Bonds	13.87 mm	20.10 mm principal	0.78	Debt	Long	Ecuador
Government National Mortgage Association	13.64 mm	13.07 mm principal	0.77	ABS-mortgage backed security	Long	USA
Suriname Government International Bond	13.06 mm	13.71 mm principal	0.74	Debt	Long	Suriname
Republic of Cameroon International Bond	12.85 mm	14.64 mm principal	0.73	Debt	Long	Cameroon
Benin Government International Bond	12.41 mm	13.65 mm principal	0.70	Debt	Long	Benin
India Government Bond	10.83 mm	871.19 mm principal	0.61	Debt	Long	India
Angola Government International Bonds	10.76 mm	12.82 mm principal	0.61	Debt	Long	Angola
Sri Lanka Government International Bonds	10.62 mm	17.13 mm principal	0.60	Debt	Long	Sri Lanka
Republic of Armenia Treasury Bonds	9.89 mm	3.90 bn principal	0.56	Debt	Long	Armenia
Europe Asia Investment Finance BV	9.80 mm	125.25 bn principal	0.55	Debt	Long	Netherlands
Export-Import Bank of India	9.65 mm	10.50 mm principal	0.55	Debt	Long	India
Peru Government Bond	9.64 mm	35.46 mm principal	0.54	Debt	Long	Peru
Suriname Government International Bond	9.53 mm	9.34 mm principal	0.54	Debt	Long	Suriname
Bank of Cyprus Holdings PLC	9.09 mm	1.98 mm shares	0.51	Common equity	Long	Ireland
Turkiye Government Bond	8.98 mm	330.38 mm principal	0.51	Debt	Long	Turkey
Barbados Government International Bond	8.88 mm	9.18 mm principal	0.50	Debt	Long	Barbados
Republic of Uzbekistan International Bond	8.85 mm	112.43 bn principal	0.50	Debt	Long	Uzbekistan
Commonwealth of The Bahamas 2024 EUR Term Loan	8.69 mm	8.01 mm principal	0.49	Loan	Long	Bahamas
Export-Import Bank of India	8.54 mm	10.00 mm principal	0.48	Debt	Long	India
Angola Government International Bonds	8.46 mm	9.31 mm principal	0.48	Debt	Long	Angola
New Zealand Government Bonds	8.31 mm	17.00 mm principal	0.47	Debt	Long	New Zealand
Angola Government International Bonds	8.24 mm	9.62 mm principal	0.47	Debt	Long	Angola
Jscb Agrobank	8.14 mm	7.97 mm principal	0.46	Debt	Long	Uzbekistan
Bank of Georgia JSC	8.05 mm	8.20 mm principal	0.45	Debt	Long	Georgia
Peru Government Bond	7.83 mm	30.33 mm principal	0.44	Debt	Long	Peru
Benin Government International Bond	7.79 mm	8.01 mm principal	0.44	Debt	Long	Benin
Dominican Republic International Bond	7.74 mm	490.34 mm principal	0.44	Debt	Long	Dominican Republic
MT LOGAN RE DIVERSIFED OPTI	7.65 mm	4.40 k shares	0.43	Short-term investment vehicle	Long	USA
Paraguay Government International Bond	7.57 mm	58.68 bn principal	0.43	Debt	Long	Paraguay
Albania Government International Bond	7.55 mm	6.60 mm principal	0.43	Debt	Long	Albania
Government National Mortgage Association	7.45 mm	7.14 mm principal	0.42	ABS-mortgage backed security	Long	USA
Ukraine Government International Bond	7.26 mm	10.01 mm principal	0.41	Debt	Long	Ukraine
National Bank of Kazakhstan Notes	7.25 mm	3.53 bn principal	0.41	Debt	Long	Kazakhstan
National Bank of Uzbekistan	7.19 mm	90.66 bn principal	0.41	Debt	Long	Uzbekistan
Development Bank of Kazakhstan JSC	7.05 mm	3.47 bn principal	0.40	Debt	Long	Kazakhstan
JPM Lending Facility	7.01 mm	7.01 mm principal	0.40	ABS-mortgage backed security	Long	USA
Ecuador Government International Bond	6.94 mm	12.66 mm principal	0.39	Debt	Long	Ecuador
Dominican Republic International Bond	6.83 mm	368.50 mm principal	0.39	Debt	Long	Dominican Republic
PARTNERRE ILS FUND SAC LTD.	6.43 mm	5.70 mm shares	0.36	Short-term investment vehicle	Long	USA
Nigeria OMO Bill	6.20 mm	12.71 bn principal	0.35	Short-term investment vehicle	Long	Nigeria
Long: B92VTM2A0 CDS USD R V 03MEVENT Z92VTM2B8 CCPSOVEREIGN / Short: B92VTM2A0 CDS USD P F 1.00000 Z92VTM2C6 CCPSOVEREIGN	6.08 mm	150.65 mm other units	0.34	Credit derivative	N/A	USA
Montenegro Government International Bond	6.07 mm	5.84 mm principal	0.34	Debt	Long	Montenegro
Uzbek Industrial and Construction Bank ATB via Daryo Finance BV	5.98 mm	75.99 bn principal	0.34	Debt	Long	Netherlands
Dominican Republic International Bond	5.59 mm	332.20 mm principal	0.32	Debt	Long	Dominican Republic
Albanian Government Bond	5.58 mm	487.60 mm principal	0.32	Debt	Long	Albania
Iceland Rikisbref	5.56 mm	732.03 mm principal	0.31	Debt	Long	Iceland
BB NIGERIA GOV REPO	5.54 mm	5.54 mm principal	0.31	Repurchase agreement	Long	USA
New Zealand Government Bond	5.51 mm	9.23 mm principal	0.31	Debt	Long	New Zealand
Nigeria OMO Bill	5.46 mm	11.72 bn principal	0.31	Short-term investment vehicle	Long	Nigeria
TBC Bank Group PLC	5.29 mm	149.21 k shares	0.30	Common equity	Long	UK
Egypt Treasury Bills	4.98 mm	248.93 mm principal	0.28	Short-term investment vehicle	Long	Egypt
BB REPUBLIC AZERBAIJAN REPO	4.94 mm	4.94 mm principal	0.28	Repurchase agreement	Long	USA
Dominican Republic International Bond	4.61 mm	232.60 mm principal	0.26	Debt	Long	Dominican Republic
El Salvador Government International Bond	4.51 mm	4.54 mm principal	0.25	Debt	Long	El Salvador
BB ROMANIAN GOVN	4.50 mm	4.50 mm principal	0.25	Short-term investment vehicle	Long	USA
Sri Lanka Government International Bonds	4.45 mm	7.10 mm principal	0.25	Debt	Long	Sri Lanka
BB ROMANIAN GOVT REPO	4.44 mm	4.44 mm principal	0.25	Repurchase agreement	Long	USA
BB BAHRAIN GOV REPO	4.40 mm	4.40 mm principal	0.25	Repurchase agreement	Long	USA
Turkiye Government Bond	4.38 mm	153.63 mm principal	0.25	Debt	Long	Turkey
Iceland Rikisbref	4.36 mm	600.76 mm principal	0.25	Debt	Long	Iceland
REPO BB REPUBLIC OF POLAND GOV	4.30 mm	3.95 mm principal	0.24	Repurchase agreement	Long	Luxembourg
Albanian Government Bond	4.23 mm	373.90 mm principal	0.24	Debt	Long	Albania
BB ZAMBIA REPO	4.18 mm	4.18 mm principal	0.24	Repurchase agreement	Long	USA
Bank of Georgia Group PLC	4.15 mm	77.24 k shares	0.23	Common equity	Long	UK
Dominican Republic International Bond	4.13 mm	206.15 mm principal	0.23	Debt	Long	Dominican Republic
Turkiye Government Bond	4.13 mm	143.33 mm principal	0.23	Debt	Long	Turkey
Tunisian Republic	4.09 mm	4.05 mm principal	0.23	Debt	Long	Tunisia
Eurohold Bulgaria AD	4.08 mm	5.12 mm shares	0.23	Common equity	Long	Bulgaria
Ghana Government International Bond	4.06 mm	4.72 mm principal	0.23	Debt	Long	Ghana
Nigeria OMO Bill	4.03 mm	7.86 bn principal	0.23	Short-term investment vehicle	Long	Nigeria
Georgia Treasury Bond	3.89 mm	10.60 mm principal	0.22	Debt	Long	Georgia
Itau BBA International PLC	3.77 mm	27.42 bn principal	0.21	Structured note	Long	UK
BB SENEGAL (REPUBLIC) REPO	3.71 mm	3.71 mm principal	0.21	Repurchase agreement	Long	USA
Georgia Capital PLC	3.71 mm	283.30 k shares	0.21	Common equity	Long	UK
Dominican Republic Central Bank Notes	3.67 mm	216.70 mm principal	0.21	Debt	Long	Dominican Republic
Sri Lanka Government International Bond	3.67 mm	6.01 mm principal	0.21	Debt	Long	Sri Lanka
Republic of Armenia Treasury Bonds	3.67 mm	1.44 bn principal	0.21	Debt	Long	Armenia
Nigeria OMO Bill	3.65 mm	7.15 bn principal	0.21	Short-term investment vehicle	Long	Nigeria
BB PANAMA GOVERNMENT REPO	3.56 mm	3.56 mm principal	0.20	Repurchase agreement	Long	USA
Benin Government International Bond	3.46 mm	3.81 mm principal	0.20	Debt	Long	Benin
BB BAHRAIN REPO	3.43 mm	3.43 mm principal	0.19	Repurchase agreement	Long	USA
EDEN REII LTD 0.000 17MAR2028	3.43 mm	3.00 mm shares	0.19	Short-term investment vehicle	Long	USA
Ivory Coast Government International Bond	3.35 mm	3.81 mm principal	0.19	Debt	Long	Côte d'Ivoire
Peru Government Bond	3.34 mm	14.05 mm principal	0.19	Debt	Long	Peru
Nigeria Treasury Bill	3.34 mm	6.10 bn principal	0.19	Short-term investment vehicle	Long	Nigeria
TBC Bank JSC	3.30 mm	3.32 mm principal	0.19	Debt	Long	Georgia
Ipoteka-Bank ATIB	3.29 mm	42.08 bn principal	0.19	Debt	Long	Uzbekistan
Egypt Treasury Bills	3.29 mm	166.23 mm principal	0.19	Short-term investment vehicle	Long	Egypt
SBAIO 2018-2 Trust	3.28 mm	61.95 mm principal	0.19	ABS-other	Long	USA
Bahamas Government International Bond	3.20 mm	3.11 mm principal	0.18	Debt	Long	Bahamas
Albania Government International Bond	3.16 mm	3.05 mm principal	0.18	Debt	Long	Albania
Long: B92VTMT03 CDS USD R V 03MEVENT Z92VTMT11 CCPSOVEREIGN / Short: B92VTMT03 CDS USD P F 1.00000 Z92VTMT29 CCPSOVEREIGN	3.14 mm	43.55 mm other units	0.18	Credit derivative	N/A	USA
EDEN RE II LTD SERIES 2024	3.13 mm	2.70 mm shares	0.18	Short-term investment vehicle	Long	USA
Albanian Government Bond	2.89 mm	257.40 mm principal	0.16	Debt	Long	Albania
Nigeria OMO Bill	2.84 mm	5.65 bn principal	0.16	Short-term investment vehicle	Long	Nigeria
Nigeria Treasury Bill	2.81 mm	5.26 bn principal	0.16	Short-term investment vehicle	Long	Nigeria
Fannie Mae REMICS	2.76 mm	2.61 mm principal	0.16	ABS-mortgage backed security	Long	USA
Dominican Republic Central Bank Notes	2.75 mm	161.23 mm principal	0.16	Debt	Long	Dominican Republic
Uruguay Government International Bond	2.74 mm	112.91 mm principal	0.15	Debt	Long	Uruguay
Navoi Mining and Metallurgical Company 2024 Term Loan	2.74 mm	2.74 mm principal	0.15	Loan	Long	XX
Government National Mortgage Association	2.72 mm	2.61 mm principal	0.15	ABS-mortgage backed security	Long	USA
BB REPUBLIC ARMENIA REPO	2.65 mm	2.65 mm principal	0.15	Repurchase agreement	Long	USA
FPT Corp	2.60 mm	486.03 k shares	0.15	Common equity	Long	Viet Nam
BB BAHRAIN CASH/BB REPO	2.60 mm	2.60 mm principal	0.15	Repurchase agreement	Long	USA
European Bank for Reconstruction & Development	2.60 mm	2.60 mm principal	0.15	Debt	Long	XX
BB ROMANIA REPO	2.58 mm	2.58 mm principal	0.15	Repurchase agreement	Long	USA
Ghana Government International Bond	2.56 mm	3.67 mm principal	0.14	Debt	Long	Ghana
Ukraine Government International Bond	2.56 mm	5.26 mm principal	0.14	Debt	Long	Ukraine
Government National Mortgage Association	2.50 mm	2.43 mm principal	0.14	ABS-mortgage backed security	Long	USA
BB SENEGAL BORROW BB REPO	2.49 mm	2.49 mm principal	0.14	Repurchase agreement	Long	USA
BB PANAMA REPUBLIC REPO	2.48 mm	2.48 mm principal	0.14	Repurchase agreement	Long	USA
BB PANAMA REPUBLIC REPO	2.44 mm	2.44 mm principal	0.14	Repurchase agreement	Long	USA
BB PANAMA REPUBLIC REPO	2.42 mm	2.42 mm principal	0.14	Repurchase agreement	Long	USA
BB NIGERIA GOV REPO	2.40 mm	2.40 mm principal	0.14	Repurchase agreement	Long	USA
BB ROMANIA (REPUBLIC OF) REPO	2.35 mm	2.35 mm principal	0.13	Repurchase agreement	Long	USA
Dominican Republic Central Bank Notes	2.34 mm	138.42 mm principal	0.13	Debt	Long	Dominican Republic
Kazakhstan Government Bond - MEUKAM	2.32 mm	1.23 bn principal	0.13	Debt	Long	Kazakhstan
Bahamas Government International Bond	2.24 mm	2.35 mm principal	0.13	Debt	Long	Bahamas
REPO BB POLAND (REPUBLIC OF)	2.22 mm	2.04 mm principal	0.13	Repurchase agreement	Long	Luxembourg
Turkiye Government Bond	2.20 mm	75.51 mm principal	0.12	Debt	Long	Turkey
BB ROMANIAN GOVN	2.13 mm	2.13 mm principal	0.12	Short-term investment vehicle	Long	USA
BB NIGERIA GOVERNMENT INT REPO	2.09 mm	2.09 mm principal	0.12	Repurchase agreement	Long	USA
BB BAHRAIN GOVERNMENT REPO	2.08 mm	2.08 mm principal	0.12	Repurchase agreement	Long	USA
Ivory Coast EUR 7 Year Term Loan	2.06 mm	1.87 mm principal	0.12	Loan	Long	Tanzania, United Republic of
REPO BB REPUBLIC OF POLAND GOV	2.05 mm	2.05 mm principal	0.12	Repurchase agreement	Long	USA
Turkiye Government Bond	2.03 mm	71.40 mm principal	0.11	Debt	Long	Turkey
Government National Mortgage Association	1.97 mm	1.89 mm principal	0.11	ABS-mortgage backed security	Long	USA
KSPI Joint Stock Company Kaspi.kz	1.95 mm	17.68 k shares	0.11	Common equity	Long	Kazakhstan
Tunisian Republic	1.94 mm	1.98 mm principal	0.11	Debt	Long	Tunisia
BB NIGERIA GOV REPO	1.94 mm	1.94 mm principal	0.11	Repurchase agreement	Long	USA
Dominican Republic International Bond	1.93 mm	106.25 mm principal	0.11	Debt	Long	Dominican Republic
National Bank of Greece SA	1.92 mm	245.58 k shares	0.11	Common equity	Long	Greece
Ukraine Government International Bond	1.90 mm	3.16 mm principal	0.11	Debt	Long	Ukraine
Petroleos de Venezuela SA	1.89 mm	19.60 mm principal	0.11	Debt	Long	Venezuela (Bolivarian Republic of)
Sri Lanka Government International Bonds	1.88 mm	3.05 mm principal	0.11	Debt	Long	Sri Lanka
Mobile World Investment Corp	1.85 mm	703.60 k shares	0.10	Common equity	Long	Viet Nam
Petroleos de Venezuela SA	1.83 mm	18.37 mm principal	0.10	Debt	Long	Venezuela (Bolivarian Republic of)
Powszechna Kasa Oszczednosci Bank Polski SA	1.82 mm	130.94 k shares	0.10	Common equity	Long	Poland
Sri Lanka Government International Bond	1.78 mm	2.90 mm principal	0.10	Debt	Long	Sri Lanka
BB ROMANIAN GOVN	1.77 mm	1.77 mm principal	0.10	Short-term investment vehicle	Long	USA
Nigeria OMO Bill	1.73 mm	3.19 bn principal	0.10	Short-term investment vehicle	Long	Nigeria
Eurobank Ergasias Services and Holdings SA	1.71 mm	826.42 k shares	0.10	Common equity	Long	Greece
Republic of Armenia Treasury Bonds	1.70 mm	673.15 mm principal	0.10	Debt	Long	Armenia
Sri Lanka Government International Bond	1.66 mm	2.71 mm principal	0.09	Debt	Long	Sri Lanka
U.S. Treasury Bills	1.63 mm	1.64 mm principal	0.09	Short-term investment vehicle	Long	USA
GGAL Grupo Financiero Galicia S.A.	1.60 mm	30.37 k shares	0.09	Common equity	Long	Argentina
BB BAHRAIN REPO	1.59 mm	1.59 mm principal	0.09	Repurchase agreement	Long	USA
BB SENEGAL (REPUBLIC) REPO	1.59 mm	1.59 mm principal	0.09	Repurchase agreement	Long	USA
Republic of Armenia Treasury Bonds	1.57 mm	618.88 mm principal	0.09	Debt	Long	Armenia
Government of The Republic of Kenya Acting through The National Treasury 2019 1st Lien Term Loan	1.56 mm	1.54 mm principal	0.09	Loan	Long	Kenya
Ukraine Government International Bond	1.54 mm	3.35 mm principal	0.09	Debt	Long	Ukraine
Dominican Republic International Bond	1.52 mm	96.00 mm principal	0.09	Debt	Long	Dominican Republic
PURCHASED TRY / SOLD USD Standard Chartered Bank	1.51 mm	1.00 contracts	0.09	DFE	N/A	Turkey
BB PANAMA REPUBLIC REPO	1.50 mm	1.50 mm principal	0.08	Repurchase agreement	Long	USA
Government National Mortgage Association	1.46 mm	1.40 mm principal	0.08	ABS-mortgage backed security	Long	USA
Nigeria Treasury Bill	1.46 mm	2.76 bn principal	0.08	Short-term investment vehicle	Long	Nigeria
Benin Government International Bond	1.45 mm	1.47 mm principal	0.08	Debt	Long	Benin
PURCHASED TRY / SOLD USD Standard Chartered Bank	1.45 mm	1.00 contracts	0.08	DFE	N/A	Turkey
Nigeria Treasury Bill	1.44 mm	2.66 bn principal	0.08	Short-term investment vehicle	Long	Nigeria
MBH Bank Nyrt	1.44 mm	1.24 mm principal	0.08	Debt	Long	Hungary
Government National Mortgage Association	1.43 mm	1.38 mm principal	0.08	ABS-mortgage backed security	Long	USA
PROVINCIA DE NEUQUEN TRANCHE B TERM LOAN	1.41 mm	1.40 mm principal	0.08	Loan	Long	Argentina
El Salvador Government International Bond	1.36 mm	1.45 mm principal	0.08	Debt	Long	El Salvador
Long: BMIDW3ZS3 TRS USD R F .00000 / Short: BMIDW3ZS3 TRS USD P E	1.36 mm	74.50 mm other units	0.08	Commodity derivative	N/A	USA
Ukraine Government International Bond	1.34 mm	2.87 mm principal	0.08	Debt	Long	Ukraine
BB NIGERIA GOV REPO	1.31 mm	1.31 mm principal	0.07	Repurchase agreement	Long	USA
Montenegro Government International Bond	1.31 mm	1.26 mm principal	0.07	Debt	Long	Montenegro
Turkiye Government Bond	1.29 mm	47.05 mm principal	0.07	Debt	Long	Turkey
REPO BB REPUBLIC OF POLAND GOV	1.29 mm	1.19 mm principal	0.07	Repurchase agreement	Long	Luxembourg
BB BAHRAIN CASH/BB REPO	1.28 mm	1.28 mm principal	0.07	Repurchase agreement	Long	USA
Piraeus Financial Holdings SA	1.26 mm	335.24 k shares	0.07	Common equity	Long	Greece
Tunisian Republic	1.26 mm	300.00 mm principal	0.07	Debt	Long	Tunisia
International Finance Corp	1.25 mm	16.00 bn principal	0.07	Debt	Long	XX
BB KAZAKHSTAN GOV REPO	1.25 mm	1.25 mm principal	0.07	Repurchase agreement	Long	USA
BMA Banco Macro S.A.	1.24 mm	15.85 k shares	0.07	Common equity	Long	Argentina