Global Macro Absolute Return Advantage Portfolio
Data updated: 2026-06-24
C000091471 — Global Macro Absolute Return Advantage Portfolio data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Managed Futures / Global Macro · $7.21B AUM · 20.7% 1-yr return. From SEC regulatory filings.
C000091471 Fund Overview
Global Macro Absolute Return Advantage Portfolio is a US mutual fund managed by Global Macro Absolute Return Advantage 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 Absolute Return Advantage Portfolio
- Category: Managed Futures / Global Macro
- Assets under management: $7.21B
- 1-year return: 20.7%
- SEC CIK: 0001493214
- SEC series ID: S000029761
- Share class ID: C000091471
C000091471 Holdings
Top 10 holdings of Global Macro Absolute Return Advantage Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Morgan Stanley & Co. LLC | 10.13% |
| Argentina Bonar Bonds | 2.01% |
| Poland Government Bond | 1.92% |
| Nota Do Tesouro Nacional | 1.86% |
| Egypt Government Bond | 1.79% |
| India Government Bond | 1.45% |
| New Zealand Government Bonds | 1.34% |
| The Federal Republic of Nigeria | 1.31% |
| Staatsolie Maatschappij Suriname NV | 1.23% |
| The Federal Republic of Nigeria | 1.20% |
C000091471 Portfolio Allocation
Asset-class allocation of Global Macro Absolute Return Advantage Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 54.6% |
| Cash & Equivalents | 37.2% |
| Equity | 12.2% |
| Loans | 3.7% |
| Securitized | 1.3% |
| Derivatives | 0.6% |
| Real Estate | 0.3% |
| Other | 0.1% |
C000091471 Performance
Total returns for C000091471 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 5.5% |
| 1 year | 20.7% |
| 3 years (annualised) | 13.6% |
| 5 years (annualised) | 8.7% |
C000091471 Risk Information
Risk metrics for C000091471, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 5.8%
C000091471 Costs and Fees
- Brokerage commissions: 1.75 bps of average net assets (SEC N-CEN)
C000091471 Cashflows
Over the 12 months to 2026-04, Global Macro Absolute Return Advantage Portfolio had net inflows of $2.12B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $140.01M |
| 2026-03 | −$41.21M |
| 2026-02 | $116.66M |
| 2026-01 | $200.03M |
| 2025-12 | $148.73M |
| 2025-11 | $221.81M |
C000091471 Debt Constituents
Largest debt holdings of Global Macro Absolute Return Advantage Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Argentina Bonar Bonds | 2.01% |
| Poland Government Bond | 1.92% |
| Nota Do Tesouro Nacional | 1.86% |
| Egypt Government Bond | 1.79% |
| India Government Bond | 1.45% |
| New Zealand Government Bonds | 1.34% |
| Republic Of Suriname Int | 1.16% |
| Armenian Treasury Bonds | 1.15% |
| Federal Rep Of Ethiopia | 1.12% |
| Uganda Government Bond | 1.11% |
C000091471 Prospectus and SEC Filings
Official Global Macro Absolute Return Advantage 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.