Global Macro Portfolio

Data updated: 2026-06-24

C000014299 — Global Macro Portfolio data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Managed Futures / Global Macro · $3.80B AUM · 13.0% 1-yr return. From SEC regulatory filings.

C000014299 Fund Overview

Global Macro Portfolio is a US mutual fund managed by Global Macro Portfolio, categorised as Managed Futures / Global Macro. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

  • Type: US mutual fund
  • Manager: Global Macro Portfolio
  • Category: Managed Futures / Global Macro
  • Assets under management: $3.80B
  • 1-year return: 13.0%
  • SEC CIK: 0000918706
  • SEC series ID: S000005247
  • Share class ID: C000014299

C000014299 Holdings

Top 10 holdings of Global Macro Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.

Holding% of net assets
Morgan Stanley & Co. LLC21.18%
United States Treasury4.52%
United States Treasury2.87%
United States Treasury2.79%
United States Treasury2.77%
United States Treasury2.62%
Letra Tesouro Nacional1.93%
Poland Government Bond1.88%
United States Treasury1.85%
Uzbekistan Intl Bond1.34%

View all C000014299 holdings

C000014299 Portfolio Allocation

Asset-class allocation of Global Macro Portfolio by percentage of net assets, from the latest SEC N-PORT filing.

Asset classAllocation
Cash & Equivalents53.1%
Fixed Income36.9%
Equity6.3%
Loans2.2%
Securitized0.9%
Other0.1%
Real Estate0.1%

C000014299 Performance

Total returns for C000014299 (as of 2026-08-01), from SEC filings.

PeriodTotal return
YTD3.6%
1 year13.0%
3 years (annualised)9.9%
5 years (annualised)6.5%

C000014299 Risk Information

Risk metrics for C000014299, derived from monthly returns in SEC filings.

  • 1-year volatility (annualised): 3.0%

C000014299 Costs and Fees

  • Brokerage commissions: 0.71 bps of average net assets (SEC N-CEN)

C000014299 Cashflows

Over the 12 months to 2026-04, Global Macro Portfolio had net inflows of $1.38B, from monthly SEC N-PORT filings.

MonthNet flow
2026-04$80.73M
2026-03$42.77M
2026-02$174.86M
2026-01$149.77M
2025-12$112.02M
2025-11$58.58M

C000014299 Debt Constituents

Largest debt holdings of Global Macro Portfolio by percentage of net assets, from the latest SEC N-PORT filing.

Debt holding% of net assets
Letra Tesouro Nacional1.93%
Poland Government Bond1.88%
Uzbekistan Intl Bond1.34%
Nota Do Tesouro Nacional1.07%
Argentina Bonar Bonds1.01%
Letra Tesouro Nacional0.91%
Egypt Government Bond0.84%
Federal Rep Of Ethiopia0.66%
Titulos De Tesoreria0.66%
New Zealand Government Bonds0.63%

C000014299 Prospectus and SEC Filings

Official Global Macro Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

Related Funds

Other Managed Futures / Global Macro funds tracked on ABC INVEST:

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.