Global Macro Portfolio · net assets $4.18B · 1509 holdings as of July 31, 2026. Monthly N-PORT disclosure: the full book, not just equities.
STIV: 47.7% · DBT: 36.3% · RA: 6.7% · EC: 5.1% · LON: 3.3%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $99.1M | $118M | $111M |
| Reinvestment | $0 | $0 | $0 |
| Redemptions | $3.88M | $4.33M | $8.74M |
| Net realized gain (non-derivative) | $3.22M | $2.46M | $11.2M |
| Net unrealized appreciation (non-derivative) | $-1.31M | $13.5M | $485K |
The three months of the reporting period, as filed; month 3 ends July 31, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-388 | $-5.82K |
| 1 year | $16.3K | $-37.6K |
| 5 years | $201K | $47.9K |
| 10 years | $180K | $-61K |
| 30 years | $58.5K | $-2.51K |
| Holding | Value | % of net assets |
|---|---|---|
| National Bk Hungary Bill STIV | $202M | 4.83% |
| United States Treasury STIV | $194M | 4.65% |
| United States Treasury STIV | $146M | 3.51% |
| United States Treasury STIV | $132M | 3.15% |
| United States Treasury STIV | $120M | 2.87% |
| United States Treasury STIV | $109M | 2.61% |
| Egypt Treasury Bill STIV | $107M | 2.57% |
| United States Treasury STIV | $106M | 2.53% |
| United States Treasury STIV | $105M | 2.52% |
| United States Treasury STIV | $103M | 2.48% |
| United States Treasury STIV | $95.6M | 2.29% |
| Morgan Stanley & Co. LLC STIV | $86.5M | 2.07% |
| United States Treasury STIV | $74.9M | 1.79% |
| Letra Tesouro Nacional DBT | $73.9M | 1.77% |
| Poland Government Bond DBT | $69.2M | 1.66% |
| Uzbekistan Intl Bond DBT | $51.1M | 1.22% |
| Nota Do Tesouro Nacional DBT | $48.7M | 1.17% |
| Titulos De Tesoreria DBT | $42.3M | 1.01% |
| Egypt Treasury Bill STIV | $39.2M | 0.94% |
| Titulos De Tesoreria DBT | $36.5M | 0.87% |
| Titulos De Tesoreria DBT | $36.4M | 0.87% |
| Argentina Bonar Bonds DBT | $34.2M | 0.82% |
| Bonos De Tesoreria DBT | $33.2M | 0.79% |
| Argentine Republic LON | $33.1M | 0.79% |
| Egypt Government Bond DBT | $32M | 0.77% |
| Letra Tesouro Nacional DBT | $31.8M | 0.76% |
| Kazakh Gov Bond - Meukam DBT | $27.5M | 0.66% |
| Tanzania LON | $27.2M | 0.65% |
| Federal Rep Of Ethiopia DBT | $26.3M | 0.63% |
| Emaar Properties Pjsc EC | $25.9M | 0.62% |
| New Zealand Government Bonds DBT | $24M | 0.57% |
| India Government Bond DBT | $23.5M | 0.56% |
| Nigeria Omo Bill STIV | $23.1M | 0.55% |
| Staatsolie Maatschappij Suriname Nv LON | $22.4M | 0.54% |
| The Federal Republic Of Nigeria STIV | $22.3M | 0.53% |
| Republic Of Suriname Int DBT | $21.8M | 0.52% |
| The Federal Republic Of Nigeria STIV | $21.6M | 0.52% |
| Armenian Treasury Bonds DBT | $21.2M | 0.51% |
| Fed Of BOSNIA&HERZ DBT | $21.1M | 0.50% |
| New Zealand Government Bonds DBT | $21.1M | 0.50% |
| Uzbek Industrial And Con DBT | $20.4M | 0.49% |
| The Federal Republic Of Nigeria STIV | $19.3M | 0.46% |
| Bonos De Tesoreria DBT | $18.7M | 0.45% |
| Heritage Lending Group B.v. DBT | $18.5M | 0.44% |
| Aldar Properties Pjsc EC | $17.9M | 0.43% |
| Icici Bank Ltd/ifsc DBT | $17.4M | 0.42% |
| Unison Trust ABS-MBS | $16.7M | 0.40% |
| Nigeria Omo Bill STIV | $16.7M | 0.40% |
| New Zealand Gvt Ilb DBT | $16.6M | 0.40% |
| Hungary Government Bond DBT | $15.7M | 0.37% |
| New Zealand Government Bonds DBT | $15.6M | 0.37% |
| Titulos De Tesoreria DBT | $15.6M | 0.37% |
| Otp Bank Nyrt EC | $15.6M | 0.37% |
| Vmos Sa LON | $15.6M | 0.37% |
| Republic Of Philippines DBT | $15.3M | 0.37% |
| Kazakh Gov Bond - Meukam DBT | $15.2M | 0.36% |
| Zambia Government Bond DBT | $15.1M | 0.36% |
| Kazakh Gov Bond - Meukam DBT | $14.3M | 0.34% |
| Nomura International PLC RA | $14M | 0.33% |
| Republic Of Montenegro DBT | $13.5M | 0.32% |
Showing top 60 of 1509 holdings.
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