Capital Group Fund Group > AMERICAN FUNDS INSURANCE SERIES
American Funds Mortgage Fund
$102.94M
Avg Monthly Net Assets
$163.61M
Total Assets
$53.76M
Total Liabilities
$109.85M
Net Assets
American Funds Mortgage Fund is an Underlying fund in AMERICAN FUNDS INSURANCE SERIES
from Capital Group Fund Group,
based in California,
United States of America.
The fund has four share classes
and monthly net assets of $102.94M.
On August 28th, 2024 it reported 311 holdings, the largest
being UNIFORM MBS (7.6%), UNIFORM MBS (5.1%) and FEDERAL HOME LOAN MORTGAGE CORP (5.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000099203 | ||
| Class 1A | C000176250 | ||
| Class 2 | C000099204 | ||
| Class 4 | C000121518 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| BOCA 22-BOCA A 144A FRN (TSFR1M+176.96) 05-15-39/05-17-27 (BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.09 |
| BOFA SECURITIES INC 4(a)(2) CP 7/19/2024 | Long | Debt | US | $2M | – | 1.97 |
| BX 21-ARIA A 144A FRN (TSFR1M+101.36) 10-15-36/26 (BX TRUST BX_21-ARIA) | Long | ABS-collateralized bond/debt obligation | US | $881K | – | 0.80 |
| BX 22-CSMO A 144A FRN (TSFR1M+211.48) 06-15-27 (BX COMMERCIAL MORTGAGE TRUST 2022-CSMO) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.09 |
| BX 22-IND A 144A FRN (TSFR1M+149.1) 04-15-37/27 (BX TRUST BX_22-IND) | Long | ABS-collateralized bond/debt obligation | US | $122K | – | 0.11 |
| CGCMT 23-SMRT A 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-mortgage backed security | US | $380K | – | 0.35 |
| CHARIOT FUNDING LLC 4(a)(2) CP 7/22/2024 | Long | Debt | US | $2M | – | 2.09 |
| CIM 22-R2 A1 144A FRN 12-25-61 (CIM TRUST CIM_22-R2) | Long | ABS-collateralized bond/debt obligation | US | $142K | – | 0.13 |
| CITZN 23-2 A3 144A 6.09% 10-15-26/04-15-25 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2) | Long | ABS-other | US | $62K | – | 0.06 |
| COCA-COLA COMPANY (THE) 4(a)(2) CP 7/17/2024 | Long | Debt | US | $2M | – | 1.50 |
| COLT 21-5 A1 144A FRN 11-26-66 (COLT MORTGAGE LOAN TRUST COLT_21-5) | Long | ABS-collateralized bond/debt obligation | US | $58K | – | 0.05 |
| ESA 21-ESH A 144A FRN (TSFR1M+119.45) 07-15-38/26 (EXTENDED STAY AMERICA TRUST ESA_21-ESH) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.08 |
| FARM 24-1 A 144A FRN 10-01-53 (FARM 2024-1) | Long | ABS-collateralized bond/debt obligation | US | $193K | – | 0.18 |
| FED FARM CR DISC NT 8/27/2024 (FEDERAL FARM CREDIT BANKS FUNDING CORP) | Long | Debt | US | $992K | – | 0.90 |
| FED FUND 30DAY FUT FFQ4 08-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| FED HM LN BK BD 7/3/2024 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $5M | – | 4.55 |
| FED HM LN BK BD 8/2/2024 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $2M | – | 1.81 |
| FED HM LN BK BD 8/23/2024 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $2M | – | 2.26 |
| FED HM LN BK BD 8/30/2024 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $991K | – | 0.90 |
| FED HM LN BK BD 8/7/2024 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $2M | – | 2.08 |
| FGLMC 3.5 Q47615 04-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FGLMC 3.5 Q52069 11-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| FGLMC 4.0 Q15874 02-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $737.88 | – | 0.00 |
| FGLMC 4.0 Q55970 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FGLMC 4.0 Q55971 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FGLMC 4.0 Q56175 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FGLMC 4.0 Q56599 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| FGLMC 4.5 Q58378 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FGLMC 4.5 Q58411 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $43K | – | 0.04 |
| FGLMC 4.5 Q58436 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| FGLMC 5.0 A18781 03-01-34 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $512K | – | 0.47 |
| FHARM FRN 760014 08-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $256K | – | 0.23 |
| FHMS K751 A2 (MF) 4.412% 03-25-30 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K751) | Long | ABS-collateralized bond/debt obligation | US | $294K | – | 0.27 |
| FNCI 2.5 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $316K | – | 0.29 |
| FNCI 4.0 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $120K | – | 0.11 |
| FNCL 2.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $428K | – | 0.39 |
| FNCL 3.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2M | – | 2.03 |
| FNCL 3.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $956K | – | 0.87 |
| FNCL 3.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $1M | – | 0.91 |
| FNCL 4.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $1M | – | 1.07 |
| FNCL 4.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2M | – | 2.21 |
| FNCL 4.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $420K | – | 0.38 |
| FNCL 5.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $6M | – | 5.08 |
| FNCL 5.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2M | – | 1.46 |
| FNCL 6.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $5M | – | 4.75 |
| FNCL 6.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2M | – | 2.07 |
| FNCL 6.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $8M | – | 7.62 |
| FNCL 6.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $4M | – | 3.47 |
| FNCL 7.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $876K | – | 0.80 |
| FNCL UMBS 2.0 CA8108 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $112K | – | 0.10 |
| FNCL UMBS 2.0 CA8820 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $291K | – | 0.27 |
| FNCL UMBS 2.0 FM5940 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 1.16 |
| FNCL UMBS 2.0 FS0965 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNCL UMBS 2.0 FS3745 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FNCL UMBS 2.0 FS3767 04-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| FNCL UMBS 2.0 FS7979 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $34K | – | 0.03 |
| FNCL UMBS 2.0 MA4208 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FNCL UMBS 2.0 MA4305 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $616.31 | – | 0.00 |
| FNCL UMBS 2.0 RA4352 01-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $254K | – | 0.23 |
| FNCL UMBS 2.0 RA5288 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $236K | – | 0.22 |
| FNCL UMBS 2.0 RA6406 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $58K | – | 0.05 |
| FNCL UMBS 2.0 SD8128 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCL UMBS 2.0 SD8134 03-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNCL UMBS 2.0 SI2062 09-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $144K | – | 0.13 |
| FNCL UMBS 2.5 BQ3005 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $57K | – | 0.05 |
| FNCL UMBS 2.5 CB1527 09-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $337K | – | 0.31 |
| FNCL UMBS 2.5 FM6113 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 1.14 |
| FNCL UMBS 2.5 FM7900 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| FNCL UMBS 2.5 FM9492 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $350K | – | 0.32 |
| FNCL UMBS 2.5 FM9694 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $166K | – | 0.15 |
| FNCL UMBS 2.5 FM9804 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $182K | – | 0.17 |
| FNCL UMBS 2.5 RA3987 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $161K | – | 0.15 |
| FNCL UMBS 2.5 SD1385 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $50K | – | 0.05 |
| FNCL UMBS 3.0 CA7052 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNCL UMBS 3.0 CB0041 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $164K | – | 0.15 |
| FNCL UMBS 3.0 CB2544 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $218K | – | 0.20 |
| FNCL UMBS 3.0 FM8038 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30K | – | 0.03 |
| FNCL UMBS 3.0 FM9976 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $76K | – | 0.07 |
| FNCL UMBS 3.0 QC7626 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $196K | – | 0.18 |
| FNCL UMBS 3.0 RA3384 08-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNCL UMBS 3.0 SD2602 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| FNCL UMBS 3.0 SD8225 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $949K | – | 0.86 |
| FNCL UMBS 3.0 SD8242 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $101K | – | 0.09 |
| FNCL UMBS 3.5 AT3954 04-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCL UMBS 3.5 AY1829 12-01-44 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNCL UMBS 3.5 FS6362 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $159K | – | 0.15 |
| FNCL UMBS 3.5 QA2748 09-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FNCL UMBS 3.5 QD7089 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FNCL UMBS 3.5 RA6598 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $155K | – | 0.14 |
| FNCL UMBS 3.5 SD0873 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $929K | – | 0.85 |
| FNCL UMBS 3.5 SD8214 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $329K | – | 0.30 |
| FNCL UMBS 4.0 AJ1873 10-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNCL UMBS 4.0 BH3122 06-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCL UMBS 4.0 BJ5015 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| FNCL UMBS 4.0 BK5232 05-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FNCL UMBS 4.0 BK6840 06-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| FNCL UMBS 4.0 BK9743 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FNCL UMBS 4.0 BY2249 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $28K | – | 0.03 |
| FNCL UMBS 4.0 FS5851 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.93 |
| FNCL UMBS 4.0 MA5207 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FNCL UMBS 4.5 BK9761 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNCL UMBS 4.5 CB6853 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $90K | – | 0.08 |
| FNCL UMBS 4.5 MA4840 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $435K | – | 0.40 |
| FNCL UMBS 4.5 MA5008 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $42K | – | 0.04 |
| FNCL UMBS 4.5 MA5136 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $541K | – | 0.49 |
| FNCL UMBS 4.5 QF0213 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 1.03 |
| FNCL UMBS 4.5 SD1895 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $345K | – | 0.31 |
| FNCL UMBS 4.5 SD4116 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $370K | – | 0.34 |
| FNCL UMBS 4.5 SD8266 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $319K | – | 0.29 |
| FNCL UMBS 4.5 SD8322 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $223K | – | 0.20 |
| FNCL UMBS 5.0 695412 06-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $116.61 | – | 0.00 |
| FNCL UMBS 5.0 931768 08-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCL UMBS 5.0 AC0794 10-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNCL UMBS 5.0 AD3566 10-01-35 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $730.2 | – | 0.00 |
| FNCL UMBS 5.0 AE1248 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FNCL UMBS 5.0 AE1274 10-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNCL UMBS 5.0 AE1277 11-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNCL UMBS 5.0 AE1290 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNCL UMBS 5.0 BX5673 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $95K | – | 0.09 |
| FNCL UMBS 5.0 FS4563 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $50K | – | 0.05 |
| FNCL UMBS 5.0 MA4978 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 2.24 |
| FNCL UMBS 5.0 MA5038 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $270K | – | 0.25 |
| FNCL UMBS 5.0 RA7938 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $619K | – | 0.56 |
| FNCL UMBS 5.0 SD2716 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $81K | – | 0.07 |
| FNCL UMBS 5.0 SD4977 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $645K | – | 0.59 |
| FNCL UMBS 5.0 SD8258 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $240K | – | 0.22 |
| FNCL UMBS 5.0 SD8288 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $41K | – | 0.04 |
| FNCL UMBS 5.0 SD8315 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $117K | – | 0.11 |
| FNCL UMBS 5.0 SD8329 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| FNCL UMBS 5.0 SD8341 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNCL UMBS 5.0 SD8371 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.95 |
| FNCL UMBS 5.5 BW1243 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $36K | – | 0.03 |
| FNCL UMBS 5.5 BW1289 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $40K | – | 0.04 |
| FNCL UMBS 5.5 FS5192 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $821K | – | 0.75 |
| FNCL UMBS 5.5 FS6668 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $164K | – | 0.15 |
| FNCL UMBS 5.5 FS6809 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $162K | – | 0.15 |
| FNCL UMBS 5.5 MA4919 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $71K | – | 0.06 |
| FNCL UMBS 5.5 MA5010 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $54K | – | 0.05 |
| FNCL UMBS 5.5 MA5072 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $218K | – | 0.20 |
| FNCL UMBS 5.5 MA5107 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $523K | – | 0.48 |
| FNCL UMBS 5.5 MA5165 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 1.72 |
| FNCL UMBS 5.5 MA5215 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $85K | – | 0.08 |
| FNCL UMBS 5.5 MA5271 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 1.47 |
| FNCL UMBS 5.5 MA5296 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $154K | – | 0.14 |
| FNCL UMBS 5.5 MA5353 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.98 |
| FNCL UMBS 5.5 QF0924 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $217K | – | 0.20 |
| FNCL UMBS 5.5 RA8059 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $109K | – | 0.10 |
| FNCL UMBS 5.5 RJ1215 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FNCL UMBS 5.5 RJ1216 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $69K | – | 0.06 |
| FNCL UMBS 5.5 RJ1448 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $64K | – | 0.06 |
| FNCL UMBS 5.5 SD3386 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $52K | – | 0.05 |
| FNCL UMBS 5.5 SD8316 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $94K | – | 0.09 |
| FNCL UMBS 5.5 SD8331 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $300K | – | 0.27 |
| FNCL UMBS 5.5 SD8342 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $867K | – | 0.79 |
| FNCL UMBS 5.5 SD8395 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $475K | – | 0.43 |
| FNCL UMBS 5.5 SD8420 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| FNCL UMBS 6.0 BU4700 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $624K | – | 0.57 |
| FNCL UMBS 6.0 CB8755 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| FNCL UMBS 6.0 DB1235 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $151K | – | 0.14 |
| FNCL UMBS 6.0 FS3759 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $113K | – | 0.10 |
| FNCL UMBS 6.0 FS5343 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $505K | – | 0.46 |
| FNCL UMBS 6.0 FS8153 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $262K | – | 0.24 |
| FNCL UMBS 6.0 MA5011 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $304K | – | 0.28 |
| FNCL UMBS 6.0 MA5040 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $412K | – | 0.38 |
| FNCL UMBS 6.0 QI0006 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $57K | – | 0.05 |
| FNCL UMBS 6.0 QI2895 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $102K | – | 0.09 |
| FNCL UMBS 6.0 QI8874 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $250K | – | 0.23 |
| FNCL UMBS 6.0 RA9279 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $68K | – | 0.06 |
| FNCL UMBS 6.0 RA9281 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $42K | – | 0.04 |
| FNCL UMBS 6.0 RA9283 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $63K | – | 0.06 |
| FNCL UMBS 6.0 RA9284 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $29K | – | 0.03 |
| FNCL UMBS 6.0 RA9854 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $125K | – | 0.11 |
| FNCL UMBS 6.0 RA9857 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.96 |
| FNCL UMBS 6.0 RJ0668 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 1.58 |
| FNCL UMBS 6.0 SD2861 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $62K | – | 0.06 |
| FNCL UMBS 6.0 SD4053 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $707K | – | 0.64 |
| FNCL UMBS 6.0 SD4795 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 1.31 |
| FNCL UMBS 6.0 SD8350 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 5.02 |
| FNCL UMBS 6.0 SD8368 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $497K | – | 0.45 |
| FNCL UMBS 6.5 CB6106 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $74K | – | 0.07 |
| FNCL UMBS 6.5 CB8387 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| FNCL UMBS 6.5 FS6873 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $580K | – | 0.53 |
| FNCL UMBS 6.5 RJ1447 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $79K | – | 0.07 |
| FNCL UMBS 6.5 RJ1726 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $241K | – | 0.22 |
| FNCL UMBS 6.5 SD5404 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $509K | – | 0.46 |
| FNCL UMBS 6.5 SD8280 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $793K | – | 0.72 |
| FNCL UMBS 6.5 SD8369 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $139K | – | 0.13 |
| FNCL UMBS 7.0 MA5274 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $449K | – | 0.41 |
| FNCL UMBS 932606 02-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNCL UMBS AE1283 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNCL UMBS AT0300 03-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCL UMBS SD7512 02-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $122K | – | 0.11 |
| FNCT UMBS 1.5 BQ7816 04-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $195K | – | 0.18 |
| FNCT UMBS 1.5 BR0986 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $248K | – | 0.23 |
| FNCT UMBS 1.5 RB5113 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 1.17 |
| FNCT UMBS 2.0 MA4232 01-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $116K | – | 0.11 |
| FNCT UMBS 2.0 MA4387 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FNCT UMBS 2.0 MA4540 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $208K | – | 0.19 |
| FNCT UMBS 2.0 MA4570 03-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $89K | – | 0.08 |
| FNCT UMBS 2.0 RB5138 12-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $75K | – | 0.07 |
| FNCT UMBS 2.0 RB5145 02-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $70K | – | 0.06 |
| FNCT UMBS 2.0 RB5148 03-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| FNCT UMBS 2.5 FM9117 10-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $75K | – | 0.07 |
| FNCT UMBS 2.5 MA4388 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $68K | – | 0.06 |
| FNCT UMBS 2.5 MA4447 10-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $142K | – | 0.13 |
| FNCT UMBS 2.5 MA4502 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $161K | – | 0.15 |
| FNCT UMBS 2.5 MA4521 01-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $203K | – | 0.18 |
| FNCT UMBS 2.5 RB5115 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $260K | – | 0.24 |
| FNCT UMBS 5.0 ZA1922 02-01-26 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $399.86 | – | 0.00 |
| FNCT UMBS 5.0 ZS8950 10-01-29 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNIONP 5.0 256583 12-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $29K | – | 0.03 |
| FNMDI4 3.5 BF0379 04-01-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $109K | – | 0.10 |
| FNMDI4 3.5 BF0481 06-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $121K | – | 0.11 |
| FNMDI4 3.5 BF0765 09-01-63 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $687K | – | 0.63 |
| FNMDI4 4.5 BF0585 12-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $45K | – | 0.04 |
| FNMDI6 3.0 BF0497 07-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $39K | – | 0.04 |
| FORDR 23-2 A 144A 5.28% 02-15-36/8-15-28 (FORD CREDIT AUTO OWNER TRUST FORDR_23-2) | Long | ABS-other | US | $259K | – | 0.24 |
| G2 3.5 MA0366 06-20-42 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $170K | – | 0.15 |
| G2 4.0 004410 04-20-39 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $47K | – | 0.04 |
| G2 4.0 004823 10-20-40 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $73K | – | 0.07 |
| G2 5.0 005104 06-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $159K | – | 0.14 |
| G2 6.5 005165 08-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $79K | – | 0.07 |
| G2MHD 3.75 AD0028 110K MAX 07-20-38 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $231K | – | 0.21 |
| G2MHD 3.75 AH5894 85K MAX 05-20-34 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $596K | – | 0.54 |
| G2MHD 3.75 AH5897 110K MAX 07-20-39 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $464K | – | 0.42 |
| G2RF 4.434 AO0385 01-20-66 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $256K | – | 0.23 |
| G2RF 4.51 AN1825 06-20-65 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $39K | – | 0.04 |
| G2RF 4.537 AO0461 08-20-65 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| G2RF 4.561 AO0409 12-20-65 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $36K | – | 0.03 |
| G2RF 5.2 725897 01-20-66 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| G2SF 2.0 MA6994 11-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $73K | – | 0.07 |
| G2SF 2.0 MA7051 12-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $65K | – | 0.06 |
| G2SF 2.5 785575 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $290K | – | 0.26 |
| G2SF 2.5 785659 10-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $71K | – | 0.07 |
| G2SF 2.5 786502 02-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $282K | – | 0.26 |
| G2SF 2.5 786647 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $152K | – | 0.14 |
| G2SF 2.5 786701 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $130K | – | 0.12 |
| G2SF 2.5 786706 12-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $456K | – | 0.41 |
| G2SF 2.5 BZ3978 11-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $31K | – | 0.03 |
| G2SF 2.5 MA7987 04-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $202K | – | 0.18 |
| G2SF 2.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $97K | – | 0.09 |
| G2SF 3.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $98K | – | 0.09 |
| G2SF 3.5 AD4360 175K MAX 07-20-43 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $78K | – | 0.07 |
| G2SF 3.5 MA8266 09-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| G2SF 4.0 MA8346 10-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $157K | – | 0.14 |
| G2SF 4.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $76K | – | 0.07 |
| G2SF 4.25 AH5884 07-20-44 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $761K | – | 0.69 |
| G2SF 4.5 5142 08-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| G2SF 4.5 MA9015 07-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $244K | – | 0.22 |
| G2SF 5.0 MA9016 07-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| G2SF 5.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| G2SF 5.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $272K | – | 0.25 |
| G2SF 6.0 783690 09-20-39 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $72K | – | 0.07 |
| G2SF 6.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $314K | – | 0.29 |
| G2SF AA5326 05-20-42 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $70K | – | 0.06 |
| GNMA 21-2 AH 1.5% 06-16-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2) | Long | ABS-collateralized bond/debt obligation | US | $155K | – | 0.14 |
| HERTZ 21-1A A 144A 1.21% 12-26-25/24 (HERTZ VEHICLE FINANCING LLC HERTZ_21-1) | Long | ABS-other | US | $85K | – | 0.08 |
| HONEYWELL INTERNATIONAL 4(a)(2) CP 9/24/2024 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $1M | – | 1.26 |
| JOHNSON & JOHNSON 4(a)(2) CP 7/11/2024 | Long | Debt | US | $2M | – | 2.09 |
| LADAR 23-2 A2 144A 5.93% 06-15-27/04-15-25 (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $60K | – | 0.06 |
| LINDE INC CP 7/12/2024 | Long | Debt | US | $2M | – | 2.27 |
| MICROSOFT CORPORATION 4(a)(2) CP 7/10/2024 | Long | Debt | US | $2M | – | 2.09 |
| NAVSL 21-A A 144A 0.84% 05-15-69/03-15-29 (NAVIENT STUDENT LOAN TRUST NAVSL_21-A) | Long | ABS-other | US | $75K | – | 0.07 |
| NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28 (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C) | Long | ABS-other | US | $93K | – | 0.08 |
| NSLT 21-A APT1 144A 1.36% 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-A) | Long | ABS-other | US | $121K | – | 0.11 |
| NSLT 21-CA AFL 144A FRN (TSFR1M+85.45) 04-20-62 (NELNET STUDENT LOAN TRUST NSLT_21-C) | Long | ABS-other | US | $109K | – | 0.10 |
| OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $93K | – | 0.08 | |
| OIS PAYFIX USD 3.6025% 01-08-24/01-08-34 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $14K | – | 0.01 | |
| PACCAR FINANCIAL CORP. CP 7/12/2024 | Long | Debt | US | $2M | – | 1.82 |
| PEPSICO INC 4(a)(2) CP 8/8/2024 | Long | Debt | US | $2M | – | 1.58 |
| PROCTER & GAMBLE COMPANY (THE) 4(a)(2) CP 7/10/2024 | Long | Debt | US | $2M | – | 1.82 |
| RBIT 21-HB1 A 144A FRN 11-25-31 (RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1) | Long | ABS-collateralized bond/debt obligation | US | $21K | – | 0.02 |
| SCRT 17-1 HA FRN 01-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-1) | Long | ABS-collateralized bond/debt obligation | US | $81K | – | 0.07 |
| SCRT 17-2 HA FRN 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $109K | – | 0.10 |
| SCRT 17-2 MA 3.0% 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $154K | – | 0.14 |
| SCRT 17-3 HT 3.25% 07-25-56 (FREDDIE MAC - SCRT SCRT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.07 |
| SCRT 18-1 HT 3.0% 05-25-57 (FREDDIE MAC FHLMC_18-1SC) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.02 |
| SCRT 18-3 MA 3.5% 08-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.08 |
| SCRT 19-2 MT 3.5% 08-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.02 |
| SCRT 19-3 MT 3.5% 10-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-3) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.01 |
| SLST 18-1 A1 3.5% 06-25-28 (SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1) | Long | ABS-collateralized bond/debt obligation | US | $207K | – | 0.19 |
| SLST 18-2 A1 3.5% 11-25-28 (FREDDIE MAC - SLST SLST_18-2) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.01 |
| SLST 20-2 AC 2.0% 09-27-60 (FREDDIE MAC SLST_20-2) | Long | ABS-collateralized bond/debt obligation | US | $282K | – | 0.26 |
| SLST 20-3 AC 2.0% 11-25-30 (FREDDIE MAC SLST_20-3) | Long | ABS-collateralized bond/debt obligation | US | $271K | – | 0.25 |
| SLST 21-1 AC 2.25% 05-26-31 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_21-1) | Long | ABS-collateralized bond/debt obligation | US | $285K | – | 0.26 |
| SLST 21-2 AD 2.0% 07-25-31 (FREDDIE MAC - SLST SLST_21-2) | Long | ABS-collateralized bond/debt obligation | US | $235K | – | 0.21 |
| SLST 22-1 A1 3.5% 05-25-32 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1) | Long | ABS-collateralized bond/debt obligation | US | $269K | – | 0.25 |
| STATE STREET CORP CD 11/4/2024 | Long | Debt | US | $3M | – | 2.28 |
| SYNIT 23-A A 5.54% 07-15-29/26 (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1) | Long | ABS-other | US | $12K | – | 0.01 |
| TALNT 23-1 A 144A 4.93% 06-25-36/06-26-28 (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_23-1) | Long | ABS-other | US | $100K | – | 0.09 |
| TAOT 23-C A3 5.16% 04-17-28/12-15-26 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C) | Long | ABS-other | US | $242K | – | 0.22 |
| TOWN 22-STAY A 144A FRN (TSFR1M+248.86) 08-15-39/24 (INTOWN 2022-STAY MORTGAGE TRUST TOWN_22-STAY) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.09 |
| TPMT 15-4 M2 144A FRN 04-25-55/01-25-27 (TOWD POINT MORTGAGE TRUST TPMT_15-4) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.03 |
| TVA BOND 0.0% 07-17-24 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $1M | – | 1.36 |
| UNITED STATES TREASURY BILL 0.0% 09-19-24 | Long | Debt | US | $1M | – | 1.17 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-32 | Long | Debt | US | $8K | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-41 | Long | Debt | US | $164K | – | 0.15 |
| UNITED STATES TREASURY NOTE 1.875% 11-15-51 | Long | Debt | US | $38K | – | 0.03 |
| UNITED STATES TREASURY NOTE 3.25% 05-15-42 | Long | Debt | US | $88K | – | 0.08 |
| UNITED STATES TREASURY NOTE 4.125% 07-31-28 | Long | Debt | US | $1M | – | 1.13 |
| UNITED STATES TREASURY NOTE 4.25% 01-31-26 | Long | Debt | US | $1M | – | 1.27 |
| UNITED STATES TREASURY NOTE 4.5% 03-31-26 | Long | Debt | US | $209K | – | 0.19 |
| UNITED STATES TREASURY NOTE 4.5% 05-31-29 | Long | Debt | US | $4M | – | 3.21 |
| USRE 21-1 A1 144A 1.91% 10-20-61/26 (NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1) | Long | ABS-other | US | $89K | – | 0.08 |
| UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $34K | – | 0.03 | |
| UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $71K | – | 0.06 | |
| UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-64K | – | -0.06 | |
| UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $109K | – | 0.10 | |
| UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $19K | – | 0.02 | |
| UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $120K | – | 0.11 | |
| WALMART INC 4(a)(2) CP 7/24/2024 | Long | Debt | US | $1M | – | 1.13 |
Address
AMERICAN FUNDS INSURANCE SERIES
333 South Hope Street
55th Floor
Los Angeles
California
90071
United States of America
Websites
Directors
Alexandra Trower
Donald D. O'Neal
Francisco G. Cigarroa
Jennifer C. Feikin
Leslie Stone Heisz
Margaret Spellings
Mary Davis Holt
Merit E. Janow
Michael C. Gitlin
Nariman Farvardin
Paul S. Williams
Transfer Agents
American Funds Service Company
Pricing Services
Refinitiv US LLC
Six Financial Information AG
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
Virtu ITG Solutions Network, LLC
Markit North America, Inc.
Custodians
State Street Bank and Trust Co.
The Hongkong and Shanghai Banking Corporation Limited
UniCredit Bank Austria AG
BNP Paribas S.A.
Citibank, N.A.
State Street Trust Company Canada
HSBC Bank (China) Company Limited
Skandinaviska Enskilda Banken AB (publ), Sweden
Skandinaviska Enskilda Banken AB (publ), Sweden
BNP Paribas S.A.
State Street Bank International GmbH
BNP Paribas S.A.
The Hongkong and Shanghai Banking Corporation Limited
Deutsche Bank AG
Standard Chartered Bank
Intesa Sanpaolo S.p.A.
The Hongkong and Shanghai Banking Corporation Limited
Banco Nacional de Mexico, S.A.
BNP Paribas S.A.
Skandinaviska Enskilda Banken AB (publ), Sweden
Standard Chartered Bank
Citibank, N.A.
FirstRand Bank Limited
The Hongkong and Shanghai Banking Corporation Limited
Citibank Europe Plc, Dublin, Ireland
Skandinaviska Enskilda Banken AB (publ)
UBS Switzerland AG
Standard Chartered Bank (Taiwan) Limited
State Street Bank and Trust Company, United Kingdom branch
Credit Suisse (Switzerland) Ltd.
Shareholder Servicing Agents
American Funds Service Company
Admins
Capital Research and Management Company
Brokers
Jefferies & Company Inc.
Goldman Sachs & Co. LLC
UBS AG
CLSA B.V.
J.P. Morgan Securities LLC
BTIG, LLC
Liquidnet Holdings, Inc.
Bank of America, N.A.
Citigroup Global Markets Inc.
Barclays Bank PLC