Asset Allocation Fund

Fund Profile

Fund profile

Fund manager

American Funds Insurance Series

Total assets

$29.11 bn

Liabilities

$1.52 bn

Net assets

$27.58 bn

Number of holdings

1.68 k

Top 200 of 1681 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
CAPITAL GROUP CENTRAL CASH FUND	1.88 bn	18.82 mm shares	6.83	Short-term investment vehicle	Long	USA
Broadcom Pte. Ltd.	1.39 bn	8.06 mm shares	5.04	Common equity	Long	USA
CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)	1.37 bn	158.71 mm shares	4.98	Common equity	Long	USA
MSFT Microsoft Corporation	850.11 mm	1.98 mm shares	3.08	Common equity	Long	USA
META Meta Platforms, Inc.	783.96 mm	1.37 mm shares	2.84	Common equity	Long	USA
TSM Taiwan Semiconductor Manufacturing Company Limited	575.18 mm	3.31 mm shares	2.09	Common equity	Long	Taiwan
LLY Eli Lilly and Company	532.57 mm	601.14 k shares	1.93	Common equity	Long	USA
VRTX Vertex Pharmaceuticals Incorporated	455.59 mm	979.59 k shares	1.65	Common equity	Long	USA
CNQ Canadian Natural Resources Limited	439.02 mm	13.22 mm shares	1.59	Common equity	Long	Canada
PM Philip Morris International Inc.	436.43 mm	3.59 mm shares	1.58	Common equity	Long	USA
BKNG Booking Holdings Inc.	420.89 mm	99.92 k shares	1.53	Common equity	Long	USA
UNH UnitedHealth Group Incorporated	392.13 mm	670.68 k shares	1.42	Common equity	Long	USA
GOOG Alphabet Inc.	370.11 mm	2.21 mm shares	1.34	Common equity	Long	USA
GILD Gilead Sciences, Inc.	340.06 mm	4.06 mm shares	1.23	Common equity	Long	USA
HD The Home Depot, Inc.	330.34 mm	815.24 k shares	1.20	Common equity	Long	USA
APO Apollo Global Management, Inc.	328.59 mm	2.63 mm shares	1.19	Common equity	Long	USA
AAPL Apple Inc.	289.78 mm	1.24 mm shares	1.05	Common equity	Long	USA
AON Aon plc	260.23 mm	752.13 k shares	0.94	Common equity	Long	Ireland
LHX L3Harris Technologies, Inc.	240.95 mm	1.01 mm shares	0.87	Common equity	Long	USA
FNV Franco-Nevada Corporation	239.19 mm	1.93 mm shares	0.87	Common equity	Long	Canada
NVDA NVIDIA Corporation	239.13 mm	1.97 mm shares	0.87	Common equity	Long	USA
CMCSA Comcast Corporation	225.34 mm	5.39 mm shares	0.82	Common equity	Long	USA
RCL Royal Caribbean Cruises Ltd.	223.37 mm	1.26 mm shares	0.81	Common equity	Long	USA
ASML ASML Holding N.V.	221.35 mm	265.64 k shares	0.80	Common equity	Long	Netherlands
WPM Wheaton Precious Metals Corp.	204.56 mm	3.35 mm shares	0.74	Common equity	Long	Canada
RGLD Royal Gold, Inc.	197.12 mm	1.41 mm shares	0.71	Common equity	Long	USA
FNCL 2.5 UMBS TBA 10-01-54	196.45 mm	227.55 mm principal	0.71	ABS-mortgage backed security	Long	USA
ATI ATI Inc.	194.48 mm	2.91 mm shares	0.71	Common equity	Long	USA
SYF Synchrony Financial	179.57 mm	3.60 mm shares	0.65	Common equity	Long	USA
DE Deere & Company	165.92 mm	397.58 k shares	0.60	Common equity	Long	USA
LUNDIN MINING CORP	164.81 mm	15.73 mm shares	0.60	Common equity	Long	Canada
AJG Arthur J. Gallagher & Co.	161.14 mm	572.72 k shares	0.58	Common equity	Long	USA
UNITED STATES TREASURY NOTE 4.625% 06-30-25	160.84 mm	160.26 mm principal	0.58	Debt	Long	USA
BX Blackstone Inc.	158.25 mm	1.03 mm shares	0.57	Common equity	Long	USA
ARES Ares Management Corporation	158.24 mm	1.02 mm shares	0.57	Common equity	Long	USA
MA Mastercard Incorporated	157.59 mm	319.13 k shares	0.57	Common equity	Long	USA
BA The Boeing Company	153.11 mm	1.01 mm shares	0.56	Common equity	Long	USA
ORCL Oracle Corporation	152.81 mm	896.76 k shares	0.55	Common equity	Long	USA
AMZN Amazon.com, Inc.	152.71 mm	819.58 k shares	0.55	Common equity	Long	USA
REGN Regeneron Pharmaceuticals, Inc.	145.86 mm	138.75 k shares	0.53	Common equity	Long	USA
GM General Motors Company	145.73 mm	3.25 mm shares	0.53	Common equity	Long	USA
SBUX Starbucks Corporation	142.94 mm	1.47 mm shares	0.52	Common equity	Long	USA
VICI VICI Properties Inc.	140.21 mm	4.21 mm shares	0.51	Common equity	Long	USA
V Visa Inc.	139.95 mm	509.00 k shares	0.51	Common equity	Long	USA
EXR Extra Space Storage Inc.	135.37 mm	751.25 k shares	0.49	Common equity	Long	USA
FNCL UMBS 5.0 SD4977 11-01-53	134.60 mm	134.63 mm principal	0.49	ABS-mortgage backed security	Long	USA
DFS Discover Financial Services	133.93 mm	954.70 k shares	0.49	Common equity	Long	USA
UNITED STATES TREASURY NOTE 4.0% 01-31-29	129.57 mm	127.37 mm principal	0.47	Debt	Long	USA
CAT Caterpillar Inc.	127.11 mm	325.00 k shares	0.46	Common equity	Long	USA
STZ Constellation Brands, Inc.	124.51 mm	483.17 k shares	0.45	Common equity	Long	USA
UNITED STATES TREASURY NOTE 3.875% 08-15-33	120.13 mm	119.14 mm principal	0.44	Debt	Long	USA
NOVO NORDISK AS B	119.06 mm	999.92 k shares	0.43	Common equity	Long	Denmark
UMBS 30YR TBA(REG A) 2.0 UMBS TBA 10-01-54	116.98 mm	141.47 mm principal	0.42	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.625% 02-15-53	113.67 mm	125.00 mm principal	0.41	Debt	Long	USA
ABBV AbbVie Inc.	112.47 mm	569.51 k shares	0.41	Common equity	Long	USA
GE General Electric Company	112.23 mm	595.12 k shares	0.41	Common equity	Long	USA
IR Ingersoll Rand Inc.	110.66 mm	1.13 mm shares	0.40	Common equity	Long	USA
FI Fiserv, Inc.	104.69 mm	582.76 k shares	0.38	Common equity	Long	USA
MO Altria Group, Inc.	100.17 mm	1.96 mm shares	0.36	Common equity	Long	USA
DHI D.R. Horton, Inc.	100.15 mm	525.00 k shares	0.36	Common equity	Long	USA
TDG TransDigm Group Incorporated	100.07 mm	70.12 k shares	0.36	Common equity	Long	USA
UNITED STATES TREASURY NOTE 4.625% 05-15-54	98.74 mm	91.02 mm principal	0.36	Debt	Long	USA
NKE NIKE, Inc.	97.86 mm	1.11 mm shares	0.35	Common equity	Long	USA
JPM JPMorgan Chase & Co.	94.21 mm	446.78 k shares	0.34	Common equity	Long	USA
UNITED STATES TREASURY NOTE 2.625% 05-31-27	93.93 mm	96.25 mm principal	0.34	Debt	Long	USA
COF Capital One Financial Corporation	93.58 mm	625.00 k shares	0.34	Common equity	Long	USA
UMBS 30YR TBA(REG A) 2.5 UMBS TBA 11-01-54	92.89 mm	107.48 mm principal	0.34	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.125% 09-30-27	91.47 mm	90.00 mm principal	0.33	Debt	Long	USA
FNCL 3.5 UMBS TBA 10-01-54	90.85 mm	97.55 mm principal	0.33	ABS-mortgage backed security	Long	USA
AIR AAR Corp.	89.66 mm	612.31 k shares	0.33	Common equity	Long	Netherlands
COP ConocoPhillips	86.75 mm	824.00 k shares	0.31	Common equity	Long	USA
BLK BlackRock, Inc.	83.60 mm	88.05 k shares	0.30	Common equity	Long	USA
UNP Union Pacific Corporation	82.74 mm	335.67 k shares	0.30	Common equity	Long	USA
UNITED STATES TREASURY NOTE 3.5% 09-30-26	80.72 mm	80.95 mm principal	0.29	Debt	Long	USA
FM First Quantum Minerals Ltd	79.15 mm	5.81 mm shares	0.29	Common equity	Long	Canada
GOOG Alphabet Inc.	78.27 mm	471.92 k shares	0.28	Common equity	Long	USA
CME CME Group Inc.	78.08 mm	353.89 k shares	0.28	Common equity	Long	USA
KKR KKR & Co. Inc.	77.79 mm	595.73 k shares	0.28	Common equity	Long	USA
UMBS 30YR TBA(REG A) 4.5 UMBS TBA 11-01-54	77.07 mm	78.36 mm principal	0.28	ABS-mortgage backed security	Long	USA
AXP American Express Company	76.09 mm	280.56 k shares	0.28	Common equity	Long	USA
NUE Nucor Corporation	75.17 mm	500.00 k shares	0.27	Common equity	Long	USA
SAFRAN SA	73.64 mm	312.10 k shares	0.27	Common equity	Long	France
HAL Halliburton Company	73.63 mm	2.53 mm shares	0.27	Common equity	Long	USA
DRI Darden Restaurants, Inc.	73.54 mm	448.08 k shares	0.27	Common equity	Long	USA
AMAT Applied Materials, Inc.	73.37 mm	363.12 k shares	0.27	Common equity	Long	USA
MSTR MicroStrategy Incorporated	72.67 mm	431.00 k shares	0.26	Common equity	Long	USA
UNITED STATES TREASURY NOTE 4.75% 07-31-25	71.93 mm	71.53 mm principal	0.26	Debt	Long	USA
AZN AstraZeneca PLC	71.81 mm	461.00 k shares	0.26	Common equity	Long	UK
FCX Freeport-McMoRan Inc.	71.47 mm	1.43 mm shares	0.26	Common equity	Long	USA
UNITED STATES TREASURY NOTE 3.62% 09-30-31	70.34 mm	70.47 mm principal	0.25	Debt	Long	USA
NDAQ Nasdaq, Inc.	70.26 mm	962.30 k shares	0.25	Common equity	Long	USA
UNITED STATES TREASURY NOTE 3.875% 08-15-34	69.01 mm	68.53 mm principal	0.25	Debt	Long	USA
OWL Blue Owl Capital Inc.	68.47 mm	3.54 mm shares	0.25	Common equity	Long	USA
URI United Rentals, Inc.	68.35 mm	84.42 k shares	0.25	Common equity	Long	USA
Intercontinental Exchange, Inc.	66.28 mm	412.62 k shares	0.24	Common equity	Long	USA
BRO Brown & Brown, Inc.	63.63 mm	614.17 k shares	0.23	Common equity	Long	USA
BAC Bank of America Corporation	62.69 mm	1.58 mm shares	0.23	Common equity	Long	USA
CFR Cullen/Frost Bankers, Inc.	62.02 mm	391.17 k shares	0.22	Common equity	Long	Switzerland
COST Costco Wholesale Corporation	61.96 mm	69.89 k shares	0.22	Common equity	Long	USA
COO The Cooper Companies, Inc.	61.71 mm	559.23 k shares	0.22	Common equity	Long	USA
G2SF 2.0 MA7051 12-20-50	60.17 mm	70.84 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNCL 6.5 UMBS TBA 10-01-54	59.70 mm	57.90 mm principal	0.22	ABS-mortgage backed security	Long	USA
LUV Southwest Airlines Co.	58.75 mm	1.98 mm shares	0.21	Common equity	Long	USA
CHTR Charter Communications, Inc.	58.38 mm	180.15 k shares	0.21	Common equity	Long	USA
UNITED STATES TREASURY NOTE 4.125% 08-15-44	58.24 mm	58.69 mm principal	0.21	Debt	Long	USA
ETN Eaton Corporation plc	57.08 mm	172.21 k shares	0.21	Common equity	Long	USA
ALNY Alnylam Pharmaceuticals, Inc.	56.63 mm	205.92 k shares	0.21	Common equity	Long	USA
CRM Salesforce, Inc.	56.50 mm	206.41 k shares	0.20	Common equity	Long	USA
NESTLE SA	55.45 mm	550.16 k shares	0.20	Common equity	Long	Switzerland
WFC Wells Fargo & Company	55.36 mm	980.00 k shares	0.20	Common equity	Long	USA
UNITED STATES TREASURY NOTE 4.875% 10-31-30	54.19 mm	50.77 mm principal	0.20	Debt	Long	USA
LMT Lockheed Martin Corporation	53.47 mm	91.47 k shares	0.19	Common equity	Long	USA
FNCL UMBS 3.0 FS0647 02-01-52	52.78 mm	57.83 mm principal	0.19	ABS-mortgage backed security	Long	USA
CNC Centene Corporation	50.81 mm	675.00 k shares	0.18	Common equity	Long	USA
UNITED STATES TREASURY NOTE 2.25% 02-15-52	49.12 mm	72.03 mm principal	0.18	Debt	Long	USA
UMBS 30YR TBA(REG A) 4.0 UMBS TBA 11-01-54	49.10 mm	51.07 mm principal	0.18	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.5% 09-30-29	48.91 mm	49.05 mm principal	0.18	Debt	Long	USA
FNCL 3.5 UMBS TBA 11-01-54	48.80 mm	52.36 mm principal	0.18	ABS-mortgage backed security	Long	USA
CCI Crown Castle Inc.	48.76 mm	411.00 k shares	0.18	Common equity	Long	USA
UNITED STATES TREASURY NOTE 2.875% 04-30-29	48.53 mm	50.00 mm principal	0.18	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.875% 05-15-32	47.28 mm	50.00 mm principal	0.17	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.0% 02-29-28	46.84 mm	46.20 mm principal	0.17	Debt	Long	USA
TXRH Texas Roadhouse, Inc.	46.60 mm	263.87 k shares	0.17	Common equity	Long	USA
UMBS 30YR TBA(REG A) 6.5 UMBS TBA 11-01-54	45.98 mm	44.62 mm principal	0.17	ABS-mortgage backed security	Long	USA
SNPS Synopsys, Inc.	45.82 mm	90.49 k shares	0.17	Common equity	Long	USA
PWR Quanta Services, Inc.	45.40 mm	152.26 k shares	0.16	Common equity	Long	USA
RSG Republic Services, Inc.	44.78 mm	222.99 k shares	0.16	Common equity	Long	USA
CPRT Copart, Inc.	43.80 mm	835.83 k shares	0.16	Common equity	Long	USA
UNITED STATES TREASURY NOTE 0.5% 02-28-26	40.61 mm	42.52 mm principal	0.15	Debt	Long	USA
UMBS 30YR TBA(REG A) 3.0 UMBS TBA 10-01-54	39.90 mm	44.45 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 QE7976 08-01-52	38.80 mm	39.38 mm principal	0.14	ABS-mortgage backed security	Long	USA
UMBS 30YR TBA(REG A) 4.5 UMBS TBA 10-01-54	38.36 mm	39.01 mm principal	0.14	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.25% 08-15-54	38.11 mm	37.32 mm principal	0.14	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.375% 11-15-40	37.33 mm	54.99 mm principal	0.14	Debt	Long	USA
MNST Monster Beverage Corporation	36.63 mm	702.22 k shares	0.13	Common equity	Long	USA
NOC Northrop Grumman Corporation	35.98 mm	68.14 k shares	0.13	Common equity	Long	USA
KDP Keurig Dr Pepper Inc.	34.01 mm	907.40 k shares	0.12	Common equity	Long	USA
UNITED STATES TREASURY NOTE 0.5% 06-30-27	33.40 mm	36.30 mm principal	0.12	Debt	Long	USA
AESOP 23-5 A 144A 5.78% 04-20-28/27	33.28 mm	32.38 mm principal	0.12	ABS-other	Long	USA
HLT Hilton Worldwide Holdings Inc.	32.17 mm	139.55 k shares	0.12	Common equity	Long	USA
CTLT Catalent, Inc.	31.99 mm	528.21 k shares	0.12	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	31.94 mm	51.64 k shares	0.12	Common equity	Long	USA
MRK Merck & Co., Inc.	31.86 mm	280.56 k shares	0.12	Common equity	Long	USA
AMT American Tower Corporation	31.85 mm	136.94 k shares	0.12	Common equity	Long	USA
EOG EOG Resources, Inc.	31.26 mm	254.32 k shares	0.11	Common equity	Long	USA
CARR Carrier Global Corporation	30.80 mm	382.61 k shares	0.11	Common equity	Long	USA
CEG Constellation Energy Corporation	30.71 mm	118.12 k shares	0.11	Common equity	Long	USA
G2SF 3.5 MA8425 11-20-52	30.31 mm	32.25 mm principal	0.11	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.25% 06-30-29	29.74 mm	28.88 mm principal	0.11	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.5% 02-15-33	29.03 mm	29.54 mm principal	0.11	Debt	Long	USA
FNCL UMBS 3.0 SD8225 07-01-52	28.93 mm	32.19 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD8362 09-01-53	28.90 mm	28.56 mm principal	0.10	ABS-mortgage backed security	Long	USA
G2SF 4.5 MA9104 08-20-53	28.75 mm	29.09 mm principal	0.10	ABS-mortgage backed security	Long	USA
NE Noble Corporation Plc	27.87 mm	771.17 k shares	0.10	Common equity	Long	USA
CVE Cenovus Energy Inc.	27.69 mm	1.66 mm shares	0.10	Common equity	Long	Canada
FNCL UMBS 5.0 MA5038 06-01-53	27.19 mm	27.18 mm principal	0.10	ABS-mortgage backed security	Long	USA
CVS CVS Health Corporation	27.12 mm	431.27 k shares	0.10	Common equity	Long	USA
UNITED STATES TREASURY NOTE 1.75% 08-15-41	26.85 mm	37.85 mm principal	0.10	Debt	Long	USA
DHR Danaher Corporation	26.60 mm	95.66 k shares	0.10	Common equity	Long	USA
RNR RenaissanceRe Holdings Ltd.	26.57 mm	97.54 k shares	0.10	Common equity	Long	Bermuda
LIN Linde plc	26.30 mm	55.16 k shares	0.10	Common equity	Long	UK
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 01-15-25	26.24 mm	26.56 mm principal	0.10	Debt	Long	USA
BAM Brookfield Asset Management Ltd.	25.88 mm	486.97 k shares	0.09	Common equity	Long	Canada
FNCL UMBS 5.5 SD8372 11-01-53	25.47 mm	25.16 mm principal	0.09	ABS-mortgage backed security	Long	USA
ILMN Illumina, Inc.	25.42 mm	194.90 k shares	0.09	Common equity	Long	USA
QSR Restaurant Brands International Inc.	25.29 mm	350.67 k shares	0.09	Common equity	Long	Canada
MONCLER SPA	25.08 mm	395.00 k shares	0.09	Common equity	Long	Italy
FNCL UMBS 2.0 SD8106 11-01-50	24.70 mm	29.62 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 SD8213 05-01-52	24.32 mm	27.08 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 MA5139 09-01-53	23.87 mm	23.34 mm principal	0.09	ABS-mortgage backed security	Long	USA
DBD Diebold Nixdorf, Incorporated	23.80 mm	532.94 k shares	0.09	Common equity	Long	USA
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD	23.60 mm	773.00 k shares	0.09	Common equity	Long	Taiwan
FNCL UMBS 4.0 MA5341 04-01-54	23.41 mm	24.37 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.0 RA5288 05-01-51	22.98 mm	27.40 mm principal	0.08	ABS-mortgage backed security	Long	USA
DIEBOLD NIXDORF INC TL 144A (TSFR3M+750) FRN 08-11-28	22.49 mm	22.12 mm principal	0.08	Loan	Long	USA
FNCL UMBS 4.0 SD8413 02-01-54	21.74 mm	22.63 mm principal	0.08	ABS-mortgage backed security	Long	USA
JCI Johnson Controls International plc	21.60 mm	278.30 k shares	0.08	Common equity	Long	Ireland
USRE 21-1 A1 144A 1.91% 10-20-61/26	21.27 mm	23.05 mm principal	0.08	ABS-other	Long	USA
UNITED STATES TREASURY NOTE 3.625% 05-15-53	20.64 mm	22.68 mm principal	0.07	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.375% 09-15-27	20.45 mm	20.56 mm principal	0.07	Debt	Long	USA
AMXCA 22-3 A 3.75% 08-16-27/08-15-25	20.16 mm	20.27 mm principal	0.07	ABS-other	Long	USA
AESOP 20-2 A 144A 2.02% 02-20-27/26	19.63 mm	20.24 mm principal	0.07	ABS-other	Long	USA
FNCT UMBS 2.0 RB5071 09-01-40	19.08 mm	21.78 mm principal	0.07	ABS-mortgage backed security	Long	USA
BG Bunge Limited	19.05 mm	197.09 k shares	0.07	Common equity	Long	USA
G2SF 2.5 MA7881 02-20-52	18.55 mm	21.04 mm principal	0.07	ABS-mortgage backed security	Long	USA
FITB Fifth Third Bancorp	18.51 mm	432.00 k shares	0.07	Common equity	Long	USA
MU Micron Technology, Inc.	18.16 mm	175.10 k shares	0.07	Common equity	Long	USA
UNITED STATES TREASURY NOTE 4.25% 06-30-31	17.77 mm	17.17 mm principal	0.06	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.25% 02-15-54	17.52 mm	17.19 mm principal	0.06	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.625% 06-30-26	17.48 mm	17.21 mm principal	0.06	Debt	Long	USA
FNCL UMBS 6.0 SD8402 02-01-54	17.33 mm	16.95 mm principal	0.06	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.0 SD8305 03-01-53	17.25 mm	17.93 mm principal	0.06	ABS-mortgage backed security	Long	USA
MDLZ Mondelez International, Inc.	17.21 mm	233.59 k shares	0.06	Common equity	Long	USA
UNITED STATES TREASURY NOTE 0.625% 05-15-30	17.18 mm	20.23 mm principal	0.06	Debt	Long	USA
ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS)	17.06 mm	184.14 k shares	0.06	Common equity	Long	USA
FNCT UMBS 1.5 FS0305 01-01-42	16.68 mm	19.84 mm principal	0.06	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 RJ1417 05-01-54	16.67 mm	16.39 mm principal	0.06	ABS-mortgage backed security	Long	USA
BSX Boston Scientific Corporation	16.60 mm	198.06 k shares	0.06	Common equity	Long	USA
GNMA2 30YR TBA(REG C) 3.0 TBA 10-01-54	16.39 mm	17.98 mm principal	0.06	ABS-mortgage backed security	Long	USA
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26	16.30 mm	16.94 mm principal	0.06	Debt	Long	Netherlands