U.S. Government Securities Fund

Fund Profile

Fund profile

Fund manager

American Funds Insurance Series

Total assets

$2.13 bn

Liabilities

$284.68 mm

Net assets

$1.85 bn

Number of holdings

656.00

Top 200 of 656 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNCL 6.5 UMBS TBA 10-01-54	160.64 mm	155.80 mm principal	8.68	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD3857 09-01-53	43.91 mm	42.92 mm principal	2.37	ABS-mortgage backed security	Long	USA
STATE STREET CORP CD 10/06/2025	40.00 mm	40.00 mm principal	2.16	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.875% 04-30-26	36.14 mm	35.53 mm principal	1.95	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.75% 06-30-30	32.25 mm	32.03 mm principal	1.74	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.25% 01-31-26	30.78 mm	30.61 mm principal	1.66	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.5% 04-15-27	30.66 mm	30.00 mm principal	1.66	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.5% 09-15-25	28.65 mm	28.78 mm principal	1.55	Debt	Long	USA
FNCL UMBS 6.0 SD8343 07-01-53	27.04 mm	26.44 mm principal	1.46	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.375% 07-31-26	26.11 mm	25.80 mm principal	1.41	Debt	Long	USA
FED HM LN BK BD 10/7/2024	24.98 mm	25.00 mm principal	1.35	Debt	Long	USA
FNCL UMBS 5.5 MA5165 10-01-53	24.01 mm	23.72 mm principal	1.30	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8350 08-01-53	23.20 mm	22.68 mm principal	1.25	ABS-mortgage backed security	Long	USA
PFIZER INC. 4(a)(2) CP 11/21/2024	22.79 mm	22.95 mm principal	1.23	Debt	Long	USA
FNCT UMBS 2.0 FM7365 05-01-41	22.58 mm	25.87 mm principal	1.22	ABS-mortgage backed security	Long	USA
CISCO SYSTEMS INC 4(a)(2) CP 10/1/2024	20.00 mm	20.00 mm principal	1.08	Debt	Long	USA
KOMATSU FINANCE AMERICA INC. 4(a)(2) CP 11/5/2024	19.90 mm	20.00 mm principal	1.08	Debt	Long	USA
FNCL UMBS 5.5 SD8342 07-01-53	18.43 mm	18.21 mm principal	1.00	ABS-mortgage backed security	Long	USA
FNCL 7.0 UMBS TBA 10-01-54	18.19 mm	17.50 mm principal	0.98	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.5% 05-31-29	18.15 mm	17.45 mm principal	0.98	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.125% 07-31-28	18.03 mm	17.68 mm principal	0.97	Debt	Long	USA
FNCL 4.0 UMBS TBA 10-01-54	17.91 mm	18.65 mm principal	0.97	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.25% 12-31-25	17.77 mm	17.68 mm principal	0.96	Debt	Long	USA
FNCL UMBS 6.0 SD8332 06-01-53	16.74 mm	16.35 mm principal	0.90	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.375% 11-30-28	16.63 mm	16.13 mm principal	0.90	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.625% 04-30-29	15.67 mm	15.00 mm principal	0.85	Debt	Long	USA
FNCL UMBS 6.5 CB7624 12-01-53	15.44 mm	14.93 mm principal	0.83	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 1.625% 11-15-50	15.39 mm	26.17 mm principal	0.83	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.0% 07-31-29	15.36 mm	15.07 mm principal	0.83	Debt	Long	USA
UNITED STATES TREASURY NOTE 0.875% 09-30-26	15.24 mm	16.08 mm principal	0.82	Debt	Long	USA
FED HM LN BK BD 10/2/2024	15.00 mm	15.00 mm principal	0.81	Debt	Long	USA
FED FARM CR DISC NT 10/22/2024	14.96 mm	15.00 mm principal	0.81	Debt	Long	USA
FED HM LN BK BD 10/25/2024	14.95 mm	15.00 mm principal	0.81	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.625% 05-31-28	14.88 mm	14.85 mm principal	0.80	Debt	Long	USA
CAFCO LLC 4(a)(2) CP 12/16/2024	14.85 mm	15.00 mm principal	0.80	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.875% 08-15-33	14.79 mm	14.67 mm principal	0.80	Debt	Long	USA
FNCL UMBS 6.5 SD8369 10-01-53	14.73 mm	14.26 mm principal	0.80	ABS-mortgage backed security	Long	USA
SLST 18-2 A1 3.5% 11-25-28	14.68 mm	15.03 mm principal	0.79	ABS-collateralized bond/debt obligation	Long	USA
AID-JORDAN 3.0% 06-30-25	14.61 mm	14.78 mm principal	0.79	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.5% 08-15-39	14.49 mm	13.66 mm principal	0.78	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.5% 02-15-33	14.09 mm	14.34 mm principal	0.76	Debt	Long	USA
FED HM LN BK BD 12/27/2024	12.96 mm	13.10 mm principal	0.70	Debt	Long	USA
FNCL UMBS 6.0 RJ1779 06-01-54	12.95 mm	12.56 mm principal	0.70	ABS-mortgage backed security	Long	USA
APPLE INC 4(a)(2) CP 10/2/2024	12.90 mm	12.90 mm principal	0.70	Debt	Long	USA
FNCL UMBS 5.0 SD8366 10-01-53	11.49 mm	11.50 mm principal	0.62	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.25% 02-15-54	11.34 mm	11.13 mm principal	0.61	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.625% 03-15-26	11.18 mm	11.05 mm principal	0.60	Debt	Long	USA
FNCL UMBS 3.5 SD0873 02-01-52	11.16 mm	11.75 mm principal	0.60	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-25	11.14 mm	11.34 mm principal	0.60	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26	10.74 mm	11.04 mm principal	0.58	Debt	Long	USA
FNCL UMBS 5.5 MA5072 07-01-53	10.73 mm	10.60 mm principal	0.58	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.5% 07-15-26	10.51 mm	10.37 mm principal	0.57	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.625% 09-15-26	10.39 mm	10.21 mm principal	0.56	Debt	Long	USA
FNCL UMBS 5.0 RA7938 09-01-52	10.19 mm	10.18 mm principal	0.55	ABS-mortgage backed security	Long	USA
HUD 15-A 13 3.15% 08-01-27	10.03 mm	10.25 mm principal	0.54	Debt	Long	USA
ALPHABET INC 4(a)(2) CP 10/4/2024	9.99 mm	10.00 mm principal	0.54	Debt	Long	USA
LVMH MOET HENNESSY LOUIS VUITTON I 4(a)(2) CP 10/17/2024	9.98 mm	10.00 mm principal	0.54	Debt	Long	USA
FED HM LN BK BD 10/23/2024	9.97 mm	10.00 mm principal	0.54	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.25% 06-30-31	9.97 mm	9.63 mm principal	0.54	Debt	Long	USA
FNCL UMBS 6.0 SD5949 07-01-54	9.96 mm	9.73 mm principal	0.54	ABS-mortgage backed security	Long	USA
PACCAR FINANCIAL CORP. CP 10/30/2024	9.96 mm	10.00 mm principal	0.54	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.75% 08-15-27	9.95 mm	9.90 mm principal	0.54	Debt	Long	USA
FNCL UMBS 5.0 FS7252 11-01-53	9.63 mm	9.63 mm principal	0.52	ABS-mortgage backed security	Long	USA
FNCL 3.5 UMBS TBA 10-01-54	9.55 mm	10.25 mm principal	0.52	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.625% 02-28-26	9.48 mm	9.38 mm principal	0.51	Debt	Long	USA
FNCL UMBS 5.0 FS4611 09-01-52	9.26 mm	9.25 mm principal	0.50	ABS-mortgage backed security	Long	USA
UMBS 30YR TBA(REG A) 6.5 UMBS TBA 11-01-54	9.22 mm	8.95 mm principal	0.50	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 FS5994 10-01-52	8.94 mm	8.92 mm principal	0.48	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 2.625% 07-31-29	8.92 mm	9.31 mm principal	0.48	Debt	Long	USA
FNCT UMBS 2.5 RB5154 04-01-42	8.69 mm	9.67 mm principal	0.47	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.375% 12-15-26	8.65 mm	8.51 mm principal	0.47	Debt	Long	USA
FNCL UMBS 6.0 BU4700 07-01-54	8.57 mm	8.32 mm principal	0.46	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 RJ1986 07-01-54	8.46 mm	8.19 mm principal	0.46	ABS-mortgage backed security	Long	USA
FED HM LN BK BD 10/11/2024	8.39 mm	8.40 mm principal	0.45	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.25% 12-31-26	8.23 mm	8.66 mm principal	0.44	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.25% 03-15-27	8.14 mm	8.02 mm principal	0.44	Debt	Long	USA
FNCL 6.0 UMBS TBA 11-01-54	7.96 mm	7.79 mm principal	0.43	ABS-mortgage backed security	Long	USA
UMBS 30YR TBA(REG A) 3.0 UMBS TBA 10-01-54	7.96 mm	8.87 mm principal	0.43	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 1.25% 05-15-50	7.94 mm	14.83 mm principal	0.43	Debt	Long	USA
FNCL UMBS 6.5 FS5749 09-01-53	7.84 mm	7.59 mm principal	0.42	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.5 SD0726 10-01-51	7.84 mm	8.94 mm principal	0.42	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 CB8872 07-01-54	7.67 mm	7.39 mm principal	0.41	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 2.75% 08-15-32	7.57 mm	8.10 mm principal	0.41	Debt	Long	USA
UMBS 30YR TBA(REG A) 4.5 UMBS TBA 11-01-54	7.39 mm	7.51 mm principal	0.40	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.0% 06-30-28	7.01 mm	6.91 mm principal	0.38	Debt	Long	USA
FNCL UMBS 6.5 RA9888 01-01-54	6.76 mm	6.54 mm principal	0.37	ABS-mortgage backed security	Long	USA
OIS PAYFIX USD 0.5385% 03-26-20/03-26-30 LCH	6.51 mm	1.00 contracts	0.35	Interest rate derivative	N/A	USA
FHLB 3.25% 11-16-28	6.42 mm	6.50 mm principal	0.35	Debt	Long	USA
FNCL UMBS 5.5 MA5353 05-01-54	6.19 mm	6.12 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.0 SD0470 11-01-47	5.97 mm	6.16 mm principal	0.32	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.625% 06-30-25	5.88 mm	5.86 mm principal	0.32	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.625% 02-28-25	5.87 mm	5.86 mm principal	0.32	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.75% 02-28-25	5.82 mm	5.86 mm principal	0.31	Debt	Long	USA
CISCO SYSTEMS INC 4(a)(2) CP 11/22/2024	5.76 mm	5.80 mm principal	0.31	Debt	Long	USA
FNCL UMBS 4.0 ZT2265 08-01-48	5.71 mm	5.86 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD4053 10-01-53	5.49 mm	5.35 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 MA5445 08-01-54	5.35 mm	5.23 mm principal	0.29	ABS-mortgage backed security	Long	USA
FED HM LN BK BD 10/16/2024	5.29 mm	5.30 mm principal	0.29	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.375% 05-15-34	5.23 mm	4.99 mm principal	0.28	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.625% 05-15-54	5.20 mm	4.80 mm principal	0.28	Debt	Long	USA
FNCL UMBS 6.5 CB8725 06-01-54	5.18 mm	4.99 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 BX1004 10-01-52	5.14 mm	5.14 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNCL 3.5 UMBS TBA 11-01-54	5.13 mm	5.50 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD4894 02-01-54	5.04 mm	4.91 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 SD8281 12-01-52	5.01 mm	4.83 mm principal	0.27	ABS-mortgage backed security	Long	USA
TVA BOND 2.875% 02-01-27	4.92 mm	5.00 mm principal	0.27	Debt	Long	USA
QUEBEC (PROVINCE OF) 4(a)(2) CP 10/15/2024	4.89 mm	4.90 mm principal	0.26	Debt	Long	Canada
FNCL UMBS 4.0 SD8297 02-01-53	4.83 mm	5.03 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 MA5421 07-01-54	4.59 mm	4.49 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD6286 08-01-54	4.52 mm	4.44 mm principal	0.24	ABS-mortgage backed security	Long	USA
G2SF 4.5 MA9015 07-20-53	4.48 mm	4.54 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 RJ2222 08-01-54	4.44 mm	4.28 mm principal	0.24	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 2.375% 05-15-51	4.43 mm	6.28 mm principal	0.24	Debt	Long	USA
G2SF 4.0 MA9776 07-20-54	4.41 mm	4.56 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 FS6873 01-01-54	4.37 mm	4.23 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 FM7687 06-01-51	4.37 mm	4.77 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8325 05-01-53	4.36 mm	4.26 mm principal	0.24	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.875% 03-31-25	4.34 mm	4.35 mm principal	0.23	Debt	Long	USA
G2SF 2.5 785575 08-20-51	4.21 mm	4.87 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 FS8591 07-01-54	4.18 mm	4.06 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD3175 06-01-53	4.10 mm	4.01 mm principal	0.22	ABS-mortgage backed security	Long	USA
UMBS 30YR TBA(REG A) 3.0 UMBS TBA 11-01-54	4.07 mm	4.53 mm principal	0.22	ABS-mortgage backed security	Long	USA
FHMS K751 A2 (MF) 4.412% 03-25-30	3.94 mm	3.88 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
UMBS 30YR TBA(REG A) 2.0 UMBS TBA 10-01-54	3.92 mm	4.74 mm principal	0.21	ABS-mortgage backed security	Long	USA
FEDERATION DES CAISSES DESJARDINS 4(a)(2) CP 10/10/2024	3.89 mm	3.90 mm principal	0.21	Debt	Long	Canada
FNCL UMBS 6.0 RJ2210 08-01-54	3.74 mm	3.65 mm principal	0.20	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 2.5% 02-15-45	3.71 mm	4.85 mm principal	0.20	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.875% 02-15-51	3.69 mm	5.89 mm principal	0.20	Debt	Long	USA
SCRT 17-2 MA 3.0% 08-25-56	3.66 mm	3.89 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
SLST 22-1 A1 3.5% 05-25-32	3.63 mm	3.73 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
SLST 19-3 A1C 2.75% 11-25-2029	3.62 mm	3.88 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
TVA BOND 0.75% 05-15-25	3.62 mm	3.70 mm principal	0.20	Debt	Long	USA
SCRT 17-1 HA FRN 01-25-56	3.61 mm	3.80 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 3.5 FM9416 07-01-45	3.59 mm	3.80 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8454 08-01-54	3.52 mm	3.45 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD8372 11-01-53	3.47 mm	3.43 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 CB8755 06-01-54	3.43 mm	3.33 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 QI8874 07-01-54	3.41 mm	3.32 mm principal	0.18	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 2.0% 08-15-51	3.37 mm	5.23 mm principal	0.18	Debt	Long	USA
SCRT 18-2 MT 3.5% 11-25-57	3.35 mm	3.67 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 6.5 SD8448 07-01-54	3.35 mm	3.25 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 CB6485 06-01-53	3.34 mm	3.25 mm principal	0.18	ABS-mortgage backed security	Long	USA
G2SF 2.5 786706 12-20-51	3.34 mm	3.76 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 SD3782 10-01-52	3.33 mm	3.38 mm principal	0.18	ABS-mortgage backed security	Long	USA
SCRT 17-2 HA FRN 08-25-56	3.29 mm	3.46 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 4.5 SD8257 10-01-52	3.23 mm	3.29 mm principal	0.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 5.0% 09-30-25	3.20 mm	3.17 mm principal	0.17	Debt	Long	USA
FNCL UMBS 5.5 MA5039 06-01-53	3.16 mm	3.12 mm principal	0.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.0% 09-30-25	3.06 mm	3.09 mm principal	0.17	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.25% 06-30-28	3.06 mm	3.33 mm principal	0.17	Debt	Long	USA
FNCL UMBS 3.0 SD8225 07-01-52	3.04 mm	3.38 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 FS0647 02-01-52	3.02 mm	3.30 mm principal	0.16	ABS-mortgage backed security	Long	USA
HUD 15-A 14 3.25% 08-01-28	3.00 mm	3.06 mm principal	0.16	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-32	2.97 mm	3.28 mm principal	0.16	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.5% 02-15-46	2.95 mm	3.90 mm principal	0.16	Debt	Long	USA
FNCL UMBS 4.5 MA5070 07-01-53	2.94 mm	2.99 mm principal	0.16	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.125% 01-31-25	2.90 mm	2.91 mm principal	0.16	Debt	Long	USA
G2SF 4.5 MA9104 08-20-53	2.86 mm	2.90 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 BW7327 08-01-52	2.84 mm	2.88 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 SD5404 05-01-54	2.83 mm	2.73 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 SD5986 07-01-54	2.82 mm	2.72 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 FM2179 01-01-50	2.81 mm	3.07 mm principal	0.15	ABS-mortgage backed security	Long	USA
G2SF 2.5 786502 02-20-52	2.80 mm	3.20 mm principal	0.15	ABS-mortgage backed security	Long	USA
G2SF 3.5 TBA 10-01-54	2.77 mm	2.95 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.0 CB3774 06-01-52	2.76 mm	2.87 mm principal	0.15	ABS-mortgage backed security	Long	USA
PRIVATE EXPORT FUNDING SR SEC 1ST LIEN 1.4% 07-15-28	2.76 mm	3.00 mm principal	0.15	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-27	2.75 mm	2.86 mm principal	0.15	Debt	Long	USA
FNCL UMBS 4.5 MA4840 12-01-52	2.68 mm	2.73 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNCL UMBS 7.0 MA5274 02-01-54	2.66 mm	2.56 mm principal	0.14	ABS-mortgage backed security	Long	USA
G2SF 3.5 MA8266 09-20-52	2.65 mm	2.82 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.0 MA5177 10-01-53	2.65 mm	2.76 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8402 02-01-54	2.59 mm	2.54 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.5 BM3788 03-01-48	2.58 mm	2.72 mm principal	0.14	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.0% 02-15-34	2.48 mm	2.44 mm principal	0.13	Debt	Long	USA
FNCL UMBS 6.0 DC0299 08-01-54	2.47 mm	2.41 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 DB7692 08-01-54	2.43 mm	2.37 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 MA5331 04-01-54	2.42 mm	2.39 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 RA9294 06-01-53	2.42 mm	2.34 mm principal	0.13	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 1.375% 08-15-50	2.39 mm	4.33 mm principal	0.13	Debt	Long	USA
FNCL UMBS 6.0 RA9857 09-01-53	2.37 mm	2.32 mm principal	0.13	ABS-mortgage backed security	Long	USA
UST 2YR FUT TUZ4 12-31-24	2.35 mm	4.96 k contracts	0.13	Interest rate derivative	N/A	USA
FNCL UMBS 5.5 MA4979 04-01-53	2.33 mm	2.30 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 7.125% 01-15-30	2.33 mm	2.00 mm principal	0.13	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-25	2.32 mm	2.35 mm principal	0.13	Debt	Long	USA
FNCL UMBS 6.0 BX6121 01-01-53	2.30 mm	2.24 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.5 FS6362 08-01-52	2.28 mm	2.45 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 FS4933 06-01-53	2.27 mm	2.21 mm principal	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 2.625% 05-31-27	2.23 mm	2.29 mm principal	0.12	Debt	Long	USA
FNCT UMBS 2.0 MA4501 12-01-41	2.23 mm	2.56 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 CB8876 07-01-54	2.21 mm	2.13 mm principal	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.125% 08-15-44	2.21 mm	2.23 mm principal	0.12	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.375% 11-15-40	2.21 mm	3.25 mm principal	0.12	Debt	Long	USA
HUD 15-A 18 3.60% 08-01-32	2.20 mm	2.33 mm principal	0.12	Debt	Long	USA
HUD 15-A 11 2.95% 08-01-25	2.20 mm	2.22 mm principal	0.12	Debt	Long	USA
HUD 15-A 12 3.10% 08-01-26	2.19 mm	2.23 mm principal	0.12	Debt	Long	USA
FNCL UMBS 5.5 SD8395 01-01-54	2.17 mm	2.15 mm principal	0.12	ABS-mortgage backed security	Long	USA
OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH	2.17 mm	1.00 contracts	0.12	Interest rate derivative	N/A	USA
UNITED STATES TREASURY NOTE 2.875% 11-15-46	2.17 mm	2.70 mm principal	0.12	Debt	Long	USA
FNCL UMBS 6.0 SD3083 06-01-53	2.17 mm	2.11 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 RA9292 06-01-53	2.15 mm	2.08 mm principal	0.12	ABS-mortgage backed security	Long	USA