Capital World Bond Fund

Fund Profile

Fund profile

Fund manager

American Funds Insurance Series

Total assets

$2.21 bn

Liabilities

$641.09 mm

Net assets

$1.57 bn

Number of holdings

1.19 k

Top 200 of 1193 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
CAPITAL GROUP CENTRAL CASH FUND	73.34 mm	733.25 k shares	4.68	Short-term investment vehicle	Long	USA
UMBS 30YR TBA(REG A) 5.0 UMBS TBA 10-01-54	35.43 mm	35.45 mm principal	2.26	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 SD4977 11-01-53	34.06 mm	34.07 mm principal	2.17	ABS-mortgage backed security	Long	USA
JAPAN TREASURY DISCOUNT BILL JPY 0.0% 10-15-24	31.43 mm	4.52 bn principal	2.01	Debt	Long	Japan
FNCL 6.5 UMBS TBA 10-01-54	23.71 mm	23.00 mm principal	1.51	ABS-mortgage backed security	Long	USA
CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)	21.76 mm	2.51 mm shares	1.39	Common equity	Long	USA
BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 04-01-25	20.60 mm	118.43 k principal	1.31	Debt	Long	Brazil
ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 1.85% 07-01-25	19.57 mm	17.70 mm principal	1.25	Debt	Long	Italy
CANADIAN GOVERNMENT BOND CAD 3.5% 03-01-28	19.12 mm	25.23 mm principal	1.22	Debt	Long	Canada
FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-30	18.63 mm	19.55 mm principal	1.19	Debt	Long	France
FNCL UMBS 5.5 RJ1857 06-01-54	15.55 mm	15.30 mm principal	0.99	ABS-mortgage backed security	Long	USA
KOREA NDFB 3212 KRW 4.25% 12-10-32	15.28 mm	18.38 bn principal	0.97	Debt	Long	Korea, Republic of
JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 09-20-29	15.15 mm	2.22 bn principal	0.97	Debt	Long	Japan
CHINA GOVT BOND CNY 3.86% 07-22-49	14.46 mm	79.09 mm principal	0.92	Debt	Long	China
UMBS 30YR TBA(REG A) 4.5 UMBS TBA 10-01-54	14.07 mm	14.31 mm principal	0.90	ABS-mortgage backed security	Long	USA
UNITED KINGDOM GILT GBP REG S 0.25% 07-31-31	13.55 mm	12.85 mm principal	0.86	Debt	Long	UK
JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.6% 09-20-37	12.72 mm	1.97 bn principal	0.81	Debt	Long	Japan
FNCL UMBS 5.0 MA5009 05-01-53	12.72 mm	12.71 mm principal	0.81	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD8372 11-01-53	12.06 mm	11.92 mm principal	0.77	ABS-mortgage backed security	Long	USA
JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.5% 09-20-43	11.63 mm	1.72 bn principal	0.74	Debt	Long	Japan
CANADIAN GOVERNMENT BOND CAD 3.25% 12-01-33	11.55 mm	15.23 mm principal	0.74	Debt	Long	Canada
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28	10.77 mm	10.36 mm principal	0.69	Debt	Long	USA
NEW ZEALAND GOVERNMENT BOND NZD 4.25% 05-15-36	10.52 mm	16.83 mm principal	0.67	Debt	Long	New Zealand
UNITED KINGDOM GILT GBP REG S 4.75% 12-07-30	9.74 mm	6.92 mm principal	0.62	Debt	Long	UK
NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36	9.68 mm	14.86 mm principal	0.62	Debt	Long	Australia
INDONESIA TREASURY BOND IDR 7.0% 02-15-33	9.58 mm	139.88 bn principal	0.61	Debt	Long	Indonesia
NEW SOUTH WALES TREASURY CORP AUD REG S 4.75% 02-20-35	8.61 mm	12.51 mm principal	0.55	Debt	Long	Australia
MEXICAN BONOS MXN 8.0% 07-31-53	8.47 mm	1.99 mm principal	0.54	Debt	Long	Mexico
UMBS 30YR TBA(REG A) 2.0 UMBS TBA 10-01-54	8.42 mm	10.19 mm principal	0.54	ABS-mortgage backed security	Long	USA
UNITED KINGDOM GILT GBP REG S 4.375% 07-31-54	8.12 mm	6.29 mm principal	0.52	Debt	Long	UK
SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.4% 07-30-28	8.07 mm	7.51 mm principal	0.52	Debt	Long	Spain
FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 11-25-34	8.01 mm	7.15 mm principal	0.51	Debt	Long	France
JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 12-20-51	7.88 mm	1.57 bn principal	0.50	Debt	Long	Japan
PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30	7.87 mm	8.49 mm principal	0.50	Debt	Long	Mexico
UK CONV GILT GBP REG S 1.0% 01-31-32	7.80 mm	7.12 mm principal	0.50	Debt	Long	UK
CHINA GOVT BOND CNY 3.81% 09-14-50	7.56 mm	41.42 mm principal	0.48	Debt	Long	China
EGYPT TREASURY BILLS EGP 0.0% 03-18-25	7.47 mm	407.45 mm principal	0.48	Debt	Long	Egypt
NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.625% 04-13-34	7.37 mm	75.90 mm principal	0.47	Debt	Long	Norway
SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33	7.34 mm	6.24 mm principal	0.47	Debt	Long	Spain
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 02-15-30	7.09 mm	7.05 mm principal	0.45	Debt	Long	Germany
CHINA GOVT BOND CNY 3.12% 10-25-52	7.04 mm	42.61 mm principal	0.45	Debt	Long	China
PANAMA GOVERNMENT INTERNATIONAL BOND 7.875% 03-01-57	6.98 mm	6.17 mm principal	0.45	Debt	Long	Panama
LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26	6.69 mm	7.00 mm principal	0.43	Debt	Long	UK
NEW ZEALAND GOVERNMENT BOND NZD 4.5% 05-15-30	6.68 mm	10.21 mm principal	0.43	Debt	Long	New Zealand
FNCL UMBS 5.5 RJ2200 08-01-54	6.48 mm	6.40 mm principal	0.41	ABS-mortgage backed security	Long	USA
CHINA GOVT BOND CNY 3.53% 10-18-51	6.29 mm	35.70 mm principal	0.40	Debt	Long	China
NYKREDIT DKK REG S SR SEC SER 01E SF COVERED 0.5% 10-01-43	6.25 mm	50.31 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	Denmark
BANK OF AMERICA CORP SR UNSEC 1.53% 12-06-25/24	6.22 mm	6.26 mm principal	0.40	Debt	Long	USA
INDONESIA TREASURY BOND IDR 6.375% 08-15-28	6.17 mm	92.83 bn principal	0.39	Debt	Long	Indonesia
UNITED STATES TREASURY NOTE 4.75% 11-15-53	6.09 mm	5.51 mm principal	0.39	Debt	Long	USA
PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27	6.08 mm	6.20 mm principal	0.39	Debt	Long	Mexico
PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27	5.91 mm	6.00 mm principal	0.38	Debt	Long	Mexico
FNCL UMBS 5.0 SD8323 05-01-53	5.85 mm	5.85 mm principal	0.37	ABS-mortgage backed security	Long	USA
AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31	5.75 mm	115.68 mm principal	0.37	Debt	Long	Mexico
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29	5.73 mm	33.69 k principal	0.37	Debt	Long	Brazil
BANK OF AMERICA CORP EUR REG S SR UNSEC 3.648% 03-31-29/28	5.69 mm	5.00 mm principal	0.36	Debt	Long	USA
JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.3% 12-20-35	5.69 mm	720.00 mm principal	0.36	Debt	Long	Japan
MEXICAN BONOS MXN 7.75% 11-23-34	5.67 mm	1.24 mm principal	0.36	Debt	Long	Mexico
GOLDMAN SACHS GROUP INC EUR REG S SR UNSEC 3.375% 03-27-25	5.57 mm	5.00 mm principal	0.36	Debt	Long	USA
CHINA GOVT BOND CNY 2.88% 02-25-33	5.55 mm	36.94 mm principal	0.35	Debt	Long	China
BRITISH AMERICAN TOBACCO PLC EUR PRP REG S SUB (H) (B) 3.0% 12-31-79/12-27-26	5.41 mm	4.98 mm principal	0.35	Debt	Long	UK
ESKOM HOLDINGS SOC LTD REG S SR UNSEC 7.125% 02-11-25	5.34 mm	5.33 mm principal	0.34	Debt	Long	South Africa
BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31	5.25 mm	4.94 mm principal	0.34	Debt	Long	Netherlands
FNCL UMBS 5.5 SD8453 08-01-54	5.24 mm	5.18 mm principal	0.33	ABS-mortgage backed security	Long	USA
JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.2% 03-20-35	5.19 mm	727.70 mm principal	0.33	Debt	Long	Japan
ISRAEL GOVERNMENT BOND - FIXED ILS 1.3% 04-30-32	5.15 mm	24.48 mm principal	0.33	Debt	Long	Israel
FNCL UMBS 6.0 SD8402 02-01-54	5.14 mm	5.03 mm principal	0.33	ABS-mortgage backed security	Long	USA
UNITED KINGDOM GILT GBP REG S 4.25% 12-07-27	5.13 mm	3.79 mm principal	0.33	Debt	Long	UK
EUROPEAN INVESTMENT BANK 2.875% 01-12-33	5.13 mm	4.50 mm principal	0.33	Debt	Long	Luxembourg
ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 1.8% 03-01-41	5.06 mm	6.00 mm principal	0.32	Debt	Long	Italy
PROVINCE OF QUEBEC CANADA EUR REG S (B) 3.35% 07-23-39	5.03 mm	4.41 mm principal	0.32	Debt	Long	Canada
TURKIYE GOVERNMENT BOND TRY 12.6% 10-01-25	4.99 mm	215.45 mm principal	0.32	Debt	Long	Turkey
JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-31	4.98 mm	737.20 mm principal	0.32	Debt	Long	Japan
GEOPARK LTD REG S SR UNSEC 5.5% 01-17-27	4.96 mm	5.20 mm principal	0.32	Debt	Long	Colombia
ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.3% 10-01-54	4.84 mm	4.25 mm principal	0.31	Debt	Long	Italy
IRELAND GOVERNMENT BOND EUR REG S 2.6% 10-18-34	4.75 mm	4.22 mm principal	0.30	Debt	Long	Ireland
EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32	4.66 mm	4.90 mm principal	0.30	Debt	Long	Luxembourg
WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27	4.61 mm	4.70 mm principal	0.29	Debt	Long	USA
UNITED KINGDOM GILT GBP REG S 1.625% 10-22-28	4.56 mm	3.69 mm principal	0.29	Debt	Long	UK
CHINA OIL & GAS GROUP LTD REG S SR SEC 1ST LIEN 4.7% 06-30-26	4.42 mm	4.79 mm principal	0.28	Debt	Long	Hong Kong
ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.2% 03-01-34	4.40 mm	3.69 mm principal	0.28	Debt	Long	Italy
FNCL UMBS 5.5 RJ2201 08-01-54	4.40 mm	4.32 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 RJ2206 08-01-54	4.39 mm	4.33 mm principal	0.28	ABS-mortgage backed security	Long	USA
JAPAN GOVERNMENT TWENTY YEAR BOND JPY 2.2% 03-20-30	4.37 mm	576.10 mm principal	0.28	Debt	Long	Japan
ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 9.5% 11-12-25	4.30 mm	4.22 mm principal	0.27	Debt	Long	Angola
FNCL UMBS 5.5 CB8842 07-01-54	4.27 mm	4.20 mm principal	0.27	ABS-mortgage backed security	Long	USA
BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50	4.23 mm	24.32 k principal	0.27	Debt	Long	Brazil
CAIXABANK SA EUR REG S SUB (B) 2.25% 04-17-30/25	4.19 mm	3.80 mm principal	0.27	Debt	Long	Spain
CMCSA Comcast Corporation	4.18 mm	4.10 mm principal	0.27	Debt	Long	USA
SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33	4.18 mm	3.65 mm principal	0.27	Debt	Long	Spain
HSBC HSBC Holdings plc	4.15 mm	4.17 mm principal	0.27	Debt	Long	UK
FNCL UMBS 4.5 CB4852 10-01-52	4.14 mm	4.20 mm principal	0.26	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.0% 08-15-48	4.09 mm	5.05 mm principal	0.26	Debt	Long	USA
DEUTSCHE BANK AG EUR REG S SR UNSEC (B) 1.75% 11-19-30/29	4.07 mm	4.00 mm principal	0.26	Debt	Long	Germany
BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 7.45% 11-15-29	4.01 mm	4.62 mm principal	0.26	Debt	Long	Mexico
JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.1% 09-20-42	3.98 mm	619.85 mm principal	0.25	Debt	Long	Japan
KOREA NDFB 2503 KRW (B) 1.5% 03-10-25	3.94 mm	5.18 bn principal	0.25	Debt	Long	Korea, Republic of
KOREA TREASURY BOND KRW (B) 2.375% 12-10-27	3.89 mm	5.16 bn principal	0.25	Debt	Long	Korea, Republic of
ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.1% 08-28-26	3.86 mm	3.43 mm principal	0.25	Debt	Long	Italy
UNITED STATES TREASURY NOTE 4.625% 05-15-54	3.81 mm	3.52 mm principal	0.24	Debt	Long	USA
HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 3.9% 01-30-33	3.80 mm	3.20 mm principal	0.24	Debt	Long	Greece
FNCL UMBS 5.5 RJ2243 08-01-54	3.72 mm	3.66 mm principal	0.24	ABS-mortgage backed security	Long	USA
EUROBANK ERGASIAS SERVICES AND HOLDINGS SA EUR REG S SUB (B) 10.0% 12-06-32/27	3.69 mm	2.87 mm principal	0.24	Debt	Long	Greece
PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.5% 06-18-38	3.69 mm	3.14 mm principal	0.24	Debt	Long	Portugal
FNCL UMBS 6.0 RJ1785 06-01-54	3.65 mm	3.56 mm principal	0.23	ABS-mortgage backed security	Long	USA
SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26	3.65 mm	3.75 mm principal	0.23	Debt	Long	USA
EQUINOR ASA EUR REG S SR UNSEC (B) 1.375% 05-22-32	3.63 mm	3.65 mm principal	0.23	Debt	Long	Norway
FNCL UMBS 5.5 DB5213 07-01-54	3.59 mm	3.55 mm principal	0.23	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	3.52 mm	4.53 mm principal	0.22	Debt	Long	USA
FNCL UMBS 5.0 SD8276 12-01-52	3.51 mm	3.50 mm principal	0.22	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31	3.50 mm	4.04 mm principal	0.22	Debt	Long	USA
JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50	3.50 mm	694.50 mm principal	0.22	Debt	Long	Japan
KOREA NDFB 2709 KRW 3.125% 09-10-27	3.48 mm	4.51 bn principal	0.22	Debt	Long	Korea, Republic of
MINERVA LUXEMBOURG SA REG S SR UNSEC 8.875% 09-13-33	3.43 mm	3.14 mm principal	0.22	Debt	Long	Luxembourg
G2SF 2.5 785813 12-20-51	3.37 mm	3.87 mm principal	0.22	ABS-mortgage backed security	Long	USA
FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.0% 11-25-32	3.34 mm	3.17 mm principal	0.21	Debt	Long	France
UNITED KINGDOM GILT GBP REG S 0.875% 01-31-46	3.33 mm	4.92 mm principal	0.21	Debt	Long	UK
AUSTRALIA GOVERNMENT BOND AUD REG S 1.0% 11-21-31	3.30 mm	5.79 mm principal	0.21	Debt	Long	Australia
UNITED STATES TREASURY NOTE 1.75% 08-15-41	3.30 mm	4.65 mm principal	0.21	Debt	Long	USA
BPCE SA EUR REG S SR NON PREF (B) 1.0% 04-01-25	3.19 mm	2.90 mm principal	0.20	Debt	Long	France
BANQUE FEDERATIVE DU CREDIT MUTUEL SA EUR REG S SUB (B) 3.875% 06-16-32/27	3.13 mm	2.80 mm principal	0.20	Debt	Long	France
KOREA NDFB 2803 KRW 3.25% 03-10-28	3.10 mm	4.00 bn principal	0.20	Debt	Long	Korea, Republic of
BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28	3.03 mm	2.91 mm principal	0.19	Debt	Long	Bermuda
VLTO Veralto Corporation	3.02 mm	2.90 mm principal	0.19	Debt	Long	USA
SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 04-30-34	3.02 mm	2.63 mm principal	0.19	Debt	Long	Spain
ORANGE SA SR UNSEC 9.0% 03-01-31	3.01 mm	2.43 mm principal	0.19	Debt	Long	France
AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 05-21-34	3.00 mm	4.42 mm principal	0.19	Debt	Long	Australia
PCG+A Pacific Gas & Electric Co.	2.94 mm	3.00 mm principal	0.19	Debt	Long	USA
ABBV AbbVie Inc.	2.92 mm	2.79 mm principal	0.19	Debt	Long	USA
FNCL UMBS 5.5 SD8362 09-01-53	2.91 mm	2.87 mm principal	0.19	ABS-mortgage backed security	Long	USA
PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 2.875% 10-20-34	2.89 mm	2.56 mm principal	0.18	Debt	Long	Portugal
ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30	2.87 mm	3.33 mm principal	0.18	Debt	Long	Spain
BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-25	2.86 mm	16.00 k principal	0.18	Debt	Long	Brazil
UNITED STATES TREASURY NOTE 4.75% 11-15-43	2.86 mm	2.65 mm principal	0.18	Debt	Long	USA
EQIX Equinix, Inc.	2.84 mm	3.22 mm principal	0.18	Debt	Long	USA
UNITED KINGDOM GILT GBP REG S 2.5% 07-22-65	2.81 mm	3.31 mm principal	0.18	Debt	Long	UK
AMGN Amgen Inc.	2.80 mm	2.69 mm principal	0.18	Debt	Long	USA
AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28	2.80 mm	2.80 mm principal	0.18	Debt	Long	Hong Kong
FNCL UMBS 6.0 MA5421 07-01-54	2.79 mm	2.73 mm principal	0.18	ABS-mortgage backed security	Long	USA
INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27	2.79 mm	400.00 mm principal	0.18	Debt	Long	Indonesia
FNCL 3.5 UMBS TBA 10-01-54	2.77 mm	2.98 mm principal	0.18	ABS-mortgage backed security	Long	USA
BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33	2.75 mm	2.52 mm principal	0.18	Debt	Long	USA
NATWEST GROUP PLC EUR REG S SR UNSEC (B) 0.78% 02-26-30/29	2.74 mm	2.73 mm principal	0.17	Debt	Long	UK
SCHYF Sands China Ltd.	2.74 mm	2.71 mm principal	0.17	Debt	Long	Macao
FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 09-15-33	2.72 mm	2.37 mm principal	0.17	Debt	Long	Finland
AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27	2.66 mm	2.53 mm principal	0.17	Debt	Long	USA
GREENKO DUTCH BV REG S SR SEC 1ST LIEN SF 3.85% 03-29-26	2.67 mm	2.77 mm principal	0.17	Debt	Long	Netherlands
EC Ecopetrol S.A.	2.66 mm	2.46 mm principal	0.17	Debt	Long	Colombia
BANK NEGARA INDONESIA PERSERO TBK PT PRP REG S SUB (H) 4.3% 12-31-79/03-24-27	2.65 mm	2.76 mm principal	0.17	Debt	Long	Indonesia
INTER-AMERICAN DEVELOPMENT BANK 7.0% 01-25-29	2.65 mm	220.00 mm principal	0.17	Debt	Long	USA
STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28	2.63 mm	2.56 mm principal	0.17	Debt	Long	USA
CREDIT AGRICOLE SA 144A LIFE SR NON PREF 1.907% 06-16-26/25	2.62 mm	2.68 mm principal	0.17	Debt	Long	UK
MEXICO GOVERNMENT INTERNATIONAL BOND 5.75% 10-12-10	2.62 mm	3.00 mm principal	0.17	Debt	Long	Mexico
FNCL UMBS 6.0 MA5191 11-01-53	2.60 mm	2.54 mm principal	0.17	ABS-mortgage backed security	Long	USA
REPUBLIC OF POLAND GOVERNMENT BOND PLN 6.0% 10-25-33	2.55 mm	9.28 mm principal	0.16	Debt	Long	Poland
CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.75% 02-15-28	2.54 mm	2.65 mm principal	0.16	Debt	Long	USA
FNCL UMBS 6.0 SD8454 08-01-54	2.54 mm	2.48 mm principal	0.16	ABS-mortgage backed security	Long	USA
TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50	2.54 mm	3.45 mm principal	0.16	Debt	Long	China
FM First Quantum Minerals Ltd	2.51 mm	2.54 mm principal	0.16	Debt	Long	Canada
MALAYSIA GOVERNMENT BOND MYR 3.757% 05-22-40	2.51 mm	10.59 mm principal	0.16	Debt	Long	Malaysia
T AT&T Inc.	2.50 mm	2.35 mm principal	0.16	Debt	Long	USA
DEUTSCHLAND REP EUR REG S (B) 0.0% 10-09-26	2.47 mm	2.31 mm principal	0.16	Debt	Long	Germany
BA The Boeing Company	2.46 mm	2.45 mm principal	0.16	Debt	Long	USA
CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48	2.41 mm	3.50 mm principal	0.15	Debt	Long	Canada
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-31	2.41 mm	14.57 k principal	0.15	Debt	Long	Brazil
PROVINCE OF QUEBEC CANADA GBP REG S (B) 2.25% 09-15-26	2.40 mm	1.87 mm principal	0.15	Debt	Long	Canada
FNCL UMBS 6.0 MA5445 08-01-54	2.39 mm	2.34 mm principal	0.15	ABS-mortgage backed security	Long	USA
EIX Edison International	2.37 mm	2.39 mm principal	0.15	Debt	Long	USA
C Citigroup Inc.	2.35 mm	2.25 mm principal	0.15	Debt	Long	USA
BMY Bristol-Myers Squibb Company	2.33 mm	2.20 mm principal	0.15	Debt	Long	USA
IRELAND GOVT EUR REG S 3.00% 10-18-43	2.31 mm	2.01 mm principal	0.15	Debt	Long	Ireland
NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30	2.31 mm	2.73 mm principal	0.15	Debt	Long	USA
HSBC HSBC Holdings plc	2.30 mm	2.00 mm principal	0.15	Debt	Long	UK
NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 1.75% 09-06-29	2.28 mm	25.82 mm principal	0.15	Debt	Long	Norway
ORCL Oracle Corporation	2.26 mm	2.33 mm principal	0.14	Debt	Long	USA
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26	2.26 mm	2.38 mm principal	0.14	Debt	Long	USA
CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28	2.25 mm	2.15 mm principal	0.14	Debt	Long	Spain
ISRAEL GOVERNMENT BOND - FIXED ILS 4.0% 03-30-35	2.25 mm	9.03 mm principal	0.14	Debt	Long	Israel
COMMERZBANK AG EUR REG S SR NON PREF (B) 4.625% 01-17-31/30	2.23 mm	1.90 mm principal	0.14	Debt	Long	Germany
FNCL UMBS 6.0 MA5166 10-01-53	2.20 mm	2.15 mm principal	0.14	ABS-mortgage backed security	Long	USA
AUSTRALIA GOVERNMENT BOND AUD REG S 1.5% 06-21-31	2.18 mm	3.64 mm principal	0.14	Debt	Long	Australia
FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 05-25-33	2.17 mm	1.92 mm principal	0.14	Debt	Long	France
PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33	2.17 mm	2.13 mm principal	0.14	Debt	Long	Singapore
UNITED KINGDOM GILT GBP REG S 3.75% 10-22-53	2.17 mm	1.87 mm principal	0.14	Debt	Long	UK
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51	2.16 mm	3.42 mm principal	0.14	Debt	Long	USA
ANHEUSER-BUSCH INBEV SA EUR REG S SR UNSEC 1.125% 07-01-27	2.14 mm	2.00 mm principal	0.14	Debt	Long	Belgium
SHELL INTERNATIONAL FINANCE BV EUR REG S SR UNSEC (B) 1.5% 04-07-28	2.14 mm	2.00 mm principal	0.14	Debt	Long	Netherlands
METROPOLITAN LIFE GLOBAL FUNDING I GIC EUR REG S SR UNSEC 0.55% 06-16-27	2.11 mm	2.00 mm principal	0.13	Debt	Long	USA
INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29	2.09 mm	300.00 mm principal	0.13	Debt	Long	Indonesia
FNCL UMBS 6.0 RJ1779 06-01-54	2.07 mm	2.01 mm principal	0.13	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26	2.07 mm	2.16 mm principal	0.13	Debt	Long	USA
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.7% 08-15-32	2.06 mm	1.89 mm principal	0.13	Debt	Long	Germany
INDONESIA TREASURY BOND IDR 8.375% 03-15-34	2.04 mm	27.35 bn principal	0.13	Debt	Long	Indonesia
BMY Bristol-Myers Squibb Company	2.03 mm	1.93 mm principal	0.13	Debt	Long	USA
AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26	2.02 mm	2.10 mm principal	0.13	Debt	Long	Ireland
SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.45% 04-30-29	2.02 mm	1.89 mm principal	0.13	Debt	Long	Spain
FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.75% 02-25-29	2.02 mm	1.79 mm principal	0.13	Debt	Long	France
STILLWATER MINING CO REG S SR UNSEC 4.0% 11-16-26	2.00 mm	2.09 mm principal	0.13	Debt	Long	USA
OBX 24-NQM7 A1 144A 6.243% 03-25-64	1.99 mm	1.95 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.75% 06-18-32	1.97 mm	1.92 mm principal	0.13	Debt	Long	Greece