| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
American Funds Insurance Series - Asset Allocation Fund
|
844.38 mm | 32.43 mm shares | 96.85 | Common equity | Long | USA |
|
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp.
|
24.26 mm | 24.26 mm principal | 2.78 | Repurchase agreement | Long | USA |
| Future | 684.13 k | -225.00 contracts | 0.08 | Equity derivative | N/A | USA |
| Future | 37.65 k | -49.00 contracts | 0.00 | Equity derivative | N/A | USA |
| Future | 36.02 k | -19.00 contracts | 0.00 | Equity derivative | N/A | USA |
| Future | 7.74 k | -11.00 contracts | 0.00 | DFE | N/A | USA |
| Future | 4.09 k | -27.00 contracts | 0.00 | Equity derivative | N/A | Germany |
| Future | 1.61 k | -2.00 contracts | 0.00 | Equity derivative | N/A | USA |
