Fund profile
Tickers
GOBAX, GOBCX, GOBFX, LBORX, GOBIX, GOBSX, LGOCX
Fund manager
Total assets
$1.92 bn
Liabilities
$29.73 mm
Net assets
$1.89 bn
Number of holdings
63.00
63 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Note/Bond | 229.15 mm | 249.71 mm principal | 12.11 | Debt | Long | USA |
United Kingdom Gilt | 101.46 mm | 91.20 mm principal | 5.36 | Debt | Long | UK |
United States Treasury Floating Rate Note | 101.01 mm | 100.86 mm principal | 5.34 | Debt | Long | USA |
United Kingdom Gilt | 86.11 mm | 155.30 mm principal | 4.55 | Debt | Long | UK |
United States Treasury Note/Bond | 81.88 mm | 112.32 mm principal | 4.33 | Debt | Long | USA |
Colombian TES | 70.14 mm | 359.60 bn principal | 3.71 | Debt | Long | Colombia |
Western Asset Premier Institutional US Treasury Reserves | 63.72 mm | 63.72 mm shares | 3.37 | Short-term investment vehicle | Long | USA |
Mexican Bonos | 58.96 mm | 1.10 bn principal | 3.12 | Debt | Long | Mexico |
Mexican Bonos | 58.71 mm | 1.16 bn principal | 3.10 | Debt | Long | Mexico |
United States Treasury Note/Bond | 54.65 mm | 89.00 mm principal | 2.89 | Debt | Long | USA |
Republic of South Africa Government Bond | 54.64 mm | 1.49 bn principal | 2.89 | Debt | Long | South Africa |
Mexican Bonos | 52.82 mm | 1.14 bn principal | 2.79 | Debt | Long | Mexico |
Freddie Mac Pool | 49.13 mm | 50.75 mm principal | 2.60 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 45.90 mm | 56.50 mm principal | 2.43 | Debt | Long | USA |
Commonwealth Bank of Australia | 42.42 mm | 42.30 mm principal | 2.24 | Debt | Long | Australia |
Mexican Bonos | 41.24 mm | 880.00 mm principal | 2.18 | Debt | Long | Mexico |
Ginnie Mae II Pool | 40.80 mm | 42.01 mm principal | 2.16 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 40.62 mm | 44.19 mm principal | 2.15 | ABS-mortgage backed security | Long | USA |
General Motors Financial Co Inc | 40.35 mm | 41.19 mm principal | 2.13 | Debt | Long | USA |
Mexican Bonos | 37.80 mm | 800.00 mm principal | 2.00 | Debt | Long | Mexico |
Toyota Motor Credit Corp | 37.31 mm | 38.14 mm principal | 1.97 | Debt | Long | USA |
Fannie Mae Pool | 35.62 mm | 36.80 mm principal | 1.88 | ABS-mortgage backed security | Long | USA |
Republic of South Africa Government Bond | 32.06 mm | 1.07 bn principal | 1.69 | Debt | Long | South Africa |
Brazil Notas do Tesouro Nacional Serie F | 31.48 mm | 162.11 mm principal | 1.66 | Debt | Long | Brazil |
Ginnie Mae II Pool | 30.92 mm | 32.60 mm principal | 1.63 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 30.86 mm | 32.67 mm principal | 1.63 | ABS-mortgage backed security | Long | USA |
United States Treasury Floating Rate Note | 29.58 mm | 29.60 mm principal | 1.56 | Debt | Long | USA |
Colombian TES | 29.28 mm | 152.30 bn principal | 1.55 | Debt | Long | Colombia |
Freddie Mac Pool | 28.33 mm | 30.83 mm principal | 1.50 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 28.12 mm | 28.95 mm principal | 1.49 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 22.63 mm | 23.28 mm principal | 1.20 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 21.24 mm | 21.86 mm principal | 1.12 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 20.07 mm | 21.83 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
Petroleos Mexicanos | 18.65 mm | 31.45 mm principal | 0.99 | Debt | Long | Mexico |
Brazil Notas do Tesouro Nacional Serie F | 17.51 mm | 94.70 mm principal | 0.93 | Debt | Long | Brazil |
Freddie Mac Pool | 17.21 mm | 18.21 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 15.53 mm | 82.17 mm principal | 0.82 | Debt | Long | Brazil |
Fannie Mae Pool | 14.48 mm | 15.32 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 14.02 mm | 14.83 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
New Zealand Government Bond | 13.94 mm | 38.12 mm principal | 0.74 | Debt | Long | New Zealand |
Brazil Notas do Tesouro Nacional Serie F | 11.77 mm | 64.89 mm principal | 0.62 | Debt | Long | Brazil |
Colombian TES | 10.60 mm | 68.89 bn principal | 0.56 | Debt | Long | Colombia |
GBP/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
5.63 mm | 1.00 contracts | 0.30 | DFE | N/A | USA |
USD/MXN FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
5.14 mm | 1.00 contracts | 0.27 | DFE | N/A | USA |
Russian Federal Bond - OFZ | 2.80 mm | 859.00 mm principal | 0.15 | Debt | Long | Russian Federation |
BRL/USD FORWARD
HSBC SECURITIES (USA) INC.
|
1.73 mm | 1.00 contracts | 0.09 | DFE | N/A | USA |
USD/NOK FORWARD
MORGAN STANLEY & CO. LLC
|
782.73 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
USD/THB FORWARD
HSBC SECURITIES (USA) INC.
|
528.88 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
USD/NOK FORWARD
J.P. MORGAN SECURITIES LLC
|
208.11 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
INR/USD FORWARD
BARCLAYS PLC
|
175.76 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
USD/NZD FORWARD
BARCLAYS PLC
|
-25.74 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
USD/MXN FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-59.08 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
ZAR/USD FORWARD
HSBC SECURITIES (USA) INC.
|
-82.60 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
AUD/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
-109.90 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
EUR/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
-735.93 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
COP/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
-964.18 k | 1.00 contracts | -0.05 | DFE | N/A | USA |
USD/THB FORWARD
HSBC SECURITIES (USA) INC.
|
-1.20 mm | 1.00 contracts | -0.06 | DFE | N/A | USA |
BRL/USD FORWARD
HSBC SECURITIES (USA) INC.
|
-1.27 mm | 1.00 contracts | -0.07 | DFE | N/A | USA |
LONG GILT | -1.84 mm | 739.00 contracts | -0.10 | Interest rate derivative | N/A | UK |
USD/MYR FORWARD
GOLDMAN SACHS & CO. LLC
|
-2.31 mm | 1.00 contracts | -0.12 | DFE | N/A | USA |
US 10yr Ultra | -6.67 mm | 2.13 k contracts | -0.35 | Interest rate derivative | N/A | USA |
JPY/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
-6.91 mm | 1.00 contracts | -0.37 | DFE | N/A | USA |
EUR/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
-14.14 mm | 1.00 contracts | -0.75 | DFE | N/A | USA |