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

Portfolio Holdings

American Funds Insurance Series - Mortgage Fund

As of December 31, 2018 (updated quarterly, upon availability)

Fixed-Income Securities* Shares or Principal Amount Market Value
AUTOMATIC DATA PROCESSING INC 4(2) CP 1/2/2019 8,700,000 8,698,850
AmeriCredit Automobile Receivables Trust, Series 2017-2, Class A2A, 1.65% 2020 65,130 65,060
AmeriCredit Automobile Receivables Trust, Series 2018-1, Class A2A, 2.71% 2021 738,394 737,178
Angel Oak Capital Advisors LLC, Series 2013-9A, CLO, Class A1R, (3-month USD-LIBOR + 1.01%) 3.479% 2025 117,364 117,071
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.763% 2048 881,348 881,492
CPS Auto Receivables Trust, Series 2017-A, Class A, 1.68% 2020 37,340 37,302
CPS Auto Receivables Trust, Series 2017-C, Class A, 1.78% 2020 13,935 13,914
CPS Auto Receivables Trust, Series 2018-B, Class A, 2.72% 2021 375,787 374,464
Carlyle Investment Management (1-month USD-LIBOR + 2.00%) 4.436% 2019 80,148 80,148
Chase Issuance Trust, Series 2016-A5, Class A5, 1.27% 2021 115,000 114,002
Citibank Credit Card Issuance Trust, Series 2016-A1, Class A1, 1.75% 2021 355,000 351,300
Connecticut Avenue Securities, Series 2014-C02, Class 1M1, (1-month USD-LIBOR + 0.95%) 3.456% 2024 6,479 6,482
Drive Auto Receivables Trust, Series 2017-3, Class C, 2.80% 2022 490,000 488,832
Drive Auto Receivables Trust, Series 2018-2, Class A2, 2.64% 2020 455,929 455,736
Drive Auto Receivables Trust, Series 2018-3, Class A2, 2.75% 2020 1,584,558 1,583,636
Drivetime Auto Owner Trust, Series 2018-2, Class A, 2.84% 2021 891,838 889,361
EMERSON ELECTRIC CO 4(2) CP 1/4/2019 3,300,000 3,299,145
EXXON MOBIL CORPORATION CP 1/10/2019 5,000,000 4,996,645
Emerson Park Ltd., Series 2013-1A, CLO, Class A1AR, (3-month USD-LIBOR + 0.98%) 3.416% 2025 37,959 37,936
Exeter Automobile Receivables Trust, Series 2017-3A, Class A, 2.05% 2021 341,714 339,675
Exeter Automobile Receivables Trust, Series 2018-2A, Class A, 2.79% 2021 1,235,293 1,233,212
FED HM LN BK BD 1/11/2019 10,000,000 9,993,992
FED HM LN BK BD 1/4/2019 5,000,000 4,999,341
Fannie Mae 2.00% 2022 5,800,000 5,716,074
Fannie Mae 2048 531,497 542,333
Fannie Mae 3.50% 2049 3,200,000 3,200,694
Fannie Mae 4.00% 2036 403,734 417,191
Fannie Mae 4.00% 2036 483,637 499,160
Fannie Mae 4.00% 2047 4,750,859 4,848,484
Fannie Mae 4.00% 2047 7,103,349 7,248,591
Fannie Mae 4.00% 2048 468,503 478,055
Fannie Mae 4.00% 2048 436,352 445,248
Fannie Mae 4.00% 2049 5,163,207 5,265,366
Fannie Mae 4.50% 2048 4,339,271 4,500,674
Fannie Mae 4.50% 2048 93,303 96,774
Fannie Mae 4.50% 2048 7,755,082 8,043,548
Fannie Mae 4.50% 2048 14,593,759 15,132,254
Fannie Mae 4.50% 2048 1,662,667 1,724,019
Fannie Mae 5.00% 2036 37,991 38,488
Federal Home Loan Bank 1.375% 2021 3,000,000 2,933,040
Federal Home Loan Bank 1.875% 2021 10,000,000 9,833,600
Finance of America Structured Securities Trust, Series 2017-HB1, Class A, 2.3207% 2027 876,493 874,468
Finance of America Structured Securities Trust, Series 2018-HB1, Class A, 3.375% 2028 2,287,137 2,293,410
Ford Credit Auto Owner Trust, Series 2014-1A, 2.26% 2025 1,390,000 1,385,831
Ford Credit Auto Owner Trust, Series 2014-2A, 2.31% 2026 530,000 526,387
Freddie Mac 0% 2045 2,217,482 2,234,055
Freddie Mac 3.00% 2046 7,155,396 7,036,101
Freddie Mac 4.00% 2036 5,020,375 5,180,169
Freddie Mac 4.00% 2036 1,042,330 1,075,507
Freddie Mac 4.00% 2048 1,842,370 1,879,492
Freddie Mac 4.00% 2048 1,857,445 1,894,837
Freddie Mac 5.00% 2034 1,255,112 1,332,435
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 2.75% 2056 1,360,071 1,323,965
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 2.50% 2056 1,670,617 1,642,407
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 2056 1,587,622 1,533,437
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 2.50% 2057 12,142,915 11,833,258
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 2057 7,496,405 7,448,466
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT, 3.50% 2057 10,977,910 10,862,016
Freddie Mac, Series K031, Class A2, Multi Family, 3.3% 2046 4,722,000 4,794,898
Freddie Mac, Series K032, Class A2, Multi Family, 3.31% 2023 1,250,000 1,269,264
Freddie Mac, Series KJ02, Class A2, Multi Family, 2.597% 2020 1,539,380 1,531,501
Government National Mortgage Assn. 3.50% 2042 222,056 217,243
Government National Mortgage Assn. 3.50% 2042 461,365 453,450
Government National Mortgage Assn. 3.50% 2042 220,569 222,129
Government National Mortgage Assn. 3.50% 2043 883,618 889,822
Government National Mortgage Assn. 3.50% 2043 1,573,090 1,593,067
Government National Mortgage Assn. 3.50% 2043 1,415,118 1,425,052
Government National Mortgage Assn. 3.50% 2043 2,014,575 2,041,958
Government National Mortgage Assn. 3.50% 2043 249,708 244,295
Government National Mortgage Assn. 3.50% 2043 212,716 214,221
Government National Mortgage Assn. 3.50% 2043 1,063,111 1,071,124
Government National Mortgage Assn. 3.75% 2034 1,184,448 1,209,203
Government National Mortgage Assn. 3.75% 2038 785,089 804,609
Government National Mortgage Assn. 3.75% 2039 833,154 853,876
Government National Mortgage Assn. 3.75% 2044 765,038 782,563
Government National Mortgage Assn. 4.00% 2039 450,470 447,993
Government National Mortgage Assn. 4.00% 2040 382,167 380,064
Government National Mortgage Assn. 4.00% 2046 947,636 962,755
Government National Mortgage Assn. 4.00% 2049 6,200,000 6,349,705
Government National Mortgage Assn. 4.25% 2044 1,724,443 1,795,795
Government National Mortgage Assn. 4.50% 2041 30,369 31,400
Government National Mortgage Assn. 4.50% 2049 34,750,000 35,963,852
Government National Mortgage Assn. 4.56% 2066 1,335,300 1,395,856
Government National Mortgage Assn. 4.607% 2065 601,915 617,569
Government National Mortgage Assn. 4.624% 2065 369,995 379,084
Government National Mortgage Assn. 4.653% 2065 1,040,227 1,070,530
Government National Mortgage Assn. 5.00% 2041 666,002 698,285
Government National Mortgage Assn. 5.00% 2041 1,037,892 1,081,553
Government National Mortgage Assn. 5.00% 2049 2,627,470 2,733,854
Government National Mortgage Assn. 5.00% 2049 372,530 387,264
Government National Mortgage Assn. 5.20% 2066 84,357 85,259
Government National Mortgage Assn. 5.50% 2040 1,796,537 1,899,507
Government National Mortgage Assn. 6.00% 2039 230,471 249,806
Government National Mortgage Assn. 6.50% 2041 453,423 497,054
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2015-1, Class A, 2.73% 2021 1,823,000 1,808,155
KIMBERLY-CLARK CORP 4(2) CP 1/11/2019 2,100,000 2,098,450
MIZUHO CORPORATE BANK/NY 4(2) CP 1/4/2019 10,000,000 9,997,320
NATIONAL RURAL UTILITIES COOP FINA CP 1/8/2019 11,000,000 10,994,148
Nationstar HECM Loan Trust, Series 2017-2A, Class A1, 2.0383% 2027 776,677 775,220
Nationstar HECM Loan Trust, Series 2018-1A, Class A, 2.76% 2028 603,527 604,224
Nationstar HECM Loan Trust, Series 2018-2, Class A, 3.1877% 2028 986,786 986,460
Nationstar HECM Loan Trust, Series 2018-3A, Class A, 3.554% 2028 921,953 921,953
PACCAR FINANCIAL CORP. CP 1/29/2019 2,600,000 2,594,686
PFIZER INC. 4(2) CP 1/10/2019 5,100,000 5,096,624
QUEBEC (PROVINCE OF) 4(2) CP 1/22/2019 3,800,000 3,794,330
Reverse Mortgage Investment Trust, Series RBIT 18-1, Class A, 0% 2028 374,045 374,345
SLM Private Credit Student Loan Trust, Series 2010-1, Class A, (1-month USD-LIBOR + 0.40%) 2.906% 2025 2,628,777 2,572,850
Santander Drive Auto Receivables Trust, Series 2018-4, Class A2A 3.07% 2021 805,000 803,550
Seasoned Loan Structured Transaction, Series 2018-1, Class A1, 3.5% 2028 2,100,541 2,093,441
Seasoned Loan Structured Transaction, Series 2018-2, Class A1, 2028 7,829,519 7,697,670
Symphony Ltd., Series 2013-12A, CLO, Class AR, (3-month USD-LIBOR + 1.03%) 3.466% 2025 335,621 334,560
Towd Point Mortgage Trust, Series 2015-2, Class 2A11, 3% 2057 1,366,410 1,356,030
Towd Point Mortgage Trust, Series 2017-1, Class A1, 0% 2056 1,203,246 1,181,667
Towd Point Mortgage Trust, Series 2017-5, Class A1, 3.106% 2057 206,023 205,414
Toyota Auto Receivables Owner Trust, Series 2018-B, Class A2A, 2.64% 2021 1,330,000 1,326,763
U.S. Treasury 1.50% 2020 444,000 437,802
U.S. Treasury 1.75% 2023 3,500,000 3,392,550
U.S. Treasury 2.00% 2022 2,400,000 2,358,576
U.S. Treasury 2.125% 2022 1,000,000 986,430
U.S. Treasury 2.50% 2024 2,500,000 2,496,100
U.S. Treasury 2.75% 2023 224,000 226,354
U.S. Treasury 2.875% 2023 4,350,000 4,422,906
U.S. Treasury 3.00% 2048 5,000,000 4,980,850
U.S. Treasury Inflation-Protected Security 0.50% 2028 0 0
U.S. Treasury Inflation-Protected Security 0.625% 2023 6,107,880 6,012,888
U.S. Treasury Inflation-Protected Security 0.75% 2042 7,200,958 6,547,246
U.S. Treasury Inflation-Protected Security 2.125% 2041 127,012 150,268
Vendee Mortgage Trust, Series 2010-1, Class DA, 4.25% 2035 477,716 483,777
Vendee Mortgage Trust, Series 2011-2, Class V, 3.75% 2028 4,166,071 4,131,084
Westlake Automobile Receivables Trust, Series 2017-1A, Class C, 2.70% 2022 270,000 268,679
Westlake Automobile Receivables Trust, Series 2017-2A, Class A2A, 1.80% 2020 147,393 147,072
Westlake Automobile Receivables Trust, Series 2018-2A, Class A2A, 2.84% 2021 1,329,619 1,327,819

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.