Fund profile
Fund manager
Total assets
$1.62 bn
Liabilities
$5.27 mm
Net assets
$1.62 bn
Number of holdings
135.00
135 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Notes | 113.90 mm | 117.40 mm principal | 7.04 | Debt | Long | USA |
Institutional Fiduciary Trust - Money Market Portfolio | 101.40 mm | 101.40 mm shares | 6.27 | Short-term investment vehicle | Long | USA |
Indonesia Government Bond, Series FR96 | 100.90 mm | 1.50 tn principal | 6.23 | Debt | Long | Indonesia |
Korea Treasury Bonds | 68.64 mm | 87.60 bn principal | 4.24 | Debt | Long | Korea, Republic of |
Norway Government Bond | 51.81 mm | 528.22 mm principal | 3.20 | Debt | Long | Norway |
U.S. Treasury Bonds | 51.68 mm | 56.19 mm principal | 3.19 | Debt | Long | USA |
Korea Treasury Bonds | 49.64 mm | 64.09 bn principal | 3.07 | Debt | Long | Korea, Republic of |
Brazil Notas do Tesouro Nacional | 48.51 mm | 233.80 mm principal | 3.00 | Debt | Long | Brazil |
Malaysia Government Bond | 46.13 mm | 209.83 mm principal | 2.85 | Debt | Long | Malaysia |
India Government Bond | 45.52 mm | 3.79 bn principal | 2.81 | Debt | Long | India |
Singapore Government Bond | 39.93 mm | 53.04 mm principal | 2.47 | Debt | Long | Singapore |
Mexican Bonos Desarr Fixed Rate, Series M | 38.40 mm | 719.38 mm principal | 2.37 | Debt | Long | Mexico |
Japan Treasury Bills | 34.24 mm | 4.83 bn principal | 2.12 | Short-term investment vehicle | Long | Japan |
Germany Treasury Bills | 33.79 mm | 30.85 mm principal | 2.09 | Short-term investment vehicle | Long | Germany |
Colombia Titulos de Tesoreria, Series B | 29.29 mm | 95.55 bn principal | 1.81 | Debt | Long | Colombia |
Korea Treasury Bonds | 28.96 mm | 38.80 bn principal | 1.79 | Debt | Long | Korea, Republic of |
Singapore Government Bond | 28.64 mm | 35.73 mm principal | 1.77 | Debt | Long | Singapore |
Brazil Notas do Tesouro Nacional, Series F | 27.65 mm | 134.13 mm principal | 1.71 | Debt | Long | Brazil |
Queensland Treasury Corp. | 27.27 mm | 49.53 mm principal | 1.69 | Debt | Long | Australia |
Queensland Treasury Corp. | 27.21 mm | 52.10 mm principal | 1.68 | Debt | Long | Australia |
New South Wales Treasury Corp. | 26.83 mm | 48.45 mm principal | 1.66 | Debt | Long | Australia |
Treasury Corp. of Victoria | 26.59 mm | 49.63 mm principal | 1.64 | Debt | Long | Australia |
U.S. Treasury Bonds | 24.92 mm | 27.93 mm principal | 1.54 | Debt | Long | USA |
Thailand Government Bond | 24.69 mm | 858.94 mm principal | 1.53 | Debt | Long | Thailand |
Bundesschatzanweisungen | 23.48 mm | 21.70 mm principal | 1.45 | Debt | Long | Germany |
Brazil Notas do Tesouro Nacional | 22.91 mm | 112.17 mm principal | 1.42 | Debt | Long | Brazil |
New South Wales Treasury Corp. | 22.71 mm | 43.38 mm principal | 1.40 | Debt | Long | Australia |
India Government Bond | 22.62 mm | 1.88 bn principal | 1.40 | Debt | Long | India |
Colombia Titulos de Tesoreria, Series B | 21.42 mm | 91.42 bn principal | 1.32 | Debt | Long | Colombia |
Indonesia Government Bond, Series FR68 | 20.63 mm | 283.97 bn principal | 1.27 | Debt | Long | Indonesia |
Treasury Corp. of Victoria | 19.93 mm | 36.00 mm principal | 1.23 | Debt | Long | Australia |
Panama Government Bond | 18.24 mm | 18.64 mm principal | 1.13 | Debt | Long | Panama |
Thailand Government Bond | 15.80 mm | 570.14 mm principal | 0.98 | Debt | Long | Thailand |
Colombia Titulos de Tesoreria, Series B | 15.33 mm | 62.07 bn principal | 0.95 | Debt | Long | Colombia |
Korea Treasury Bonds | 15.25 mm | 20.48 bn principal | 0.94 | Debt | Long | Korea, Republic of |
Malaysia Government Bond | 15.13 mm | 68.75 mm principal | 0.93 | Debt | Long | Malaysia |
U.S. Treasury Bonds | 13.88 mm | 16.23 mm principal | 0.86 | Debt | Long | USA |
U.S. Treasury Bonds | 13.37 mm | 14.30 mm principal | 0.83 | Debt | Long | USA |
Malaysia Government Bond | 12.47 mm | 56.95 mm principal | 0.77 | Debt | Long | Malaysia |
Colombia Titulos de Tesoreria, Series B | 11.42 mm | 53.74 bn principal | 0.71 | Debt | Long | Colombia |
Bundesobligation | 10.76 mm | 10.00 mm principal | 0.67 | Debt | Long | Germany |
Malaysia Government Bond | 10.57 mm | 49.47 mm principal | 0.65 | Debt | Long | Malaysia |
Panama Government Bond | 10.31 mm | 10.54 mm principal | 0.64 | Debt | Long | Panama |
Brazil Notas do Tesouro Nacional | 9.14 mm | 45.02 mm principal | 0.57 | Debt | Long | Brazil |
Thailand Government Bond | 8.98 mm | 310.35 mm principal | 0.55 | Debt | Long | Thailand |
Colombia Titulos de Tesoreria, Series B | 8.91 mm | 37.87 bn principal | 0.55 | Debt | Long | Colombia |
Norway Government Bond | 8.58 mm | 89.31 mm principal | 0.53 | Debt | Long | Norway |
Indonesia Government Bond, Series FR91 | 8.50 mm | 132.27 bn principal | 0.53 | Debt | Long | Indonesia |
Malaysia Government Bond | 8.40 mm | 38.44 mm principal | 0.52 | Debt | Long | Malaysia |
Mexican Bonos Desarr Fixed Rate, Series M | 8.02 mm | 154.59 mm principal | 0.50 | Debt | Long | Mexico |
Malaysia Government Bond | 7.25 mm | 33.19 mm principal | 0.45 | Debt | Long | Malaysia |
Malaysia Government Bond | 6.75 mm | 29.74 mm principal | 0.42 | Debt | Long | Malaysia |
Mexican Bonos Desarr Fixed Rate, Series M | 6.63 mm | 114.90 mm principal | 0.41 | Debt | Long | Mexico |
Colombia Titulos de Tesoreria, Series B | 6.60 mm | 28.99 bn principal | 0.41 | Debt | Long | Colombia |
Mexican Bonos, Series M | 6.55 mm | 121.75 mm principal | 0.40 | Debt | Long | Mexico |
India Government Bond | 5.86 mm | 526.00 mm principal | 0.36 | Debt | Long | India |
Colombia Titulos de Tesoreria, Series B | 5.24 mm | 24.23 bn principal | 0.32 | Debt | Long | Colombia |
Norway Government Bond | 5.00 mm | 52.97 mm principal | 0.31 | Debt | Long | Norway |
Mexican Bonos Desarr Fixed Rate, Series M | 4.04 mm | 71.82 mm principal | 0.25 | Debt | Long | Mexico |
Colombia Titulos de Tesoreria, Series B | 3.83 mm | 17.21 bn principal | 0.24 | Debt | Long | Colombia |
Malaysia Government Bond | 3.72 mm | 17.09 mm principal | 0.23 | Debt | Long | Malaysia |
Singapore Government Bond | 3.65 mm | 4.77 mm principal | 0.23 | Debt | Long | Singapore |
Malaysia Government Bond | 3.47 mm | 15.88 mm principal | 0.21 | Debt | Long | Malaysia |
Indonesia Government Bond, Series FR87 | 3.05 mm | 47.12 bn principal | 0.19 | Debt | Long | Indonesia |
Forward Foreign Currency Contract
BNP Paribas
|
3.05 mm | 1.00 contracts | 0.19 | DFE | N/A | N/A |
Forward Foreign Currency Contract
HSBC Bank
|
2.86 mm | 1.00 contracts | 0.18 | DFE | N/A | N/A |
Bundesrepublik Deutschland | 2.81 mm | 2.54 mm principal | 0.17 | Debt | Long | Germany |
Mexican Bonos, Series M | 2.49 mm | 39.18 mm principal | 0.15 | Debt | Long | Mexico |
Panama Government Bond | 2.15 mm | 2.94 mm principal | 0.13 | Debt | Long | Panama |
Forward Foreign Currency Contract
Deutsche Bank
|
2.03 mm | 1.00 contracts | 0.13 | DFE | N/A | N/A |
Malaysia Government Bond | 2.02 mm | 9.33 mm principal | 0.13 | Debt | Long | Malaysia |
Colombia Titulos de Tesoreria, Series B | 1.96 mm | 10.37 bn principal | 0.12 | Debt | Long | Colombia |
Malaysia Government Bond | 1.93 mm | 8.79 mm principal | 0.12 | Debt | Long | Malaysia |
Forward Foreign Currency Contract
JP Morgan Chase Bank
|
1.92 mm | 1.00 contracts | 0.12 | DFE | N/A | N/A |
Thailand Government Bond | 1.65 mm | 56.96 mm principal | 0.10 | Debt | Long | Thailand |
Forward Foreign Currency Contract
Bank of America
|
1.53 mm | 1.00 contracts | 0.09 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Goldman Sachs Bank
|
1.49 mm | 1.00 contracts | 0.09 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Morgan Stanley Capital Services
|
1.31 mm | 1.00 contracts | 0.08 | DFE | N/A | N/A |
Malaysia Government Bond | 1.28 mm | 5.82 mm principal | 0.08 | Debt | Long | Malaysia |
Ghana Government Bond | 1.12 mm | 24.15 mm principal | 0.07 | Debt | Long | Ghana |
Ghana Government Bond | 972.00 k | 24.17 mm principal | 0.06 | Debt | Long | Ghana |
Foreign Exchange USD/MXN | 966.91 k | 33.92 mm principal | 0.06 | DFE | N/A | UK |
OIS | 963.61 k | 39.36 mm principal | 0.06 | Interest rate derivative | N/A | UK |
Panama Government Bond | 874.27 k | 880.00 k principal | 0.05 | Debt | Long | Panama |
Ghana Government Bond | 848.80 k | 23.82 mm principal | 0.05 | Debt | Long | Ghana |
Forward Foreign Currency Contract
JP Morgan Chase Bank
|
804.20 k | 1.00 contracts | 0.05 | DFE | N/A | N/A |
Ghana Government Bond | 771.86 k | 23.83 mm principal | 0.05 | Debt | Long | Ghana |
Forward Foreign Currency Contract
Bank of America
|
726.90 k | 1.00 contracts | 0.04 | DFE | N/A | N/A |
Ghana Government Bond | 652.70 k | 21.78 mm principal | 0.04 | Debt | Long | Ghana |
Foreign Exchange USD/MXN | 626.96 k | 135.67 mm principal | 0.04 | DFE | N/A | UK |
Ghana Government Bond | 617.61 k | 21.80 mm principal | 0.04 | Debt | Long | Ghana |
Ghana Government Bond | 592.76 k | 21.82 mm principal | 0.04 | Debt | Long | Ghana |
Indonesia Government Bond, Series FR73 | 513.11 k | 7.06 bn principal | 0.03 | Debt | Long | Indonesia |
Forward Foreign Currency Contract
Citibank
|
489.28 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Morgan Stanley Capital Services
|
489.14 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
Indonesia Government Bond, Series FR82 | 475.75 k | 7.17 bn principal | 0.03 | Debt | Long | Indonesia |
Indonesia Government Bond, Series FR95 | 464.79 k | 7.17 bn principal | 0.03 | Debt | Long | Indonesia |
Ghana Government Bond | 437.84 k | 16.58 mm principal | 0.03 | Debt | Long | Ghana |
Forward Foreign Currency Contract
Morgan Stanley Capital Services
|
436.43 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
Ghana Government Bond | 430.14 k | 16.60 mm principal | 0.03 | Debt | Long | Ghana |
Forward Foreign Currency Contract
Morgan Stanley Capital Services
|
429.66 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
Ghana Government Bond | 426.00 k | 16.61 mm principal | 0.03 | Debt | Long | Ghana |
Ghana Government Bond | 425.00 k | 16.63 mm principal | 0.03 | Debt | Long | Ghana |
Forward Foreign Currency Contract
Morgan Stanley Capital Services
|
424.76 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
Ghana Government Bond | 424.50 k | 16.62 mm principal | 0.03 | Debt | Long | Ghana |
Forward Foreign Currency Contract
Bank of America
|
418.43 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
Panama Government Bond | 200.05 k | 200.00 k principal | 0.01 | Debt | Long | Panama |
Panama Government Bond | 200.05 k | 200.00 k principal | 0.01 | Debt | Long | Panama |
Forward Foreign Currency Contract
Morgan Stanley Capital Services
|
196.87 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
Colombia Government Bond | 141.22 k | 576.00 mm principal | 0.01 | Debt | Long | Colombia |
Forward Foreign Currency Contract
JP Morgan Chase Bank
|
119.11 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
Forward Foreign Currency Contract
HSBC Bank
|
106.34 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Citibank
|
84.26 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
Forward Foreign Currency Contract
JP Morgan Chase Bank
|
33.60 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
HSBC Bank
|
18.61 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
JP Morgan Chase Bank
|
15.07 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Citibank
|
8.17 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
HSBC Bank
|
7.12 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Foreign Exchange USD/MXN | 6.24 k | 33.92 mm principal | 0.00 | DFE | N/A | UK |
Forward Foreign Currency Contract
HSBC Bank
|
163.13 | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
HSBC Bank
|
-8.92 k | 1.00 contracts | -0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
HSBC Bank
|
-39.01 k | 1.00 contracts | -0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Citibank
|
-42.32 k | 1.00 contracts | -0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
JP Morgan Chase Bank
|
-54.84 k | 1.00 contracts | -0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
JP Morgan Chase Bank
|
-65.96 k | 1.00 contracts | -0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
HSBC Bank
|
-74.05 k | 1.00 contracts | -0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Bank of America
|
-79.81 k | 1.00 contracts | -0.00 | DFE | N/A | N/A |
Foreign Exchange USD/MXN | -84.66 k | -33.92 mm principal | -0.01 | DFE | N/A | UK |
Forward Foreign Currency Contract
Morgan Stanley Capital Services
|
-97.30 k | 1.00 contracts | -0.01 | DFE | N/A | N/A |
Forward Foreign Currency Contract
HSBC Bank
|
-98.53 k | 1.00 contracts | -0.01 | DFE | N/A | N/A |
Forward Foreign Currency Contract
HSBC Bank
|
-129.61 k | 1.00 contracts | -0.01 | DFE | N/A | N/A |
Foreign Exchange USD/MXN | -198.70 k | -33.92 mm principal | -0.01 | DFE | N/A | UK |
Foreign Exchange USD/MXN | -1.33 mm | -67.84 mm principal | -0.08 | DFE | N/A | UK |
Forward Foreign Currency Contract
Morgan Stanley Capital Services
|
-1.50 mm | 1.00 contracts | -0.09 | DFE | N/A | N/A |
OIS | -2.72 mm | 92.91 mm principal | -0.17 | Interest rate derivative | N/A | UK |