American Funds Mortgage Fund®
Investment portfolio
May 31, 2024unaudited
Bonds, notes & other debt instruments 95.77% Mortgage-backed obligations 91.37% Federal agency mortgage-backed obligations 89.52% | Principal amount (000) | Value (000) | |
Fannie Mae Pool #745316 6.50% 2/1/20261 | USD3 | $3 | |
Fannie Mae Pool #256310 6.50% 7/1/20261 | 1 | 1 | |
Fannie Mae Pool #928689 6.50% 9/1/20271 | 4 | 4 | |
Fannie Mae Pool #AD0838 6.50% 10/1/20271 | 2 | 2 | |
Fannie Mae Pool #928957 6.50% 12/1/20271 | 2 | 2 | |
Fannie Mae Pool #AL9724 6.50% 2/1/20281 | 3 | 3 | |
Fannie Mae Pool #AY1948 3.50% 1/1/20301 | 37 | 36 | |
Fannie Mae Pool #AZ0554 3.50% 10/1/20301 | 49 | 47 | |
Fannie Mae Pool #613025 6.50% 7/1/20311 | 5 | 5 | |
Fannie Mae Pool #BJ4876 3.00% 2/1/20331 | 270 | 251 | |
Fannie Mae Pool #BJ4856 3.00% 2/1/20331 | 87 | 81 | |
Fannie Mae Pool #BM3919 3.00% 2/1/20331 | 7 | 7 | |
Fannie Mae Pool #695412 5.00% 6/1/20331 | 2 | 2 | |
Fannie Mae Pool #CA2106 3.50% 7/1/20331 | 9 | 9 | |
Fannie Mae Pool #MA1640 2.50% 9/1/20331 | 642 | 586 | |
Fannie Mae Pool #AU7556 3.00% 9/1/20331 | 287 | 263 | |
Fannie Mae Pool #BJ9000 3.50% 11/1/20331 | 85 | 80 | |
Fannie Mae Pool #BO6247 2.50% 12/1/20341 | 4,047 | 3,673 | |
Fannie Mae Pool #745001 6.50% 9/1/20351 | 16 | 17 | |
Fannie Mae Pool #AD3566 5.00% 10/1/20351 | 11 | 11 | |
Fannie Mae Pool #AS7224 4.00% 5/1/20361 | 1,298 | 1,245 | |
Fannie Mae Pool #MA2630 4.00% 5/1/20361 | 237 | 228 | |
Fannie Mae Pool #MA2717 4.00% 8/1/20361 | 1,107 | 1,061 | |
Fannie Mae Pool #MA2746 4.00% 9/1/20361 | 2,092 | 2,006 | |
Fannie Mae Pool #MA2787 4.00% 10/1/20361 | 518 | 496 | |
Fannie Mae Pool #MA2819 4.00% 11/1/20361 | 981 | 941 | |
Fannie Mae Pool #801783 6.50% 2/1/20371 | 5 | 5 | |
Fannie Mae Pool #MA3099 4.00% 8/1/20371 | 1,513 | 1,449 | |
Fannie Mae Pool #MA3186 4.00% 11/1/20371 | 3,045 | 2,897 | |
Fannie Mae Pool #931768 5.00% 8/1/20391 | 16 | 16 | |
Fannie Mae Pool #AC0794 5.00% 10/1/20391 | 71 | 70 | |
Fannie Mae Pool #AD1823 5.00% 2/1/20401 | 402 | 387 | |
Fannie Mae Pool #932606 5.00% 2/1/20401 | 29 | 29 | |
Fannie Mae Pool #BQ7816 1.50% 4/1/20411 | 19,958 | 16,119 | |
Fannie Mae Pool #BR0986 1.50% 5/1/20411 | 26,582 | 21,468 | |
Fannie Mae Pool #AE1248 5.00% 6/1/20411 | 116 | 115 | |
Fannie Mae Pool #MA4387 2.00% 7/1/20411 | 332 | 276 | |
Fannie Mae Pool #MA4388 2.50% 7/1/20411 | 6,775 | 5,783 | |
Fannie Mae Pool #MA4447 2.50% 10/1/20411 | 14,095 | 12,062 | |
Fannie Mae Pool #FM9117 2.50% 10/1/20411 | 7,345 | 6,304 | |
Fannie Mae Pool #AJ1873 4.00% 10/1/20411 | 172 | 161 | |
Fannie Mae Pool #AE1277 5.00% 11/1/20411 | 49 | 48 | |
Fannie Mae Pool #MA4502 2.50% 12/1/20411 | 15,840 | 13,569 | |
Fannie Mae Pool #AE1283 5.00% 12/1/20411 | 31 | 31 | |
Fannie Mae Pool #MA4521 2.50% 1/1/20421 | 20,050 | 17,142 |
American Funds Mortgage Fund — Page 1 of 17
unaudited
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Fannie Mae Pool #MA4540 2.00% 2/1/20421 | USD7,208 | $5,953 | |
Fannie Mae Pool #AE1290 5.00% 2/1/20421 | 63 | 62 | |
Fannie Mae Pool #MA4570 2.00% 3/1/20421 | 9,072 | 7,488 | |
Fannie Mae Pool #MA4586 2.00% 4/1/20421 | 2,498 | 2,058 | |
Fannie Mae Pool #AR1512 3.50% 1/1/20431 | 129 | 117 | |
Fannie Mae Pool #AT0412 3.50% 3/1/20431 | 64 | 58 | |
Fannie Mae Pool #AT0300 3.50% 3/1/20431 | 34 | 31 | |
Fannie Mae Pool #AT7457 3.025% 4/1/20431 | 168 | 148 | |
Fannie Mae Pool #AT3954 3.50% 4/1/20431 | 47 | 43 | |
Fannie Mae Pool #AT7470 2.275% 5/1/20431 | 102 | 83 | |
Fannie Mae Pool #AU0626 2.275% 6/1/20431 | 157 | 129 | |
Fannie Mae Pool #AT5898 3.00% 6/1/20431 | 2,960 | 2,595 | |
Fannie Mae Pool #AL3829 3.50% 6/1/20431 | 1,170 | 1,067 | |
Fannie Mae Pool #AT7161 3.50% 6/1/20431 | 386 | 350 | |
Fannie Mae Pool #AU8120 2.275% 7/1/20431 | 69 | 56 | |
Fannie Mae Pool #AU8121 2.275% 8/1/20431 | 86 | 71 | |
Fannie Mae Pool #MA1583 4.00% 9/1/20431 | 1,906 | 1,776 | |
Fannie Mae Pool #AX8521 3.50% 12/1/20441 | 84 | 77 | |
Fannie Mae Pool #AY1829 3.50% 12/1/20441 | 55 | 50 | |
Fannie Mae Pool #BE5009 3.50% 1/1/20451 | 343 | 309 | |
Fannie Mae Pool #BE5017 3.50% 2/1/20451 | 655 | 589 | |
Fannie Mae Pool #FM9416 3.50% 7/1/20451 | 1,596 | 1,434 | |
Fannie Mae Pool #AS8310 3.00% 11/1/20461 | 739 | 647 | |
Fannie Mae Pool #BD2440 3.50% 1/1/20471 | 325 | 292 | |
Fannie Mae Pool #FS3767 2.00% 4/1/20471 | 7,132 | 5,624 | |
Fannie Mae Pool #BM1179 3.00% 4/1/20471 | 874 | 760 | |
Fannie Mae Pool #MA3002 4.50% 4/1/20471 | 625 | 576 | |
Fannie Mae Pool #BE8740 3.50% 5/1/20471 | 540 | 484 | |
Fannie Mae Pool #BE8742 3.50% 5/1/20471 | 83 | 75 | |
Fannie Mae Pool #BH2846 3.50% 5/1/20471 | 42 | 38 | |
Fannie Mae Pool #BH2848 3.50% 5/1/20471 | 36 | 32 | |
Fannie Mae Pool #BH2847 3.50% 5/1/20471 | 19 | 17 | |
Fannie Mae Pool #BH3122 4.00% 6/1/20471 | 38 | 35 | |
Fannie Mae Pool #BH4101 3.50% 10/1/20471 | 13,380 | 11,968 | |
Fannie Mae Pool #BJ5015 4.00% 12/1/20471 | 900 | 837 | |
Fannie Mae Pool #BM2006 4.00% 1/1/20481 | 15 | 14 | |
Fannie Mae Pool #BJ4901 3.50% 3/1/20481 | 406 | 365 | |
Fannie Mae Pool #BK5232 4.00% 5/1/20481 | 536 | 498 | |
Fannie Mae Pool #BK6840 4.00% 6/1/20481 | 727 | 676 | |
Fannie Mae Pool #BK9743 4.00% 8/1/20481 | 192 | 178 | |
Fannie Mae Pool #BK9761 4.50% 8/1/20481 | 90 | 86 | |
Fannie Mae Pool #CA2850 4.00% 12/1/20481 | 1,262 | 1,184 | |
Fannie Mae Pool #BF0320 5.50% 1/1/20491 | 1,873 | 1,895 | |
Fannie Mae Pool #FM3280 3.50% 5/1/20491 | 421 | 378 | |
Fannie Mae Pool #FM1062 3.50% 6/1/20491 | 4,349 | 3,922 | |
Fannie Mae Pool #BN6708 3.50% 6/1/20491 | 1,153 | 1,031 | |
Fannie Mae Pool #BJ8411 3.50% 8/1/20491 | 1,082 | 971 | |
Fannie Mae Pool #CA4151 3.50% 9/1/20491 | 5,593 | 5,034 | |
Fannie Mae Pool #FM1443 3.50% 9/1/20491 | 3,129 | 2,806 | |
Fannie Mae Pool #CA5968 2.50% 6/1/20501 | 1,389 | 1,146 | |
Fannie Mae Pool #FS3745 2.00% 8/1/20501 | 9,045 | 7,073 | |
Fannie Mae Pool #CA6593 2.50% 8/1/20501 | 4,207 | 3,466 | |
Fannie Mae Pool #BP6715 2.00% 9/1/20501 | 1 | 1 | |
Fannie Mae Pool #CA7052 3.00% 9/1/20501 | 554 | 472 |
American Funds Mortgage Fund — Page 2 of 17
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Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Fannie Mae Pool #CA7737 2.50% 11/1/20501 | USD41,574 | $34,114 | |
Fannie Mae Pool #CA8108 2.00% 12/1/20501 | 14,384 | 11,258 | |
Fannie Mae Pool #MA4208 2.00% 12/1/20501 | 946 | 737 | |
Fannie Mae Pool #CA8044 2.50% 12/1/20501 | 29,608 | 24,203 | |
Fannie Mae Pool #MA4237 2.00% 1/1/20511 | 834 | 650 | |
Fannie Mae Pool #CA8862 2.50% 1/1/20511 | 33,293 | 27,330 | |
Fannie Mae Pool #CA8820 2.00% 2/1/20511 | 29,311 | 22,940 | |
Fannie Mae Pool #FM6112 2.50% 2/1/20511 | 30,409 | 24,858 | |
Fannie Mae Pool #CA8828 2.50% 2/1/20511 | 28,592 | 23,537 | |
Fannie Mae Pool #CB0290 2.00% 4/1/20511 | 6,336 | 4,941 | |
Fannie Mae Pool #MA4305 2.00% 4/1/20511 | 45 | 35 | |
Fannie Mae Pool #CB0041 3.00% 4/1/20511 | 5,545 | 4,760 | |
Fannie Mae Pool #BR1035 2.00% 5/1/20511 | 26 | 20 | |
Fannie Mae Pool #CB0457 2.50% 5/1/20511 | 4,994 | 4,082 | |
Fannie Mae Pool #CB0737 3.00% 6/1/20511 | 7,899 | 6,699 | |
Fannie Mae Pool #CB0850 3.00% 6/1/20511 | 5,106 | 4,341 | |
Fannie Mae Pool #FS3744 2.00% 7/1/20511 | 26,708 | 20,865 | |
Fannie Mae Pool #FM7900 2.50% 7/1/20511 | 2,179 | 1,791 | |
Fannie Mae Pool #FM9330 3.00% 7/1/20511 | 32,002 | 27,164 | |
Fannie Mae Pool #CB1527 2.50% 9/1/20511 | 37,569 | 30,654 | |
Fannie Mae Pool #FM8981 3.00% 10/1/20511 | 30,651 | 25,993 | |
Fannie Mae Pool #FS4628 3.00% 10/1/20511 | 7,767 | 6,603 | |
Fannie Mae Pool #MA4465 2.00% 11/1/20511 | 3,020 | 2,341 | |
Fannie Mae Pool #FS0965 2.00% 11/1/20511 | 205 | 161 | |
Fannie Mae Pool #FM9492 2.50% 11/1/20511 | 11,470 | 9,445 | |
Fannie Mae Pool #FM9694 2.50% 11/1/20511 | 5,392 | 4,462 | |
Fannie Mae Pool #FS0433 2.50% 12/1/20511 | 32,848 | 27,342 | |
Fannie Mae Pool #FM9804 2.50% 12/1/20511 | 5,908 | 4,879 | |
Fannie Mae Pool #CB2286 2.50% 12/1/20511 | 5,814 | 4,762 | |
Fannie Mae Pool #FM9976 3.00% 12/1/20511 | 8,104 | 6,975 | |
Fannie Mae Pool #CB2544 3.00% 1/1/20521 | 17,018 | 14,495 | |
Fannie Mae Pool #BV3080 2.00% 2/1/20521 | 34,182 | 26,479 | |
Fannie Mae Pool #BV3076 2.00% 2/1/20521 | 10,266 | 7,951 | |
Fannie Mae Pool #CB2765 2.00% 2/1/20521 | 8,520 | 6,633 | |
Fannie Mae Pool #MA4547 2.00% 2/1/20521 | 2,222 | 1,720 | |
Fannie Mae Pool #CB2870 2.50% 2/1/20521 | 470 | 381 | |
Fannie Mae Pool #FS0647 3.00% 2/1/20521 | 1,468 | 1,258 | |
Fannie Mae Pool #BV3101 2.00% 3/1/20521 | 1,808 | 1,399 | |
Fannie Mae Pool #MA4562 2.00% 3/1/20521 | 894 | 692 | |
Fannie Mae Pool #FS1742 2.00% 3/1/20521 | 885 | 685 | |
Fannie Mae Pool #BU8882 4.00% 3/1/20521 | 5,898 | 5,364 | |
Fannie Mae Pool #CB4119 4.00% 7/1/20521 | 85,332 | 77,605 | |
Fannie Mae Pool #MA4711 5.50% 7/1/20521 | 434 | 428 | |
Fannie Mae Pool #CB4418 5.50% 8/1/20521 | 469 | 462 | |
Fannie Mae Pool #BW9206 5.50% 8/1/20521 | 218 | 220 | |
Fannie Mae Pool #CB4852 4.50% 10/1/20521 | 22,094 | 20,700 | |
Fannie Mae Pool #BW1289 5.50% 10/1/20521 | 3,527 | 3,482 | |
Fannie Mae Pool #BW1243 5.50% 10/1/20521 | 3,191 | 3,150 | |
Fannie Mae Pool #BX1223 5.50% 10/1/20521 | 452 | 446 | |
Fannie Mae Pool #BX1488 5.50% 10/1/20521 | 434 | 434 | |
Fannie Mae Pool #CB5020 5.50% 10/1/20521 | 70 | 69 | |
Fannie Mae Pool #FS3256 6.00% 11/1/20521 | 83 | 84 | |
Fannie Mae Pool #MA4842 5.50% 12/1/20521 | 4,786 | 4,712 | |
Fannie Mae Pool #BX5662 4.00% 1/1/20531 | 730 | 663 |
American Funds Mortgage Fund — Page 3 of 17
unaudited
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Fannie Mae Pool #MA4894 6.00% 1/1/20531 | USD53,234 | $53,400 | |
Fannie Mae Pool #BX5931 6.00% 1/1/20531 | 4,042 | 4,057 | |
Fannie Mae Pool #MA4919 5.50% 2/1/20531 | 10,068 | 9,923 | |
Fannie Mae Pool #BX4108 5.50% 2/1/20531 | 748 | 737 | |
Fannie Mae Pool #BX5097 5.50% 2/1/20531 | 672 | 662 | |
Fannie Mae Pool #FS3759 6.00% 2/1/20531 | 10,481 | 10,656 | |
Fannie Mae Pool #MA4920 6.00% 2/1/20531 | 1,800 | 1,804 | |
Fannie Mae Pool #FS4191 5.50% 3/1/20531 | 1,959 | 1,932 | |
Fannie Mae Pool #BX8835 5.50% 3/1/20531 | 887 | 874 | |
Fannie Mae Pool #BX7779 5.50% 3/1/20531 | 856 | 845 | |
Fannie Mae Pool #BX8514 5.50% 3/1/20531 | 761 | 751 | |
Fannie Mae Pool #BX8389 5.50% 3/1/20531 | 728 | 717 | |
Fannie Mae Pool #BX9427 5.50% 3/1/20531 | 274 | 270 | |
Fannie Mae Pool #MA4941 5.50% 3/1/20531 | 45 | 44 | |
Fannie Mae Pool #MA4942 6.00% 3/1/20531 | 904 | 906 | |
Fannie Mae Pool #BX8781 6.00% 3/1/20531 | 378 | 380 | |
Fannie Mae Pool #BY2249 4.00% 4/1/20531 | 810 | 737 | |
Fannie Mae Pool #MA4993 4.00% 4/1/20531 | 625 | 568 | |
Fannie Mae Pool #BX9358 4.00% 4/1/20531 | 186 | 169 | |
Fannie Mae Pool #BX9041 5.00% 4/1/20531 | 95 | 92 | |
Fannie Mae Pool #MA4979 5.50% 4/1/20531 | 18,655 | 18,372 | |
Fannie Mae Pool #BY2795 5.50% 4/1/20531 | 568 | 560 | |
Fannie Mae Pool #MA4980 6.00% 4/1/20531 | 24,014 | 24,087 | |
Fannie Mae Pool #BX8415 6.00% 4/1/20531 | 196 | 197 | |
Fannie Mae Pool #BW5278 6.00% 4/1/20531 | 143 | 143 | |
Fannie Mae Pool #CB6106 6.50% 4/1/20531 | 5,978 | 6,138 | |
Fannie Mae Pool #FS5335 4.00% 5/1/20531 | 316 | 287 | |
Fannie Mae Pool #MA5027 4.00% 5/1/20531 | 173 | 157 | |
Fannie Mae Pool #CB6303 4.50% 5/1/20531 | 117,188 | 109,818 | |
Fannie Mae Pool #MA5008 4.50% 5/1/20531 | 4,068 | 3,812 | |
Fannie Mae Pool #MA5009 5.00% 5/1/20531 | 229,038 | 220,545 | |
Fannie Mae Pool #FS4563 5.00% 5/1/20531 | 4,433 | 4,273 | |
Fannie Mae Pool #MA5010 5.50% 5/1/20531 | 6,377 | 6,278 | |
Fannie Mae Pool #BY0849 5.50% 5/1/20531 | 39 | 39 | |
Fannie Mae Pool #MA5011 6.00% 5/1/20531 | 35,515 | 35,595 | |
Fannie Mae Pool #MA5038 5.00% 6/1/20531 | 25,697 | 24,756 | |
Fannie Mae Pool #MA5039 5.50% 6/1/20531 | 46,098 | 45,384 | |
Fannie Mae Pool #FS5192 5.50% 6/1/20531 | 5,642 | 5,566 | |
Fannie Mae Pool #BY3521 5.50% 6/1/20531 | 929 | 915 | |
Fannie Mae Pool #MA5040 6.00% 6/1/20531 | 71,643 | 71,806 | |
Fannie Mae Pool #CB6485 6.00% 6/1/20531 | 14,634 | 14,704 | |
Fannie Mae Pool #FS4932 6.00% 6/1/20531 | 9,959 | 10,023 | |
Fannie Mae Pool #CB6486 6.00% 6/1/20531 | 8,972 | 9,016 | |
Fannie Mae Pool #CB6465 6.00% 6/1/20531 | 6,592 | 6,635 | |
Fannie Mae Pool #FS4775 6.00% 6/1/20531 | 106 | 106 | |
Fannie Mae Pool #CB6491 6.50% 6/1/20531 | 5,957 | 6,115 | |
Fannie Mae Pool #CB6490 6.50% 6/1/20531 | 2,043 | 2,083 | |
Fannie Mae Pool #CB6468 6.50% 6/1/20531 | 1,546 | 1,577 | |
Fannie Mae Pool #FS7823 2.00% 7/1/20531 | 4,479 | 3,466 | |
Fannie Mae Pool #CB6713 4.00% 7/1/20531 | 619 | 562 | |
Fannie Mae Pool #CB6719 4.50% 7/1/20531 | 6,969 | 6,529 | |
Fannie Mae Pool #BY6763 5.00% 7/1/20531 | 581 | 560 | |
Fannie Mae Pool #BU4112 5.00% 7/1/20531 | 95 | 92 | |
Fannie Mae Pool #MA5072 5.50% 7/1/20531 | 47,829 | 47,074 |
American Funds Mortgage Fund — Page 4 of 17
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Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Fannie Mae Pool #FS5343 6.00% 7/1/20531 | USD48,710 | $48,908 | |
Fannie Mae Pool #MA5073 6.00% 7/1/20531 | 198 | 198 | |
Fannie Mae Pool #AS0745 3.50% 8/1/20531 | 802 | 699 | |
Fannie Mae Pool #BX4568 4.00% 8/1/20531 | 864 | 785 | |
Fannie Mae Pool #MA5127 4.00% 8/1/20531 | 321 | 292 | |
Fannie Mae Pool #CB6853 4.50% 8/1/20531 | 10,687 | 10,013 | |
Fannie Mae Pool #MA5107 5.50% 8/1/20531 | 57,703 | 56,802 | |
Fannie Mae Pool #BY8293 6.00% 8/1/20531 | 3,678 | 3,687 | |
Fannie Mae Pool #MA5135 4.00% 9/1/20531 | 262 | 238 | |
Fannie Mae Pool #MA5136 4.50% 9/1/20531 | 50,838 | 47,631 | |
Fannie Mae Pool #FS5769 6.00% 9/1/20531 | 16,665 | 16,735 | |
Fannie Mae Pool #CB7122 6.00% 9/1/20531 | 4,615 | 4,624 | |
Fannie Mae Pool #MA5177 4.00% 10/1/20531 | 1,992 | 1,809 | |
Fannie Mae Pool #MA5166 6.00% 10/1/20531 | 44,790 | 44,872 | |
Fannie Mae Pool #MA5207 4.00% 11/1/20531 | 545 | 495 | |
Fannie Mae Pool #MA5190 5.50% 11/1/20531 | 32,909 | 32,390 | |
Fannie Mae Pool #MA5191 6.00% 11/1/20531 | 18,518 | 18,553 | |
Fannie Mae Pool #CB7438 6.00% 11/1/20531 | 5,093 | 5,116 | |
Fannie Mae Pool #CB7480 6.00% 11/1/20531 | 3,553 | 3,570 | |
Fannie Mae Pool #MA5215 5.50% 12/1/20531 | 6,533 | 6,430 | |
Fannie Mae Pool #FS6668 5.50% 12/1/20531 | 246 | 242 | |
Fannie Mae Pool #CB7617 6.00% 12/1/20531 | 34,191 | 34,346 | |
Fannie Mae Pool #MA5216 6.00% 12/1/20531 | 9,526 | 9,544 | |
Fannie Mae Pool #MA5263 4.00% 1/1/20541 | 718 | 652 | |
Fannie Mae Pool #FS6880 6.00% 1/1/20541 | 12,810 | 12,853 | |
Fannie Mae Pool #CB7862 6.00% 1/1/20541 | 4,795 | 4,816 | |
Fannie Mae Pool #FS6873 6.50% 1/1/20541 | 32,260 | 32,834 | |
Fannie Mae Pool #MA5271 5.50% 2/1/20541 | 6,816 | 6,707 | |
Fannie Mae Pool #FS6809 5.50% 2/1/20541 | 234 | 230 | |
Fannie Mae Pool #CB7932 6.00% 2/1/20541 | 57,783 | 58,014 | |
Fannie Mae Pool #CB7933 6.50% 2/1/20541 | 27,759 | 28,288 | |
Fannie Mae Pool #CB7917 6.50% 2/1/20541 | 13,660 | 13,922 | |
Fannie Mae Pool #MA5274 7.00% 2/1/20541 | 42,423 | 43,593 | |
Fannie Mae Pool #MA5320 4.00% 3/1/20541 | 18,361 | 16,671 | |
Fannie Mae Pool #CB8143 5.50% 3/1/20541 | 28,335 | 27,972 | |
Fannie Mae Pool #CB8147 5.50% 3/1/20541 | 24,585 | 24,258 | |
Fannie Mae Pool #MA5296 5.50% 3/1/20541 | 21,673 | 21,330 | |
Fannie Mae Pool #CB8148 5.50% 3/1/20541 | 12,468 | 12,316 | |
Fannie Mae Pool #CB8163 6.00% 3/1/20541 | 15,165 | 15,260 | |
Fannie Mae Pool #CB8168 6.00% 3/1/20541 | 11,120 | 11,156 | |
Fannie Mae Pool #CB8153 6.00% 3/1/20541 | 3,887 | 3,907 | |
Fannie Mae Pool #MA5341 4.00% 4/1/20541 | 127 | 115 | |
Fannie Mae Pool #CB8337 5.50% 4/1/20541 | 32,046 | 31,565 | |
Fannie Mae Pool #CB8328 5.50% 4/1/20541 | 26,075 | 25,740 | |
Fannie Mae Pool #MA5331 5.50% 4/1/20541 | 11,614 | 11,429 | |
Fannie Mae Pool #CB8387 6.50% 4/1/20541 | 1,688 | 1,723 | |
Fannie Mae Pool #MA5378 4.00% 5/1/20541 | 3,109 | 2,823 | |
Fannie Mae Pool #DB3607 4.00% 5/1/20541 | 307 | 278 | |
Fannie Mae Pool #BF0379 3.50% 4/1/20591 | 3,176 | 2,773 | |
Fannie Mae Pool #BM6693 3.50% 8/1/20591 | 52,454 | 45,685 | |
Fannie Mae Pool #BF0481 3.50% 6/1/20601 | 2,081 | 1,813 | |
Fannie Mae Pool #BF0480 3.50% 6/1/20601 | 1,333 | 1,166 | |
Fannie Mae Pool #BF0497 3.00% 7/1/20601 | 1,564 | 1,279 | |
Fannie Mae Pool #BF0585 4.50% 12/1/20611 | 4,270 | 4,004 |
American Funds Mortgage Fund — Page 5 of 17
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Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Fannie Mae Pool #BF0765 3.50% 9/1/20631 | USD125,573 | $108,399 | |
Freddie Mac Pool #ZA1944 6.50% 6/1/20261 | 2 | 2 | |
Freddie Mac Pool #ZJ9210 6.50% 11/1/20271 | 1 | 1 | |
Freddie Mac Pool #ZA2045 6.50% 1/1/20281 | 4 | 4 | |
Freddie Mac Pool #ZA2066 6.50% 3/1/20281 | 9 | 9 | |
Freddie Mac Pool #ZA2096 6.50% 11/1/20281 | 1 | 1 | |
Freddie Mac Pool #ZS8675 2.50% 11/1/20321 | 6 | 6 | |
Freddie Mac Pool #C91593 2.50% 12/1/20321 | 26 | 24 | |
Freddie Mac Pool #ZS0839 6.50% 12/1/20321 | 5 | 5 | |
Freddie Mac Pool #ZS8087 2.50% 4/1/20331 | 18 | 17 | |
Freddie Mac Pool #C91720 2.50% 8/1/20331 | 47 | 43 | |
Freddie Mac Pool #ZS8710 3.00% 8/1/20331 | 1 | 1 | |
Freddie Mac Pool #SB8041 3.00% 4/1/20351 | 1 | 1 | |
Freddie Mac Pool #ZS4189 6.50% 6/1/20351 | 1 | 1 | |
Freddie Mac Pool #K93558 4.00% 5/1/20361 | 468 | 446 | |
Freddie Mac Pool #C91877 4.00% 5/1/20361 | 270 | 259 | |
Freddie Mac Pool #C91899 4.00% 9/1/20361 | 463 | 445 | |
Freddie Mac Pool #G03699 6.00% 1/1/20381 | 47 | 48 | |
Freddie Mac Pool #RB5113 1.50% 6/1/20411 | 125,985 | 101,738 | |
Freddie Mac Pool #RB5115 2.50% 6/1/20411 | 25,522 | 21,968 | |
Freddie Mac Pool #QK1181 2.00% 11/1/20411 | 1,945 | 1,608 | |
Freddie Mac Pool #Q05343 4.00% 11/1/20411 | 249 | 233 | |
Freddie Mac Pool #RB5138 2.00% 12/1/20411 | 26,232 | 21,673 | |
Freddie Mac Pool #RB5145 2.00% 2/1/20421 | 7,975 | 6,585 | |
Freddie Mac Pool #RB5148 2.00% 3/1/20421 | 89,393 | 73,734 | |
Freddie Mac Pool #RB5153 2.00% 4/1/20421 | 2,423 | 1,996 | |
Freddie Mac Pool #Q15874 4.00% 2/1/20431 | 24 | 23 | |
Freddie Mac Pool #Q17696 3.50% 4/1/20431 | 133 | 122 | |
Freddie Mac Pool #Q18236 3.50% 5/1/20431 | 386 | 352 | |
Freddie Mac Pool #Q19133 3.50% 6/1/20431 | 162 | 147 | |
Freddie Mac Pool #Q28558 3.50% 9/1/20441 | 1,357 | 1,226 | |
Freddie Mac Pool #760014 2.751% 8/1/20451,2 | 877 | 842 | |
Freddie Mac Pool #G60238 3.50% 10/1/20451 | 4,441 | 4,007 | |
Freddie Mac Pool #Q40896 4.50% 4/1/20461 | 442 | 424 | |
Freddie Mac Pool #G67700 3.50% 8/1/20461 | 1,640 | 1,479 | |
Freddie Mac Pool #T65389 3.50% 9/1/20461 | 45 | 39 | |
Freddie Mac Pool #Q45650 3.50% 1/1/20471 | 6,555 | 5,945 | |
Freddie Mac Pool #Q47615 3.50% 4/1/20471 | 486 | 432 | |
Freddie Mac Pool #T65448 4.00% 9/1/20471 | 712 | 638 | |
Freddie Mac Pool #Q51622 3.50% 10/1/20471 | 610 | 542 | |
Freddie Mac Pool #Q52069 3.50% 11/1/20471 | 727 | 654 | |
Freddie Mac Pool #Q55056 3.50% 3/1/20481 | 545 | 489 | |
Freddie Mac Pool #Q54709 3.50% 3/1/20481 | 526 | 472 | |
Freddie Mac Pool #Q54701 3.50% 3/1/20481 | 508 | 456 | |
Freddie Mac Pool #Q54700 3.50% 3/1/20481 | 403 | 363 | |
Freddie Mac Pool #Q54782 3.50% 3/1/20481 | 296 | 265 | |
Freddie Mac Pool #Q54781 3.50% 3/1/20481 | 193 | 174 | |
Freddie Mac Pool #Q54831 3.50% 3/1/20481 | 137 | 124 | |
Freddie Mac Pool #Q54699 3.50% 3/1/20481 | 111 | 101 | |
Freddie Mac Pool #Q54698 3.50% 3/1/20481 | 72 | 65 | |
Freddie Mac Pool #G67711 4.00% 3/1/20481 | 12,461 | 11,600 | |
Freddie Mac Pool #Q55060 3.50% 4/1/20481 | 73 | 66 | |
Freddie Mac Pool #Q55971 4.00% 5/1/20481 | 503 | 468 | |
Freddie Mac Pool #Q56175 4.00% 5/1/20481 | 453 | 422 |
American Funds Mortgage Fund — Page 6 of 17
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Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Freddie Mac Pool #Q55970 4.00% 5/1/20481 | USD222 | $208 | |
Freddie Mac Pool #Q56590 3.50% 6/1/20481 | 271 | 244 | |
Freddie Mac Pool #Q56591 3.50% 6/1/20481 | 145 | 131 | |
Freddie Mac Pool #Q56589 3.50% 6/1/20481 | 82 | 74 | |
Freddie Mac Pool #Q56599 4.00% 6/1/20481 | 727 | 676 | |
Freddie Mac Pool #Q57242 4.50% 7/1/20481 | 88 | 84 | |
Freddie Mac Pool #Q58411 4.50% 9/1/20481 | 1,066 | 1,018 | |
Freddie Mac Pool #Q58436 4.50% 9/1/20481 | 554 | 531 | |
Freddie Mac Pool #Q58378 4.50% 9/1/20481 | 394 | 375 | |
Freddie Mac Pool #QA0284 3.50% 6/1/20491 | 1,776 | 1,593 | |
Freddie Mac Pool #SD7503 3.50% 8/1/20491 | 26,979 | 24,115 | |
Freddie Mac Pool #QA2748 3.50% 9/1/20491 | 488 | 437 | |
Freddie Mac Pool #RA1580 3.50% 10/1/20491 | 3,981 | 3,582 | |
Freddie Mac Pool #RA1463 3.50% 10/1/20491 | 3,883 | 3,495 | |
Freddie Mac Pool #SD0187 3.00% 1/1/20501 | 2,856 | 2,458 | |
Freddie Mac Pool #RA1996 3.50% 1/1/20501 | 10,270 | 9,157 | |
Freddie Mac Pool #SD7512 3.00% 2/1/20501 | 11,383 | 9,780 | |
Freddie Mac Pool #RA3384 3.00% 8/1/20501 | 583 | 497 | |
Freddie Mac Pool #SI2062 2.00% 9/1/20501 | 47,761 | 37,273 | |
Freddie Mac Pool #SI2080 2.00% 10/1/20501 | 49,513 | 38,732 | |
Freddie Mac Pool #SD8106 2.00% 11/1/20501 | 37,824 | 29,456 | |
Freddie Mac Pool #RA4352 2.00% 1/1/20511 | 26,345 | 20,601 | |
Freddie Mac Pool #SD8128 2.00% 2/1/20511 | 154 | 120 | |
Freddie Mac Pool #SD8134 2.00% 3/1/20511 | 257 | 200 | |
Freddie Mac Pool #RA5288 2.00% 5/1/20511 | 26,688 | 20,925 | |
Freddie Mac Pool #RA5259 2.50% 5/1/20511 | 4,850 | 3,964 | |
Freddie Mac Pool #SD7544 3.00% 7/1/20511 | 22,324 | 19,156 | |
Freddie Mac Pool #SD7545 2.50% 9/1/20511 | 4,473 | 3,686 | |
Freddie Mac Pool #QC7626 3.00% 9/1/20511 | 11,717 | 9,961 | |
Freddie Mac Pool #SD2880 3.00% 10/1/20511 | 15,982 | 13,580 | |
Freddie Mac Pool #RA6406 2.00% 11/1/20511 | 6,548 | 5,084 | |
Freddie Mac Pool #SD7548 2.50% 11/1/20511 | 8,908 | 7,341 | |
Freddie Mac Pool #SD1385 2.50% 11/1/20511 | 5,836 | 4,793 | |
Freddie Mac Pool #SD8182 2.00% 12/1/20511 | 870 | 672 | |
Freddie Mac Pool #QD2929 4.00% 12/1/20511 | 961 | 874 | |
Freddie Mac Pool #QD6836 2.00% 2/1/20521 | 899 | 696 | |
Freddie Mac Pool #SD0873 3.50% 2/1/20521 | 30,928 | 27,727 | |
Freddie Mac Pool #QD7089 3.50% 2/1/20521 | 539 | 476 | |
Freddie Mac Pool #SD5343 2.00% 3/1/20521 | 1,994 | 1,542 | |
Freddie Mac Pool #QD8820 2.00% 3/1/20521 | 180 | 139 | |
Freddie Mac Pool #SD7553 3.00% 3/1/20521 | 7,068 | 6,050 | |
Freddie Mac Pool #SD8204 2.00% 4/1/20521 | 1,803 | 1,395 | |
Freddie Mac Pool #SD8214 3.50% 5/1/20521 | 30,896 | 27,123 | |
Freddie Mac Pool #RA7556 4.50% 6/1/20521 | 13,258 | 12,421 | |
Freddie Mac Pool #SD7556 3.00% 8/1/20521 | 222 | 189 | |
Freddie Mac Pool #QE7537 4.50% 8/1/20521 | 9,452 | 8,857 | |
Freddie Mac Pool #SD8242 3.00% 9/1/20521 | 11,171 | 9,410 | |
Freddie Mac Pool #RA7938 5.00% 9/1/20521 | 2,952 | 2,845 | |
Freddie Mac Pool #QF0924 5.50% 9/1/20521 | 454 | 448 | |
Freddie Mac Pool #QF1236 4.50% 10/1/20521 | 8,889 | 8,328 | |
Freddie Mac Pool #SD8258 5.00% 10/1/20521 | 23,685 | 22,830 | |
Freddie Mac Pool #RA8059 5.50% 10/1/20521 | 10,517 | 10,379 | |
Freddie Mac Pool #SD1895 4.50% 11/1/20521 | 39,426 | 37,837 | |
Freddie Mac Pool #QF2363 4.50% 11/1/20521 | 39,544 | 37,048 |
American Funds Mortgage Fund — Page 7 of 17
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Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Freddie Mac Pool #QF3907 4.50% 11/1/20521 | USD34,479 | $32,303 | |
Freddie Mac Pool #SD2948 5.50% 11/1/20521 | 14,804 | 14,604 | |
Freddie Mac Pool #QF2862 6.50% 11/1/20521 | 17 | 17 | |
Freddie Mac Pool #SD2602 3.00% 12/1/20521 | 2,805 | 2,361 | |
Freddie Mac Pool #SD4116 4.50% 12/1/20521 | 37,740 | 35,358 | |
Freddie Mac Pool #SD8276 5.00% 12/1/20521 | 81,496 | 78,555 | |
Freddie Mac Pool #QF5422 4.00% 1/1/20531 | 739 | 672 | |
Freddie Mac Pool #SD8288 5.00% 1/1/20531 | 3,727 | 3,592 | |
Freddie Mac Pool #QF5680 5.50% 1/1/20531 | 752 | 742 | |
Freddie Mac Pool #SD8290 6.00% 1/1/20531 | 223,463 | 224,206 | |
Freddie Mac Pool #QF7852 4.00% 2/1/20531 | 6,886 | 6,259 | |
Freddie Mac Pool #QF7144 5.50% 2/1/20531 | 969 | 956 | |
Freddie Mac Pool #QF8686 5.50% 2/1/20531 | 492 | 486 | |
Freddie Mac Pool #SD8301 6.00% 2/1/20531 | 5,937 | 5,953 | |
Freddie Mac Pool #SD8305 4.00% 3/1/20531 | 10,055 | 9,130 | |
Freddie Mac Pool #QG1084 4.00% 3/1/20531 | 167 | 152 | |
Freddie Mac Pool #QF8462 5.50% 3/1/20531 | 3,996 | 3,940 | |
Freddie Mac Pool #QF8554 5.50% 3/1/20531 | 626 | 617 | |
Freddie Mac Pool #QG0719 4.00% 4/1/20531 | 528 | 480 | |
Freddie Mac Pool #SD8315 5.00% 4/1/20531 | 10,461 | 10,079 | |
Freddie Mac Pool #SD2716 5.00% 4/1/20531 | 7,262 | 6,999 | |
Freddie Mac Pool #SD8316 5.50% 4/1/20531 | 8,104 | 7,981 | |
Freddie Mac Pool #QG1023 5.50% 4/1/20531 | 889 | 877 | |
Freddie Mac Pool #SD8322 4.50% 5/1/20531 | 21,199 | 19,861 | |
Freddie Mac Pool #SD8324 5.50% 5/1/20531 | 23,243 | 22,885 | |
Freddie Mac Pool #SD3369 5.50% 5/1/20531 | 1,575 | 1,554 | |
Freddie Mac Pool #QG3365 5.50% 5/1/20531 | 926 | 912 | |
Freddie Mac Pool #QG1875 5.50% 5/1/20531 | 573 | 564 | |
Freddie Mac Pool #SD8325 6.00% 5/1/20531 | 25,138 | 25,195 | |
Freddie Mac Pool #SD2861 6.00% 5/1/20531 | 5,817 | 5,854 | |
Freddie Mac Pool #QG3376 6.00% 5/1/20531 | 197 | 198 | |
Freddie Mac Pool #QG4719 5.00% 6/1/20531 | 40,005 | 38,530 | |
Freddie Mac Pool #SD8329 5.00% 6/1/20531 | 2,336 | 2,251 | |
Freddie Mac Pool #SD8331 5.50% 6/1/20531 | 40,946 | 40,299 | |
Freddie Mac Pool #SD8332 6.00% 6/1/20531 | 46,226 | 46,343 | |
Freddie Mac Pool #RA9279 6.00% 6/1/20531 | 5,555 | 5,589 | |
Freddie Mac Pool #RA9283 6.00% 6/1/20531 | 5,143 | 5,176 | |
Freddie Mac Pool #RA9281 6.00% 6/1/20531 | 3,476 | 3,493 | |
Freddie Mac Pool #SD3240 6.00% 6/1/20531 | 2,650 | 2,659 | |
Freddie Mac Pool #RA9284 6.00% 6/1/20531 | 2,386 | 2,420 | |
Freddie Mac Pool #RA9294 6.50% 6/1/20531 | 1,173 | 1,203 | |
Freddie Mac Pool #RA9292 6.50% 6/1/20531 | 1,025 | 1,046 | |
Freddie Mac Pool #RA9289 6.50% 6/1/20531 | 949 | 974 | |
Freddie Mac Pool #RA9288 6.50% 6/1/20531 | 907 | 933 | |
Freddie Mac Pool #RA9287 6.50% 6/1/20531 | 658 | 678 | |
Freddie Mac Pool #RA9290 6.50% 6/1/20531 | 488 | 500 | |
Freddie Mac Pool #RA9291 6.50% 6/1/20531 | 366 | 373 | |
Freddie Mac Pool #RA9295 6.50% 6/1/20531 | 256 | 265 | |
Freddie Mac Pool #QG7153 4.00% 7/1/20531 | 1,161 | 1,055 | |
Freddie Mac Pool #QG7958 4.00% 7/1/20531 | 931 | 845 | |
Freddie Mac Pool #SD8341 5.00% 7/1/20531 | 593 | 572 | |
Freddie Mac Pool #SD8342 5.50% 7/1/20531 | 146,201 | 143,920 | |
Freddie Mac Pool #SD3386 5.50% 7/1/20531 | 4,482 | 4,420 | |
Freddie Mac Pool #QG7363 6.00% 7/1/20531 | 16,560 | 16,605 |
American Funds Mortgage Fund — Page 8 of 17
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Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Freddie Mac Pool #SD3553 6.00% 7/1/20531 | USD5,369 | $5,389 | |
Freddie Mac Pool #SD3356 6.00% 7/1/20531 | 2,291 | 2,296 | |
Freddie Mac Pool #SD8357 4.00% 8/1/20531 | 18,343 | 16,656 | |
Freddie Mac Pool #QG8909 5.00% 8/1/20531 | 636 | 612 | |
Freddie Mac Pool #SD3620 5.50% 8/1/20531 | 14,279 | 14,140 | |
Freddie Mac Pool #RA9636 6.00% 8/1/20531 | 6,266 | 6,286 | |
Freddie Mac Pool #SD8375 4.00% 9/1/20531 | 401 | 364 | |
Freddie Mac Pool #SD8362 5.50% 9/1/20531 | 18,813 | 18,517 | |
Freddie Mac Pool #RA9857 6.00% 9/1/20531 | 41,601 | 41,724 | |
Freddie Mac Pool #RA9854 6.00% 9/1/20531 | 11,931 | 12,022 | |
Freddie Mac Pool #SD8379 4.00% 10/1/20531 | 1,425 | 1,295 | |
Freddie Mac Pool #SD8367 5.50% 10/1/20531 | 72,257 | 71,117 | |
Freddie Mac Pool #SD4053 6.00% 10/1/20531 | 63,425 | 63,584 | |
Freddie Mac Pool #SD8368 6.00% 10/1/20531 | 45,001 | 45,087 | |
Freddie Mac Pool #SD8369 6.50% 10/1/20531 | 12,544 | 12,757 | |
Freddie Mac Pool #SD8390 4.00% 11/1/20531 | 19,355 | 17,578 | |
Freddie Mac Pool #SD4977 5.00% 11/1/20531 | 266,283 | 256,464 | |
Freddie Mac Pool #SD8373 6.00% 11/1/20531 | 88,618 | 88,787 | |
Freddie Mac Pool #QH5655 4.00% 12/1/20531 | 304 | 276 | |
Freddie Mac Pool #SD4842 6.00% 12/1/20531 | 3,419 | 3,431 | |
Freddie Mac Pool #SD8406 4.00% 1/1/20541 | 1,037 | 941 | |
Freddie Mac Pool #QI0001 4.00% 2/1/20541 | 5,497 | 4,991 | |
Freddie Mac Pool #QI0100 4.00% 2/1/20541 | 279 | 253 | |
Freddie Mac Pool #SD4964 6.00% 2/1/20541 | 18,628 | 18,697 | |
Freddie Mac Pool #QI0006 6.00% 2/1/20541 | 5,396 | 5,405 | |
Freddie Mac Pool #SD4966 6.50% 2/1/20541 | 59,165 | 60,457 | |
Freddie Mac Pool #RJ0856 6.50% 2/1/20541 | 10,843 | 11,050 | |
Freddie Mac Pool #QI1723 4.00% 3/1/20541 | 800 | 726 | |
Freddie Mac Pool #QI1357 4.00% 3/1/20541 | 80 | 72 | |
Freddie Mac Pool #SD8408 5.50% 3/1/20541 | 78,504 | 77,253 | |
Freddie Mac Pool #RJ1066 5.50% 3/1/20541 | 12,002 | 11,827 | |
Freddie Mac Pool #RJ1076 6.00% 3/1/20541 | 2,310 | 2,315 | |
Freddie Mac Pool #QI3594 4.00% 4/1/20541 | 1,204 | 1,093 | |
Freddie Mac Pool #SD8420 5.50% 4/1/20541 | 25,747 | 25,340 | |
Freddie Mac Pool #RJ1216 5.50% 4/1/20541 | 6,340 | 6,258 | |
Freddie Mac Pool #RJ1215 5.50% 4/1/20541 | 1,276 | 1,257 | |
Freddie Mac Pool #RJ1348 6.00% 4/1/20541 | 1,998 | 2,008 | |
Freddie Mac Pool #RJ1419 5.50% 5/1/20541 | 5,915 | 5,832 | |
Freddie Mac Pool #RJ1429 6.00% 5/1/20541 | 20,705 | 20,752 | |
Freddie Mac Pool #SD5404 6.50% 5/1/20541 | 52,027 | 53,147 | |
Freddie Mac Pool #RJ1441 6.50% 5/1/20541 | 4,155 | 4,242 | |
Freddie Mac Pool #SD8435 4.00% 6/1/20541 | 750 | 681 | |
Freddie Mac Pool #RJ1726 6.50% 6/1/20541 | 21,029 | 21,482 | |
Freddie Mac, Series K052, Class A2, Multi Family, 3.151% 11/25/20251 | 2,500 | 2,428 | |
Freddie Mac, Series K751, Class A2, Multi Family, 4.412% 3/25/20301 | 24,000 | 23,399 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 1/25/20561,2 | 2,387 | 2,181 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class MT, 3.00% 7/25/20561 | 4,007 | 3,412 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HA, 3.25% 7/25/20561,2 | 9,057 | 8,330 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HT, 3.25% 7/25/20561 | 607 | 528 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 8/25/20561 | 2,827 | 2,569 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 8/25/20561,2 | 2,757 | 2,517 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-1, Class HT, 3.00% 5/25/20571 | 3,786 | 3,155 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 8/25/20571 | 951 | 892 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50% 7/25/20581 | 1,293 | 1,127 |
American Funds Mortgage Fund — Page 9 of 17
unaudited
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MA, 3.50% 7/25/20581 | USD523 | $487 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MT, 3.50% 8/26/20581 | 1,093 | 953 | |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT, 3.50% 10/25/20581 | 672 | 586 | |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50% 6/25/20281 | 4,344 | 4,073 | |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 20-3, Class AC, 2.00% 11/25/20301 | 28,169 | 24,276 | |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 21-1, Class AC, 2.25% 5/26/20311 | 29,458 | 25,768 | |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 21-2, Class AD, 2.00% 7/25/20311 | 24,613 | 21,189 | |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2022-1, Class A1, 3.50% 5/25/20321 | 26,478 | 24,791 | |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 20-2, Class AC, 2.00% 9/27/20601 | 29,691 | 25,629 | |
Government National Mortgage Assn. 2.50% 6/1/20541,3 | 23,900 | 19,925 | |
Government National Mortgage Assn. 3.00% 6/1/20541,3 | 8,808 | 7,610 | |
Government National Mortgage Assn. 4.00% 6/1/20541,3 | 4,827 | 4,438 | |
Government National Mortgage Assn. 5.50% 6/1/20541,3 | 23,449 | 23,264 | |
Government National Mortgage Assn. Pool #778205 4.00% 3/20/20321 | 260 | 251 | |
Government National Mortgage Assn. Pool #778208 4.00% 5/20/20321 | 352 | 338 | |
Government National Mortgage Assn. Pool #796771 6.50% 10/20/20321 | 262 | 264 | |
Government National Mortgage Assn. Pool #AD0867 4.25% 4/20/20341 | 523 | 504 | |
Government National Mortgage Assn. Pool #AH5896 3.75% 7/20/20341 | 561 | 532 | |
Government National Mortgage Assn. Pool #AH5904 3.25% 2/20/20351 | 917 | 853 | |
Government National Mortgage Assn. Pool #AH5907 3.25% 4/20/20351 | 749 | 696 | |
Government National Mortgage Assn. Pool #AH5908 3.25% 5/20/20351 | 1,150 | 1,074 | |
Government National Mortgage Assn. Pool #AC2887 5.00% 7/20/20351 | 86 | 85 | |
Government National Mortgage Assn. Pool #417292 3.25% 8/20/20351 | 1,620 | 1,509 | |
Government National Mortgage Assn. Pool #AA7288 3.75% 6/20/20371 | 282 | 262 | |
Government National Mortgage Assn. Pool #AA4803 6.50% 10/20/20381 | 46 | 47 | |
Government National Mortgage Assn. Pool #773549 6.50% 12/20/20381 | 126 | 128 | |
Government National Mortgage Assn. Pool #783690 6.00% 9/20/20391 | 859 | 894 | |
Government National Mortgage Assn. Pool #AH5905 3.25% 1/20/20401 | 632 | 561 | |
Government National Mortgage Assn. Pool #783689 5.50% 2/20/20401 | 914 | 930 | |
Government National Mortgage Assn. Pool #AH5909 3.25% 5/20/20401 | 396 | 352 | |
Government National Mortgage Assn. Pool #AH5912 3.25% 8/20/20401 | 488 | 433 | |
Government National Mortgage Assn. Pool #AC2904 4.50% 5/20/20411 | 345 | 331 | |
Government National Mortgage Assn. Pool #783688 5.00% 6/20/20411 | 684 | 688 | |
Government National Mortgage Assn. Pool #MA0274 4.50% 7/20/20411 | 194 | 185 | |
Government National Mortgage Assn. Pool #005158 5.00% 8/20/20411 | 490 | 483 | |
Government National Mortgage Assn. Pool #005165 6.50% 8/20/20411 | 43 | 42 | |
Government National Mortgage Assn. Pool #MA0273 4.00% 9/20/20411 | 423 | 387 | |
Government National Mortgage Assn. Pool #AB3621 4.50% 9/20/20411 | 101 | 97 | |
Government National Mortgage Assn. Pool #AE5743 5.00% 9/20/20411 | 1,058 | 1,032 | |
Government National Mortgage Assn. Pool #MA0310 4.50% 10/20/20411 | 418 | 398 | |
Government National Mortgage Assn. Pool #783687 4.50% 12/20/20411 | 506 | 486 | |
Government National Mortgage Assn. Pool #793043 2.75% 1/15/20421 | 280 | 241 | |
Government National Mortgage Assn. Pool #799829 2.75% 2/15/20421 | 163 | 140 | |
Government National Mortgage Assn. Pool #AB2159 4.50% 3/20/20421 | 504 | 484 | |
Government National Mortgage Assn. Pool #770241 4.00% 5/20/20421 | 287 | 271 | |
Government National Mortgage Assn. Pool #AA0526 2.75% 6/15/20421 | 67 | 58 | |
Government National Mortgage Assn. Pool #792276 3.50% 6/15/20421 | 150 | 137 | |
Government National Mortgage Assn. Pool #770242 4.00% 6/20/20421 | 444 | 420 | |
Government National Mortgage Assn. Pool #AC2872 4.00% 6/20/20421 | 174 | 162 | |
Government National Mortgage Assn. Pool #799343 3.50% 7/15/20421 | 318 | 292 | |
Government National Mortgage Assn. Pool #AB1330 2.75% 8/15/20421 | 220 | 189 | |
Government National Mortgage Assn. Pool #AB1591 2.75% 9/15/20421 | 194 | 166 | |
Government National Mortgage Assn. Pool #AG5105 3.50% 9/20/20431 | 263 | 237 | |
Government National Mortgage Assn. Pool #AG5106 4.00% 9/20/20431 | 363 | 339 |
American Funds Mortgage Fund — Page 10 of 17
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Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Government National Mortgage Assn. Pool #AA7306 3.50% 11/20/20431 | USD655 | $587 | |
Government National Mortgage Assn. Pool #AH5880 3.75% 5/20/20441 | 1,026 | 938 | |
Government National Mortgage Assn. Pool #AH5881 4.25% 5/20/20441 | 428 | 402 | |
Government National Mortgage Assn. Pool #MA3727 4.00% 6/20/20461 | 926 | 843 | |
Government National Mortgage Assn. Pool #MA4511 4.00% 6/20/20471 | 3,190 | 2,966 | |
Government National Mortgage Assn. Pool #MA6041 4.50% 7/20/20491 | 262 | 251 | |
Government National Mortgage Assn. Pool #MA6042 5.00% 7/20/20491 | 7 | 7 | |
Government National Mortgage Assn. Pool #MA6709 2.50% 6/20/20501 | 51 | 42 | |
Government National Mortgage Assn. Pool #MA6994 2.00% 11/20/20501 | 8,203 | 6,592 | |
Government National Mortgage Assn. Pool #BZ3978 2.50% 11/20/20501 | 5,630 | 4,669 | |
Government National Mortgage Assn. Pool #MA7051 2.00% 12/20/20501 | 10,402 | 8,347 | |
Government National Mortgage Assn. Pool #785575 2.50% 8/20/20511 | 62,933 | 51,739 | |
Government National Mortgage Assn. Pool #785659 2.50% 10/20/20511 | 7,086 | 5,841 | |
Government National Mortgage Assn. Pool #785792 2.50% 12/20/20511 | 84,641 | 69,507 | |
Government National Mortgage Assn. Pool #786706 2.50% 12/20/20511 | 6,417 | 5,398 | |
Government National Mortgage Assn. Pool #MA7827 2.50% 1/20/20521 | 2,968 | 2,476 | |
Government National Mortgage Assn. Pool #785847 2.50% 1/20/20521 | 2,261 | 1,864 | |
Government National Mortgage Assn. Pool #786647 2.50% 3/20/20521 | 8,851 | 7,362 | |
Government National Mortgage Assn. Pool #786701 2.50% 3/20/20521 | 5,991 | 4,978 | |
Government National Mortgage Assn. Pool #MA7936 2.50% 3/20/20521 | 491 | 409 | |
Government National Mortgage Assn. Pool #MA7987 2.50% 4/20/20521 | 2,901 | 2,420 | |
Government National Mortgage Assn. Pool #MA8266 3.50% 9/20/20521 | 23,504 | 20,986 | |
Government National Mortgage Assn. Pool #MA8346 4.00% 10/20/20521 | 5,962 | 5,483 | |
Government National Mortgage Assn. Pool #MA8426 4.00% 11/20/20521 | 7,337 | 6,748 | |
Government National Mortgage Assn. Pool #MA8567 4.00% 1/20/20531 | 6,493 | 5,971 | |
Government National Mortgage Assn. Pool #MA8723 4.00% 3/20/20531 | 4,198 | 3,861 | |
Government National Mortgage Assn. Pool #MA9015 4.50% 7/20/20531 | 18,651 | 17,642 | |
Government National Mortgage Assn. Pool #773441 5.20% 4/20/20621 | 1 | 1 | |
Government National Mortgage Assn. Pool #AG8235 5.20% 12/20/20641 | 1 | 1 | |
Government National Mortgage Assn. Pool #AQ8290 4.894% 2/20/20661 | 6 | 6 | |
Government National Mortgage Assn. Pool #AQ8292 5.172% 2/20/20661 | 1 | 1 | |
Government National Mortgage Assn., Series 2021-2, Class AH, 1.50% 6/16/20631 | 7,939 | 5,869 | |
Government National Mortgage Assn., Series 2016-H13, Class IO, interest only, 0.481% 5/20/20661,2 | 7,557 | 70 | |
Uniform Mortgage-Backed Security 2.50% 6/1/20391,3 | 26,000 | 23,361 | |
Uniform Mortgage-Backed Security 4.00% 6/1/20391,3 | 11,000 | 10,548 | |
Uniform Mortgage-Backed Security 2.00% 6/1/20541,3 | 16,287 | 12,568 | |
Uniform Mortgage-Backed Security 2.50% 6/1/20541,3 | 5,929 | 4,788 | |
Uniform Mortgage-Backed Security 3.00% 6/1/20541,3 | 16,385 | 13,780 | |
Uniform Mortgage-Backed Security 3.50% 6/1/20541,3 | 6,122 | 5,368 | |
Uniform Mortgage-Backed Security 4.00% 6/1/20541,3 | 11,937 | 10,834 | |
Uniform Mortgage-Backed Security 4.50% 6/1/20541,3 | 170,310 | 159,495 | |
Uniform Mortgage-Backed Security 5.00% 6/1/20541,3 | 153,987 | 148,216 | |
Uniform Mortgage-Backed Security 5.50% 6/1/20541,3 | 42,962 | 42,272 | |
Uniform Mortgage-Backed Security 6.00% 6/1/20541,3 | 180,453 | 180,729 | |
Uniform Mortgage-Backed Security 6.50% 6/1/20541,3 | 276,833 | 281,408 | |
Uniform Mortgage-Backed Security 7.00% 6/1/20541,3 | 72,585 | 74,573 | |
Uniform Mortgage-Backed Security 2.00% 7/1/20541,3 | 52,453 | 40,517 | |
Uniform Mortgage-Backed Security 2.50% 7/1/20541,3 | 26,859 | 21,711 | |
Uniform Mortgage-Backed Security 3.00% 7/1/20541,3 | 319,413 | 268,828 | |
Uniform Mortgage-Backed Security 3.50% 7/1/20541,3 | 64,525 | 56,602 | |
Uniform Mortgage-Backed Security 4.00% 7/1/20541,3 | 83,376 | 75,702 | |
Uniform Mortgage-Backed Security 4.50% 7/1/20541,3 | 487,908 | 456,944 | |
Uniform Mortgage-Backed Security 5.00% 7/1/20541,3 | 368,373 | 354,509 | |
Uniform Mortgage-Backed Security 5.50% 7/1/20541,3 | 4,000 | 3,935 |
American Funds Mortgage Fund — Page 11 of 17
unaudited
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) | |
Uniform Mortgage-Backed Security 6.00% 7/1/20541,3 | USD644,406 | $645,090 | |
Uniform Mortgage-Backed Security 6.50% 7/1/20541,3 | 857,290 | 870,857 | |
Uniform Mortgage-Backed Security 7.00% 7/1/20541,3 | 17,477 | 17,941 | |
9,318,622 | |||
Commercial mortgage-backed securities 1.32% | |||
BOCA Commercial Mortgage Trust, Series 2022-BOCA, Class A, (1-month USD CME Term SOFR + 1.77%) 7.086% 5/15/20391,2,4 | 6,857 | 6,869 | |
BPR Trust, Series 2022-OANA, Class A, (1-month USD CME Term SOFR + 1.898%) 7.215% 4/15/20371,2,4 | 6,000 | 6,043 | |
BX Trust, Series 2022-CSMO, Class A, (1-month USD CME Term SOFR + 2.115%) 7.432% 6/15/20271,2,4 | 7,875 | 7,925 | |
BX Trust, Series 2021-VOLT, Class A, (1-month USD CME Term SOFR + 0.814%) 6.131% 9/15/20361,2,4 | 26,900 | 26,732 | |
BX Trust, Series 2021-ARIA, Class A, (1-month USD CME Term SOFR + 1.014%) 6.33% 10/15/20361,2,4 | 19,921 | 19,762 | |
BX Trust, Series 2021-SOAR, Class A, (1-month USD CME Term SOFR + 0.784%) 6.101% 6/15/20381,2,4 | 15,250 | 15,154 | |
Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 5.82% 10/12/20401,2,4 | 31,782 | 31,982 | |
Extended Stay America Trust, Series 2021-ESH, Class A, (1-month USD CME Term SOFR + 1.194%) 6.511% 7/15/20381,2,4 | 5,749 | 5,748 | |
SREIT Trust, Series 2021-MFP, Class A, (1-month USD CME Term SOFR + 0.845%) 6.162% 11/15/20381,2,4 | 17,252 | 17,198 | |
137,413 | |||
Collateralized mortgage-backed obligations (privately originated) 0.53% | |||
Arroyo Mortgage Trust, Series 2019-1, Class A1, 3.805% 1/25/20491,2,4 | 50 | 47 | |
Cascade Funding Mortgage Trust, Series 2021-HB7, Class A, 1.151% 10/27/20311,2,4 | 4,123 | 4,040 | |
CIM Trust, Series 2022-R2, Class A1, 3.75% 12/25/20611,2,4 | 15,443 | 14,174 | |
COLT Mortgage Loan Trust, Series 2021-5, Class A1, 1.726% 11/26/20661,2,4 | 972 | 829 | |
FARM Mortgage Trust, Series 2024-1, Class A, 4.721% 10/1/20531,2,4 | 19,835 | 18,691 | |
Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 4.75% 4/25/2061 (5.75% on 4/25/2025)1,4,5 | 3,593 | 3,506 | |
Reverse Mortgage Investment Trust, Series 2021-HB1, Class A, 1.259% 11/25/20311,2,4 | 1,399 | 1,367 | |
Towd Point Mortgage Trust, Series 2015-3, Class M2, 4.00% 3/25/20541,2,4 | 3,890 | 3,826 | |
Towd Point Mortgage Trust, Series 2015-4, Class M2, 3.75% 4/25/20551,2,4 | 2,771 | 2,738 | |
Towd Point Mortgage Trust, Series 2016-2, Class M1, 3.00% 8/25/20551,2,4 | 5,731 | 5,544 | |
Towd Point Mortgage Trust, Series 2017-5, Class A1, 6.039% 2/25/20571,2,4 | 54 | 55 | |
54,817 | |||
Total mortgage-backed obligations | 9,510,852 | ||
U.S. Treasury bonds & notes 3.42% U.S. Treasury 3.42% | |||
U.S. Treasury 4.25% 1/31/2026 | 135,000 | 133,469 | |
U.S. Treasury 4.50% 3/31/2026 | 20,000 | 19,857 | |
U.S. Treasury 0.875% 9/30/2026 | 400 | 366 | |
U.S. Treasury 1.25% 5/31/2028 | 3,800 | 3,344 | |
U.S. Treasury 1.25% 6/30/2028 | 19,000 | 16,678 | |
U.S. Treasury 4.125% 7/31/20286 | 118,000 | 116,069 | |
U.S. Treasury 1.75% 1/31/20296 | 10,000 | 8,846 | |
U.S. Treasury 1.625% 5/15/20316 | 6,000 | 4,982 | |
U.S. Treasury 1.25% 8/15/20316 | 6,000 | 4,814 | |
U.S. Treasury 1.875% 2/15/20326 | 10,000 | 8,305 | |
U.S. Treasury 2.875% 5/15/20326 | 5,822 | 5,193 | |
U.S. Treasury 1.375% 11/15/20406 | 3,168 | 1,973 | |
U.S. Treasury 1.875% 2/15/20416 | 27,871 | 18,828 | |
U.S. Treasury 1.875% 2/15/20516 | 11,600 | 6,655 | |
U.S. Treasury 2.00% 8/15/20516 | 11,000 | 6,493 | |
355,872 |
American Funds Mortgage Fund — Page 12 of 17
unaudited
Bonds, notes & other debt instruments (continued) Asset-backed obligations 0.98% | Principal amount (000) | Value (000) | |
ACHV ABS Trust, Series 2023-3PL, Class B, 7.17% 8/19/20301,4 | USD573 | $575 | |
CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/20601,4 | 5,028 | 4,746 | |
CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/20601,4 | 2,236 | 1,931 | |
CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/20611,4 | 9,505 | 8,664 | |
Credit Acceptance Auto Loan Trust, Series 2021-3A, Class A, 1.00% 5/15/20301,4 | 567 | 565 | |
Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28% 2/15/20361,4 | 22,413 | 22,515 | |
Navient Student Loan Trust, Series 2021-A, Class A, 0.84% 5/15/20691,4 | 2,152 | 1,896 | |
Navient Student Loan Trust, Series 2021-C, Class A, 1.06% 10/15/20691,4 | 3,799 | 3,332 | |
Nelnet Student Loan Trust, Series 2021-C, Class AFX, 1.32% 4/20/20621,4 | 5,339 | 4,827 | |
Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/20621,4 | 6,864 | 6,198 | |
Nelnet Student Loan Trust, Series 2021-B, Class AFX, 1.42% 4/20/20621,4 | 18,929 | 17,229 | |
Nelnet Student Loan Trust, Series 2021-C, Class AFL, (1-month USD CME Term SOFR + 0.854%) 6.175% 4/20/20621,2,4 | 9,707 | 9,636 | |
New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/20611,4 | 12,130 | 10,752 | |
SMB Private Education Loan Trust, Series 2021-A, Class APT2, 1.07% 1/15/20531,4 | 1,386 | 1,219 | |
Synchrony Card Issuance Trust, Series 2023-A, Class A, 5.54% 7/15/20291 | 7,488 | 7,515 | |
101,600 | |||
Total bonds, notes & other debt instruments (cost: $10,159,406,000) | 9,968,324 | ||
Short-term securities 40.61% Money market investments 28.02% | Shares | ||
Capital Group Central Cash Fund 5.36%7,8 | 29,159,201 | 2,916,503 | |
Federal agency bills & notes 12.59% Federal agency bonds & notes 10.19% | Weighted average yield at acquisition | Principal amount (000) | |
Federal Home Loan Bank 6/6/2024 | 5.157 % | USD150,000 | 149,935 |
Federal Home Loan Bank 6/7/2024 | 5.175 | 100,000 | 99,942 |
Federal Home Loan Bank 6/21/2024 | 4.979 | 344,000 | 343,100 |
Federal Home Loan Bank 7/3/2024 | 5.167 | 100,000 | 99,563 |
Federal Home Loan Bank 7/10/2024 | 5.001 | 70,200 | 69,821 |
Federal Home Loan Bank 7/17/2024 | 5.191 | 150,000 | 149,037 |
Federal Home Loan Bank 7/19/2024 | 5.157 | 50,000 | 49,665 |
Federal Home Loan Bank 7/24/2024 | 5.155 | 100,000 | 99,256 |
1,060,319 | |||
Interest bearing bills & notes 2.40% | Coupon rate | ||
Federal Home Loan Bank (USD-SOFR + 0.02%) 1/23/2025 2 | 5.350 | 100,000 | 100,367 |
Federal Home Loan Bank (USD-SOFR) 7/29/2024 2 | 5.330 | 150,000 | 149,995 |
250,362 | |||
1,310,681 | |||
Total short-term securities (cost: $4,225,924,000) | 4,227,184 | ||
Total investment securities 136.38% (cost: $14,385,330,000) | 14,195,508 | ||
Other assets less liabilities (36.38)% | (3,786,372 ) | ||
Net assets 100.00% | $10,409,136 |
American Funds Mortgage Fund — Page 13 of 17
unaudited
Futures contracts
Contracts | Type | Number of contracts | Expiration date | Notional amount (000) | Value and unrealized appreciation (depreciation) at 5/31/2024 (000) |
30 Day Federal Funds Futures | Long | 1,283 | 9/3/2024 | USD506,318 | $(248 ) |
3 Month SOFR Futures | Long | 647 | 3/19/2025 | 153,711 | (62 ) |
2 Year U.S. Treasury Note Futures | Long | 23,119 | 10/3/2024 | 4,709,413 | (1,806 ) |
5 Year U.S. Treasury Note Futures | Long | 18,052 | 10/3/2024 | 1,909,845 | (2,598 ) |
10 Year Ultra U.S. Treasury Note Futures | Long | 6,363 | 9/30/2024 | 712,855 | (2,805 ) |
10 Year U.S. Treasury Note Futures | Long | 3,359 | 9/30/2024 | 365,449 | (403 ) |
20 Year U.S. Treasury Bond Futures | Short | 5,369 | 9/30/2024 | (623,140 ) | 5,498 |
30 Year Ultra U.S. Treasury Bond Futures | Long | 1,327 | 9/30/2024 | 162,474 | (2,273 ) |
$(4,697 ) |
Swap contracts
Interest rate swaps
Centrally cleared interest rate swaps
Receive | Pay | Expiration date | Notional amount (000) | Value at 5/31/2024 (000) | Upfront premium paid (received) (000) | Unrealized appreciation (depreciation) at 5/31/2024 (000) | ||
Rate | Payment frequency | Rate | Payment frequency | |||||
3.52647% | Annual | U.S. EFFR | Annual | 6/16/2024 | USD153,802 | $(133 ) | $— | $(133 ) |
3.5291% | Annual | U.S. EFFR | Annual | 6/16/2024 | 166,198 | (144 ) | — | (144 ) |
SOFR | Annual | 3.6038% | Annual | 1/8/2034 | 46,550 | 1,994 | — | 1,994 |
SOFR | Annual | 3.41% | Annual | 7/28/2045 | 115,000 | 10,794 | — | 10,794 |
SOFR | Annual | 3.486% | Annual | 1/17/2054 | 7,844 | 574 | — | 574 |
$13,085 | $— | $13,085 |
Investments in affiliates8
Value at 9/1/2023 (000) | Additions (000) | Reductions (000) | Net realized gain (loss) (000) | Net unrealized appreciation (depreciation) (000) | Value at 5/31/2024 (000) | Dividend or interest income (000) | |
Short-term securities 28.02% | |||||||
Money market investments 28.02% | |||||||
Capital Group Central Cash Fund 5.36%7 | $2,490,179 | $6,339,651 | $5,913,841 | $64 | $450 | $2,916,503 | $87,373 |
1 | Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date. |
2 | Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available. |
3 | Purchased on a TBA basis. |
4 | Acquired in a transaction exempt from registration under Rule 144A or, for commercial paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $286,315,000, which represented 2.75% of the net assets of the fund. |
5 | Step bond; coupon rate may change at a later date. |
6 | All or a portion of this security was pledged as collateral. The total value of pledged collateral was $83,340,000, which represented .80% of the net assets of the fund. |
7 | Rate represents the seven-day yield at 5/31/2024. |
8 | Part of the same “group of investment companies“ as the fund as defined under the Investment Company Act of 1940, as amended. |
American Funds Mortgage Fund — Page 14 of 17
unaudited
Valuation disclosures
Capital Research and Management Company (“CRMC”), the fund’s investment adviser, values the fund’s investments at fair value as defined by accounting principles generally accepted in the United States of America. The net asset value per share is calculated once daily as of the close of regular trading on the New York Stock Exchange, normally 4 p.m. New York time, each day the New York Stock Exchange is open. Security transactions are recorded by the fund as of the date the trades are executed with brokers.
Methods and inputs — The fund’s investment adviser uses the following methods and inputs to establish the fair value of the fund’s assets and liabilities. Use of particular methods and inputs may vary over time based on availability and relevance as market and economic conditions evolve.
Fixed-income securities, including short-term securities, are generally valued at evaluated prices obtained from third-party pricing vendors. Vendors value such securities based on one or more of the inputs described in the following table. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.
Fixed-income class | Examples of standard inputs |
All | Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as “standard inputs”) |
Corporate bonds, notes & loans; convertible securities | Standard inputs and underlying equity of the issuer |
Bonds & notes of governments & government agencies | Standard inputs and interest rate volatilities |
Mortgage-backed; asset-backed obligations | Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information |
The Capital Group Central Cash Fund (“CCF”), a fund within the Capital Group Central Fund Series (“Central Funds“), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF’s portfolio securities. The underlying securities are valued based on the policies and procedures in CCF’s statement of additional information. Exchange-traded options and futures are generally valued at the official closing price for options and official settlement price for futures of the exchange or market on which such instruments are traded, as of the close of business on the day such instruments are being valued. The average month-end notional amount of options on futures while held was $60,800,000. The average month-end notional amount of futures contracts while held was $7,578,777,000. Swaps are generally valued using evaluated prices obtained from third-party pricing vendors who calculate these values based on market inputs that may include the yields of the indices referenced in the instrument and the relevant curve, dealer quotes, default probabilities and recovery rates, and terms of the contract. The average month-end notional amounts of interest rate swaps while held were $746,414,000.
Securities and other assets for which representative market quotations are not readily available or are considered unreliable by the fund’s investment adviser are fair valued as determined in good faith under fair valuation guidelines adopted by the fund’s investment adviser and approved by the board of trustees as further described. The investment adviser follows fair valuation guidelines, consistent with U.S. Securities and Exchange Commission rules and guidance, to consider relevant principles and factors when making fair value determinations. The investment adviser considers relevant indications of value that are reasonably and timely available to it in determining the fair value to be assigned to a particular security, such as the type and cost of the security, restrictions on resale of the security, relevant financial or business developments of the issuer, actively traded similar or related securities, dealer or broker quotes, conversion or exchange rights on the security, related corporate actions, significant events occurring after the close of trading in the security, and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of each share class of the fund is determined. Fair valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.
American Funds Mortgage Fund — Page 15 of 17
unaudited
Processes and structure — The fund’s board of trustees has designated the fund’s investment adviser to make fair value determinations, subject to board oversight. The investment adviser has established a Joint Fair Valuation Committee (the “Committee”) to administer, implement and oversee the fair valuation process and to make fair value decisions. The Committee regularly reviews its own fair value decisions, as well as decisions made under its standing instructions to the investment adviser’s valuation team. The Committee reviews changes in fair value measurements from period to period, pricing vendor information and market data, and may, as deemed appropriate, update the fair valuation guidelines to better reflect the results of back testing and address new or evolving issues. Pricing decisions, processes and controls over security valuation are also subject to additional internal reviews facilitated by the investment adviser’s global risk management group. The Committee reports changes to the fair valuation guidelines to the board of trustees. The fund’s board and audit committee also regularly review reports that describe fair value determinations and methods.
Classifications — The fund’s investment adviser classifies the fund’s assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser’s determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The following tables present the fund’s valuation levels as of May 31, 2024 (dollars in thousands):
Investment securities | ||||
Level 1 | Level 2 | Level 3 | Total | |
Assets: | ||||
Bonds, notes & other debt instruments: | ||||
Mortgage-backed obligations | $— | $9,510,852 | $— | $9,510,852 |
U.S. Treasury bonds & notes | — | 355,872 | — | 355,872 |
Asset-backed obligations | — | 101,600 | — | 101,600 |
Short-term securities | 2,916,503 | 1,310,681 | — | 4,227,184 |
Total | $2,916,503 | $11,279,005 | $— | $14,195,508 |
Other investments* | ||||
Level 1 | Level 2 | Level 3 | Total | |
Assets: | ||||
Unrealized appreciation on futures contracts | $5,498 | $— | $— | $5,498 |
Unrealized appreciation on centrally cleared interest rate swaps | — | 13,362 | — | 13,362 |
Liabilities: | ||||
Unrealized depreciation on futures contracts | (10,195 ) | — | — | (10,195 ) |
Unrealized depreciation on centrally cleared interest rate swaps | — | (277 ) | — | (277 ) |
Total | $(4,697 ) | $13,085 | $— | $8,388 |
*
Futures contracts and interest rate swaps are not included in the fund’s investment portfolio.
Key to abbreviation(s) |
Assn. = Association |
CME = CME Group |
EFFR = Effective Federal Funds Rate |
SOFR = Secured Overnight Financing Rate |
TBA = To be announced |
USD = U.S. dollars |
American Funds Mortgage Fund — Page 16 of 17
unaudited
Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.
Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectus and summary prospectus, which can be obtained from your financial professional and should be read carefully before investing. You may also call American Funds Service Company (AFS) at (800) 421-4225 or visit the Capital Group website at capitalgroup.com.
All Capital Group trademarks mentioned are owned by The Capital Group Companies, Inc., an affiliated company or fund. All other company and product names mentioned are the property of their respective companies.
American Funds Distributors, Inc., member FINRA.
© 2024 Capital Group. All rights reserved.
MFGEFP3-042-0724
American Funds Mortgage Fund — Page 17 of 17