The Bond Fund of America

Fund Profile

Fund profile

Fund manager

American Funds Insurance Series

Total assets

$13.34 bn

Liabilities

$1.80 bn

Net assets

$11.54 bn

Number of holdings

1.93 k

Top 200 of 1928 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
CAPITAL GROUP CENTRAL CASH FUND	1.26 bn	12.55 mm shares	10.88	Short-term investment vehicle	Long	USA
FNCL 2.5 UMBS TBA 10-01-54	327.54 mm	379.39 mm principal	2.84	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.5% 09-30-29	279.49 mm	280.31 mm principal	2.42	Debt	Long	USA
FNCL UMBS 6.5 SD3825 09-01-53	243.41 mm	235.56 mm principal	2.11	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.625% 05-15-54	239.97 mm	221.21 mm principal	2.08	Debt	Long	USA
FNCL 6.5 UMBS TBA 10-01-54	136.15 mm	132.05 mm principal	1.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 FS7252 11-01-53	135.25 mm	135.26 mm principal	1.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.25% 05-15-39	113.03 mm	109.34 mm principal	0.98	Debt	Long	USA
STATE OF ILLINOIS 5.1% 06-01-33	112.70 mm	110.88 mm principal	0.98	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.25% 11-15-27	101.72 mm	105.83 mm principal	0.88	Debt	Long	USA
FNCT UMBS 2.0 FM7365 05-01-41	100.48 mm	115.10 mm principal	0.87	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.875% 10-31-30	98.34 mm	92.13 mm principal	0.85	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.0% 07-15-25	96.86 mm	97.64 mm principal	0.84	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.375% 09-15-27	92.61 mm	93.08 mm principal	0.80	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.0% 02-15-49	92.53 mm	114.31 mm principal	0.80	Debt	Long	USA
FNCL 3.5 UMBS TBA 11-01-54	88.32 mm	94.76 mm principal	0.77	ABS-mortgage backed security	Long	USA
UMBS 30YR TBA(REG A) 4.5 UMBS TBA 10-01-54	82.15 mm	83.55 mm principal	0.71	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.75% 02-15-41	81.79 mm	75.07 mm principal	0.71	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.875% 03-31-25	81.10 mm	81.28 mm principal	0.70	Debt	Long	USA
FNCL 7.0 UMBS TBA 10-01-54	73.11 mm	70.37 mm principal	0.63	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.625% 06-30-25	68.03 mm	67.79 mm principal	0.59	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.125% 08-15-44	67.17 mm	67.69 mm principal	0.58	Debt	Long	USA
FNCL UMBS 2.0 SD8134 03-01-51	62.02 mm	74.73 mm principal	0.54	ABS-mortgage backed security	Long	USA
GNMA2 30YR TBA(REG C) 5.5 TBA 10-01-54	56.15 mm	55.60 mm principal	0.49	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 CB4852 10-01-52	52.62 mm	53.44 mm principal	0.46	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.5% 09-30-26	52.14 mm	52.29 mm principal	0.45	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-27	49.37 mm	50.76 mm principal	0.43	Debt	Long	USA
UMBS 30YR TBA(REG A) 4.0 UMBS TBA 11-01-54	47.81 mm	49.73 mm principal	0.41	ABS-mortgage backed security	Long	USA
USRE 21-1 A1 144A 1.91% 10-20-61/26	46.84 mm	50.77 mm principal	0.41	ABS-other	Long	USA
FNCL UMBS 3.0 SD8213 05-01-52	46.75 mm	52.05 mm principal	0.41	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD2462 02-01-53	45.91 mm	45.25 mm principal	0.40	ABS-mortgage backed security	Long	USA
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.125% 01-31-25	45.06 mm	45.00 mm principal	0.39	Debt	Long	Netherlands
UNITED STATES TREASURY NOTE 3.875% 12-31-29	44.64 mm	44.05 mm principal	0.39	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.0% 12-15-25	42.87 mm	42.80 mm principal	0.37	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.625% 05-31-27	42.48 mm	43.53 mm principal	0.37	Debt	Long	USA
FNCL UMBS 5.0 SD8329 06-01-53	41.45 mm	41.43 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 RJ1417 05-01-54	40.25 mm	39.57 mm principal	0.35	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.0% 02-28-30	38.99 mm	38.26 mm principal	0.34	Debt	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27	38.46 mm	39.48 mm principal	0.33	Debt	Long	USA
FNCL UMBS 5.5 CB7331 10-01-53	35.57 mm	35.11 mm principal	0.31	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	35.19 mm	35.45 mm principal	0.31	Debt	Long	USA
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46	34.73 mm	46.67 mm principal	0.30	Debt	Long	Netherlands
PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27	34.49 mm	35.15 mm principal	0.30	Debt	Long	Mexico
FNCL UMBS 5.0 FS6769 01-01-53	32.67 mm	32.59 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 FS0647 02-01-52	32.02 mm	35.09 mm principal	0.28	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31	31.31 mm	36.16 mm principal	0.27	Debt	Long	USA
FNCL UMBS 6.0 MA5421 07-01-54	31.14 mm	30.46 mm principal	0.27	ABS-mortgage backed security	Long	USA
CHICAGO BOARD OF EDUCATION 6.138% 12-01-39	30.41 mm	31.05 mm principal	0.26	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	30.41 mm	28.93 mm principal	0.26	Debt	Long	USA
FORDR 18-1 A 144A 3.19% 07-15-31/01-15-25	29.92 mm	30.07 mm principal	0.26	ABS-other	Long	USA
UMBS 30YR TBA(REG A) 5.0 UMBS TBA 10-01-54	29.73 mm	29.75 mm principal	0.26	ABS-mortgage backed security	Long	USA
HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33	29.01 mm	23.83 mm principal	0.25	Debt	Long	Greece
UNITED STATES TREASURY NOTE 5.0% 10-31-25	28.29 mm	27.98 mm principal	0.25	Debt	Long	USA
MFRA 24-NQM2 A1 144A 5.272% 08-25-69/08-01-28	28.23 mm	28.18 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 6.0 RJ1859 06-01-54	28.16 mm	27.35 mm principal	0.24	ABS-mortgage backed security	Long	USA
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28	27.98 mm	26.82 mm principal	0.24	Debt	Long	Netherlands
ELM 24-ELM A15 144A FRN 06-10-39/06-11-27	27.51 mm	26.88 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
BX 24-BIO2 A 144A FRN 08-13-41	27.45 mm	26.91 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
PCG+A Pacific Gas & Electric Co.	27.03 mm	27.54 mm principal	0.23	Debt	Long	USA
FNCL UMBS 6.0 QH0474 09-01-53	26.83 mm	26.18 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8447 07-01-54	26.81 mm	26.23 mm principal	0.23	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53	26.70 mm	29.50 mm principal	0.23	Debt	Long	USA
DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25	26.20 mm	27.05 mm principal	0.23	Debt	Long	USA
FNCL 6.0 UMBS TBA 10-01-54	26.04 mm	25.47 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 MA5107 08-01-53	25.88 mm	25.57 mm principal	0.22	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 6.125% 11-15-27	25.83 mm	24.00 mm principal	0.22	Debt	Long	USA
FNCL UMBS 5.5 RA8544 02-01-53	25.42 mm	25.07 mm principal	0.22	ABS-mortgage backed security	Long	USA
BA The Boeing Company	25.41 mm	25.34 mm principal	0.22	Debt	Long	USA
FNCL UMBS 3.5 FS5313 01-01-50	25.25 mm	26.75 mm principal	0.22	ABS-mortgage backed security	Long	USA
ELM 24-ELM A10 144A FRN 06-10-39/06-11-27	24.99 mm	24.42 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
PORTUGAL GOVERNMENT INTERNATIONAL BOND REG S 5.125% 10-15-24	24.77 mm	24.78 mm principal	0.21	Debt	Long	Portugal
OBX 24-NQM11 A1 144A FRN 06-25-64	24.55 mm	24.25 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
BMY Bristol-Myers Squibb Company	23.93 mm	22.69 mm principal	0.21	Debt	Long	USA
FNCL UMBS 3.0 QA4673 11-01-49	23.30 mm	25.34 mm principal	0.20	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29	22.92 mm	21.78 mm principal	0.20	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.875% 08-15-34	22.82 mm	22.65 mm principal	0.20	Debt	Long	USA
OBX 24-NQM8 A1 144A 6.233% 05-25-64/05-01-28	22.64 mm	22.24 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28	22.49 mm	21.87 mm principal	0.19	Debt	Long	USA
GM General Motors Company	22.44 mm	22.22 mm principal	0.19	Debt	Long	USA
FNCL UMBS 6.0 QH1059 09-01-53	22.15 mm	21.59 mm principal	0.19	ABS-mortgage backed security	Long	USA
UMBS 30YR TBA(REG A) 3.0 UMBS TBA 10-01-54	22.06 mm	24.57 mm principal	0.19	ABS-mortgage backed security	Long	USA
G2SF 3.5 MA8266 09-20-52	21.72 mm	23.12 mm principal	0.19	ABS-mortgage backed security	Long	USA
AMGN Amgen Inc.	21.65 mm	20.79 mm principal	0.19	Debt	Long	USA
BA The Boeing Company	21.53 mm	21.61 mm principal	0.19	Debt	Long	USA
VERUS 24-3 A1 144A 6.338% 04-25-2069	21.43 mm	21.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 5.5 SD8331 06-01-53	21.35 mm	21.09 mm principal	0.19	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27	21.14 mm	20.79 mm principal	0.18	Debt	Long	USA
FNCL UMBS 5.5 SD8342 07-01-53	21.03 mm	20.78 mm principal	0.18	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSEC 5.831% 04-19-35/34	20.92 mm	19.47 mm principal	0.18	Debt	Long	USA
FNCL UMBS 6.0 FS8153 06-01-54	20.81 mm	20.15 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 CB6033 04-01-53	20.74 mm	20.23 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 CB8151 03-01-54	20.73 mm	20.46 mm principal	0.18	ABS-mortgage backed security	Long	USA
PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27	20.35 mm	20.65 mm principal	0.18	Debt	Long	Mexico
FNCL UMBS 2.5 FM6113 01-01-51	19.94 mm	22.92 mm principal	0.17	ABS-mortgage backed security	Long	USA
CGCMT 23-SMRT A 144A FRN 10-12-40	19.71 mm	19.04 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD4571 11-01-53	19.52 mm	19.26 mm principal	0.17	ABS-mortgage backed security	Long	USA
Cleveland Electric Illuminating Co	19.40 mm	20.07 mm principal	0.17	Debt	Long	USA
FNCL UMBS 5.0 SD4977 11-01-53	19.35 mm	19.35 mm principal	0.17	ABS-mortgage backed security	Long	USA
ABBV AbbVie Inc.	19.33 mm	18.50 mm principal	0.17	Debt	Long	USA
FNCL UMBS 6.5 FS5749 09-01-53	19.17 mm	18.55 mm principal	0.17	ABS-mortgage backed security	Long	USA
EQNR Equinor ASA	19.02 mm	20.00 mm principal	0.16	Debt	Long	Norway
FNCL UMBS 4.0 BM5349 09-01-48	18.93 mm	19.33 mm principal	0.16	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	18.93 mm	21.60 mm principal	0.16	Debt	Long	USA
FNCL UMBS 6.5 CB8872 07-01-54	18.87 mm	18.19 mm principal	0.16	ABS-mortgage backed security	Long	USA
HOMES 24-NQM1 A1 144A 5.915% 07-25-69/07-01-28	18.76 mm	18.52 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 4.5 SD8266 11-01-52	18.73 mm	19.04 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.0 FM1262 07-01-49	18.59 mm	19.10 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNCL 3.5 UMBS TBA 10-01-54	18.44 mm	19.80 mm principal	0.16	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	18.43 mm	20.43 mm principal	0.16	Debt	Long	Switzerland
FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27	18.42 mm	18.74 mm principal	0.16	Debt	Long	USA
UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29	18.09 mm	17.49 mm principal	0.16	Debt	Long	Switzerland
BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30	18.04 mm	20.93 mm principal	0.16	Debt	Long	USA
SORT 20-1 A1 144A 1.69% 07-15-60/25	17.90 mm	18.50 mm principal	0.16	ABS-other	Long	USA
UNITED STATES TREASURY NOTE 3.62% 09-30-31	17.85 mm	17.88 mm principal	0.15	Debt	Long	USA
JPMORGAN CHASE & CO SR UNSEC 5.294% 07-22-35/34	17.84 mm	17.10 mm principal	0.15	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.875% 02-15-41	17.81 mm	24.27 mm principal	0.15	Debt	Long	USA
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26	17.63 mm	18.33 mm principal	0.15	Debt	Long	Netherlands
FNCL UMBS 4.0 SD1896 11-01-52	17.20 mm	17.54 mm principal	0.15	ABS-mortgage backed security	Long	USA
VERUS 24-6 A1 144A FRN 07-25-69	17.18 mm	16.99 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
T AT&T Inc.	17.15 mm	17.81 mm principal	0.15	Debt	Long	USA
FNCL UMBS 6.0 MA5445 08-01-54	16.80 mm	16.43 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMDI6 3.0 BF0497 07-01-60	16.79 mm	19.12 mm principal	0.15	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27	16.77 mm	17.60 mm principal	0.15	Debt	Long	USA
HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26	16.75 mm	17.77 mm principal	0.15	ABS-other	Long	USA
BAT INTERNATIONAL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25	16.75 mm	16.88 mm principal	0.15	Debt	Long	UK
ABBV AbbVie Inc.	16.73 mm	15.77 mm principal	0.15	Debt	Long	USA
FNCL UMBS 3.5 FM4891 10-01-48	16.73 mm	17.71 mm principal	0.14	ABS-mortgage backed security	Long	USA
STACR 24-DNA2 M1 144A FRN (SOFR30A+120) 05-25-44	16.67 mm	16.66 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
UNH UnitedHealth Group Incorporated	16.66 mm	15.96 mm principal	0.14	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.375% 11-15-40	16.66 mm	24.54 mm principal	0.14	Debt	Long	USA
FNCL UMBS 6.0 SD2861 05-01-53	16.46 mm	16.01 mm principal	0.14	ABS-mortgage backed security	Long	USA
EC Ecopetrol S.A.	16.21 mm	15.11 mm principal	0.14	Debt	Long	Colombia
FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25	16.17 mm	16.70 mm principal	0.14	ABS-other	Long	USA
CFG Citizens Financial Group, Inc.	15.97 mm	15.35 mm principal	0.14	Debt	Long	USA
T AT&T Inc.	15.93 mm	15.94 mm principal	0.14	Debt	Long	USA
FGLMC Z40130 01-01-46	15.79 mm	16.99 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 SD8298 02-01-53	15.60 mm	15.86 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 QH0851 09-01-53	15.57 mm	15.20 mm principal	0.13	ABS-mortgage backed security	Long	USA
UMBS 30YR TBA(REG A) 2.0 UMBS TBA 10-01-54	15.54 mm	18.80 mm principal	0.13	ABS-mortgage backed security	Long	USA
INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26	15.53 mm	15.40 mm principal	0.13	Debt	Long	Italy
FNCL UMBS 6.0 QF8083 02-01-53	15.49 mm	15.09 mm principal	0.13	ABS-mortgage backed security	Long	USA
ATLX 24-RPL1 A1 144A 3.85% 04-25-64/08-01-28	15.39 mm	15.87 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 2.875% 05-15-49	15.18 mm	19.23 mm principal	0.13	Debt	Long	USA
UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29	15.11 mm	14.46 mm principal	0.13	Debt	Long	Switzerland
SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27	15.08 mm	14.98 mm principal	0.13	ABS-other	Long	USA
FNCL UMBS 3.0 FM4897 11-01-50	15.07 mm	16.38 mm principal	0.13	ABS-mortgage backed security	Long	USA
CPTRS 24-1 A2 144A 5.58% 07-20-32/11-20-28	15.07 mm	14.79 mm principal	0.13	ABS-other	Long	USA
MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36	15.06 mm	14.76 mm principal	0.13	Debt	Long	Mexico
JPMORGAN CHASE & CO SR UNSEC 5.012% 01-23-30/29	15.04 mm	14.66 mm principal	0.13	Debt	Long	USA
FNMDI4 3.0 BF0332 01-01-59	14.70 mm	16.53 mm principal	0.13	ABS-mortgage backed security	Long	USA
BX 21-VOLT A 144A FRN (TSFR1M+81.45) 09-15-36/23	14.64 mm	14.73 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
CNC Centene Corporation	14.64 mm	14.95 mm principal	0.13	Debt	Long	USA
CNC Centene Corporation	14.61 mm	14.86 mm principal	0.13	Debt	Long	USA
FNCL UMBS 6.0 RJ1964 07-01-54	14.58 mm	14.05 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 FM5507 07-01-50	14.56 mm	15.78 mm principal	0.13	ABS-mortgage backed security	Long	USA
RAI Reynolds American Inc	14.53 mm	14.57 mm principal	0.13	Debt	Long	USA
CNC Centene Corporation	14.50 mm	15.72 mm principal	0.13	Debt	Long	USA
EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28	14.49 mm	12.04 mm principal	0.13	Debt	Long	Greece
FNCL UMBS 6.5 RJ2222 08-01-54	14.48 mm	13.96 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 QH1296 09-01-53	14.40 mm	14.05 mm principal	0.12	ABS-mortgage backed security	Long	USA
PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29	14.37 mm	14.18 mm principal	0.12	Debt	Long	Mexico
EFF 24-1 A2 144A 5.23% 03-20-30/05-20-27	14.23 mm	14.09 mm principal	0.12	ABS-other	Long	USA
FNCL 4.0 UMBS TBA 10-01-54	14.23 mm	14.81 mm principal	0.12	ABS-mortgage backed security	Long	USA
PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32	14.14 mm	15.76 mm principal	0.12	Debt	Long	Mexico
PNC The PNC Financial Services Group, Inc.	14.05 mm	12.27 mm principal	0.12	Debt	Long	USA
FNCL UMBS 5.0 MA4978 04-01-53	13.96 mm	13.95 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 FS6666 08-01-53	13.86 mm	13.68 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD4975 02-01-54	13.85 mm	13.53 mm principal	0.12	ABS-mortgage backed security	Long	USA
BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49	13.79 mm	15.97 mm principal	0.12	Debt	Long	USA
FNCL UMBS 5.0 SD8323 05-01-53	13.71 mm	13.70 mm principal	0.12	ABS-mortgage backed security	Long	USA
BMY Bristol-Myers Squibb Company	13.61 mm	12.84 mm principal	0.12	Debt	Long	USA
BA The Boeing Company	13.58 mm	13.54 mm principal	0.12	Debt	Long	USA
CVE Cenovus Energy Inc.	13.56 mm	13.61 mm principal	0.12	Debt	Long	Canada
PCG+A Pacific Gas & Electric Co.	13.48 mm	12.33 mm principal	0.12	Debt	Long	USA
FNCL UMBS 6.5 SD6034 08-01-54	13.46 mm	12.97 mm principal	0.12	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	13.40 mm	13.76 mm principal	0.12	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.75% 05-31-30	13.39 mm	13.30 mm principal	0.12	Debt	Long	USA
T-MOBILE USA INC SR UNSEC 2.875% 02-15-31	13.37 mm	14.69 mm principal	0.12	Debt	Long	USA
G2SF 4.5 MA9169 09-20-53	13.18 mm	13.33 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.0 BV3076 02-01-52	13.14 mm	15.86 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8454 08-01-54	13.13 mm	12.84 mm principal	0.11	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	13.05 mm	14.23 mm principal	0.11	Debt	Long	UK
CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28	12.99 mm	14.41 mm principal	0.11	ABS-other	Long	USA
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25	12.90 mm	13.27 mm principal	0.11	Debt	Long	USA
FNCL UMBS 6.5 CB8725 06-01-54	12.74 mm	12.28 mm principal	0.11	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26	12.69 mm	13.34 mm principal	0.11	Debt	Long	USA
WFLF 24-2 A1 144A 4.87% 06-21-39	12.63 mm	12.51 mm principal	0.11	ABS-other	Long	USA
FNCL UMBS 3.5 FM0007 09-01-49	12.62 mm	13.37 mm principal	0.11	ABS-mortgage backed security	Long	USA
BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27	12.61 mm	13.13 mm principal	0.11	Debt	Long	France
FNCL UMBS 5.5 CB7332 10-01-53	12.59 mm	12.42 mm principal	0.11	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	12.59 mm	13.28 mm principal	0.11	Debt	Long	USA
G2SF 4.5 MA9015 07-20-53	12.58 mm	12.73 mm principal	0.11	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	12.39 mm	13.00 mm principal	0.11	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.125% 08-31-28	12.35 mm	13.56 mm principal	0.11	Debt	Long	USA
FNCL UMBS 3.0 SD8225 07-01-52	12.34 mm	13.73 mm principal	0.11	ABS-mortgage backed security	Long	USA
CARR Carrier Global Corporation	12.16 mm	14.71 mm principal	0.11	Debt	Long	USA
BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35	12.12 mm	11.87 mm principal	0.11	Debt	Long	USA
FNCL UMBS 6.5 RJ2323 09-01-54	12.07 mm	11.60 mm principal	0.10	ABS-mortgage backed security	Long	USA
Cleveland Electric Illuminating Co	12.06 mm	12.18 mm principal	0.10	Debt	Long	USA
FNCL UMBS 4.5 QF5671 12-01-52	11.95 mm	12.16 mm principal	0.10	ABS-mortgage backed security	Long	USA