Fund profile
Tickers
LROAX, LBAFX, LBARX, LROIX, LROSX, LAOCX
Fund manager
Total assets
$229.42 mm
Liabilities
$3.38 mm
Net assets
$226.05 mm
Number of holdings
78.00
78 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Floating Rate Note | 53.17 mm | 53.18 mm principal | 23.52 | Debt | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 20.39 mm | 103.30 mm principal | 9.02 | Debt | Long | Brazil |
Colombian TES | 10.85 mm | 56.26 bn principal | 4.80 | Debt | Long | Colombia |
Mexican Bonos | 9.46 mm | 188.60 mm principal | 4.19 | Debt | Long | Mexico |
Republic of South Africa Government Bond | 8.74 mm | 222.60 mm principal | 3.87 | Debt | Long | South Africa |
United States Treasury Note/Bond | 7.49 mm | 8.20 mm principal | 3.31 | Debt | Long | USA |
Ginnie Mae II Pool | 7.28 mm | 7.23 mm principal | 3.22 | ABS-mortgage backed security | Long | USA |
Western Asset Premier Institutional US Treasury Reserves | 7.21 mm | 7.21 mm shares | 3.19 | Short-term investment vehicle | Long | USA |
Freddie Mac Pool | 6.37 mm | 6.34 mm principal | 2.82 | ABS-mortgage backed security | Long | USA |
Colombian TES | 6.26 mm | 26.10 bn principal | 2.77 | Debt | Long | Colombia |
Fannie Mae Pool | 6.01 mm | 5.98 mm principal | 2.66 | ABS-mortgage backed security | Long | USA |
New Zealand Government Bond | 5.97 mm | 14.26 mm principal | 2.64 | Debt | Long | New Zealand |
Fannie Mae Pool | 5.76 mm | 5.83 mm principal | 2.55 | ABS-mortgage backed security | Long | USA |
United Kingdom Gilt | 5.54 mm | 8.76 mm principal | 2.45 | Debt | Long | UK |
Commonwealth Bank of Australia | 5.02 mm | 5.00 mm principal | 2.22 | Debt | Long | Australia |
Ginnie Mae II Pool | 4.90 mm | 4.86 mm principal | 2.17 | ABS-mortgage backed security | Long | USA |
General Motors Financial Co Inc | 4.50 mm | 4.47 mm principal | 1.99 | Debt | Long | USA |
Toyota Motor Credit Corp | 4.44 mm | 4.45 mm principal | 1.97 | Debt | Long | USA |
Ginnie Mae II Pool | 4.27 mm | 4.20 mm principal | 1.89 | ABS-mortgage backed security | Long | USA |
Mexican Bonos | 3.90 mm | 76.50 mm principal | 1.72 | Debt | Long | Mexico |
Brazil Notas do Tesouro Nacional Serie F | 3.55 mm | 18.14 mm principal | 1.57 | Debt | Long | Brazil |
Ginnie Mae II Pool | 3.34 mm | 3.31 mm principal | 1.48 | ABS-mortgage backed security | Long | USA |
10 YEAR US TREASURY NOTE | 2.94 mm | 831.00 contracts | 1.30 | Interest rate derivative | N/A | USA |
Fannie Mae Pool | 2.87 mm | 2.97 mm principal | 1.27 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 2.79 mm | 2.85 mm principal | 1.23 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 2.43 mm | 2.52 mm principal | 1.08 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 2.35 mm | 2.38 mm principal | 1.04 | ABS-mortgage backed security | Long | USA |
Petroleos Mexicanos | 2.34 mm | 3.64 mm principal | 1.03 | Debt | Long | Mexico |
Freddie Mac Pool | 2.32 mm | 2.39 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 2.29 mm | 2.28 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.97 mm | 1.99 mm principal | 0.87 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.76 mm | 1.78 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
JBL Jabil Inc | 1.53 mm | 1.77 mm principal | 0.68 | Debt | Long | USA |
DISH DISH Network CORP | 1.16 mm | 1.98 mm principal | 0.51 | Debt | Long | USA |
Ginnie Mae II Pool | 1.04 mm | 1.03 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
USD/NZD FORWARD
BARCLAYS PLC
|
504.63 k | 1.00 contracts | 0.22 | DFE | N/A | USA |
USD/JPY FORWARD
J.P. MORGAN SECURITIES LLC
|
321.79 k | 1.00 contracts | 0.14 | DFE | N/A | USA |
EUR/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
310.39 k | 1.00 contracts | 0.14 | DFE | N/A | USA |
USD/JPY FORWARD
GOLDMAN SACHS & CO. LLC
|
226.26 k | 1.00 contracts | 0.10 | DFE | N/A | USA |
HUF/USD FORWARD
MORGAN STANLEY & CO. LLC
|
158.67 k | 1.00 contracts | 0.07 | DFE | N/A | USA |
USD/SEK FORWARD
BARCLAYS PLC
|
137.84 k | 1.00 contracts | 0.06 | DFE | N/A | USA |
USD/BRL FORWARD
HSBC SECURITIES (USA) INC.
|
114.69 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
EUR/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
110.34 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
SEK/USD FORWARD
GOLDMAN SACHS & CO. LLC
|
62.82 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
USD/EUR FORWARD
HSBC SECURITIES (USA) INC.
|
57.95 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
CLP/USD FORWARD
HSBC SECURITIES (USA) INC.
|
33.10 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
EUR/USD FORWARD
HSBC SECURITIES (USA) INC.
|
33.00 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
USD/EUR FORWARD
MORGAN STANLEY & CO. LLC
|
24.31 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
AUD/USD FORWARD
MORGAN STANLEY & CO. LLC
|
14.88 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
HUF/USD FORWARD
GOLDMAN SACHS & CO. LLC
|
7.92 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
NOK/USD FORWARD
UBS Securities LLC
|
6.73 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
HUF/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
3.01 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
USD/HUF FORWARD
UBS Securities LLC
|
3.00 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
AUD/USD FORWARD
HSBC SECURITIES (USA) INC.
|
2.37 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
USD/NZD FORWARD
MORGAN STANLEY & CO. LLC
|
705.47 | 1.00 contracts | 0.00 | DFE | N/A | USA |
USD/CHF FORWARD
MORGAN STANLEY & CO. LLC
|
422.53 | 1.00 contracts | 0.00 | DFE | N/A | USA |
INR/USD FORWARD
BARCLAYS PLC
|
-346.80 | 1.00 contracts | -0.00 | DFE | N/A | USA |
GBP/USD FORWARD
MORGAN STANLEY & CO. LLC
|
-856.14 | 1.00 contracts | -0.00 | DFE | N/A | USA |
USD/CHF FORWARD
BARCLAYS PLC
|
-1.30 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
ZAR/USD FORWARD
MORGAN STANLEY & CO. LLC
|
-9.47 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
GBP/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
-17.01 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
USD/ZAR FORWARD
HSBC SECURITIES (USA) INC.
|
-18.94 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
INR/USD FORWARD
BARCLAYS PLC
|
-29.91 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
USD/NOK FORWARD
J.P. MORGAN SECURITIES LLC
|
-31.18 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
USD/JPY FORWARD
MORGAN STANLEY & CO. LLC
|
-37.80 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
USD/CLP FORWARD
HSBC SECURITIES (USA) INC.
|
-51.45 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
CLP/USD FORWARD
HSBC SECURITIES (USA) INC.
|
-85.42 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
USD/AUD FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-92.47 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
USD/EUR FORWARD
MORGAN STANLEY & CO. LLC
|
-94.65 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
NOK/USD FORWARD
GOLDMAN SACHS & CO. LLC
|
-168.32 k | 1.00 contracts | -0.07 | DFE | N/A | USA |
USD/ZAR FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-172.39 k | 1.00 contracts | -0.08 | DFE | N/A | USA |
AUD/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
-183.08 k | 1.00 contracts | -0.08 | DFE | N/A | USA |
JPN 10Y BOND(OSE) | -189.97 k | -49.00 contracts | -0.08 | Interest rate derivative | N/A | Japan |
USD/KRW FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-206.50 k | 1.00 contracts | -0.09 | DFE | N/A | USA |
USD/AUD FORWARD
BARCLAYS PLC
|
-279.84 k | 1.00 contracts | -0.12 | DFE | N/A | USA |
USD/CHF FORWARD
GOLDMAN SACHS & CO. LLC
|
-385.43 k | 1.00 contracts | -0.17 | DFE | N/A | USA |
USD/JPY FORWARD
J.P. MORGAN SECURITIES LLC
|
-475.96 k | 1.00 contracts | -0.21 | DFE | N/A | USA |
USD/NOK FORWARD
MORGAN STANLEY & CO. LLC
|
-575.16 k | 1.00 contracts | -0.25 | DFE | N/A | USA |