Fund profile
Tickers
GOBAX, GOBCX, GOBFX, LBORX, GOBIX, GOBSX, LGOCX
Fund manager
Total assets
$1.98 bn
Liabilities
$48.00 mm
Net assets
$1.93 bn
Number of holdings
72.00
72 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Floating Rate Note | 223.47 mm | 223.39 mm principal | 11.60 | Debt | Long | USA |
United States Treasury Note/Bond | 97.65 mm | 103.09 mm principal | 5.07 | Debt | Long | USA |
United Kingdom Gilt | 92.79 mm | 145.50 mm principal | 4.82 | Debt | Long | UK |
United States Treasury Note/Bond - When Issued | 84.62 mm | 88.02 mm principal | 4.39 | Debt | Long | USA |
United States Treasury Note/Bond | 82.07 mm | 105.62 mm principal | 4.26 | Debt | Long | USA |
United States Treasury Floating Rate Note | 80.52 mm | 80.55 mm principal | 4.18 | Debt | Long | USA |
Colombian TES | 78.77 mm | 344.40 bn principal | 4.09 | Debt | Long | Colombia |
Mexican Bonos | 62.60 mm | 1.12 bn principal | 3.25 | Debt | Long | Mexico |
Ginnie Mae II Pool | 59.51 mm | 59.54 mm principal | 3.09 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 57.48 mm | 58.43 mm principal | 2.98 | Debt | Long | USA |
Mexican Bonos | 54.79 mm | 1.07 bn principal | 2.84 | Debt | Long | Mexico |
Republic of South Africa Government Bond | 51.40 mm | 1.40 bn principal | 2.67 | Debt | Long | South Africa |
Freddie Mac Pool | 49.20 mm | 49.32 mm principal | 2.55 | ABS-mortgage backed security | Long | USA |
Western Asset Premier Institutional US Treasury Reserves | 46.42 mm | 46.42 mm shares | 2.41 | Short-term investment vehicle | Long | USA |
Mexican Bonos | 42.66 mm | 829.00 mm principal | 2.21 | Debt | Long | Mexico |
Commonwealth Bank of Australia | 42.52 mm | 42.30 mm principal | 2.21 | Debt | Long | Australia |
General Motors Financial Co Inc | 41.22 mm | 41.19 mm principal | 2.14 | Debt | Long | USA |
Ginnie Mae II Pool | 40.23 mm | 40.24 mm principal | 2.09 | ABS-mortgage backed security | Long | USA |
Mexican Bonos | 38.87 mm | 749.00 mm principal | 2.02 | Debt | Long | Mexico |
Toyota Motor Credit Corp | 37.79 mm | 38.14 mm principal | 1.96 | Debt | Long | USA |
Fannie Mae Pool | 37.57 mm | 39.44 mm principal | 1.95 | ABS-mortgage backed security | Long | USA |
Republic of South Africa Government Bond | 32.41 mm | 1.07 bn principal | 1.68 | Debt | Long | South Africa |
Brazil Notas do Tesouro Nacional Serie F | 32.19 mm | 162.11 mm principal | 1.67 | Debt | Long | Brazil |
Colombian TES | 31.55 mm | 141.50 bn principal | 1.64 | Debt | Long | Colombia |
Ginnie Mae II Pool | 31.46 mm | 32.01 mm principal | 1.63 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 31.35 mm | 31.44 mm principal | 1.63 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 31.13 mm | 31.15 mm principal | 1.62 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 28.65 mm | 30.08 mm principal | 1.49 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 28.04 mm | 28.71 mm principal | 1.46 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 28.02 mm | 28.03 mm principal | 1.45 | ABS-mortgage backed security | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 25.22 mm | 133.26 mm principal | 1.31 | Debt | Long | Brazil |
Ginnie Mae II Pool | 22.66 mm | 22.67 mm principal | 1.18 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 22.02 mm | 22.02 mm principal | 1.14 | ABS-mortgage backed security | Long | USA |
China Government Bond | 21.91 mm | 143.23 mm principal | 1.14 | Debt | Long | China |
Petroleos Mexicanos | 20.80 mm | 31.45 mm principal | 1.08 | Debt | Long | Mexico |
Brazil Notas do Tesouro Nacional Serie F | 20.62 mm | 107.78 mm principal | 1.07 | Debt | Long | Brazil |
Freddie Mac Pool | 20.22 mm | 21.23 mm principal | 1.05 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 17.30 mm | 17.71 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 16.02 mm | 82.17 mm principal | 0.83 | Debt | Long | Brazil |
New Zealand Government Bond | 15.55 mm | 38.12 mm principal | 0.81 | Debt | Long | New Zealand |
Fannie Mae Pool | 14.41 mm | 14.75 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 14.07 mm | 14.40 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
Colombian TES | 12.57 mm | 68.89 bn principal | 0.65 | Debt | Long | Colombia |
USD/NOK FORWARD
MORGAN STANLEY & CO. LLC
|
1.98 mm | 1.00 contracts | 0.10 | DFE | N/A | USA |
LONG GILT | 1.87 mm | 698.00 contracts | 0.10 | Interest rate derivative | N/A | UK |
AUD/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
1.40 mm | 1.00 contracts | 0.07 | DFE | N/A | USA |
NOK/USD FORWARD
MORGAN STANLEY & CO. LLC
|
1.19 mm | 1.00 contracts | 0.06 | DFE | N/A | USA |
10 YEAR US ULTRA TREASURY BOND | 1.03 mm | 1.97 k contracts | 0.05 | Interest rate derivative | N/A | USA |
USD/NZD FORWARD
BARCLAYS PLC
|
820.72 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
AUD/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
714.15 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
USD/CNH FORWARD
J.P. MORGAN SECURITIES LLC
|
196.40 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
ZAR/USD FORWARD
HSBC SECURITIES (USA) INC.
|
62.80 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
USD/EUR FORWARD
MORGAN STANLEY & CO. LLC
|
50.83 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
GBP/USD FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-87.96 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
JPY/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
-173.63 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
USD/INR FORWARD
BARCLAYS PLC
|
-289.36 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
USD/ZAR FORWARD
HSBC SECURITIES (USA) INC.
|
-589.89 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
USD/MYR FORWARD
GOLDMAN SACHS & CO. LLC
|
-606.47 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
CLP/USD FORWARD
HSBC SECURITIES (USA) INC.
|
-760.98 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
USD/EUR FORWARD
J.P. MORGAN SECURITIES LLC
|
-963.76 k | 1.00 contracts | -0.05 | DFE | N/A | USA |
USD/COP FORWARD
J.P. MORGAN SECURITIES LLC
|
-995.82 k | 1.00 contracts | -0.05 | DFE | N/A | USA |
USD/NZD FORWARD
BARCLAYS PLC
|
-1.12 mm | 1.00 contracts | -0.06 | DFE | N/A | USA |
EUR/USD FORWARD
MORGAN STANLEY & CO. LLC
|
-1.21 mm | 1.00 contracts | -0.06 | DFE | N/A | USA |
CLP/USD FORWARD
HSBC SECURITIES (USA) INC.
|
-1.30 mm | 1.00 contracts | -0.07 | DFE | N/A | USA |
USD/MYR FORWARD
GOLDMAN SACHS & CO. LLC
|
-1.31 mm | 1.00 contracts | -0.07 | DFE | N/A | USA |
USD/HUF FORWARD
MORGAN STANLEY & CO. LLC
|
-1.43 mm | 1.00 contracts | -0.07 | DFE | N/A | USA |
USD/KRW FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-1.43 mm | 1.00 contracts | -0.07 | DFE | N/A | USA |
GBP/USD FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-1.64 mm | 1.00 contracts | -0.09 | DFE | N/A | USA |
MXN/USD FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-1.87 mm | 1.00 contracts | -0.10 | DFE | N/A | USA |
USD/NOK FORWARD
HSBC SECURITIES (USA) INC.
|
-2.09 mm | 1.00 contracts | -0.11 | DFE | N/A | USA |
NOK/USD FORWARD
MORGAN STANLEY & CO. LLC
|
-5.60 mm | 1.00 contracts | -0.29 | DFE | N/A | USA |
JPY/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
-12.91 mm | 1.00 contracts | -0.67 | DFE | N/A | USA |