Global Macro Absolute Return Advantage Portfolio · net assets $7.67B · 1496 holdings as of July 31, 2026. Monthly N-PORT disclosure: the full book, not just equities.
DBT: 51.6% · STIV: 23.6% · EC: 10.6% · LON: 6.3% · RA: 5.7%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $449M | $119M | $182M |
| Reinvestment | $0 | $0 | $0 |
| Redemptions | $347M | $51.4M | $90.5M |
| Net realized gain (non-derivative) | $19.3M | $27.2M | $35.5M |
| Net unrealized appreciation (non-derivative) | $-4.93M | $50.4M | $-18M |
The three months of the reporting period, as filed; month 3 ends July 31, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-1.13K | $-20.9K |
| 1 year | $63.2K | $-106K |
| 5 years | $766K | $284K |
| 10 years | $690K | $-212K |
| 30 years | $215K | $-9.36K |
| Holding | Value | % of net assets |
|---|---|---|
| Egypt Treasury Bill STIV | $405M | 5.28% |
| Morgan Stanley & Co. LLC STIV | $167M | 2.17% |
| Nota Do Tesouro Nacional DBT | $161M | 2.10% |
| Egypt Treasury Bill STIV | $147M | 1.92% |
| Poland Government Bond DBT | $134M | 1.75% |
| Argentina Bonar Bonds DBT | $129M | 1.69% |
| Egypt Government Bond DBT | $129M | 1.68% |
| Titulos De Tesoreria DBT | $124M | 1.62% |
| Argentine Republic LON | $123M | 1.60% |
| India Government Bond DBT | $106M | 1.38% |
| Kazakh Gov Bond - Meukam DBT | $103M | 1.34% |
| Nigeria Omo Bill STIV | $99.8M | 1.30% |
| Emaar Properties Pjsc EC | $97.9M | 1.28% |
| New Zealand Government Bonds DBT | $96.8M | 1.26% |
| Staatsolie Maatschappij Suriname Nv LON | $88M | 1.15% |
| Armenian Treasury Bonds DBT | $86M | 1.12% |
| Federal Rep Of Ethiopia DBT | $84.4M | 1.10% |
| Republic Of Suriname Int DBT | $83.7M | 1.09% |
| Fed Of BOSNIA&HERZ DBT | $79.8M | 1.04% |
| New Zealand Government Bonds DBT | $79.5M | 1.04% |
| The Federal Republic Of Nigeria STIV | $74.2M | 0.97% |
| Uzbekistan (republic Of) DBT | $72.4M | 0.94% |
| Uzbekistan Intl Bond DBT | $72.4M | 0.94% |
| Heritage Lending Group B.v. DBT | $71.3M | 0.93% |
| The Federal Republic Of Nigeria STIV | $71M | 0.93% |
| Aldar Properties Pjsc EC | $67.7M | 0.88% |
| Nigeria Omo Bill STIV | $65.7M | 0.86% |
| New Zealand Gvt Ilb DBT | $65.3M | 0.85% |
| Vmos Sa LON | $60.6M | 0.79% |
| Otp Bank Nyrt EC | $58.9M | 0.77% |
| Zambia Government Bond DBT | $58.1M | 0.76% |
| Titulos De Tesoreria DBT | $57.2M | 0.74% |
| New Zealand Government Bonds DBT | $55.2M | 0.72% |
| Kazakh Gov Bond - Meukam DBT | $53.3M | 0.69% |
| United States Treasury STIV | $53M | 0.69% |
| Titulos De Tesoreria DBT | $53M | 0.69% |
| Kazakh Gov Bond - Meukam DBT | $52.2M | 0.68% |
| Jscb Agrobank DBT | $51.9M | 0.68% |
| Nomura International PLC RA | $51.8M | 0.68% |
| New Zealand Gvt Ilb DBT | $51.6M | 0.67% |
| Kazakh Gov Bond - Meokam DBT | $50.4M | 0.66% |
| Joint Stock Commercial Bank Agrobank LON | $48.8M | 0.64% |
| Bono Gar Prov Del Chubut DBT | $48.8M | 0.64% |
| Uzbekistan (republic Of) ABS-MBS | $48.3M | 0.63% |
| Armenian Treasury Bonds DBT | $46.7M | 0.61% |
| The Federal Republic Of Nigeria STIV | $46.2M | 0.60% |
| Kazakh Gov Bond - Meukam DBT | $46.1M | 0.60% |
| Bnp Paribas Sa DFE | $45.9M | 0.60% |
| Bnp Paribas Sa DFE | $45.9M | 0.60% |
| Uzbekistan Intl Bond DBT | $45.5M | 0.59% |
| Tanzania LON | $44.8M | 0.58% |
| Nomura International PLC RA | $43.4M | 0.57% |
| The Federal Republic Of Nigeria STIV | $43M | 0.56% |
| Barclays Capital Securities Ltd. RA | $42.4M | 0.55% |
| Nomura International PLC RA | $41.9M | 0.55% |
| Nomura International PLC RA | $40.9M | 0.53% |
| Barclays Capital Securities Ltd. RA | $40.5M | 0.53% |
| Bb Indonesia (republic Of) STIV | $40.1M | 0.52% |
| Icici Bank Ltd/ifsc DBT | $40M | 0.52% |
| Nomura International PLC RA | $38.1M | 0.50% |
Showing top 60 of 1496 holdings.
Loading...
