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

Portfolio Holdings

American Funds Insurance Series - Bond Fund

As of March 31, 2019 (updated quarterly, upon availability)

Equity Securities* Shares or Principal Amount Market Value Percent of Net Assets
Adelphia Recovery Trust, Series ACC-1 2,409,545 1,205 0.00
Corporate Risk Holdings Corp. 355 7 0.00
Corporate Risk Holdings I, Inc. 70,193 8,234 0.00
Cumulus Media Inc., Class B 13,561 244,234 0.00
Tribune Resources, Inc. 83,079 232,621 0.00
Tribune Resources, Inc., Class A, warrants, expire 2023 112,665 27,569 0.00
Tribune Resources, Inc., Class B, warrants, expire 2023 87,629 15,896 0.00
Tribune Resources, Inc., Class C, warrants, expire 2023 17,050 2,397 0.00
Ultra Petroleum Corp., warrants, expire 2025 8,750 1,313 0.00
Fixed-Income Securities* Shares or Principal Amount Market Value
3M Co. 2.25% 2026 6,885,000 6,614,957
ACE INA Holdings Inc. 2.30% 2020 2,005,000 1,996,046
ACE INA Holdings Inc. 2.875% 2022 3,625,000 3,657,281
ACE INA Holdings Inc. 3.35% 2026 2,025,000 2,064,125
ACE INA Holdings Inc. 4.35% 2045 2,220,000 2,423,277
AES Corp. 4.00% 2021 1,000,000 1,015,910
ARAMARK Corp. 5.125% 2024 1,200,000 1,237,500
AXA Equitable Holdings, Inc. 3.90% 2023 2,215,000 2,271,270
AXA Equitable Holdings, Inc. 4.35% 2028 250,000 254,265
AXA Equitable Holdings, Inc. 5.00% 2048 7,740,000 7,577,398
AbbVie Inc. 2.50% 2020 16,315,000 16,269,041
AbbVie Inc. 2.85% 2023 6,133,000 6,070,775
AbbVie Inc. 3.20% 2022 11,070,000 11,176,261
AbbVie Inc. 3.20% 2026 500,000 486,996
AbbVie Inc. 3.75% 2023 3,667,000 3,768,253
AbbVie Inc. 4.45% 2046 1,615,000 1,505,201
Abbott Laboratories 2.90% 2021 23,405,000 23,517,953
Abbott Laboratories 3.40% 2023 910,000 929,665
Abbott Laboratories 3.75% 2026 2,244,000 2,333,625
Abbott Laboratories 4.75% 2036 4,565,000 5,144,773
Abu Dhabi National Energy Co. PJSC (TAQA) 4.375% 2025 10,000,000 10,297,700
Airbus Group SE 2.70% 2023 2,120,000 2,110,180
Alexandria Real Estate Equities, Inc. 2.75% 2020 1,575,000 1,572,595
Alexandria Real Estate Equities, Inc. 3.95% 2028 1,425,000 1,436,363
Alexandria Real Estate Equities, Inc. 4.50% 2029 150,000 158,236
Allergan PLC 3.45% 2022 11,533,000 11,638,908
Allergan PLC 3.80% 2025 3,849,000 3,904,183
Allergan, Inc. 5.00% 2021 7,221,000 7,519,386
Alliant Energy Finance LLC 3.75% 2023 750,000 765,647
Alliant Energy Finance LLC 4.25% 2028 500,000 512,724
Ally Financial Inc. 4.25% 2021 34,100,000 34,654,125
Ally Financial Inc. 5.125% 2024 25,300,000 26,659,875
Ally Financial Inc. 8.00% 2031 12,895,000 15,925,325
Ally Financial Inc. 8.00% 2031 9,120,000 11,365,800
Altria Group, Inc. 2.85% 2022 4,800,000 4,792,493
Altria Group, Inc. 4.40% 2026 15,266,000 15,738,132
Altria Group, Inc. 4.50% 2043 1,585,000 1,427,434
Altria Group, Inc. 4.80% 2029 8,135,000 8,402,129
Altria Group, Inc. 5.95% 2049 6,634,000 7,128,949
Ameren Corp. 4.50% 2049 2,875,000 3,218,042
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class C, 2.89% 2022 1,985,000 1,985,478
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71% 2022 5,970,000 5,956,806
American Campus Communities, Inc. 3.35% 2020 2,810,000 2,821,709
American Campus Communities, Inc. 3.75% 2023 2,900,000 2,941,922
American Express Co. 2.20% 2020 14,400,000 14,297,443
American International Group, Inc. 4.20% 2028 9,875,000 10,048,632
Anadarko Petroleum Corp. 4.85% 2021 3,349,000 3,473,385
Anadarko Petroleum Corp. 5.55% 2026 1,125,000 1,229,032
Anadarko Petroleum Corp. 6.60% 2046 8,690,000 10,596,221
Anheuser-Busch InBev NV 4.60% 2048 3,570,000 3,446,371
Anheuser-Busch InBev NV 4.75% 2029 443,000 472,136
Anheuser-Busch InBev NV 5.55% 2049 5,300,000 5,835,263
Anthem, Inc. 4.101% 2028 8,000,000 8,249,544
Apple Inc. 1.55% 2021 11,630,000 11,394,132
Ascent Resources Marcellus Holdings, Inc., Term Loan B, (3-month USD-LIBOR + 6.50%) 8.993% 2023 91,667 91,896
Assicurazioni Generali SPA 10.125% 2042 (3-month EUR-EURIBOR + 9.181% on 7/10/2022) 3,800,000 5,354,285
Assicurazioni Generali SPA 7.75% 2042 (3-month EUR-EURIBOR + 7.113% on 12/12/2022) 3,100,000 4,140,706
AstraZeneca PLC 4.00% 2029 5,920,000 6,227,692
BB&T Corp. 2.45% 2020 5,000,000 4,991,190
BHLD_2019_1 A3 3.97% 10-26-48 2,645,000 2,649,100
BHP Billiton Finance Ltd. 6.25% 2075 (USD Semi Annual 30/360 (vs. 3M LIBOR) 5Y + 4.971% on 10/19/2020) 4,765,000 4,972,397
BNP Paribas 3.50% 2023 16,275,000 16,292,772
BNSF Funding Trust I 6.613% 2055 (3-month USD-LIBOR + 2.35% on 1/15/2026) 1,680,000 1,816,878
Banco Do Brasil, SA 4.75% 2024 5,000,000 5,020,000
Bank of America Corp. 2.816% 2023 (3-month USD-LIBOR + 0.93% on 7/21/2022) 27,785,000 27,622,124
Bank of America Corp. 3.419% 2028 (3-month USD-LIBOR + 1.04% on 12/20/2027) 10,129,000 9,922,662
Bank of America Corp. 3.97% 2029 (3-month USD-LIBOR + 1.07% on 3/5/2028) 14,400,000 14,718,758
Bank of America Corp. 4.271% 2029 (3-month USD-LIBOR + 1.31% on 07/23/2028) 7,590,000 7,917,099
Baxalta Inc. 4.00% 2025 116,000 119,164
Bayer US Finance II LLC 3.875% 2023 23,658,000 23,862,429
Bayer US Finance II LLC 4.25% 2025 10,565,000 10,695,055
Bayer US Finance II LLC 4.375% 2028 12,841,000 12,785,309
Bayer US Finance II LLC 4.875% 2048 721,000 679,729
Bayerische Motoren Werke AG 1.45% 2019 13,110,000 13,045,656
Becton, Dickinson and Co. 2.894% 2022 650,000 646,875
Becton, Dickinson and Co. 3.734% 2024 903,000 917,875
Becton, Dickinson and Co. 4.669% 2047 3,395,000 3,565,337
Berkshire Hathaway Energy Co. 4.50% 2045 5,895,000 6,287,094
Berkshire Hathaway Finance Corp. 4.20% 2048 8,720,000 9,065,870
Boardwalk Pipeline Partners, LP 3.375% 2023 1,900,000 1,864,428
Boston Scientific Corp. 3.375% 2022 700,000 709,948
Boston Scientific Corp. 3.85% 2025 500,000 515,525
British American Tobacco International Finance PLC 2.75% 2020 5,050,000 5,032,078
British American Tobacco International Finance PLC 3.50% 2022 3,520,000 3,537,368
British American Tobacco International Finance PLC 3.95% 2025 16,879,000 16,942,043
British American Tobacco PLC 3.222% 2024 14,018,000 13,722,487
British American Tobacco PLC 3.557% 2027 28,220,000 26,769,746
British American Tobacco PLC 4.39% 2037 1,500,000 1,356,887
British American Tobacco PLC 4.54% 2047 2,100,000 1,845,541
Broadcom Inc. 4.25% 2026 20,000,000 19,852,200
Broadcom Inc.4.75% 2029 10,000,000 9,952,500
Broadcom Ltd. 3.00% 2022 12,000,000 11,957,544
Broadcom Ltd. 3.625% 2024 25,200,000 25,162,880
Broadcom Ltd. 3.875% 2027 31,585,000 30,224,792
Bunker Hill Loan Depositary Trust Sieries 19-1 Class A1 3.613% 2048 1,775,000 1,777,751
CCO Holdings LLC and CCO Holdings Capital Corp. 3.579% 2020 6,505,000 6,554,113
CCO Holdings LLC and CCO Holdings Capital Corp. 4.20% 2028 280,000 278,356
CCO Holdings LLC and CCO Holdings Capital Corp. 4.50% 2024 500,000 521,140
CCO Holdings LLC and CCO Holdings Capital Corp. 5.125% 2027 4,800,000 4,842,000
CCO Holdings LLC and CCO Holdings Capital Corp. 5.375% 2047 6,515,000 6,500,980
CCO Holdings LLC and CCO Holdings Capital Corp. 5.75% 2048 7,005,000 7,344,182
CMS Energy Corp. 5.05% 2022 2,569,000 2,716,145
CPS Auto Receivables Trust, Series 2017-B, Class C, 2.92% 2022 5,700,000 5,677,542
CVS Health Corp. 2.125% 2021 9,810,000 9,641,523
CVS Health Corp. 3.70% 2023 698,000 709,546
CVS Health Corp. 4.10% 2025 11,786,000 12,118,283
CVS Health Corp. 4.30% 2028 16,954,000 17,210,243
CVS Health Corp. 4.78% 2038 1,242,000 1,233,566
CVS Health Corp. 5.05% 2048 1,447,000 1,460,681
Canadian Natural Resources Ltd. 2.95% 2023 190,000 188,778
Canadian Natural Resources Ltd. 3.80% 2024 180,000 183,898
Canadian Natural Resources Ltd. 4.95% 2047 655,000 716,419
Capital Group Central Cash Fund 8,119,913 811,828,922
Capital One Financial Corp. 3.45% 2021 4,500,000 4,556,961
Capital One Financial Corp. 3.90% 2024 5,300,000 5,421,550
Capital One Financial Corp. 4.25% 2025 8,000,000 8,316,368
Cenovus Energy Inc. 3.80% 2023 1,120,000 1,119,690
Cenovus Energy Inc. 4.25% 2027 10,985,000 10,816,732
Cenovus Energy Inc. 5.25% 2037 193,000 192,046
Cenovus Energy Inc. 5.40% 2047 24,893,000 24,729,752
Centene Corp. 4.75% 2022 200,000 204,000
Centene Corp. 4.75% 2025 325,000 332,313
Centene Corp. 5.625% 2021 1,780,000 1,808,925
Centene Corp. 6.125% 2024 375,000 393,394
CenterPoint Energy Transition Bond Co. III, LLC, Series 2008, Class A2, 5.234% 2023 417,755 423,379
CenterPoint Energy, Inc. 3.85% 2024 150,000 153,133
CenturyLink, Inc. 7.50% 2024 14,180,000 15,030,800
CenturyLink, Inc. 7.65% 2042 5,000,000 4,412,500
Cheniere Energy, Inc. 7.00% 2024 410,000 463,833
Chevron Corp. 2.355% 2022 4,800,000 4,769,654
Cigna Corp. 3.40% 2021 7,765,000 7,851,339
Cigna Corp. 4.125% 2025 2,645,000 2,740,918
Cigna Corp. 4.375% 2028 7,090,000 7,355,308
Cigna Corp. 4.90% 2048 1,795,000 1,860,412
Cigna Corp.3.75% 2023 8,430,000 8,652,105
Citigroup Inc. 2.876% 2023 (3-month USD-LIBOR + 0.95% on 7/24/2022) 17,500,000 17,402,263
Citigroup Inc. 3.875% 2023 2,875,000 2,992,424
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2009-E, 6.138% 2039 29,010,000 29,180,289
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-D, 6.519% 2040 8,590,000 8,794,957
Columbia Pipeline Partners LP 5.80% 2045 1,410,000 1,609,492
Comcast Corp. 3.15% 2028 7,200,000 7,061,839
Comcast Corp. 4.00% 2048 5,000,000 4,918,160
Conagra Brands, Inc. 4.30% 2024 15,248,000 15,811,215
Conagra Brands, Inc. 4.85% 2028 500,000 526,095
Concho Resources Inc. 4.30% 2028 6,566,000 6,784,595
Concho Resources Inc. 4.85% 2048 11,686,000 12,286,006
Consolidated Edison Co. of New York, Inc. 3.875% 2047 9,200,000 9,012,513
Constellation Brands, Inc. 2.25% 2020 8,000,000 7,922,704
Constellation Brands, Inc. 2.65% 2022 2,285,000 2,258,058
Constellation Brands, Inc. 3.20% 2023 540,000 543,964
Constellation Brands, Inc. 3.50% 2027 7,500,000 7,335,885
Constellation Brands, Inc. 3.60% 2028 1,280,000 1,254,947
Constellation Brands, Inc. 4.10% 2048 4,500,000 4,100,607
Consumers Energy Co. 4.05% 2048 8,270,000 8,777,431
Continental Airlines, Inc., Series 1999-2, Class B, 7.566% 2021 378 390
Continental Airlines, Inc., Series 2000-1, Class A-1, 8.048% 2022 357,389 367,217
Continental Airlines, Inc., Series 2000-2, Class A1, 7.707% 2022 443,306 456,871
Continental Airlines, Inc., Series 2001-1, Class A-1, 6.703% 2022 50,042 53,295
Corporate Office Properties LP 5.25% 2024 10,000 10,542
Credit Suisse Group AG 2.997% 2023 (3-month USD-LIBOR + 1.20% on 12/14/2022) 12,000,000 11,801,352
Credit Suisse Group AG 3.80% 2023 12,925,000 13,139,852
Credit Suisse Group AG 4.207% 2024 (3-month USD-LIBOR + 1.24% on 6/12/2023) 500,000 512,668
Cumulus Media New Holdings Inc., Term Loan, (3-month USD-LIBOR + 4.50%) 7% 2022 1,209,234 1,190,906
DCP Midstream Operating LP 4.95% 2022 500,000 513,125
DTE Energy Co. 3.70% 2023 250,000 256,195
DaimlerChrysler North America Holding Corp. 2.85% 2022 500,000 497,761
DaimlerChrysler North America Holding Corp. 3.00% 2021 500,000 500,165
DaimlerChrysler North America Holding Corp. 3.25% 2024 755,000 751,621
DaimlerChrysler North America Holding Corp. 3.30% 2025 5,300,000 5,235,637
DaimlerChrysler North America Holding Corp. 3.35% 2023 2,000,000 2,023,906
Deck Chassis Acquisition Inc. 10.00% 2023 3,000,000 3,183,750
Deutsche Bank AG 2.85% 2019 5,700,000 5,697,418
Deutsche Bank AG 3.15% 2021 25,100,000 24,735,523
Deutsche Bank AG 3.375% 2021 625,000 615,706
Deutsche Bank AG 3.70% 2024 1,650,000 1,585,630
Deutsche Bank AG 3.95% 2023 8,500,000 8,394,328
Deutsche Bank AG 4.25% 2021 525,000 527,880
Deutsche Bank AG 4.25% 2021 24,200,000 24,305,512
Deutsche Bank AG 5.0% 2022 1,525,000 1,559,965
Deutsche Telekom International Finance BV 1.95% 2021 14,100,000 13,784,625
Devon Energy Corp. 5.00% 2045 822,000 863,655
Discover Financial Services 10.25% 2019 2,200,000 2,244,262
Discover Financial Services 3.35% 2023 15,850,000 15,946,685
Discover Financial Services 4.65% 2028 13,000,000 13,631,891
Discovery Communications, Inc. 2.95% 2023 4,185,000 4,149,666
Dominican Republic 5.95% 2027 8,100,000 8,525,250
DowDuPont Inc. 4.725% 2028 12,500,000 13,511,813
Drive Auto Receivables Trust, Series 2015-DA, Class C, 3.38% 2021 74,206 74,228
Drive Auto Receivables Trust, Series 2016-AA, Class C, 3.91% 2021 840,227 840,237
Drive Auto Receivables Trust, Series 2016-CA, Class C, 3.02% 2021 1,045,684 1,046,154
Drive Auto Receivables Trust, Series 2017-1, Class C, 2.84% 2022 7,905,295 7,902,228
Drive Auto Receivables Trust, Series 2017-2, Class C, 2.75% 2023 2,514,794 2,513,721
Drive Auto Receivables Trust, Series 2017-AA, Class C, 2.98% 2022 5,500,979 5,503,251
Drive Auto Receivables Trust, Series 2017-BA, Class C, 2.61% 2021 5,762,971 5,767,299
Drive Auto Receivables Trust, Series 2019-2, Class B, 3.17% 2023 2,480,000 2,491,973
Drive Auto Receivables Trust, Series 2019-2, Class C, 3.42% 2025 4,665,000 4,699,591
Drivetime Auto Owner Trust, Series 2016-3A, Class C, 3.15% 2022 127,709 127,739
Drivetime Auto Owner Trust, Series 2017-1A, Class C, 2.70% 2022 3,794,429 3,790,122
Drivetime Auto Owner Trust, Series 2017-3A, Class C, 3.01% 2023 6,000,000 6,001,026
Drivetime Auto Owner Trust, Series 2017-4A, Class C, 2.86% 2023 4,440,000 4,435,445
Duke Energy Corp. 3.75% 2024 3,826,000 3,949,557
Duke Energy Florida, LLC 3.40% 2046 6,445,000 5,991,491
Duke Energy Progress, LLC 3.70% 2028 3,750,000 3,918,904
EDP Finance BV 3.625% 2024 21,650,000 21,527,851
EMD Finance LLC 2.40% 2020 13,295,000 13,238,177
EMD Finance LLC 2.95% 2022 2,100,000 2,092,732
EQT Corp. 2.50% 2020 4,910,000 4,847,231
EQT Corp. 3.00% 2022 1,700,000 1,669,995
EQT Corp. 3.90% 2027 455,000 426,157
Econ. Dev. Auth., School Facs. Construction Rev. Ref. Bonds, Series 2015-YY, 4.447% 2020 2,500,000 2,542,750
Emera Inc. 6.75% 2076 (3-month USD-LIBOR + 5.44% on 6/15/2026) 1,950,000 2,084,501
Emera US Finance LP 2.70% 2021 954,000 945,880
Emera US Finance LP 3.55% 2026 495,000 490,011
Emera US Finance LP 4.75% 2046 1,620,000 1,686,331
EnLink Midstream Partners, LP 2.70% 2019 1,850,000 1,850,000
EnLink Midstream Partners, LP 5.45% 2047 315,000 281,925
Enbridge Energy Partners, LP 4.20% 2021 6,325,000 6,479,754
Enbridge Energy Partners, LP 4.375% 2020 6,700,000 6,848,954
Enbridge Energy Partners, LP 5.20% 2020 5,055,000 5,165,897
Enbridge Energy Partners, LP 5.875% 2025 12,660,000 14,355,478
Enbridge Energy Partners, LP 7.375% 2045 27,526,000 38,327,230
Enbridge Inc. 4.00% 2023 1,500,000 1,557,191
Enel Finance International SA 2.75% 2023 800,000 775,238
Enel Finance International SA 4.875% 2029 10,180,000 10,626,912
Enel Società per Azioni 8.75% 2073 1,000,000 1,101,200
Energy Transfer Partners, LP 4.15% 2020 1,000,000 1,016,542
Energy Transfer Partners, LP 4.20% 2023 2,860,000 2,958,942
Energy Transfer Partners, LP 4.20% 2027 45,000 45,280
Energy Transfer Partners, LP 4.50% 2024 4,915,000 5,138,013
Energy Transfer Partners, LP 4.75% 2026 1,506,000 1,575,163
Energy Transfer Partners, LP 4.95% 2028 4,559,000 4,790,292
Energy Transfer Partners, LP 5.25% 2029 1,275,000 1,370,602
Energy Transfer Partners, LP 5.30% 2047 10,459,000 10,325,135
Energy Transfer Partners, LP 5.40% 2047 6,190,000 6,185,995
Energy Transfer Partners, LP 6.00% 2048 1,868,000 2,022,904
Energy Transfer Partners, LP 6.125% 2045 11,780,000 12,849,153
Energy Transfer Partners, LP 6.25% (undated) (3-month USD-LIBOR + 4.028% on 2/15/2023) 7,850,000 7,429,829
Energy Transfer Partners, LP 6.25% 2049 1,775,000 1,992,248
Energy Transfer Partners, LP 6.625% 2049 (3-month USD-LIBOR + 4.155% on 2/15/2028) 500,000 476,063
Entergy Louisiana, LLC 4.20% 2048 6,325,000 6,600,245
Enterprise Fleet Financing LLC, Series 2017-1, Class A2, 2.13% 2022 4,673,450 4,658,378
Equinor ASA 3.625% 2028 7,900,000 8,229,398
Essex Portfolio LP 3.25% 2023 335,000 335,038
Essex Portfolio LP 3.875% 2024 1,000,000 1,025,063
Eversource Energy 2.75% 2022 527,000 527,134
Eversource Energy 3.80% 2023 5,000,000 5,182,730
Eversource Energy 4.25% 2029 3,655,000 3,889,450
Exelon Corp. 3.40% 2026 1,570,000 1,570,645
Exeter Automobile Receivables Trust, Series 2015-1A, Class C, 4.10% 2020 1,762,210 1,765,192
Exeter Automobile Receivables Trust, Series 2015-3A, Class C, 4.83% 2021 773,298 778,079
Exeter Automobile Receivables Trust, Series 2017-3A, Class B, 2.81% 2022 8,100,000 8,077,118
Exxon Mobil Corp. 3.043% 2026 4,625,000 4,696,910
Fannie Mae 2.125% 2026 11,910,000 11,654,888
Fannie Mae 2048 766,806 777,810
Fannie Mae 2049 15,269,575 15,730,640
Fannie Mae 2049 1,025,637 1,041,049
Fannie Mae 3.00% 2034 164,469,000 165,981,128
Fannie Mae 3.00% 2046 25,272,763 25,207,762
Fannie Mae 3.00% 2049 45,000,000 44,804,883
Fannie Mae 3.00% 2049 120,519,935 119,893,834
Fannie Mae 3.50% 2034 575,000 588,254
Fannie Mae 3.50% 2046 2,222,199 2,273,351
Fannie Mae 3.50% 2047 9,970,866 10,130,729
Fannie Mae 3.50% 2047 19,345,978 19,656,094
Fannie Mae 3.50% 2047 250,000 254,008
Fannie Mae 3.50% 2047 64,503,620 65,537,807
Fannie Mae 3.50% 2047 13,497,184 13,713,585
Fannie Mae 3.50% 2047 92,513,643 93,997,469
Fannie Mae 3.50% 2048 3,011,949 3,060,240
Fannie Mae 3.50% 2048 67,138,953 68,215,593
Fannie Mae 3.50% 2048 122,415,984 124,378,312
Fannie Mae 3.50% 2048 197,226 200,386
Fannie Mae 3.50% 2048 0 0
Fannie Mae 3.50% 2048 133,486 135,626
Fannie Mae 3.50% 2048 27,843 28,307
Fannie Mae 3.50% 2049 20,986,939 21,279,602
Fannie Mae 3.50% 2049 2,190,209 2,223,246
Fannie Mae 3.50% 2049 2,392,025 2,429,585
Fannie Mae 3.50% 2049 69,913,115 70,946,081
Fannie Mae 3.50% 2049 3,787,331 3,843,285
Fannie Mae 3.50% 2049 220,775 223,962
Fannie Mae 3.50% 2049 979,116 993,581
Fannie Mae 3.50% 2049 4,000,000 4,059,720
Fannie Mae 4.00% 2045 200,990 207,937
Fannie Mae 4.00% 2046 3,415,856 3,549,033
Fannie Mae 4.00% 2046 611,776 632,671
Fannie Mae 4.00% 2046 1,321,945 1,365,496
Fannie Mae 4.00% 2047 253,425 262,051
Fannie Mae 4.00% 2047 581,264 603,317
Fannie Mae 4.00% 2048 2,071,618 2,134,842
Fannie Mae 4.00% 2048 10,021,703 10,335,834
Fannie Mae 4.00% 2048 21,195,855 21,860,218
Fannie Mae 4.00% 2048 134,601,860 138,755,135
Fannie Mae 4.00% 2048 366,000 377,565
Fannie Mae 4.00% 2048 853,593 880,608
Fannie Mae 4.00% 2048 874,133 901,805
Fannie Mae 4.00% 2048 652,913 673,151
Fannie Mae 4.00% 2048 7,363,956 7,595,030
Fannie Mae 4.00% 2048 1,297,246 1,339,963
Fannie Mae 4.00% 2048 984,500 1,015,910
Fannie Mae 4.00% 2048 560,097 577,207
Fannie Mae 4.00% 2048 5,912,884 6,096,982
Fannie Mae 4.00% 2048 2,108,090 2,174,174
Fannie Mae 4.00% 2048 46,422 48,543
Fannie Mae 4.00% 2048 36,366 38,004
Fannie Mae 4.00% 2048 3,971,629 4,092,426
Fannie Mae 4.00% 2048 999,900 1,030,103
Fannie Mae 4.00% 2048 462,346 477,220
Fannie Mae 4.00% 2048 39,308 40,520
Fannie Mae 4.00% 2049 46,186,814 48,268,084
Fannie Mae 4.00% 2049 22,220,000 22,858,825
Fannie Mae 4.00% 2049 56,907,277 58,607,951
Fannie Mae 4.00% 2049 32,348 33,315
Fannie Mae 4.00% 2049 0 0
Fannie Mae 4.00% 2049 1,663,467 1,713,190
Fannie Mae 4.00% 2049 151,432 155,981
Fannie Mae 4.00% 2049 146,457 150,789
Fannie Mae 4.50% 2025 292,684 301,194
Fannie Mae 4.50% 2048 931,007 973,988
Fannie Mae 4.50% 2048 23,445,074 24,526,806
Fannie Mae 4.50% 2048 9,999,993 10,461,552
Fannie Mae 4.50% 2049 36,021,981 37,537,966
Fannie Mae 5.00% 2040 443,490 479,986
Fannie Mae 5.00% 2041 700,075 760,821
Fannie Mae 5.00% 2041 2,486,545 2,656,880
Fannie Mae 5.00% 2041 2,995,974 3,233,567
Fannie Mae 5.00% 2041 1,326,735 1,443,430
Fannie Mae 5.00% 2041 1,999,478 2,175,374
Fannie Mae 5.00% 2041 1,048,292 1,140,502
Fannie Mae 5.50% 2023 364,644 373,826
Fannie Mae 5.50% 2038 351,069 381,436
Fannie Mae 5.50% 2038 2,207,149 2,402,093
Fannie Mae 6.00% 2037 1,011,425 1,115,011
Fannie Mae 6.00% 2037 73,807 79,760
Fannie Mae Pool #924866 4.265% 2037 775,521 798,953
Fannie Mae Pool #AS4536 3.50% 2045 147,110 149,741
Fannie Mae Pool #AS6127 3.50% 2045 137,020 139,456
Fannie Mae Pool #AS6467 3.50% 2046 90,478 92,087
Fannie Mae, Series 2001-4, Class GA, 9.184% 2025 1,546 1,627
Fannie Mae, Series 2001-50, Class BA, 7.00% 2041 14,700 16,411
Fannie Mae, Series 2002-W1, Class 2A, 7.5% 2042 37,654 41,145
Fannie Mae, Series 2002-W3, Class A5, 7.50% 2041 29,739 34,469
Finance of America Structured Securities Trust, Series 2019-JR1, Class A, 2.00% 2069 4,225,000 4,259,823
FirstEnergy Corp. 2.85% 2022 4,281,000 4,254,368
FirstEnergy Corp. 3.50% 2028 2,400,000 2,361,163
FirstEnergy Corp. 3.90% 2027 19,328,000 19,644,322
FirstEnergy Corp. 4.85% 2047 12,205,000 13,131,604
FirstEnergy Corp. 7.375% 2031 5,150,000 6,825,542
Ford Credit Auto Owner Trust, Series 2018-1, Class A 3.53% 2030 1,500,000 1,531,272
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.19% 2031 31,410,000 31,488,179
Ford Credit Auto Owner Trust, Series 2018-2, Class A, 3.47% 2030 17,675,000 18,011,797
Ford Motor Credit Co. 1.897% 2019 1,250,000 1,244,861
Ford Motor Credit Co. 2.343% 2020 3,000,000 2,938,029
Ford Motor Credit Co. 3.096% 2023 8,071,000 7,576,482
Ford Motor Credit Co. 3.157% 2020 3,188,000 3,166,382
Ford Motor Credit Co. 3.20% 2021 6,665,000 6,572,836
Ford Motor Credit Co. 3.219% 2022 7,785,000 7,572,547
Ford Motor Credit Co. 3.336% 2021 300,000 295,590
Ford Motor Credit Co. 3.339% 2022 13,345,000 12,964,841
Ford Motor Credit Co. 3.47% 2021 15,400,000 15,252,468
Ford Motor Credit Co. 3.81% 2024 1,200,000 1,137,526
Ford Motor Credit Co. 3.813% 2021 16,314,000 16,172,378
Ford Motor Credit Co. 4.14% 2023 12,000,000 11,761,872
Ford Motor Credit Co. 5.596% 2022 14,275,000 14,733,770
Fox Corp. 4.03% 2024 2,240,000 2,325,702
Fox Corp. 5.576% 2049 2,065,000 2,340,250
France Télécom 9.00% 2031 1,480,000 2,144,581
Freddie Mac 3.00% 2046 39,272,157 39,322,897
Freddie Mac 3.00% 2049 62,500,000 62,213,500
Freddie Mac 3.50% 2045 32,689,315 33,500,370
Freddie Mac 3.50% 2047 60,624,029 61,641,058
Freddie Mac 3.50% 2047 109,710,986 111,588,909
Freddie Mac 3.50% 2047 7,948,452 8,080,563
Freddie Mac 3.50% 2048 33,064,622 33,787,977
Freddie Mac 3.50% 2048 34,196,858 34,833,774
Freddie Mac 3.50% 2048 991,607 1,011,462
Freddie Mac 4.00% 2047 3,437,370 3,555,127
Freddie Mac 4.00% 2048 61,855,233 63,848,765
Freddie Mac 4.00% 2048 17,638,518 18,208,859
Freddie Mac 4.00% 2048 8,492,415 8,767,391
Freddie Mac 4.00% 2048 5,911,309 6,101,405
Freddie Mac 4.00% 2048 50,205,924 51,829,383
Freddie Mac 4.00% 2048 2,373,903 2,450,907
Freddie Mac 4.00% 2049 100,000 103,118
Freddie Mac 4.50% 2040 437,152 463,161
Freddie Mac 4.50% 2041 490,487 519,666
Freddie Mac 4.50% 2048 38,284,362 39,973,277
Freddie Mac 5.50% 2033 130,245 141,438
Freddie Mac 5.50% 2038 122,487 134,338
Freddie Mac 5.50% 2038 93,348 102,067
Freddie Mac 5.50% 2039 177,681 194,351
Freddie Mac 5.50% 2040 666,939 729,110
Freddie Mac 5.50% 2041 976,711 1,070,021
Freddie Mac, Series 3061, Class PN, 5.50% 2035 124,659 138,059
Freddie Mac, Series 3146, Class PO, principal only, 0% 2036 275,935 237,261
Freddie Mac, Series 3156, Class PO, principal only, 0% 2036 251,879 218,475
Freddie Mac, Series 3318, Class JT, 5.50% 2037 316,752 342,823
Freddie Mac, Series K020, Class A2, Multi Family, 2.373% 2022 4,300,000 4,283,204
Freddie Mac, Series K716, Class A2, Multi Family, 3.13% 2021 6,575,000 6,642,400
Freddie Mac, Series K718, Class A2, Multi Family, 2.791% 2022 9,240,000 9,291,753
G.O. Bonds, Pension Funding Series 2003, 4.95% 2023 27,060,000 27,835,540
G.O. Bonds, Pension Funding Series 2003, 5.10% 2033 90,885,000 89,377,218
G.O. Bonds, Series 2013-B, 3.65% 2020 1,825,000 1,830,822
G.O. Bonds, Series 2013-B, 4.11% 2022 750,000 755,715
G.O. Bonds, Series 2013-B, 4.31% 2023 2,125,000 2,133,670
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.65% 2020 250,000 255,573
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.85% 2022 2,370,000 2,512,034
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.95% 2023 3,210,000 3,411,010
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.547% 2019 335,000 335,000
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.727% 2020 2,400,000 2,462,592
G.O. Bonds, Taxable Build America Bonds, Series 2010-5, 6.20% 2021 5,838,000 6,030,362
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class B, 2.57% 2023 520,000 517,950
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class C, 2.77% 2023 360,000 357,641
General Electric Capital Corp. 2.342% 2020 4,588,000 4,532,366
General Electric Capital Corp. 3.10% 2023 1,750,000 1,740,748
General Electric Capital Corp. 3.373% 2025 4,615,000 4,485,503
General Electric Co. 2.70% 2022 4,800,000 4,716,571
General Mills, Inc. (3-month USD-LIBOR + 0.54%) 3.319% 2021 10,620,000 10,603,985
General Mills, Inc. 3.20% 2021 2,170,000 2,189,994
General Motors Co. 4.35% 2025 11,255,000 11,223,947
General Motors Co. 5.20% 2045 997,000 891,130
General Motors Co. 5.40% 2048 7,200,000 6,617,146
General Motors Co. 5.95% 2049 625,000 606,454
General Motors Co. 6.25% 2043 2,217,000 2,221,864
General Motors Co. 6.75% 2046 1,228,000 1,282,256
General Motors Financial Co. 3.15% 2022 11,000,000 10,899,460
General Motors Financial Co. 3.25% 2023 15,500,000 15,211,638
General Motors Financial Co. 3.45% 2022 3,900,000 3,903,678
General Motors Financial Co. 3.50% 2024 9,575,000 9,262,003
General Motors Financial Co. 3.70% 2020 15,295,000 15,427,302
General Motors Financial Co. 3.70% 2023 10,000,000 9,957,120
General Motors Financial Co. 3.95% 2024 6,269,000 6,211,263
General Motors Financial Co. 4.20% 2021 12,073,000 12,308,870
GlaxoSmithKline PLC 3.375% 2023 16,800,000 17,201,352
Goldman Sachs Group, Inc. 3.814% 2029 (3-month USD-LIBOR + 1.158% on 4/23/2028) 9,600,000 9,525,149
Goldman Sachs Group, Inc. 4.223% 2029 (3-month USD-LIBOR + 1.301% on 5/1/2028) 10,000,000 10,242,460
Goldman Sachs Group, Inc. 5.30% (undated) (3-month USD-LIBOR + 3.834% on 11/10/2026) 1,750,000 1,763,956
Goldman Sachs Group, Inc. 5.75% 2022 4,800,000 5,151,576
Government National Mortgage Assn. 4.00% 2049 148,200,000 153,080,226
Government National Mortgage Assn. 4.50% 2049 772,000 801,805
Government National Mortgage Assn. 4.50% 2049 9,135,410 9,502,681
Government National Mortgage Assn. 4.50% 2049 24,905,868 25,905,864
Government National Mortgage Assn. 4.50% 2049 82,218,337 85,523,761
Government National Mortgage Assn. 5.00% 2048 22,456,033 23,566,349
Government National Mortgage Assn. 5.00% 2049 104,992,118 109,698,285
Government National Mortgage Assn. 5.00% 2049 62,450,477 65,582,119
Government National Mortgage Assn. 5.00% 2049 2,159,108 2,262,389
Greece (Hellenic Republic of) 3.45% 2024 19,500,000 22,752,874
Groupe BPCE SA 2.75% 2023 6,875,000 6,795,546
Groupe BPCE SA 5.15% 2024 4,711,000 4,921,563
Groupe BPCE SA 5.70% 2023 28,166,000 30,062,022
HCA Inc. 6.50% 2020 1,550,000 1,595,606
HSBC Holdings PLC 4.583% 2029 (3-month USD-LIBOR + 1.535% on 6/19/2028) 12,000,000 12,638,508
Harris Corp. 2.70% 2020 1,300,000 1,295,489
Harris Corp. 3.832% 2025 945,000 969,724
High-Speed Passenger Train G.O. Rev. Ref. Bonds, Series 2017-A, 2.367% 2022 3,775,000 3,777,039
Holcim Ltd. 5.15% 2023 1,560,000 1,646,312
Home Depot, Inc. 4.40% 2021 7,200,000 7,437,521
Home Depot, Inc. 4.50% 2048 7,165,000 7,967,731
Home Equity Mortgage Trust, Series 2006-6, Class 2A1, (1-month USD-LIBOR + 0.10%) 2.686% 2037 1,346,922 92,062
Hospitality Properties Trust 3.95% 2028 1,710,000 1,569,987
Hospitality Properties Trust 4.25% 2021 4,250,000 4,284,302
Hospitality Properties Trust 4.50% 2025 855,000 850,437
Hospitality Properties Trust 5.00% 2022 1,270,000 1,315,693
Hurricane Catastrophe Fund Fin. Corp., Rev. Bonds, Series 2013-A, 2.995% 2020 14,400,000 14,477,760
Husky Energy Inc. 7.25% 2019 3,390,000 3,495,287
Hyundai Capital America 2.55% 2020 4,200,000 4,170,928
Hyundai Capital America 2.60% 2020 325,000 323,188
Hyundai Capital America 2.75% 2020 3,321,000 3,296,933
Hyundai Capital America 3.25% 2022 1,521,000 1,513,556
Hyundai Capital America 3.75% 2021 8,500,000 8,563,988
Hyundai Capital America 3.95% 2022 8,000,000 8,118,032
IPALCO Enterprises, Inc. 3.70% 2024 200,000 201,543
Iberdrola Finance Ireland 5.00% 2019 1,825,000 1,840,794
Imperial Tobacco Finance PLC 3.50% 2023 2,335,000 2,335,474
Intesa Sanpaolo SpA 3.375% 2023 8,850,000 8,647,131
Intesa Sanpaolo SpA 3.875% 2027 6,045,000 5,554,255
Intesa Sanpaolo SpA 3.875% 2028 420,000 385,793
Intesa Sanpaolo SpA 5.017% 2024 71,265,000 68,947,819
Intesa Sanpaolo SpA 5.71% 2026 12,390,000 12,115,016
Iron Mountain Inc. 5.25% 2028 745,000 726,375
Italy (Republic of) 0% 2019 46,400,000 52,075,329
Italy (Republic of) 0.95% 2023 45,000,000 49,811,320
Italy (Republic of) 1.50% 2025 33,327,000 36,519,895
Italy (Republic of) 2.00% 2028 21,000,000 23,015,510
JPMorgan Chase & Co. 2.776% 2023 (3-month USD-LIBOR + 0.935% on 4/25/2022) 10,500,000 10,449,002
JPMorgan Chase & Co. 3.509% 2029 (3-month USD-LIBOR + 0.945% on 1/23/2028) 9,600,000 9,554,285
JPMorgan Chase & Co. 3.559% 2024 (3-month USD-LIBOR + 0.73% on 4/23/2023) 8,125,000 8,271,161
JPMorgan Chase & Co. 4.203% 2029 (3-month USD-LIBOR + 1.26% on 07/23/2028) 11,980,000 12,519,723
Japan, Series 20, 0.10% 2025 11,396,250,000 106,199,066
Jersey Central Power & Light Co. 4.3% 2026 310,000 323,231
Johnson & Johnson 2.45% 2026 4,255,000 4,167,547
Johnson & Johnson 2.90% 2028 6,260,000 6,240,550
Keurig Dr Pepper Inc. 4.057% 2023 16,125,000 16,602,107
Keurig Dr Pepper Inc. 4.417% 2025 9,617,000 9,984,975
Keurig Dr Pepper Inc. 4.597% 2028 12,433,000 12,973,935
Keurig Dr Pepper Inc. 5.085% 2048 9,759,000 10,024,074
Kimco Realty Corp. 3.40% 2022 1,045,000 1,055,327
Kinder Morgan Energy Partners, LP 3.45% 2023 6,650,000 6,732,420
Kinder Morgan Energy Partners, LP 5.50% 2044 700,000 752,656
Kinder Morgan Energy Partners, LP 6.50% 2037 900,000 1,040,828
Kinder Morgan, Inc. 5.30% 2034 760,000 825,447
Kroger Co. 2.60% 2021 8,000,000 7,963,800
L.A. Arena Funding, LLC, Series 1, Class A, 7.656% 2026 417,729 441,571
LB-UBS Commercial Mortgage Trust, Series 2007-C6, Class AM, 6.114% 2040 189,196 189,432
LEGACY MORTGAGE ASSET TRUST, Series 2019-GS2, Class A1, 3.75% 2059 2,060,000 2,076,812
Laboratory Corp. of America Holdings 4.70% 2045 4,160,000 4,068,268
Lloyds Banking Group PLC 2.907% 2023 (3-month USD-LIBOR + 0.81% on 11/7/2022) 3,725,000 3,631,462
Lloyds Banking Group PLC 4.375% 2028 8,825,000 9,053,188
Lockheed Martin Corp. 2.50% 2020 3,055,000 3,046,971
Lockheed Martin Corp. 3.10% 2023 1,155,000 1,168,673
Lockheed Martin Corp. 3.55% 2026 2,445,000 2,526,541
Lockheed Martin Corp. 4.50% 2036 1,895,000 2,059,766
Lockheed Martin Corp. 4.70% 2046 4,995,000 5,609,750
MGM Resorts International 7.75% 2022 2,000,000 2,215,000
MPLX LP 4.00% 2028 4,665,000 4,642,571
McDonald's Corp. 4.45% 2047 3,535,000 3,640,184
MetLife Capital Trust IV 7.875% 2067 (3-month USD-LIBOR + 3.96% on 12/1/2037) 1,405,000 1,716,116
Metlife, Inc. 3.60% 2025 3,490,000 3,606,081
Metropolitan Edison Co. 4.30% 2029 1,000,000 1,048,572
Metropolitan Life Global Funding I 2.00% 2020 230,000 228,311
Metropolitan Life Global Funding I 2.30% 2019 675,000 674,951
Microsoft Corp. 4.25% 2047 10,000,000 11,185,790
Mississippi Power Co. 4.25% 2042 11,247,000 10,873,836
Molson Coors Brewing Co. 2.10% 2021 2,415,000 2,369,987
Molson Coors Brewing Co. 2.25% 2020 4,525,000 4,497,384
Molson Coors Brewing Co. 3.00% 2026 5,530,000 5,243,004
Molson Coors Brewing Co. 4.20% 2046 4,530,000 4,041,073
Mondelez International, Inc. 1.625% 2019 16,100,000 15,983,758
Morgan Stanley 2.50% 2021 19,200,000 19,094,227
Morgan Stanley 2.75% 2022 6,200,000 6,167,382
Morgan Stanley 3.125% 2023 27,995,000 28,108,212
Morgan Stanley 3.70% 2024 4,190,000 4,267,900
Morgan Stanley, Series F, 3.875% 2024 925,000 952,449
NBCUniversal Enterprise, Inc. 5.25% 2049 5,170,000 5,249,566
NBCUniversal Media, LLC 5.15% 2020 9,600,000 9,843,619
NIKE, Inc. 3.875% 2045 6,845,000 7,014,386
NV Energy, Inc. 6.25% 2020 2,850,000 3,005,191
NXP BV and NXP Funding LLC 4.125% 2021 2,000,000 2,042,520
Nationstar HECM Loan Trust, Series 2017-2A, Class M1, 2.815% 2027 1,115,000 1,113,417
New York Life Global Funding 1.95% 2020 145,000 144,188
NiSource Finance Corp. 2.65% 2022 275,000 271,033
Niagara Mohawk Power Corp. 3.508% 2024 7,575,000 7,786,403
Niagara Mohawk Power Corp. 4.278% 2034 1,000,000 1,061,341
Nissan Motor Co., Ltd. 2.60% 2022 1,415,000 1,378,289
Noble Corp. PLC 7.95% 2025 1,595,000 1,387,650
Noble Corp. PLC 8.95% 2045 845,000 663,325
Nordea Bank AB 2.50% 2020 7,125,000 7,095,132
Northrop Grumman Corp. 3.25% 2028 10,845,000 10,679,332
Odebrecht Drilling Norbe 0% 2049 1,150,000 11,500
Odebrecht Drilling Norbe 7.35% 2026 34,685 21,591
Omega Healthcare Investors, Inc. 4.375% 2023 900,000 919,139
PNC Financial Services Group, Inc. 2.854% 2022 5,850,000 5,846,244
PNC Funding Corp. 3.30% 2022 8,700,000 8,847,683
PT Indonesia Asahan Aluminium Tbk 5.23% 2021 1,862,000 1,939,120
PT Indonesia Asahan Aluminium Tbk 5.71% 2023 1,020,000 1,101,411
Pacific Gas and Electric Co. 2.45% 2022 7,200,000 6,426,000
Pacific Gas and Electric Co. 3.25% 2023 5,615,000 5,067,538
Pacific Gas and Electric Co. 3.30% 2027 3,750,000 3,300,000
Pacific Gas and Electric Co. 3.40% 2024 850,000 769,250
Pacific Gas and Electric Co. 4.65% 2028 7,500,000 6,937,500
Pacific Gas and Electric Co. 4.75% 2044 336,000 295,680
Petroleos Mexicanos 6.35% 2048 4,720,000 4,184,988
Petróleos Mexicanos 4.625% 2023 11,175,000 11,035,424
Petróleos Mexicanos 5.35% 2028 16,595,000 15,441,648
Petróleos Mexicanos 5.375% 2022 4,175,000 4,275,200
Petróleos Mexicanos 6.50% 2027 16,565,000 16,676,151
Petróleos Mexicanos 6.50% 2029 1,265,000 1,255,829
Petróleos Mexicanos 6.875% 2026 24,003,000 25,078,334
Petróleos Mexicanos 7.47% 2026 2,950,000 12,272,511
Philip Morris International Inc. 2.625% 2022 1,515,000 1,514,059
Philip Morris International Inc. 4.25% 2044 9,550,000 9,306,360
Phillips 66 3.90% 2028 5,575,000 5,682,525
Piedmont Operating Partnership LP 4.45% 2024 1,000,000 1,026,517
Plains All American Pipeline, LP 4.50% 2026 1,250,000 1,282,794
Portuguese Republic 5.125% 2024 79,065,000 86,310,121
Portuguese Republic 5.65% 2024 20,000,000 28,409,777
Progress Energy, Inc. 7.75% 2031 1,820,000 2,480,247
Public Service Enterprise Group Inc. 2.65% 2022 1,000,000 992,507
Puget Energy, Inc. 3.65% 2025 3,000,000 2,985,816
Puget Energy, Inc. 5.625% 2022 8,004,000 8,545,647
Puget Energy, Inc. 6.00% 2021 8,186,000 8,705,369
Puget Energy, Inc. 6.50% 2020 5,294,000 5,587,679
QEP Resources, Inc. 5.25% 2023 3,420,000 3,240,450
Qatar (State of) 3.375% 2024 2,500,000 2,527,350
Qatar (State of) 4.00% 2029 1,206,000 1,244,810
Qatar (State of) 4.50% 2028 5,100,000 5,459,774
Qatar (State of) 4.817% 2049 2,500,000 2,635,080
Qatar (State of) 5.103% 2048 3,400,000 3,731,500
Ras Laffan Liquefied Natural Gas II 5.298% 2020 182,646 184,955
Republic Services, Inc. 5.00% 2020 4,800,000 4,897,306
Reynolds American Inc. 3.25% 2022 1,477,000 1,466,550
Reynolds American Inc. 4.00% 2022 4,230,000 4,323,589
Reynolds American Inc. 4.45% 2025 21,900,000 22,521,194
Reynolds American Inc. 5.85% 2045 125,000 128,629
SCANA Corp. 4.125% 2022 427,000 432,551
SCANA Corp. 4.75% 2021 2,798,000 2,851,400
Sabine Pass Liquefaction, LLC 5.625% 2021 1,100,000 1,143,291
Sabine Pass Liquefaction, LLC 5.625% 2023 1,000,000 1,084,403
Sabine Pass Liquefaction, LLC 5.625% 2025 10,000,000 11,005,430
Sabine Pass Liquefaction, LLC 5.75% 2024 8,000,000 8,825,200
Sabine Pass Liquefaction, LLC 5.875% 2026 15,700,000 17,488,371
Sabine Pass Liquefaction, LLC 6.25% 2022 2,300,000 2,484,959
Sally Holdings LLC and Sally Capital Inc. 5.625% 2025 300,000 299,250
Santander Drive Auto Receivables Trust, Series 2016-1, Class C, 3.09% 2022 6,360,042 6,364,348
Santander Drive Auto Receivables Trust, Series 2016-3, Class C, 2.46% 2022 700,000 698,486
Santander Drive Auto Receivables Trust, Series 2017-1, Class C, 2.58% 2022 11,605,000 11,574,955
Santander Drive Auto Receivables Trust, Series 2017-3, Class C, 2.76% 2022 3,955,000 3,949,293
Saudi Arabia (Kingdom of) 2.875% 2023 4,780,000 4,742,119
Saudi Arabia (Kingdom of) 3.625% 2028 11,435,000 11,356,842
Saudi Arabia (Kingdom of) 3.628% 2027 5,000,000 4,989,355
Saudi Arabia (Kingdom of) 4.00% 2025 4,485,000 4,601,363
Scentre Group 2.375% 2019 2,365,000 2,358,182
Scentre Group 2.375% 2021 175,000 172,559
Scentre Group 3.50% 2025 4,565,000 4,566,584
Schlumberger BV 3.00% 2020 600,000 602,671
Schlumberger BV 4.00% 2025 8,791,000 9,077,446
Shell International Finance BV 3.875% 2028 9,410,000 9,987,736
Shire PLC 1.90% 2019 22,100,000 22,007,025
Shire PLC 2.40% 2021 26,279,000 25,991,166
Shire PLC 2.875% 2023 11,084,000 10,959,150
Shire PLC 3.20% 2026 19,102,000 18,489,456
Social Professional Loan Program LLC, Series 2015-C, Class A2, 2.51% 2033 1,582,768 1,559,681
SoftBank Group Corp. 3.36% 2023 7,250,000 7,265,950
South Carolina Electric & Gas Co. 4.25% 2028 6,650,000 7,186,436
South Carolina Electric & Gas Co. 5.30% 2033 515,000 587,757
Southern California Edison Co. 3.40% 2023 425,000 422,106
Southern California Edison Co. 3.50% 2023 3,150,000 3,135,365
Southern California Edison Co. 3.70% 2025 2,575,000 2,562,849
Southern California Edison Co. 4.00% 2047 3,333,000 3,125,231
Southern California Edison Co. 4.125% 2048 3,333,000 3,200,143
Southern California Edison Co. 4.20% 2029 9,600,000 9,759,245
Southern California Edison Co. 4.65% 2043 1,667,000 1,707,281
Southern California Edison Co. 4.875% 2049 2,900,000 3,081,520
Southern California Edison Co., 2.90% 2021 3,764,000 3,738,224
Southern California Edison Co., 4.05% 2042 1,667,000 1,568,922
Southwestern Energy Co. 6.20% 2025 920,000 908,500
Spain (Kingdom of) 2.70% 2048 7,250,000 8,940,808
Standard Chartered PLC 3.885% 2024 (3-month USD-LIBOR + 1.08% on 3/15/2023) 1,500,000 1,506,359
Starbucks Corp. 3.75% 2047 3,785,000 3,443,381
Starbucks Corp. 3.80% 2025 1,950,000 2,012,780
Starbucks Corp. 4.50% 2048 7,680,000 7,871,462
Starwood Mortgage Residential Trust, Series 2019-IMC1, Class A1, 3.468% 2049 3,500,000 3,504,361
Synchrony Bank 3.65% 2021 5,775,000 5,831,272
Synchrony Financial 3.75% 2021 2,249,000 2,274,310
Synchrony Financial 4.375% 2024 3,640,000 3,692,853
TC PipeLines, LP 4.375% 2025 405,000 416,220
Takeda Pharmaceutical Co. Ltd. 3.80% 2020 17,220,000 17,482,777
Takeda Pharmaceutical Co., Ltd. 4.00% 2021 500,000 513,040
Takeda Pharmaceutical Co., Ltd. 4.40% 2023 2,665,000 2,803,404
Takeda Pharmaceutical Co., Ltd. 5.00% 2028 6,810,000 7,395,749
Tampa Electric Co. 2.60% 2022 4,350,000 4,323,717
Tampa Electric Co. 4.45% 2049 460,000 476,442
Targa Resources Partners LP 5.125% 2025 175,000 179,375
Targa Resources Partners LP 5.375% 2027 175,000 179,813
Targa Resources Partners LP 6.50% 2027 510,000 551,438
Targa Resources Partners LP 6.875% 2029 1,185,000 1,293,131
Tenet Healthcare Corp., 6.00% 2020 1,240,000 1,288,050
Teva Pharmaceutical Finance Co. BV 2.80% 2023 77,814,000 69,499,107
Teva Pharmaceutical Finance Co. BV 3.15% 2026 51,528,000 42,178,811
Teva Pharmaceutical Finance Co. BV 4.10% 2046 46,666,000 33,270,478
Teva Pharmaceutical Finance Co. BV 6.00% 2024 3,557,000 3,572,665
Teva Pharmaceutical Finance Company BV 2.20% 2021 20,214,000 19,282,721
Teva Pharmaceutical Finance Company BV 6.75% 2028 11,574,000 11,687,529
Thomson Reuters Corp. 4.30% 2023 240,000 249,924
Time Warner Inc. 3.80% 2027 4,335,000 4,316,849
Total Capital Canada Ltd. 2.75% 2023 2,140,000 2,145,941
Toyota Motor Credit Corp. 2.125% 2019 500,000 499,318
TransCanada PipeLines Ltd. 4.25% 2028 11,275,000 11,785,521
Transocean Inc. 5.80% 2022 2,195,000 2,162,075
Transocean Inc. 9.00% 2023 5,000,000 5,350,000
U.S. Treasury 2.125% 2024 305,900,000 304,272,612
U.S. Treasury 2.125% 2024 244,400,000 243,204,884
U.S. Treasury 2.125% 2024 72,100,000 71,629,187
U.S. Treasury 2.125% 2024 72,100,000 71,580,880
U.S. Treasury 2.25% 2024 65,000,000 65,034,450
U.S. Treasury 2.25% 2026 81,100,000 80,799,119
U.S. Treasury 2.25% 2027 72,100,000 71,614,046
U.S. Treasury 2.25% 2027 120,200,000 119,040,070
U.S. Treasury 2.375% 2023 48,100,000 48,367,436
U.S. Treasury 2.50% 2020 63,000 63,205
U.S. Treasury 2.50% 2022 6,805,000 6,854,268
U.S. Treasury 2.50% 2023 57,200,000 57,802,888
U.S. Treasury 2.50% 2024 190,582,800 192,896,475
U.S. Treasury 2.625% 2023 70,000,000 71,226,400
U.S. Treasury 2.625% 2025 76,884,000 78,405,534
U.S. Treasury 2.625% 2029 33,354,000 34,005,404
U.S. Treasury 2.75% 2023 173,600,000 177,106,720
U.S. Treasury 2.75% 2025 132,000,000 135,413,520
U.S. Treasury 2.875% 11-15-21 369,000 374,963
U.S. Treasury 2.875% 2025 72,100,000 74,500,930
U.S. Treasury 2.875% 2025 96,200,000 99,465,028
U.S. Treasury 2.875% 2028 48,408,800 50,349,509
U.S. Treasury 3.00% 2045 28,900,000 30,059,468
U.S. Treasury 3.00% 2049 490,086,300 508,670,373
U.S. Treasury 3.375% 2048 28,297,000 31,548,608
U.S. Treasury 6.125% 2027 24,000,000 30,987,840
U.S. Treasury 8.75% 2020 38,500,000 41,812,925
U.S. Treasury Inflation-Protected Security 0.375% 2025 54,159,466 54,168,242
U.S. Treasury Inflation-Protected Security 0.375% 2027 154,350,000 153,341,550
U.S. Treasury Inflation-Protected Security 0.50% 2028 127,557,500 127,399,875
U.S. Treasury Inflation-Protected Security 0.75% 2028 71,304,769 72,990,379
Ultra Petroleum Corp. 11.00% 2024 450,000 267,750
UniCredit SpA 3.75% 2022 1,175,000 1,170,644
UniCredit SpA 4.625% 2027 625,000 613,928
UniCredit SpA 5.861% 2032 2,975,000 2,745,387
UniCredit SpA 6.572% 2022 9,735,000 10,204,509
UniCredit SpA 7.296% 2034 (USD 5YR ICE SWAP + 4.914% on 04/02/2029) 10,000,000 10,104,110
United Mexican States 3.60% 2025 11,500,000 11,523,000
United Mexican States, Series M, 5.75% 2026 5,275,000 24,032,601
United Mexican States, Series M, 6.50% 2021 31,327,000 157,310,838
United Rentals, Inc. 5.50% 2027 5,000,000 5,062,500
United Technologies Corp. 3.125% 2027 9,525,000 9,324,156
United Technologies Corp. 4.125% 2028 4,975,000 5,189,582
United Technologies Corp. 4.625% 2048 1,090,000 1,160,778
UnitedHealth Group Inc. 3.35% 2022 4,385,000 4,482,891
UnitedHealth Group Inc. 3.75% 2025 5,410,000 5,656,047
Unum Group 3.00% 2021 520,000 520,115
VMware, Inc. 2.95% 2022 4,000,000 3,961,296
Various Purpose G.O. Bonds, Series 2009, 7.50% 2034 2,100,000 3,034,731
Verizon Communications Inc. 4.40% 2034 5,080,000 5,299,263
Verizon Owner Trust, Series 2016-1A, Class A, 1.42% 2021 130,419 130,265
Verizon Owner Trust, Series 2017-1A, Class A, 2.06% 2021 17,555,000 17,501,843
Verizon Owner Trust, Series 2017-1A, Class B, 2.45% 2021 1,500,000 1,495,070
Verizon Owner Trust, Series 2017-1A, Class C, 2.65% 2021 2,000,000 1,993,742
Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06% 2022 4,735,000 4,709,516
Verizon Owner Trust, Series 2017-3A, Class B, 2.38% 2022 2,450,000 2,435,266
Virginia Electric and Power Co. 4.45% 2044 7,995,000 8,503,346
Vodafone Group PLC 4.375% 2028 10,000,000 10,183,230
Volkswagen Group of America Finance, LLC 2.40% 2020 2,855,000 2,835,672
Volkswagen Group of America Finance, LLC 2.45% 2019 520,000 517,912
Volkswagen Group of America Finance, LLC 4.00% 2021 5,426,000 5,539,072
Volkswagen Group of America Finance, LLC 4.25% 2023 15,953,000 16,453,414
Volkswagen Group of America Finance, LLC 4.625% 2025 1,177,000 1,219,678
Volkswagen International Finance NV 4.00% 2020 4,000,000 4,054,896
Voya Ltd., CLO, Series 2014-3A, Class A1R, (3-month USD-LIBOR + 0.72%) 3.491% 2026 4,150,485 4,133,967
WEA Finance LLC 2.70% 2019 5,475,000 5,471,939
WEA Finance LLC 3.25% 2020 13,375,000 13,461,590
WM. Wrigley Jr. Co. 3.375% 2020 11,255,000 11,372,063
Walt Disney Co. 4.0% 10-01-23 1,100,000 1,150,047
WellPoint, Inc. 2.25% 2019 1,250,000 1,247,779
Wells Fargo & Co. 2.10% 2021 16,800,000 16,543,951
Wells Fargo & Co. 3.00% 2026 3,220,000 3,146,565
Westinghouse Air Brake Technologies Corp. 4.15% 2024 3,351,000 3,410,373
Westlake Automobile Receivables Trust, Series 2017-1A, Class C, 2.70% 2022 2,500,000 2,495,593
Westlake Chemical Corp. 4.375% 2047 90,000 80,008
Wheels SPV 2 LLC, Series 2016-1A, Class A2, 1.59% 2025 14,830 14,817
Williams Partners LP 4.30% 2024 595,000 619,205
Williams Partners LP 4.50% 2023 500,000 525,339
Williams Partners LP 5.25% 2020 2,900,000 2,962,396
Xcel Energy Inc. 3.30% 2025 5,650,000 5,711,596
Xcel Energy Inc. 4.70% 2020 1,700,000 1,720,888
Xerox Corp. 3.50% 2020 1,500,000 1,500,000
Zimmer Holdings, Inc. 3.15% 2022 7,845,000 7,872,348

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.