Portfolio Holdings - American Funds Insurance Series - American Funds Mortgage Fund | Capital Group

Portfolio Holdings

American Funds Insurance Series - American Funds Mortgage Fund

As of March 31, 2020 (updated quarterly, upon availability)

Fixed-Income Securities* Shares or Principal Amount Market Value
APPLE INC 4(2) CP 4/22/2020 7,100,000 7,095,016
American Express Credit Account Master Trust, Series 2018-3, Class A, 1.025% 2025 210,000 205,599
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.763% 2048 608,342 596,205
BANK OF NEW YORK THE CP 4/1/2020 7,000,000 7,000,000
Cascade Funding Mortgage Trust, Series 2019-HB1, Class A, 2.386% 2029 285,700 284,193
Drivetime Auto Owner Trust, Series 2019-3, Class A, 2.55% 2022 168,875 168,208
EMERSON ELECTRIC CO 4(2) CP 4/6/2020 7,100,000 7,099,510
ESSILORLUXOTTICA SA 4(2) CP 4/2/2020 7,000,000 6,999,958
FED FARM CR DISC NT 5/27/2020 5,000,000 4,998,978
FED HM LN BK BD 4/13/2020 4,000,000 3,999,947
FED HM LN BK BD 4/3/2020 5,200,000 5,199,997
FED HM LN BK BD 5/15/2020 5,000,000 4,999,472
FED HM LN BK BD 5/22/2020 5,500,000 5,499,195
FED HM LN BK BD 5/7/2020 5,000,000 4,999,611
FED HM LN MTG CORP DISC NT 7/17/2020 5,000,000 4,997,427
Fannie Mae 5.00% 2036 36,317 37,950
Fannie Mae Pool #695412 5.00% 2033 168 190
Fannie Mae Pool #889101 3.365% 2038 51,544 51,316
Fannie Mae Pool #931768 5.00% 2039 1,667 1,886
Fannie Mae Pool #932606 5.00% 2040 5,228 5,900
Fannie Mae Pool #964279 4.499% 2038 33,087 33,834
Fannie Mae Pool #964708 4.64% 2038 4,338 4,373
Fannie Mae Pool #AC0794 5.00% 2039 10,173 11,512
Fannie Mae Pool #AD3566 5.00% 2035 2,091 2,268
Fannie Mae Pool #AE1248 5.00% 2041 12,687 14,327
Fannie Mae Pool #AE1274 5.00% 2041 9,732 11,013
Fannie Mae Pool #AE1277 5.00% 2041 5,301 5,984
Fannie Mae Pool #AE1283 5.00% 2041 3,344 3,694
Fannie Mae Pool #AE1290 5.00% 2042 7,679 8,680
Fannie Mae Pool #AJ1873 4.00% 2041 8,666 9,590
Fannie Mae Pool #AL3803 3.00% 2028 11,951 12,543
Fannie Mae Pool #AL3829 3.50% 2043 79,512 85,543
Fannie Mae Pool #AL5603 3.00% 2027 810,690 850,886
Fannie Mae Pool #AL9326 4.087% 2041 2,195,974 2,251,341
Fannie Mae Pool #AL9327 4.355% 2041 1,519,939 1,559,132
Fannie Mae Pool #AL9335 4.07% 2040 1,766,974 1,807,756
Fannie Mae Pool #AR1512 3.50% 2043 17,656 19,001
Fannie Mae Pool #AT0300 3.50% 2043 2,971 3,178
Fannie Mae Pool #AT0412 3.50% 2043 8,183 8,804
Fannie Mae Pool #AT3954 3.50% 2043 5,087 5,472
Fannie Mae Pool #AT7161 3.50% 2043 37,225 40,048
Fannie Mae Pool #AW8240 3.50% 2044 1,058 1,121
Fannie Mae Pool #AX8521 3.50% 2044 7,051 7,570
Fannie Mae Pool #AY1829 3.50% 2044 5,246 5,640
Fannie Mae Pool #BE5009 3.50% 2045 42,099 45,077
Fannie Mae Pool #BE5017 3.50% 2045 45,679 48,962
Fannie Mae Pool #BE8740 3.50% 2047 39,947 42,726
Fannie Mae Pool #BE8742 3.50% 2047 11,729 12,621
Fannie Mae Pool #BH2846 3.50% 2047 5,170 5,563
Fannie Mae Pool #BH2847 3.50% 2047 5,896 6,333
Fannie Mae Pool #BH2848 3.50% 2047 6,745 7,214
Fannie Mae Pool #BH3122 4.00% 2047 3,794 4,113
Fannie Mae Pool #BJ4901 3.50% 2048 24,414 26,230
Fannie Mae Pool #BJ5015 4.00% 2047 106,969 116,622
Fannie Mae Pool #BJ8402 3.555% 2049 249,076 259,608
Fannie Mae Pool #BJ8411 3.50% 2049 85,752 92,113
Fannie Mae Pool #BK0951 4.50% 2048 354,129 389,649
Fannie Mae Pool #BK5232 4.00% 2048 46,954 51,167
Fannie Mae Pool #BK6840 4.00% 2048 70,987 77,358
Fannie Mae Pool #BK7665 4.50% 2048 474,179 521,863
Fannie Mae Pool #BK9743 4.00% 2048 20,227 22,037
Fannie Mae Pool #BK9761 4.50% 2048 25,038 27,465
Fannie Mae Pool #BM4299 3.00% 2030 899,753 943,697
Fannie Mae Pool #BM4488 3.428% 2048 1,540,846 1,601,229
Fannie Mae Pool #BN8901 3.50% 2049 3,575 3,788
Fannie Mae Pool #CA2850 4.00% 2048 118,299 129,926
Fannie Mae Pool #CA4151 3.50% 2049 358,934 386,878
Fannie Mae Pool #CA4566 3.50% 2049 2,786,892 2,947,727
Fannie Mae Pool #CA5166 3.50% 2049 150,370 159,163
Fannie Mae Pool #CA5357 3.50% 2049 999,901 1,059,876
Fannie Mae Pool #CA5496 3.00% 2050 10,054,657 10,639,084
Fannie Mae Pool #FM1028 3.50% 2049 111,187 117,641
Fannie Mae Pool #FM1062 3.50% 2049 356,811 383,824
Fannie Mae Pool #FM1443 3.50% 2049 297,008 319,040
Fannie Mae Pool #MA2629 3.00% 2026 210,380 220,366
Fannie Mae Pool #MA2856 4.00% 2036 385,104 421,282
Fannie Mae Pool #MA3159 3.00% 2027 44,622 46,786
Fannie Mae Pool #MA3315 3.00% 2028 16,314 17,115
Fannie Mae Pool #MA3574 3.50% 2049 200,000 211,998
Fannie Mae Pool #MA3657 3.00% 2034 624,929 654,606
Federal Home Loan Bank 1.375% 2021 3,000,000 3,026,040
Finance of America HECM Buyout, Series 2019-AB1, Class A, 2.6562% 2049 714,018 701,372
Finance of America HECM Buyout, Series 2020-HB1, Class A, 0% 2030 1,000,000 1,013,049
Finance of America Structured Securities Trust, Series 2019-HB1, Class A, 3.279% 2029 671,955 671,352
Ford Credit Floorplan Master Owner Trust, Series 2019-3, Class A1, 2.23% 2024 1,000,000 964,925
Freddie Mac 4.00% 2036 3,892,582 4,258,450
Freddie Mac 5.00% 2034 1,020,819 1,132,316
Freddie Mac Pool #760012 3.04% 2045 126,896 130,796
Freddie Mac Pool #760013 3.181% 2045 96,889 100,404
Freddie Mac Pool #760014 3.499% 2045 1,367,119 1,414,972
Freddie Mac Pool #760015 3.23% 2047 209,902 214,521
Freddie Mac Pool #840222 4.048% 2040 391,752 402,138
Freddie Mac Pool #G67711 4.00% 2048 560,500 611,014
Freddie Mac Pool #Q15874 4.00% 2043 1,748 1,872
Freddie Mac Pool #Q17696 3.50% 2043 19,921 21,437
Freddie Mac Pool #Q18236 3.50% 2043 35,042 37,709
Freddie Mac Pool #Q19133 3.50% 2043 21,292 22,913
Freddie Mac Pool #Q28558 3.50% 2044 115,379 124,096
Freddie Mac Pool #Q47615 3.50% 2047 38,016 40,819
Freddie Mac Pool #Q51622 3.50% 2047 45,414 48,768
Freddie Mac Pool #Q52069 3.50% 2047 61,240 65,629
Freddie Mac Pool #Q54698 3.50% 2048 15,657 16,885
Freddie Mac Pool #Q54699 3.50% 2048 14,588 15,700
Freddie Mac Pool #Q54700 3.50% 2048 29,425 31,623
Freddie Mac Pool #Q54701 3.50% 2048 40,136 43,002
Freddie Mac Pool #Q54709 3.50% 2048 42,086 45,043
Freddie Mac Pool #Q54781 3.50% 2048 34,519 37,093
Freddie Mac Pool #Q54782 3.50% 2048 38,489 41,179
Freddie Mac Pool #Q54831 3.50% 2048 11,401 12,270
Freddie Mac Pool #Q55056 3.50% 2048 76,218 81,331
Freddie Mac Pool #Q55060 3.50% 2048 26,435 28,212
Freddie Mac Pool #Q55970 4.00% 2048 21,907 23,963
Freddie Mac Pool #Q55971 4.00% 2048 44,243 48,231
Freddie Mac Pool #Q56175 4.00% 2048 52,700 57,446
Freddie Mac Pool #Q56576 4.00% 2048 73,670 79,024
Freddie Mac Pool #Q56589 3.50% 2048 19,654 21,105
Freddie Mac Pool #Q56590 3.50% 2048 21,835 23,267
Freddie Mac Pool #Q56591 3.50% 2048 31,493 33,576
Freddie Mac Pool #Q56599 4.00% 2048 74,433 81,119
Freddie Mac Pool #Q57242 4.50% 2048 49,524 53,852
Freddie Mac Pool #Q58378 4.50% 2048 59,395 64,447
Freddie Mac Pool #Q58411 4.50% 2048 157,754 173,168
Freddie Mac Pool #Q58436 4.50% 2048 60,222 66,086
Freddie Mac Pool #QA0284 3.50% 2049 168,140 180,613
Freddie Mac Pool #QA2748 3.50% 2049 32,410 34,814
Freddie Mac Pool #RA1463 3.50% 2049 240,940 259,699
Freddie Mac Pool #RA1580 3.50% 2049 244,270 263,287
Freddie Mac Pool #RA1936 3.50% 2049 896,526 949,019
Freddie Mac Pool #SB8027 3.00% 2035 1,250,397 1,312,653
Freddie Mac Pool #ZK3775 3.00% 2026 728,280 764,260
Freddie Mac Pool #ZK4162 3.00% 2027 367,621 385,810
Freddie Mac Pool #ZS6520 3.00% 2027 4,528 4,756
Freddie Mac Pool #ZS6765 3.00% 2028 158,847 166,721
Freddie Mac Pool #ZS8574 3.00% 2030 180,746 190,136
Freddie Mac Pool #ZT1319 3.50% 2048 163,948 173,488
Freddie Mac Pool #ZT1863 3.50% 2049 689,322 729,690
Freddie Mac Pool #ZT2019 3.00% 2034 2,000,001 2,095,343
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 2.75% 2056 1,191,270 1,238,987
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 2056 1,446,538 1,504,444
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 2056 1,396,997 1,452,380
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class AR, 3.25% 2056 150,531 158,912
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class MT, 3.00% 2056 779,926 811,753
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 2057 11,292,481 11,869,866
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 2057 7,099,588 7,600,492
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-1, Class HT, 3% 2057 791,776 825,093
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT, 3.50% 2057 3,989,526 4,283,422
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 2057 103,820 109,770
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50% 2028 1,816,345 1,877,600
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50% 2028 6,580,923 6,821,982
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-3, Class A1C, 2.75% 2029 2,903,602 2,859,824
Freddie Mac, Series K031, Class A2, Multi Family, 3.30% 2023 4,722,000 5,043,299
Freddie Mac, Series K032, Class A2, Multi Family, 3.31% 2023 1,250,000 1,339,703
Freddie Mac, Series K081, Class A2, Multi Family, 3.9% 2028 1,100,000 1,333,019
Freddie Mac, Series K082, Class A2, Multi Family, 0% 2028 800,000 965,792
Freddie Mac, Series K083, Class A2, Multi Family, 4.05% 2028 900,000 1,096,840
Freddie Mac, Series KJ02, Class A2, Multi Family, 2.597% 2020 119,108 119,293
Government National Mortgage Assn. 3.50% 2042 213,237 225,215
Government National Mortgage Assn. 3.50% 2042 214,827 220,782
Government National Mortgage Assn. 3.50% 2043 1,525,427 1,633,358
Government National Mortgage Assn. 3.50% 2043 702,648 747,903
Government National Mortgage Assn. 3.50% 2043 1,204,923 1,296,539
Government National Mortgage Assn. 3.50% 2043 1,874,457 2,007,497
Government National Mortgage Assn. 3.50% 2043 206,155 217,890
Government National Mortgage Assn. 3.50% 2043 873,790 935,625
Government National Mortgage Assn. 3.50% 2050 2,994,625 3,155,317
Government National Mortgage Assn. 3.75% 2034 1,085,722 1,162,908
Government National Mortgage Assn. 3.75% 2038 681,120 730,944
Government National Mortgage Assn. 3.75% 2039 781,728 838,931
Government National Mortgage Assn. 3.75% 2044 606,049 650,200
Government National Mortgage Assn. 4.00% 2039 318,988 330,177
Government National Mortgage Assn. 4.00% 2040 368,112 381,053
Government National Mortgage Assn. 4.00% 2046 681,197 721,991
Government National Mortgage Assn. 4.25% 2044 1,564,429 1,731,240
Government National Mortgage Assn. 4.50% 2041 29,396 31,257
Government National Mortgage Assn. 4.50% 2049 16,541,883 17,605,146
Government National Mortgage Assn. 4.50% 2050 537,000 570,080
Government National Mortgage Assn. 5.00% 2041 645,472 692,691
Government National Mortgage Assn. 5.00% 2041 848,967 936,212
Government National Mortgage Assn. 5.50% 2040 1,390,471 1,576,845
Government National Mortgage Assn. 6.00% 2039 167,173 189,517
Government National Mortgage Assn. 6.50% 2041 147,962 169,764
Government National Mortgage Assn. Pool #725897 5.20% 2066 6,434 6,705
Government National Mortgage Assn. Pool #AA5326 3.5% 2042 250,184 258,115
Government National Mortgage Assn. Pool #AN1825 4.542% 2065 501,586 523,551
Government National Mortgage Assn. Pool #AO0385 4.499% 2066 926,779 978,863
Government National Mortgage Assn. Pool #AO0409 4.519% 2065 287,685 299,456
Government National Mortgage Assn. Pool #AO0461 4.53% 2065 156,512 163,185
Government National Mortgage Assn. Pool #MA1411 3.5% 2043 242,009 248,697
Government National Mortgage Assn. Pool #MA5264 4.00% 2048 6,660,301 7,133,742
Government National Mortgage Assn. Pool #MA5877 4.50% 2049 1,267,575 1,348,126
Government National Mortgage Assn. Pool #MA6040 4.00% 2049 91,454 97,218
Government National Mortgage Assn. Pool #MA6092 4.50% 2049 583,074 620,022
Government National Mortgage Assn. Pool #MA6154 3.50% 2049 235,810 248,989
Government National Mortgage Assn. Pool #MA6156 4.50% 2049 953,277 1,013,548
Government National Mortgage Assn. Pool #MA6219 3.50% 2049 1,647,659 1,740,001
Government National Mortgage Assn. Pool #MA6284 3.50% 2049 787,676 832,139
Government National Mortgage Assn. Pool #MA6542 3.50% 2050 40,039 42,451
JPMorgan Mortgage Trust, Series 2019-INV3, Class A13, 0% 2050 790,732 808,561
JPMorgan Mortgage Trust, Series 2019-INV3, Class A3, 0% 2050 753,577 751,208
Mello Warehouse Securitization Trust, Series 2019-2, Class A, (1-month USD-LIBOR + 0.75%) 2.377% 2052 750,000 737,624
Mill City Mortgage Trust, Series 2018-1, Class A1, 0% 2062 69,624 70,663
Nationstar HECM Loan Trust, Series 2018-2, Class A, 3.188% 2028 185,437 185,209
Nationstar HECM Loan Trust, Series 2018-3A, Class A, 3.554% 2028 247,141 246,355
Nationstar HECM Loan Trust, Series 2019-1A, Class A, 2.651% 2029 590,874 586,309
Nationstar HECM Loan Trust, Series 2019-2A, Class A, 2.575% 2029 579,946 576,614
OSW Structured Asset Trust, Series 2020-RPL1, Class A1, 3.072% 2059 136,228 137,498
Onslow Bay Financial LLC, Series 2020-INV1, Class A5, 0% 2049 1,684,936 1,723,775
Palmer Square Loan Funding, CLO, Series 2019-2, Class A1, (3-month USD-LIBOR + 0.97%) 2.789% 2027 724,768 696,473
RMF Proprietary Issuance Trust, Series 2019-1, Class A, 2.75% 2063 1,226,667 1,159,020
Reverse Mortgage Investment Trust, Series 2018-1, Class A, 3.436% 2028 115,962 115,908
Reverse Mortgage Investment Trust, Series 2020-1, Class A, 2.158% 2030 485,627 483,275
SOCIETE GENERALE SA 4(2) CP 4/1/2020 8,200,000 8,199,993
Station Place Securitization Trust, Series 2019-WL1, Class A, (1-month USD-LIBOR + 0.65%) 1.597% 2052 760,000 761,487
Symphony Ltd., CLO, Series 2013-12A, Class AR, (3-month USD-LIBOR + 1.03%) 2.861% 2025 184,014 182,718
Towd Point Mortgage Trust, Series 2015-2, Class 2A11, 0% 2057 639,438 640,835
Towd Point Mortgage Trust, Series 2016-5, Class A1, 2.5% 2056 573,485 567,980
Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75% 2057 112,572 111,325
Towd Point Mortgage Trust, Series 2017-4, Class A1, 0% 2057 145,991 142,970
Towd Point Mortgage Trust, Series 2017-5, Class A1, 1.547% 2057 42,392 41,401
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 2057 213,975 214,264
Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 2058 222,441 226,281
Towd Point Mortgage Trust, Series 2018-5, Class A1A, 3.25% 2057 154,169 157,016
Toyota Auto Receivables Owner Trust, Series 2018-B, Class A2A, 2.64% 2021 41,528 41,544
U.S. Treasury Inflation-Protected Security 0.75% 2042 7,346,582 8,224,213
U.S. Treasury Inflation-Protected Security 2.125% 2041 129,580 180,907
Uniform Mortgage-Backed Security 2.00% 2035 3,265,766 3,354,170
Uniform Mortgage-Backed Security 2.00% 2035 15,234,234 15,635,321
Uniform Mortgage-Backed Security 3.00% 2035 17,012,713 17,792,474
Uniform Mortgage-Backed Security 3.00% 2050 5,000,000 5,243,555
Uniform Mortgage-Backed Security 3.50% 2050 12,762,608 13,501,946
Uniform Mortgage-Backed Security 4.50% 2050 9,000,000 9,687,654
Vendee Mortgage Trust, Series 2010-1, Class DA, 4.25% 2035 248,374 256,064
Vendee Mortgage Trust, Series 2011-2, Class V, 3.75% 2028 3,673,596 3,764,129

For financial professionals only. Not for use with the public. Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectuses and summary prospectuses for the American Funds and the American Funds Insurance Series® , which can be obtained from a financial professional and should be read carefully before investing.

*Excludes certain securities in initial period of acquisition.