0001752724-20-022246.txt : 20200218
0001752724-20-022246.hdr.sgml : 20200218
20200218105055
ACCESSION NUMBER: 0001752724-20-022246
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200218
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: WILLIAM BLAIR FUNDS
CENTRAL INDEX KEY: 0000822632
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05344
FILM NUMBER: 20624009
BUSINESS ADDRESS:
STREET 1: 150 NORTH RIVERSIDE PLAZA
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3123648000
MAIL ADDRESS:
STREET 1: 150 NORTH RIVERSIDE PLAZA
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: WILLIAM BLAIR MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19960112
FORMER COMPANY:
FORMER CONFORMED NAME: BLAIR WILLIAM READY RESERVES INC
DATE OF NAME CHANGE: 19920316
0000822632
S000017307
William Blair Bond Fund
C000047894
Class N
WBBNX
C000047895
Class I
WBFIX
C000047896
Class R6
BBFIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000822632
XXXXXXXX
S000017307
C000047895
C000047896
C000047894
WILLIAM BLAIR FUNDS
811-05344
0000822632
SNQR0U5FDV8EZZX4W051
150 NORTH RIVERSIDE PLAZA
CHICAGO
60606
312-364-8000
William Blair Bond Fund
S000017307
549300434MK65PEVYE54
2019-12-31
2019-12-31
N
299067637.25
17393579.94
281674057.31
0
0
0
0
0
0
0
0
0
0
0
0
0
902634.7
USD
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403SBW5
318333.75000000
PA
USD
356692.42000000
0.126633039409
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BEX0
387546.54000000
PA
USD
438770.71000000
0.155772496122
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413LNE5
103434.45000000
PA
USD
118201.01000000
0.041963754535
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BI65BZDM1 CDS USD R V 03MEVENT 2I65BZDM1_PRO CCPCDX / Short: BI65BZDM1 CDS USD P F 1.00000 2I65BZDM1_FEE CCPCDX
000000000
5000000.00000000
OU
Notional Amount
USD
168135.00000000
0.059691333169
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.EM.S32.V1
2I65BZDM1
Y
buy protection
2024-12-20
275300
USD
0
USD
5000000
USD
-107165
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967FX4
2000000.00000000
PA
USD
2819843.64000000
1.001101651650
Long
DBT
CORP
US
N
2
2042-01-30
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M42B8
121825.56000000
PA
USD
140228.35000000
0.049783906739
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABE2
2500000.00000000
PA
USD
2984403.35000000
1.059523684396
Long
DBT
US
N
2
2045-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DDQ0
64017.09000000
PA
USD
71935.48000000
0.025538553563
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MZS4
422689.85000000
PA
USD
515530.14000000
0.183023649718
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403CXV8
203938.90000000
PA
USD
231393.50000000
0.082149382946
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBG50
8500.20000000
PA
USD
8699.35000000
0.003088445589
Long
ABS-MBS
USGSE
US
N
2
2022-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410XVS2
6131.05000000
PA
USD
6217.09000000
0.002207192973
Long
ABS-MBS
USGSE
US
N
2
2021-08-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292LCA1
296351.52000000
PA
USD
347989.88000000
0.123543461305
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
9.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NCR9
41219.72000000
PA
USD
47776.59000000
0.016961657902
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MH91
7457.63000000
PA
USD
8027.66000000
0.002849982024
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
5.50000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBG7
2250000.00000000
PA
USD
2685005.78000000
0.953231478128
Long
DBT
CORP
US
N
2
2059-02-14
Fixed
6.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKE35
3206192.40000000
PA
USD
3426160.96000000
1.216356590564
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
4.50000000
N
N
N
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding 2019-1 LLC
69145AAC2
1180000.00000000
PA
USD
1202351.09000000
0.426859009126
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
5.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402YEX8
305914.68000000
PA
USD
344383.51000000
0.122263126852
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296PS45
1968.48000000
PA
USD
2119.09000000
0.000752319904
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417SAL4
151764.44000000
PA
USD
159665.86000000
0.056684616796
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404BRT1
54197.58000000
PA
USD
60992.09000000
0.021653428286
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MYX4
1291374.97000000
PA
USD
1493187.23000000
0.530111734200
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
7.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BDXIG033 CDS USD R V 03MEVENT CDXIG033_PRO CCPCDX / Short: BDXIG033 CDS USD P F 1.00000 CDXIG033_FEE CCPCDX
000000000
10000000.00000000
OU
Notional Amount
USD
-86310.00000000
-0.03064179954
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S33.V1
2I65BYDV4
Y
buy protection
2029-12-20
46470.87
USD
0
USD
10000000
USD
-132780.87
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030611
-15000000.00000000
PA
USD
-15214453.20000000
-5.40143928954
Short
ABS-MBS
USGSE
US
N
2
2050-01-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LXM80
5154.25000000
PA
USD
5726.38000000
0.002032980976
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MCZP3
729058.68000000
PA
USD
783218.87000000
0.278058575035
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QABY5
775696.56000000
PA
USD
841614.91000000
0.298790352948
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
4.50000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
2250000.00000000
PA
USD
2807073.18000000
0.996567879487
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
Centre Point Funding LLC
CRYY0P1QBVL5M2COWL45
Centre Point Funding LLC
151608AB2
320240.14000000
PA
USD
319501.41000000
0.113429476981
Long
ABS-O
CORP
US
N
2
2021-08-20
Fixed
2.61000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJU5
2250000.00000000
PA
USD
2880959.22000000
1.022798921389
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.85000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDT6
2250000.00000000
PA
USD
2909731.03000000
1.033013497156
Long
DBT
CORP
US
N
2
2057-03-01
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPDT8
404296.70000000
PA
USD
457233.49000000
0.162327157270
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371H4J4
688.78000000
PA
USD
792.78000000
0.000281452969
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BTF3
10458010.44000000
PA
USD
12087097.50000000
4.291164623193
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAQ7
2000000.00000000
PA
USD
2918712.64000000
1.036202150767
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418U4X9
2936370.54000000
PA
USD
3346089.46000000
1.187929584980
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X44W3
7786481.93000000
PA
USD
9061295.11000000
3.216943440420
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.50000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AD3
1250000.00000000
PA
USD
1454293.75000000
0.516303760413
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.88000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
1400000.00000000
PA
USD
1479590.00000000
0.525284441929
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VP3
4375037.05000000
PA
USD
4973193.65000000
1.765584554535
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPDS0
636068.44000000
PA
USD
720141.67000000
0.255664890433
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
7.50000000
N
N
N
N
N
N
WESTERN UNION CO (THE)
28ID94QU1140NC23S047
WESTERN UNION CO (THE)
95980GA32
2000000.00000000
PA
USD
1999885.00000000
0.709999713533
Long
STIV
CORP
US
N
2
2020-01-03
None
0.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RE3
1500000.00000000
PA
USD
1620995.91000000
0.575486406338
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411BFP3
108608.78000000
PA
USD
124436.08000000
0.044177330773
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.00000000
N
N
N
N
N
N
FRESENIUS MED CARE II
5493008GJ5TVVTY4UM62
Fresenius Medical Care US Finance II Inc
35802XAF0
2000000.00000000
PA
USD
2140832.62000000
0.760038975702
Long
DBT
CORP
US
N
2
2022-01-31
Fixed
5.88000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FC7
2500000.00000000
PA
USD
2893156.80000000
1.027129309539
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31283HRV9
392105.25000000
PA
USD
456300.10000000
0.161995784900
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128KTE71
69076.71000000
PA
USD
77844.15000000
0.027636251184
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MY30
2833253.01000000
PA
USD
3253792.33000000
1.155162232927
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
7.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
2750000.00000000
PA
USD
3078180.63000000
1.092816519702
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAJ9
2225000.00000000
PA
USD
2305702.95000000
0.818571284845
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERY46
1008754.23000000
PA
USD
1083417.30000000
0.384635102837
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
4.50000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AY1
2750000.00000000
PA
USD
2780199.21000000
0.987027075390
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKZV0
4100511.13000000
PA
USD
4617421.40000000
1.639278194128
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128CUH82
242.93000000
PA
USD
243.95000000
0.000086607194
Long
ABS-MBS
USGSE
US
N
2
2021-07-01
Fixed
7.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BM5
2250000.00000000
PA
USD
3010164.50000000
1.068669414836
Long
DBT
CORP
US
N
2
2055-11-03
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391LXN0
388900.65000000
PA
USD
445997.04000000
0.158337989752
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
ANHEUSER BUSCH IN
N/A
ANHEUSER BUSCH IN
03523KA64
1000000.00000000
PA
USD
999783.33000000
0.354943348190
Long
STIV
CORP
BE
N
2
2020-01-06
None
0.00000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CW5
2750000.00000000
PA
USD
2897245.59000000
1.028580912871
Long
DBT
US
N
2
2026-01-15
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKX75
818294.40000000
PA
USD
921723.15000000
0.327230401976
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296SNU6
1394244.12000000
PA
USD
1570062.04000000
0.557403850036
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M5ZS2
495534.36000000
PA
USD
556759.43000000
0.197660883404
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XNR4
28728.63000000
PA
USD
32063.55000000
0.011383210192
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BI65BRSB7 CDS USD R V 03MEVENT 2I65BRSB7_PRO CCPCDX / Short: BI65BRSB7 CDS USD P F 5.00000 2I65BRSB7_FEE CCPCDX
000000000
9900000.00000000
OU
Notional Amount
USD
-953716.50000000
-0.33858868974
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
buy protection
2024-12-20
0
USD
-590754.78
USD
9900000
USD
-362961.72
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135BAJ0
1750000.00000000
PA
USD
1821426.25000000
0.646643239847
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J52X6
2391130.25000000
PA
USD
2692562.47000000
0.955914256255
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENN96
2918403.60000000
PA
USD
3323985.35000000
1.180082177870
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHAE2
76657.56000000
PA
USD
86257.07000000
0.030623008318
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QU58
34.55000000
PA
USD
34.68000000
0.000012312102
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Fixed
7.00000000
N
N
N
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd
31572UAF3
2000000.00000000
PA
USD
2193215.00000000
0.778635782416
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FH6
10878904.50000000
PA
USD
14519813.61000000
5.154828154450
Long
DBT
UST
US
N
2
2029-04-15
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KS98
8273.09000000
PA
USD
9226.37000000
0.003275548372
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBDG7
483903.23000000
PA
USD
514318.14000000
0.182593365151
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUF4
2000000.00000000
PA
USD
2000099.36000000
0.710075815678
Long
DBT
CORP
US
N
2
2020-01-07
Floating
2.22000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292HYU2
59999.95000000
PA
USD
67455.35000000
0.023948016599
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JJC3
260056.34000000
PA
USD
291520.46000000
0.103495672545
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BH8
2750000.00000000
PA
USD
2955697.09000000
1.049332380208
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KAG6
840.21000000
PA
USD
977.98000000
0.000347202724
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LCBF2
187252.89000000
PA
USD
212096.09000000
0.075298411229
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L6Y2
1057000.00000000
PA
USD
1057029.48000000
0.375266891844
Long
DBT
CORP
US
N
2
2020-01-10
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F3N3
6480.23000000
PA
USD
7447.84000000
0.002644134170
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415W3U5
101690.95000000
PA
USD
115753.89000000
0.041094977331
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AEKP7
3587560.35000000
PA
USD
4088207.16000000
1.451396411527
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
5.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAN6
1400000.00000000
PA
USD
1437590.00000000
0.510373590570
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.38000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAC8
2000000.00000000
PA
USD
2090981.76000000
0.742340909904
Long
DBT
CORP
MX
N
2
2024-06-27
Fixed
3.88000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
2750000.00000000
PA
USD
2935061.83000000
1.042006444622
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
Booz Allen Hamilton Inc
549300D7XCH2480XU542
Booz Allen Hamilton Inc
099500AA8
1400000.00000000
PA
USD
1442581.00000000
0.512145496740
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.13000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
1250000.00000000
PA
USD
1432743.75000000
0.508653073585
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387MBS7
4505.03000000
PA
USD
5003.07000000
0.001776191264
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405NT70
31971.89000000
PA
USD
36645.94000000
0.013010051529
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M5N48
390230.85000000
PA
USD
450381.72000000
0.159894640032
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407JHB1
415147.37000000
PA
USD
475543.41000000
0.168827550020
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LXBL3
12010.17000000
PA
USD
13787.42000000
0.004894813576
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556LAJ3
1400000.00000000
PA
USD
1478183.00000000
0.524784928408
Long
DBT
CORP
BR
N
2
2023-05-13
Fixed
5.13000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAG8
1500000.00000000
PA
USD
1574025.00000000
0.558810781167
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410SBE6
38024.40000000
PA
USD
43805.38000000
0.015551797853
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412YBH4
62430.98000000
PA
USD
71507.09000000
0.025386466429
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X44V5
4796187.38000000
PA
USD
5684323.92000000
2.018050215304
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415RH98
92867.97000000
PA
USD
109793.59000000
0.038978950013
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31283H4M4
67485.73000000
PA
USD
81384.23000000
0.028893051343
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J74K8
10258569.15000000
PA
USD
11769684.19000000
4.178476464038
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384WM23
4828.97000000
PA
USD
5386.07000000
0.001912164027
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJLQ9
159142.78000000
PA
USD
168229.18000000
0.059724768978
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DJG5
381759.31000000
PA
USD
429927.71000000
0.152633051870
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
5.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044BV2
2250000.00000000
PA
USD
3096375.17000000
1.099275950213
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417KYR2
274284.38000000
PA
USD
308241.92000000
0.109432129797
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER5T3
1608762.89000000
PA
USD
1682852.70000000
0.597446820651
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
4.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DD7
2250000.00000000
PA
USD
2768066.03000000
0.982719550545
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WTS0
615098.33000000
PA
USD
642549.28000000
0.228118019151
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
5.00000000
N
N
N
N
N
N
BANCO INBURSA
9598007PWYZP4GP23S45
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
05969LAA9
2000000.00000000
PA
USD
2075850.00000000
0.736968828377
Long
DBT
CORP
MX
N
2
2024-06-06
Fixed
4.13000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044BY2
2500000.00000000
PA
USD
2716052.28000000
0.964253614954
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292HRE6
51639.21000000
PA
USD
58377.85000000
0.020725320094
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300O2PWK8WX9M3002
SLM Private Education Loan Trust 2011-A
78446DAC3
1421545.82000000
PA
USD
1424542.30000000
0.505741392588
Long
ABS-O
CORP
US
N
2
2043-01-15
Floating
4.24000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAB8
2750000.00000000
PA
USD
3167930.92000000
1.124679691929
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BL8
2400000.00000000
PA
USD
2868887.11000000
1.018513077632
Long
DBT
CORP
US
N
2
2068-11-15
Fixed
5.85000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
1500000.00000000
PA
USD
1617225.00000000
0.574147656850
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M6JK5
10364539.46000000
PA
USD
11752690.11000000
4.172443221160
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KWH0
25286.96000000
PA
USD
27855.97000000
0.009889434002
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PVWL0
431434.79000000
PA
USD
463517.36000000
0.164558058497
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416VJK1
8506231.62000000
PA
USD
9819166.43000000
3.486003121399
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERHB9
5365759.80000000
PA
USD
6159004.38000000
2.186571400582
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M72G0
384199.65000000
PA
USD
432095.95000000
0.153402821021
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
5.50000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAE8
2250000.00000000
PA
USD
2378688.75000000
0.844482723299
Long
DBT
CORP
MX
N
2
2044-09-17
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410PPJ6
2317.02000000
PA
USD
2367.84000000
0.000840631197
Long
ABS-MBS
USGSE
US
N
2
2021-09-01
Fixed
7.00000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAN0
2750000.00000000
PA
USD
2881766.25000000
1.023085433398
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JMS4
848837.83000000
PA
USD
969214.03000000
0.344090627037
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
FIXED INC CLEARING CORP.REPO
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
5170194.69000000
PA
USD
5170194.69000000
1.835523917032
Long
RA
CORP
US
N
2
Repurchase
N
0.12000000
2020-01-02
5105000.00000000
USD
5274087.81000000
USD
UST
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PEJ74
3169.62000000
PA
USD
3222.51000000
0.001144056371
Long
ABS-MBS
USGSE
US
N
2
2021-07-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TN9
1000000.00000000
PA
USD
988275.00000000
0.350857657761
Long
DBT
UST
US
N
2
2020-10-08
None
0.00000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
2450000.00000000
PA
USD
2595983.25000000
0.921626675453
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCN9
2250000.00000000
PA
USD
2936561.02000000
1.042538687461
Long
DBT
CORP
US
N
2
2058-10-15
Fixed
4.95000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAH3
1000000.00000000
PA
USD
1004724.80000000
0.356697670206
Long
ABS-O
CORP
US
N
2
2023-05-22
Fixed
5.48000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
2250000.00000000
PA
USD
2827074.56000000
1.003668774823
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AMP0
10343965.20000000
PA
USD
11873855.13000000
4.215459259328
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407HZD1
14987.36000000
PA
USD
17176.62000000
0.006098048277
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.00000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-A
88161DAD3
1525000.00000000
PA
USD
1526368.84000000
0.541891878356
Long
ABS-O
CORP
US
N
2
2020-05-20
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385H4W9
30899.78000000
PA
USD
35319.35000000
0.012539085188
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
7.00000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAR9
1400000.00000000
PA
USD
1443169.00000000
0.512354248659
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LXN30
38396.01000000
PA
USD
43452.22000000
0.015426418895
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERHC7
12097529.63000000
PA
USD
13689186.72000000
4.859938771334
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410PPB3
7435.77000000
PA
USD
8373.23000000
0.002972666378
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020QAA5
2500000.00000000
PA
USD
2611888.50000000
0.927273361609
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPDR2
1505616.95000000
PA
USD
1687645.77000000
0.599148457659
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
7.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEN5
2000000.00000000
PA
USD
2846065.12000000
1.010410808570
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.88000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BL2
2750000.00000000
PA
USD
2985100.86000000
1.059771314585
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.60000000
N
N
N
N
N
N
2020-01-15
WILLIAM BLAIR FUNDS
Colette Garavalia
Colette Garavalia
Principal Financial Officer