0001752724-21-025608.txt : 20210217
0001752724-21-025608.hdr.sgml : 20210217
20210217155937
ACCESSION NUMBER: 0001752724-21-025608
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210217
PERIOD START: 20201231
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: 21644608
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
S000027022
William Blair Low Duration Fund
C000081288
Class N
WBLNX
C000081289
Class I
WBLIX
C000081290
Class R6
WBLJX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000822632
XXXXXXXX
S000027022
C000081290
C000081288
C000081289
WILLIAM BLAIR FUNDS
811-05344
0000822632
SNQR0U5FDV8EZZX4W051
150 NORTH RIVERSIDE PLAZA
CHICAGO
60606
312-364-8000
William Blair Low Duration Fund
S000027022
549300RRFEVNFIB5NY92
2020-12-31
2020-12-31
N
163904182.47
5780563.25
158123619.22
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407HX27
4106.30000000
PA
USD
4119.76000000
0.002605404569
Long
ABS-MBS
USGSE
US
N
2
2021-04-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9E73
588194.70000000
PA
USD
717904.61000000
0.454014785103
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2020-B Owner Trust
89239RAB2
1026970.93000000
PA
USD
1032173.36000000
0.652763556192
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
1.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPDS0
588276.73000000
PA
USD
674881.96000000
0.426806547515
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
7.50000000
N
N
N
N
N
N
Discover Card Execution Note Trust
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CL7
647000.00000000
PA
USD
648454.33000000
0.410093275880
Long
ABS-O
CORP
US
N
2
2023-12-15
Floating
0.43000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2020-A
12597PAC2
300000.00000000
PA
USD
304391.40000000
0.192502171087
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
1.16000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKXS9
289794.84000000
PA
USD
308677.00000000
0.195212455623
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M8CW2
35645.90000000
PA
USD
40859.25000000
0.025840067538
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7K4
1500000.00000000
PA
USD
1504566.45000000
0.951512783113
Long
DBT
CORP
CA
N
2
2023-10-26
Floating
0.54000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AXJ2
4702503.97000000
PA
USD
5910220.51000000
3.737721498631
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9UD2
599808.42000000
PA
USD
712185.87000000
0.450398159056
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
6.00000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAF7
675000.00000000
PA
USD
694729.85000000
0.439358682420
Long
ABS-O
CORP
US
N
2
2023-01-20
Fixed
2.68000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAQ1
525000.00000000
PA
USD
532770.07000000
0.336932630702
Long
DBT
CORP
US
N
2
2021-07-23
Fixed
3.40000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
549300RO0W90UZB1HD05
GM Financial Consumer Automobile Receivables Trust 2018-4
38013FAD3
568376.29000000
PA
USD
579159.92000000
0.366270341430
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
3.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGSD7
494745.61000000
PA
USD
606126.04000000
0.383324163075
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M6TA6
125868.82000000
PA
USD
144694.47000000
0.091507183249
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
Verizon Owner Trust
549300DBBHVB9QKK8Q94
Verizon Owner Trust 2018-A
92348XAA3
780812.63000000
PA
USD
791263.73000000
0.500408309589
Long
ABS-O
CORP
US
N
2
2023-04-20
Fixed
3.23000000
N
N
N
N
N
N
Canadian Pacer Auto Receivables Trust
549300G7ER2PTT19ZV22
Canadian Pacer Auto Receivables Trust 2020-1
13645YAF6
500000.00000000
PA
USD
510125.10000000
0.322611576003
Long
ABS-O
CORP
CA
N
2
2025-07-21
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER6G0
730484.24000000
PA
USD
819031.09000000
0.517968848702
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
6.50000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BU6
1000000.00000000
PA
USD
1000604.55000000
0.632798917034
Long
DBT
CORP
US
N
2
2021-09-17
Floating
0.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MDLY7
74450.78000000
PA
USD
79269.98000000
0.050131650408
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
4.00000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22546QAR8
1000000.00000000
PA
USD
1021924.00000000
0.646281690895
Long
DBT
CORP
CH
N
2
2021-10-29
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGJN8
1500000.00000000
PA
USD
1582906.52000000
1.001056343010
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WYH0
1250000.00000000
PA
USD
1261443.00000000
0.797757480016
Long
DBT
CORP
CA
N
2
2023-03-10
Floating
0.77000000
N
N
N
N
N
N
Canadian Pacer Auto Receivables Trust
549300G7ER2PTT19ZV22
Canadian Pacer Auto Receivables Trust 2020-1
13645YAD1
500000.00000000
PA
USD
509387.45000000
0.322145073906
Long
ABS-O
CORP
CA
N
2
2024-07-19
Fixed
1.83000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MDDF7
121074.23000000
PA
USD
128903.76000000
0.081520876283
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
880316.23000000
PA
USD
880316.23000000
0.556726587933
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-01-04
902400.00000000
USD
897923.19360000
USD
UST
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410EFB9
178258.24000000
PA
USD
217134.89000000
0.137319706613
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
7.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCC0
2150000.00000000
PA
USD
2150861.29000000
1.360240361692
Long
DBT
CORP
CA
N
2
2021-03-17
Floating
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414QLP0
26211.56000000
PA
USD
26912.69000000
0.017020031626
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MY55
4072881.78000000
PA
USD
4983708.03000000
3.151779635821
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
7.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGZ2
2225000.00000000
PA
USD
2254491.31000000
1.425777705519
Long
DBT
CORP
US
N
2
2022-05-26
Fixed
1.15000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2020-B
65480EAD3
550000.00000000
PA
USD
551021.68000000
0.348475251653
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
0.43000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MDH30
475896.23000000
PA
USD
503903.96000000
0.318677223861
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2019-3 Owner Trust
43815NAB0
396952.50000000
PA
USD
398390.26000000
0.251948609553
Long
ABS-O
CORP
US
N
2
2022-04-15
Fixed
1.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AAM9
3405.10000000
PA
USD
3469.98000000
0.002194472917
Long
ABS-MBS
USGSE
US
N
2
2023-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDPX6
1358232.49000000
PA
USD
1633242.34000000
1.032889550629
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BMZ8
1909726.72000000
PA
USD
2312553.07000000
1.462496925764
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5PN3
1234663.25000000
PA
USD
1476384.52000000
0.933690063054
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AJH21
172327.67000000
PA
USD
183450.74000000
0.116017291347
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBYW1
369017.80000000
PA
USD
387557.07000000
0.245097520479
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Fixed
5.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BT6
550000.00000000
PA
USD
550881.30000000
0.348386473012
Long
DBT
CORP
US
N
2
2021-02-23
Floating
1.34000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVW1
1150000.00000000
PA
USD
1153300.43000000
0.729366324707
Long
DBT
CORP
US
N
2
2021-04-23
Floating
1.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERHB9
1978070.67000000
PA
USD
2378531.39000000
1.504222709885
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
6.00000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
5493006E18I81G847N31
Ford Credit Auto Lease Trust 2019-B
34528DAE3
329000.00000000
PA
USD
335108.61000000
0.211928244276
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
2.27000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CA5
1500000.00000000
PA
USD
1548251.64000000
0.979140021988
Long
DBT
CORP
US
N
2
2022-08-17
Fixed
2.38000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GKW3
1000000.00000000
PA
USD
1008629.00000000
0.637873712336
Long
DBT
CORP
CA
N
2
2023-03-17
Floating
0.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDN6
420151.18000000
PA
USD
485339.87000000
0.306936985375
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
7.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-F
63941XAA5
225447.74000000
PA
USD
227868.78000000
0.144107996720
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
1.22000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDJ2
2003000.00000000
PA
USD
2148227.72000000
1.358574848335
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294LSK0
2941.66000000
PA
USD
2998.76000000
0.001896465572
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132ADLA4
465676.94000000
PA
USD
541798.50000000
0.342642359612
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
5.50000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAA4
1300000.00000000
PA
USD
1311700.18000000
0.829540954394
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410G4C4
1069188.90000000
PA
USD
1313008.76000000
0.830368522094
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M4BX0
519288.60000000
PA
USD
583552.81000000
0.369048477943
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409WXW6
555.19000000
PA
USD
562.50000000
0.000355734331
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PLU42
3689.21000000
PA
USD
3719.26000000
0.002352121724
Long
ABS-MBS
USGSE
US
N
2
2023-09-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PQKV2
16780.08000000
PA
USD
17740.94000000
0.011219664770
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KL4
1500000.00000000
PA
USD
1504793.85000000
0.951656594645
Long
DBT
CORP
US
N
2
2021-03-30
Floating
1.62000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BL7
2000000.00000000
PA
USD
2067223.40000000
1.307346372538
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X44W3
2617283.65000000
PA
USD
3141036.76000000
1.986443755521
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.50000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2019-2
36257AAG6
425000.00000000
PA
USD
433458.48000000
0.274126333648
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
3.12000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBHA8
16822.17000000
PA
USD
17209.88000000
0.010883813616
Long
ABS-MBS
USGSE
US
N
2
2022-06-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XQT7
168388.74000000
PA
USD
198535.41000000
0.125557086904
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
7.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BV0
1225000.00000000
PA
USD
1226882.78000000
0.775901023548
Long
DBT
CORP
US
N
2
2021-05-17
Floating
0.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RT0
2000000.00000000
PA
USD
2004410.90000000
1.267622705505
Long
DBT
CORP
US
N
2
2021-03-04
Floating
1.57000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040610
-5000000.00000000
PA
USD
-5340234.40000000
-3.37725282683
Short
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5W58
1717990.10000000
PA
USD
2043467.79000000
1.292322930679
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7XL4
902027.11000000
PA
USD
947288.96000000
0.599081253435
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9VA8
164814.65000000
PA
USD
182631.60000000
0.115499253622
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409VGQ0
439.09000000
PA
USD
440.38000000
0.000278503617
Long
ABS-MBS
USGSE
US
N
2
2021-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERHC7
2194640.51000000
PA
USD
2593208.40000000
1.639988012412
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
3140J9YA3
2307997.25000000
PA
USD
2851851.94000000
1.803558477897
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312927QZ2
126014.33000000
PA
USD
146067.59000000
0.092375567116
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Principal
912803AX1
3000000.00000000
PA
USD
2997796.23000000
1.895856068048
Long
DBT
UST
US
N
2
2021-08-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31283GML8
28613.16000000
PA
USD
31217.53000000
0.019742483857
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
8.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THN8
200000.00000000
PA
USD
200196.64000000
0.126607676315
Long
DBT
CORP
US
N
2
2022-10-14
Floating
0.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X44V5
2030652.85000000
PA
USD
2460767.05000000
1.556229905524
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2020-2
50116YAB7
1500000.00000000
PA
USD
1502070.60000000
0.949934366168
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
0.41000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MEE98
170281.49000000
PA
USD
181422.87000000
0.114734832718
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3B8
2500000.00000000
PA
USD
2501530.08000000
1.582009121938
Long
DBT
CORP
US
N
2
2024-01-03
Floating
0.43000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-B
88161NAA7
354747.73000000
PA
USD
357015.77000000
0.225782695691
Long
ABS-O
CORP
US
N
2
2021-08-20
Fixed
3.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVV1
723628.50000000
PA
USD
866252.66000000
0.547832552956
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MDE9
416462.95000000
PA
USD
501852.04000000
0.317379555613
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGQ1
1000000.00000000
PA
USD
1028195.29000000
0.650247758729
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERY46
1378399.80000000
PA
USD
1478941.09000000
0.935306880335
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GEB5
1501483.50000000
PA
USD
1899268.58000000
1.201128958070
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GUF8
20243.00000000
PA
USD
20825.76000000
0.013170556114
Long
ABS-MBS
USGSE
US
N
2
2022-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPDR2
1139530.80000000
PA
USD
1304013.36000000
0.824679681904
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
7.00000000
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
14042TCS4
1400000.00000000
PA
USD
1424254.19000000
0.900721977542
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
2.01000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PLL75
5709.51000000
PA
USD
5930.76000000
0.003750711012
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J74K8
2380413.88000000
PA
USD
2863932.81000000
1.811198620501
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335GLJ2
5565.06000000
PA
USD
6087.95000000
0.003850120576
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QABY5
101645.07000000
PA
USD
112846.46000000
0.071365973379
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XSW8
293472.07000000
PA
USD
339189.26000000
0.214508915033
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2020-B
58769EAB4
500000.00000000
PA
USD
500358.05000000
0.316434731552
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
0.31000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285V8
4000000.00000000
PA
USD
4098387.96000000
2.591888536460
Long
DBT
UST
US
N
2
2022-01-15
Fixed
2.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L5Q0
1579000.00000000
PA
USD
1657259.82000000
1.048078603421
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
912828Z45
1000000.00000000
PA
USD
1001094.61000000
0.633108839108
Long
DBT
UST
US
N
2
2022-01-31
Floating
0.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFV6
1200000.00000000
PA
USD
1204858.51000000
0.761972509827
Long
DBT
CORP
US
N
2
2021-04-19
Floating
1.64000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AXH6
573153.42000000
PA
USD
686760.70000000
0.434318859755
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AX7
2000000.00000000
PA
USD
2007310.20000000
1.269456270923
Long
DBT
CORP
GB
N
2
2021-03-08
Floating
2.47000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KMT8
5177.59000000
PA
USD
5323.38000000
0.003366593824
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETPP5
2340539.14000000
PA
USD
2438881.06000000
1.542388842369
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPDT8
162940.73000000
PA
USD
186982.02000000
0.118250531402
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
8.00000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EFY6
1150000.00000000
PA
USD
1154875.54000000
0.730362450402
Long
ABS-O
CORP
US
N
2
2023-12-07
Floating
0.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QC3G9
4385930.90000000
PA
USD
4897861.89000000
3.097489112733
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TY60
218705.49000000
PA
USD
258605.50000000
0.163546408358
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMAC5
360352.52000000
PA
USD
395125.80000000
0.249884110893
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368JCZ0
2130.03000000
PA
USD
2148.75000000
0.001358905146
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
9.00000000
N
N
N
N
N
N
Bank of America Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RCY2
450000.00000000
PA
USD
451361.25000000
0.285448342395
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
2.70000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BS7
119000.00000000
PA
USD
118972.99000000
0.075240492588
Long
DBT
CORP
US
N
2
2021-02-25
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407HYW0
1212.88000000
PA
USD
1217.46000000
0.000769941901
Long
ABS-MBS
USGSE
US
N
2
2021-06-01
Fixed
5.50000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2020-A Owner Trust
65479MAC0
1126000.00000000
PA
USD
1147123.99000000
0.725460241587
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BXY9
10700.02000000
PA
USD
10956.17000000
0.006928863666
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
6.00000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BF6
500000.00000000
PA
USD
501666.21000000
0.317262033638
Long
DBT
CORP
US
N
2
2021-05-16
Floating
1.17000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BTF3
4001097.42000000
PA
USD
4815301.06000000
3.045276274191
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EN6N4
160197.11000000
PA
USD
186928.31000000
0.118216564307
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HQK9
1500000.00000000
PA
USD
1501645.23000000
0.949665355123
Long
DBT
CORP
US
N
2
2021-03-01
Floating
1.71000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M6VN5
1131373.36000000
PA
USD
1367040.35000000
0.864538995972
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
8.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp
0258M0EB1
1500000.00000000
PA
USD
1507692.23000000
0.953489578240
Long
DBT
CORP
US
N
2
2021-05-05
Fixed
2.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468K8
400000.00000000
PA
USD
401607.03000000
0.253982948266
Long
DBT
CORP
US
N
2
2023-01-20
Floating
0.79000000
N
N
N
N
N
N
Verizon Owner Trust
549300WANFF5OIMC3D47
Verizon Owner Trust 2019-C
92348AAD7
60000.00000000
PA
USD
61710.65000000
0.039026838814
Long
ABS-O
CORP
US
N
2
2024-04-22
Fixed
2.16000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BEX0
284294.72000000
PA
USD
335701.22000000
0.212303020672
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
5.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCM2
1500000.00000000
PA
USD
1552811.33000000
0.982023645588
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
912828YN4
3100000.00000000
PA
USD
3106598.44000000
1.964664390635
Long
DBT
UST
US
N
2
2021-10-31
Floating
0.40000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2020-1
36259KAG2
1400000.00000000
PA
USD
1424718.40000000
0.901015551647
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
2.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BTJ7
225182.41000000
PA
USD
230318.06000000
0.145656962025
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VP3
1116133.12000000
PA
USD
1346310.40000000
0.851429031691
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.50000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVG1
1200000.00000000
PA
USD
1206100.57000000
0.762758009176
Long
DBT
CORP
US
N
2
2022-07-05
Fixed
0.55000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M6RG5
37900.60000000
PA
USD
44723.77000000
0.028284054096
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAF5
600000.00000000
PA
USD
622124.28000000
0.393441715455
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.34000000
N
N
N
N
N
N
Bank of America Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RCZ9
1000000.00000000
PA
USD
1007896.40000000
0.637410403943
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MYS5
203075.84000000
PA
USD
237010.28000000
0.149889232974
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.50000000
N
N
N
N
N
N
Verizon Owner Trust
549300XY7L2MRX0BQH89
Verizon Owner Trust 2020-A
92348TAD6
1250000.00000000
PA
USD
1290183.38000000
0.815933373119
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
2.06000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CL0
1000000.00000000
PA
USD
1032040.56000000
0.652679571268
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER5T3
3450123.80000000
PA
USD
3672160.73000000
2.322335365275
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
4.00000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AL9
1000000.00000000
PA
USD
1004565.50000000
0.635303887525
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292GL87
16232.81000000
PA
USD
17450.69000000
0.011036105855
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKE35
839316.58000000
PA
USD
891373.24000000
0.563719224488
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
4.50000000
N
N
N
N
N
N
2021-01-21
WILLIAM BLAIR FUNDS
John Raczek
John Raczek
Principal Financial Officer