| Bonds | 99.55% |
| Cash | 0.00% |
| Other* | 0.45% |
*May include dividends booked but not yet received.
Most transactions in fixed-rate mortgage pass-through securities occur through the use of "to-be-announced" or "TBA" transactions. The Fund regularly enters into TBA agreements. The Fund invests cash pending settlement of any TBA transactions in money market instruments, repurchase agreements or other high-quality, liquid short-term instruments, including money market funds advised by BFA.
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Holdings Detail as of 5/16/2013 (Holdings subject to change)
| CUSIP | Name |
% Net Assets |
Market Value ($) |
Maturity |
Credit Rating Moody's /S&P |
Effective Duration |
Coupon |
Yield to Maturity |
Yield to Worst |
Sector |
|---|---|---|---|---|---|---|---|---|---|---|
| -- | TREASURY NOTE | 2.89 | $451,297,193 | 5/15/2014 | Aaa / AA+ |
0.99 | 4.75 | 0.16 | 0.16 | Treasuries |
| -- | TREASURY BOND | 2.24 | $349,760,781 | 11/15/2016 | Aaa / AA+ |
3.18 | 7.50 | 0.48 | 0.48 | Treasuries |
| -- | TREASURY NOTE | 1.91 | $299,281,333 | 2/15/2020 | Aaa / AA+ |
6.03 | 3.62 | 1.13 | 1.13 | Treasuries |
| -- | TREASURY NOTE | 1.52 | $237,189,867 | 3/31/2017 | Aaa / AA+ |
3.80 | 1.00 | 0.55 | 0.55 | Treasuries |
| -- | TREASURY BOND | 1.51 | $235,268,753 | 8/15/2019 | Aaa / AA+ |
5.16 | 8.12 | 0.98 | 0.98 | Treasuries |
| -- | TREASURY BOND | 1.47 | $230,131,934 | 2/15/2025 | Aaa / AA+ |
8.63 | 7.62 | 1.99 | 1.99 | Treasuries |
| -- | TREASURY BOND | 1.38 | $216,128,383 | 2/15/2040 | Aaa / AA+ |
16.70 | 4.62 | 2.94 | 2.94 | Treasuries |
| -- | TREASURY NOTE | 1.36 | $213,108,619 | 2/28/2018 | Aaa / AA+ |
4.69 | 0.75 | 0.74 | 0.74 | Treasuries |
| -- | TREASURY NOTE | 1.09 | $169,870,910 | 9/30/2014 | Aaa / AA+ |
1.36 | 2.38 | 0.19 | 0.19 | Treasuries |
| -- | TREASURY NOTE | 1.06 | $166,205,442 | 8/31/2013 | P-1 / A-1+ |
0.29 | 3.12 | 0.06 | 0.06 | Treasuries |
| -- | TREASURY NOTE | 0.95 | $149,010,167 | 10/31/2017 | Aaa / AA+ |
4.28 | 1.88 | 0.66 | 0.66 | Treasuries |
| -- | TREASURY NOTE | 0.84 | $130,820,975 | 8/31/2016 | Aaa / AA+ |
3.14 | 3.00 | 0.43 | 0.43 | Treasuries |
| -- | FNMA BENCHMARK NOTES | 0.79 | $123,604,476 | 5/11/2017 | Aaa / AA+ |
3.68 | 5.00 | 0.68 | 0.68 | Agencies |
| -- | TREASURY NOTE | 0.79 | $123,072,299 | 3/15/2015 | Aaa / AA+ |
1.82 | 0.38 | 0.23 | 0.23 | Treasuries |
| -- | FNMA 30YR TBA | 0.75 | $116,707,812 | -- | --/ -- |
-- | 3.00 | -- | -- | |
| -- | TREASURY NOTE | 0.74 | $115,371,718 | 9/30/2016 | Aaa / AA+ |
3.32 | 1.00 | 0.45 | 0.45 | Treasuries |
| -- | TREASURY NOTE | 0.73 | $113,830,028 | 3/31/2015 | Aaa / AA+ |
1.84 | 2.50 | 0.24 | 0.24 | Treasuries |
| -- | FNMA BENCHMARK NOTES | 0.70 | $109,285,398 | 11/20/2014 | Aaa / AA+ |
1.47 | 2.62 | 0.26 | 0.26 | Agencies |
| -- | FNMA BENCHMARK NOTES | 0.66 | $103,641,529 | 4/15/2015 | Aaa / AA+ |
1.84 | 5.00 | 0.29 | 0.29 | Agencies |
| -- | TREASURY NOTE | 0.65 | $101,114,963 | 1/31/2016 | Aaa / AA+ |
2.63 | 2.00 | 0.34 | 0.34 | Treasuries |
| -- | TREASURY NOTE | 0.64 | $99,565,494 | 7/31/2015 | Aaa / AA+ |
2.16 | 1.75 | 0.26 | 0.26 | Treasuries |
| -- | TREASURY BOND | 0.63 | $99,031,201 | 11/15/2015 | Aaa / AA+ |
2.29 | 9.88 | 0.31 | 0.31 | Treasuries |
| -- | TREASURY BOND | 0.63 | $98,582,403 | 8/15/2015 | Aaa / AA+ |
2.04 | 10.62 | 0.27 | 0.27 | Treasuries |
| -- | TREASURY NOTE | 0.60 | $94,423,789 | 4/30/2017 | Aaa / AA+ |
3.89 | 0.88 | 0.57 | 0.57 | Treasuries |
| -- | TREASURY BOND | 0.59 | $92,612,296 | 2/15/2041 | Aaa / AA+ |
16.99 | 4.75 | 2.96 | 2.96 | Treasuries |
| -- | FHLMC REFER | 0.59 | $92,081,077 | 12/29/2014 | Aaa / AA+ |
1.61 | 0.62 | 0.24 | 0.24 | Agencies |
| -- | FNMA 30YR TBA(REG A) | 0.58 | $90,745,297 | 6/13/2013 | Aaa / AA+ |
4.22 | 3.50 | 2.12 | 2.12 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.56 | $87,858,936 | 2/15/2015 | Aaa / AA+ |
1.69 | 4.00 | 0.23 | 0.23 | Treasuries |
| -- | TREASURY NOTE | 0.55 | $86,342,096 | 2/15/2022 | Aaa / AA+ |
7.98 | 2.00 | 1.63 | 1.63 | Treasuries |
| -- | FNMA 30YR | 0.53 | $83,482,256 | 12/1/2042 | Aaa / AA+ |
5.32 | 3.00 | 2.29 | 2.29 | MBS PASSTHROUGH |
| -- | GNMA2 30YR | 0.52 | $80,566,133 | 9/20/2042 | Aaa / AA+ |
5.30 | 3.50 | 2.08 | 2.08 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.52 | $80,537,598 | 1/31/2018 | Aaa / AA+ |
4.60 | 0.88 | 0.73 | 0.73 | Treasuries |
| -- | GNMA2 30YR TBA(REG C) | 0.50 | $78,922,482 | 6/20/2013 | NR / AA+ |
4.22 | 3.00 | 1.83 | 1.83 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.50 | $78,846,062 | 4/30/2016 | Aaa / AA+ |
2.88 | 2.00 | 0.37 | 0.37 | Treasuries |
| -- | TREASURY NOTE | 0.50 | $77,989,343 | 6/15/2013 | P-1 / A-1+ |
0.08 | 1.12 | 0.15 | 0.15 | Treasuries |
| -- | TREASURY BOND | 0.49 | $76,955,183 | 5/15/2030 | Aaa / AA+ |
11.82 | 6.25 | 2.51 | 2.51 | Treasuries |
| -- | TREASURY BOND | 0.48 | $75,028,716 | 8/15/2039 | Aaa / AA+ |
16.60 | 4.50 | 2.93 | 2.93 | Treasuries |
| -- | FNMA 15YR TBA(REG B) | 0.47 | $72,987,751 | 6/18/2013 | Aaa / AA+ |
4.28 | 2.50 | 1.57 | 1.57 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.45 | $70,165,473 | 1/31/2017 | Aaa / AA+ |
3.50 | 3.12 | 0.51 | 0.51 | Treasuries |
| -- | TREASURY NOTE | 0.43 | $67,589,311 | 12/31/2014 | Aaa / AA+ |
1.59 | 2.62 | 0.21 | 0.21 | Treasuries |
| -- | GSMS_07-GG10 | 0.42 | $65,447,944 | 8/10/2045 | A1 / BBB- |
3.49 | 6.00 | 2.03 | 2.03 | CMBS |
| -- | FGOLD 15YR TBA(REG B) | 0.42 | $65,213,735 | 6/18/2013 | Aaa / AA+ |
4.27 | 2.50 | 1.61 | 1.61 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.42 | $65,000,926 | 8/31/2016 | Aaa / AA+ |
3.23 | 1.00 | 0.43 | 0.43 | Treasuries |
| -- | FHLMC REFERENCE NOTE | 0.41 | $64,269,430 | 5/27/2016 | Aaa / AA+ |
2.90 | 2.50 | 0.43 | 0.43 | Agencies |
| -- | TREASURY NOTE | 0.41 | $64,056,061 | 9/30/2015 | Aaa / AA+ |
2.34 | 1.25 | 0.28 | 0.28 | Treasuries |
| -- | GNMA2 30YR | 0.39 | $61,568,917 | 7/20/2040 | Aaa / AA+ |
4.28 | 5.00 | 2.46 | 2.46 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.39 | $60,355,659 | 4/30/2018 | Aaa / AA+ |
4.67 | 2.62 | 0.76 | 0.76 | Treasuries |
| -- | FHLMC GOLD 30YR | 0.37 | $57,270,782 | 10/1/2042 | Aaa / AA+ |
5.39 | 3.50 | 2.24 | 2.24 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.36 | $56,177,581 | 5/31/2017 | Aaa / AA+ |
3.97 | 0.62 | 0.59 | 0.59 | Treasuries |
| -- | TREASURY BOND | 0.36 | $56,150,400 | 11/15/2042 | Aaa / AA+ |
19.74 | 2.75 | 3.08 | 3.08 | Treasuries |
| -- | TREASURY NOTE | 0.36 | $55,680,099 | 10/15/2014 | Aaa / AA+ |
1.41 | 0.50 | 0.18 | 0.18 | Treasuries |
| -- | TREASURY NOTE | 0.35 | $54,551,296 | 4/30/2019 | Aaa / AA+ |
5.73 | 1.25 | 0.99 | 0.99 | Treasuries |
| -- | TREASURY NOTE | 0.34 | $53,850,118 | 2/15/2023 | Aaa / AA+ |
8.79 | 2.00 | 1.82 | 1.82 | Treasuries |
| -- | TREASURY NOTE | 0.34 | $53,639,948 | 8/15/2021 | Aaa / AA+ |
7.54 | 2.12 | 1.52 | 1.52 | Treasuries |
| -- | FGOLD 30YR GIANT | 0.34 | $53,537,590 | 12/1/2042 | Aaa / AA+ |
5.36 | 3.00 | 2.32 | 2.32 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.34 | $53,302,891 | 8/15/2015 | Aaa / AA+ |
2.15 | 4.25 | 0.28 | 0.28 | Treasuries |
| -- | TREASURY NOTE | 0.34 | $53,086,071 | 5/15/2020 | Aaa / AA+ |
6.29 | 3.50 | 1.20 | 1.20 | Treasuries |
| -- | FHLB | 0.34 | $52,898,860 | 6/14/2013 | Aaa / AA+ |
0.08 | 3.88 | 0.27 | 0.27 | Agencies |
| -- | FNMA 30YR | 0.33 | $51,580,641 | 7/1/2040 | Aaa / AA+ |
4.31 | 4.00 | 2.42 | 2.42 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.33 | $51,395,737 | 8/1/2040 | Aaa / AA+ |
4.28 | 4.50 | 2.69 | 2.69 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.32 | $49,541,545 | 6/1/2042 | Aaa / AA+ |
3.66 | 3.50 | 1.84 | 1.84 | MBS PASSTHROUGH |
| -- | TREASURY BOND | 0.32 | $49,293,713 | 11/15/2039 | Aaa / AA+ |
16.92 | 4.38 | 2.94 | 2.94 | Treasuries |
| -- | TREASURY NOTE | 0.32 | $49,236,513 | 5/31/2018 | Aaa / AA+ |
4.73 | 2.38 | 0.78 | 0.78 | Treasuries |
| -- | FHLB | 0.31 | $49,202,549 | 5/29/2013 | Aaa / AA+ |
0.04 | 3.62 | 0.57 | 0.57 | Agencies |
| -- | FNMA 30YR | 0.31 | $48,744,430 | 1/1/2043 | Aaa / AA+ |
5.35 | 3.50 | 2.29 | 2.29 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.31 | $48,706,587 | 5/31/2015 | Aaa / AA+ |
1.99 | 2.12 | 0.25 | 0.25 | Treasuries |
| -- | TREASURY NOTE | 0.30 | $47,541,508 | 8/31/2017 | Aaa / AA+ |
4.22 | 0.62 | 0.64 | 0.64 | Treasuries |
| -- | GNMA2 30YR | 0.29 | $45,804,921 | 4/20/2043 | Aaa / AA+ |
7.57 | 3.50 | 2.54 | 2.54 | MBS PASSTHROUGH |
| -- | FGOLD 30YR | 0.29 | $45,793,540 | 1/1/2041 | Aaa / AA+ |
4.49 | 4.00 | 2.48 | 2.48 | MBS PASSTHROUGH |
| -- | EUROPEAN INVESTMENT BANK | 0.29 | $45,458,016 | 5/15/2014 | Aaa / AAA |
0.98 | 4.62 | 0.31 | 0.31 | Supranational |
| -- | TREASURY NOTE | 0.29 | $44,961,609 | 12/31/2017 | Aaa / AA+ |
4.53 | 0.75 | 0.71 | 0.71 | Treasuries |
| -- | TREASURY NOTE | 0.28 | $43,075,325 | 2/28/2015 | Aaa / AA+ |
1.75 | 2.38 | 0.23 | 0.23 | Treasuries |
| -- | FNMA 30YR TBA(REG A) | 0.27 | $41,889,685 | 6/13/2013 | Aaa / AA+ |
4.18 | 4.00 | 2.39 | 2.39 | MBS PASSTHROUGH |
| -- | GNMA2 30YR | 0.25 | $39,176,471 | 12/20/2042 | Aaa / AA+ |
5.29 | 3.00 | 2.02 | 2.02 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.25 | $38,962,738 | 1/1/2041 | Aaa / AA+ |
4.41 | 4.50 | 2.75 | 2.75 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.25 | $38,590,093 | 11/30/2017 | Aaa / AA+ |
4.46 | 0.62 | 0.69 | 0.69 | Treasuries |
| -- | GNMA2 30YR | 0.24 | $36,794,809 | 12/20/2041 | Aaa / AA+ |
6.31 | 4.00 | 2.69 | 2.69 | MBS PASSTHROUGH |
| -- | GNMA2 30YR | 0.23 | $36,306,371 | 10/20/2040 | Aaa / AA+ |
4.42 | 4.50 | 2.26 | 2.26 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.23 | $36,118,783 | 9/1/2034 | Aaa / AA+ |
3.44 | 5.50 | 2.54 | 2.54 | MBS PASSTHROUGH |
| -- | GNMA2 30YR | 0.23 | $35,788,748 | 6/20/2041 | Aaa / AA+ |
5.17 | 4.50 | 2.68 | 2.68 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.23 | $35,371,178 | 8/15/2022 | Aaa / AA+ |
8.51 | 1.62 | 1.74 | 1.74 | Treasuries |
| -- | GNMA 30YR PLATINUM | 0.22 | $33,961,311 | 7/15/2039 | Aaa / AA+ |
3.08 | 5.00 | 2.07 | 2.07 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.21 | $33,553,808 | 10/1/2042 | Aaa / AA+ |
3.67 | 3.50 | 1.84 | 1.84 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.21 | $32,666,720 | 12/15/2014 | Aaa / AA+ |
1.58 | 0.25 | 0.20 | 0.20 | Treasuries |
| -- | FGOLD 15YR TBA(REG B) | 0.21 | $32,394,131 | 6/18/2013 | Aaa / AA+ |
3.33 | 3.50 | 1.76 | 1.76 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.21 | $32,353,253 | 3/31/2019 | Aaa / AA+ |
5.61 | 1.50 | 0.97 | 0.97 | Treasuries |
| -- | FNMA 30YR | 0.21 | $32,288,109 | 9/1/2040 | Aaa / AA+ |
4.29 | 4.50 | 2.69 | 2.69 | MBS PASSTHROUGH |
| -- | FGOLD 30YR GIANT | 0.20 | $31,630,708 | 3/1/2038 | Aaa / AA+ |
3.24 | 5.00 | 2.62 | 2.62 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.20 | $31,300,998 | 5/1/2041 | Aaa / AA+ |
5.19 | 5.00 | 3.03 | 3.03 | MBS PASSTHROUGH |
| -- | TREASURY BOND | 0.19 | $30,162,234 | 2/15/2037 | Aaa / AA+ |
15.43 | 4.75 | 2.85 | 2.85 | Treasuries |
| -- | FHLMC REFERENCE NOTES | 0.19 | $30,128,907 | 7/15/2032 | Aaa / AA+ |
12.47 | 6.25 | 3.05 | 3.05 | Agencies |
| -- | FGOLD 30YR | 0.19 | $30,057,781 | 11/1/2040 | Aaa / AA+ |
4.43 | 4.50 | 2.89 | 2.89 | MBS PASSTHROUGH |
| -- | FHLMC REFER | 0.19 | $29,987,427 | 3/7/2018 | Aaa / AA+ |
4.69 | 0.88 | 0.89 | 0.89 | Agencies |
| -- | FNMA 15YR | 0.19 | $29,847,842 | 10/1/2025 | Aaa / AA+ |
3.41 | 4.00 | 1.92 | 1.92 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.19 | $29,679,328 | 11/1/2033 | Aaa / AA+ |
3.41 | 5.00 | 2.31 | 2.31 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.19 | $29,456,063 | 11/1/2042 | Aaa / AA+ |
5.30 | 3.00 | 2.31 | 2.31 | MBS PASSTHROUGH |
| -- | FNMA BENCHMARK NOTES | 0.19 | $29,240,223 | 6/26/2013 | Aaa / AA+ |
0.11 | 1.50 | 0.15 | 0.15 | Agencies |
| -- | FNMA 30YR | 0.18 | $28,773,067 | 8/1/2041 | Aaa / AA+ |
5.19 | 4.50 | 3.00 | 3.00 | MBS PASSTHROUGH |
| -- | TREASURY BOND | 0.18 | $28,694,724 | 8/15/2017 | Aaa / AA+ |
3.66 | 8.88 | 0.59 | 0.59 | Treasuries |
| -- | GOLDMAN SACHS GROUP INC | 0.18 | $28,656,932 | 10/1/2014 | A3 / A- |
1.33 | 5.00 | 1.03 | 1.03 | Financial Institutions |
| -- | FHLMC GOLD 30YR | 0.18 | $28,610,610 | 6/1/2042 | Aaa / AA+ |
4.91 | 3.50 | 2.27 | 2.27 | MBS PASSTHROUGH |
| -- | FGOLD 30YR TBA(REG A) | 0.18 | $28,565,094 | 6/13/2013 | Aaa / AA+ |
4.21 | 3.50 | 2.17 | 2.17 | MBS PASSTHROUGH |
| -- | FGOLD 30YR | 0.18 | $28,439,766 | 1/1/2043 | Aaa / AA+ |
5.34 | 3.00 | 2.35 | 2.35 | MBS PASSTHROUGH |
| -- | GNMA2 30YR | 0.18 | $28,355,378 | 9/20/2040 | Aaa / AA+ |
4.46 | 4.00 | 1.95 | 1.95 | MBS PASSTHROUGH |
| -- | FNMA 15YR | 0.18 | $27,575,976 | 11/1/2027 | Aaa / AA+ |
4.13 | 2.50 | 1.46 | 1.46 | MBS PASSTHROUGH |
| -- | FGOLD 15YR TBA(REG B) | 0.17 | $27,322,695 | 6/18/2013 | Aaa / AA+ |
2.53 | 3.00 | 0.95 | 0.95 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.17 | $27,013,599 | 6/1/2039 | Aaa / AA+ |
3.47 | 6.00 | 2.68 | 2.68 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.17 | $25,822,244 | 8/1/2037 | Aaa / AA+ |
3.22 | 6.00 | 3.00 | 3.00 | MBS PASSTHROUGH |
| -- | GNMA 30YR PLATINUM | 0.16 | $25,716,632 | 1/15/2040 | Aaa / AA+ |
3.39 | 5.50 | 2.77 | 2.77 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.16 | $25,601,487 | 5/1/2037 | Aaa / AA+ |
3.18 | 5.50 | 2.69 | 2.69 | MBS PASSTHROUGH |
| -- | GNMA 30YR | 0.16 | $25,153,425 | 9/15/2040 | Aaa / AA+ |
4.34 | 4.50 | 2.50 | 2.50 | MBS PASSTHROUGH |
| -- | FNMA 30YR TBA(REG A) | 0.16 | $25,077,253 | 6/13/2013 | Aaa / AA+ |
3.59 | 5.00 | 2.68 | 2.68 | MBS PASSTHROUGH |
| -- | EUROPEAN INVESTMENT BANK | 0.16 | $24,634,069 | 2/16/2021 | Aaa / AAA |
6.71 | 4.00 | 1.76 | 1.76 | Supranational |
| -- | MERRILL LYNCH & CO INC | 0.16 | $24,441,001 | 1/15/2015 | Baa2 / A- |
1.58 | 5.00 | 1.35 | 1.35 | Financial Institutions |
| -- | FNMA 15YR | 0.16 | $24,426,514 | 1/1/2027 | Aaa / AA+ |
4.55 | 3.00 | 1.79 | 1.79 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.16 | $24,369,751 | 11/1/2033 | Aaa / AA+ |
3.17 | 5.50 | 2.36 | 2.36 | MBS PASSTHROUGH |
| -- | FHLMC GOLD 30YR | 0.15 | $24,025,031 | 2/1/2043 | Aaa / AA+ |
5.36 | 3.00 | 2.35 | 2.35 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.15 | $23,853,725 | 9/1/2036 | Aaa / AA+ |
3.38 | 6.00 | 3.11 | 3.11 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.15 | $23,472,494 | 2/1/2043 | Aaa / AA+ |
5.35 | 3.50 | 2.37 | 2.37 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.15 | $23,463,836 | 9/1/2039 | Aaa / AA+ |
3.06 | 4.50 | 2.00 | 2.00 | MBS PASSTHROUGH |
| -- | KFW | 0.15 | $23,268,776 | 1/12/2015 | Aaa / AAA |
1.64 | 1.00 | 0.30 | 0.30 | Agencies |
| -- | GNMA2 30YR TBA(REG C) | 0.15 | $23,123,151 | 6/20/2013 | NR / AA+ |
4.27 | 3.50 | 1.78 | 1.78 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.15 | $22,949,522 | 12/1/2040 | Aaa / AA+ |
4.44 | 4.00 | 2.47 | 2.47 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.15 | $22,874,171 | 5/15/2021 | Aaa / AA+ |
7.15 | 3.12 | 1.44 | 1.44 | Treasuries |
| -- | FNMA 30YR | 0.15 | $22,821,974 | 2/1/2036 | Aaa / AA+ |
3.35 | 5.00 | 2.34 | 2.34 | MBS PASSTHROUGH |
| -- | GNMA 30YR PLATINUM | 0.15 | $22,714,356 | 3/15/2037 | Aaa / AA+ |
3.32 | 6.00 | 2.07 | 2.07 | MBS PASSTHROUGH |
| -- | GNMA 30YR | 0.14 | $22,000,605 | 8/15/2039 | Aaa / AA+ |
3.09 | 4.50 | 1.80 | 1.80 | MBS PASSTHROUGH |
| -- | FGOLD 30YR GIANT | 0.14 | $21,991,998 | 5/1/2041 | Aaa / AA+ |
4.86 | 4.50 | 2.31 | 2.31 | MBS PASSTHROUGH |
| -- | GNMA 30YR | 0.14 | $21,459,142 | 2/15/2041 | Aaa / AA+ |
4.80 | 4.00 | 2.18 | 2.18 | MBS PASSTHROUGH |
| -- | GNMA2 30YR | 0.14 | $21,412,266 | 9/20/2041 | Aaa / AA+ |
6.25 | 4.50 | 2.93 | 2.93 | MBS PASSTHROUGH |
| -- | GNMA 30YR | 0.13 | $21,074,430 | 1/15/2043 | Aaa / AA+ |
5.44 | 3.50 | 1.98 | 1.98 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.13 | $21,011,548 | 8/1/2037 | Aaa / AA+ |
3.49 | 6.50 | 2.91 | 2.91 | MBS PASSTHROUGH |
| -- | GNMA2 30YR | 0.13 | $20,553,421 | 3/20/2043 | Aaa / AA+ |
7.56 | 3.50 | 2.51 | 2.51 | MBS PASSTHROUGH |
| -- | CD_07-CD4 | 0.13 | $20,459,173 | 12/11/2049 | Aa3 / AAA |
3.29 | 5.32 | 1.42 | 1.42 | CMBS |
| -- | FNMA 30YR | 0.13 | $20,374,188 | 2/1/2041 | Aaa / AA+ |
4.79 | 4.00 | 2.17 | 2.17 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.13 | $20,322,524 | 9/1/2040 | Aaa / AA+ |
5.18 | 4.00 | 2.70 | 2.70 | MBS PASSTHROUGH |
| -- | GNMA2 30YR | 0.13 | $20,284,592 | 8/20/2040 | Aaa / AA+ |
4.28 | 5.00 | 2.47 | 2.47 | MBS PASSTHROUGH |
| -- | TREASURY NOTE | 0.13 | $20,209,974 | 2/15/2021 | Aaa / AA+ |
6.81 | 3.62 | 1.38 | 1.38 | Treasuries |
| -- | FGOLD 30YR GIANT | 0.13 | $20,200,949 | 7/1/2036 | Aaa / AA+ |
3.49 | 5.50 | 2.99 | 2.99 | MBS PASSTHROUGH |
| -- | FGOLD 30YR | 0.13 | $20,178,237 | 9/1/2040 | Aaa / AA+ |
4.31 | 5.00 | 3.00 | 3.00 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.13 | $20,055,607 | 3/1/2040 | Aaa / AA+ |
4.00 | 5.00 | 2.36 | 2.36 | MBS PASSTHROUGH |
| -- | MSC_05-HQ6 | 0.13 | $19,971,460 | 8/13/2042 | NR / AAA |
1.88 | 4.99 | 1.20 | 1.20 | CMBS |
| -- | VERIZON COMMUNICATIONS INC. | 0.12 | $19,494,900 | 12/1/2030 | A3 / A- |
10.56 | 7.75 | 4.49 | 4.49 | Industrial |
| -- | GNMA 30YR PLATINUM | 0.12 | $19,482,366 | 1/15/2039 | Aaa / AA+ |
2.92 | 5.00 | 1.94 | 1.94 | MBS PASSTHROUGH |
| -- | FNMA 15YR | 0.12 | $19,401,205 | 6/1/2027 | Aaa / AA+ |
3.11 | 3.00 | 1.19 | 1.19 | MBS PASSTHROUGH |
| -- | GNMA2 30YR | 0.12 | $19,309,729 | 8/20/2040 | Aaa / AA+ |
4.30 | 4.50 | 2.20 | 2.20 | MBS PASSTHROUGH |
| -- | LANDWIRTSCHAFTLICHE RENTENBANK | 0.12 | $19,024,313 | 11/8/2016 | Aaa / AAA |
3.24 | 5.00 | 0.61 | 0.61 | Agencies |
| -- | ITALY (REPUBLIC OF) | 0.12 | $19,001,811 | 9/20/2016 | Aaa / A+ |
3.07 | 5.25 | 2.26 | 2.26 | Sovereign |
| -- | BSCMS_05-PW10 | 0.12 | $18,639,000 | 12/11/2040 | NR / AAA |
2.17 | 5.41 | 1.15 | 1.15 | CMBS |
| -- | TREASURY BOND | 0.12 | $18,622,794 | 5/15/2041 | Aaa / AA+ |
17.49 | 4.38 | 2.98 | 2.98 | Treasuries |
| -- | JPMORGAN CHASE & CO | 0.12 | $18,362,680 | 4/23/2019 | A2 / A |
5.07 | 6.30 | 2.25 | 2.25 | Financial Institutions |
| -- | TREASURY NOTE | 0.12 | $18,269,175 | 8/15/2020 | Aaa / AA+ |
6.60 | 2.62 | 1.28 | 1.28 | Treasuries |
| -- | CONOCOPHILLIPS | 0.12 | $18,223,916 | 10/15/2032 | A1 / A |
12.41 | 5.90 | 3.93 | 3.93 | Industrial |
| -- | FNMA 30YR | 0.12 | $18,178,100 | 3/1/2042 | Aaa / AA+ |
4.89 | 4.00 | 2.20 | 2.20 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.12 | $18,155,367 | 4/1/2035 | Aaa / AA+ |
3.36 | 5.00 | 2.34 | 2.34 | MBS PASSTHROUGH |
| -- | CITIGROUP INC | 0.11 | $17,831,746 | 7/15/2039 | Baa2 / A- |
13.18 | 8.12 | 4.75 | 4.75 | Financial Institutions |
| -- | FGOLD 15YR | 0.11 | $17,689,691 | 11/1/2025 | Aaa / AA+ |
3.49 | 3.50 | 1.74 | 1.74 | MBS PASSTHROUGH |
| -- | IBM CORP | 0.11 | $17,661,989 | 9/14/2017 | Aa3 / AA- |
3.89 | 5.70 | 1.17 | 1.17 | Industrial |
| -- | LBUBS_04-C4 | 0.11 | $17,602,327 | 6/15/2029 | Aaa / AAA |
0.93 | 5.50 | 1.74 | 1.74 | CMBS |
| -- | FGOLD 30YR | 0.11 | $17,557,001 | 8/1/2040 | Aaa / AA+ |
4.31 | 4.50 | 2.85 | 2.85 | MBS PASSTHROUGH |
| -- | FNMA 15YR | 0.11 | $17,398,565 | 2/1/2026 | Aaa / AA+ |
3.47 | 3.50 | 1.68 | 1.68 | MBS PASSTHROUGH |
| -- | FNMA BENCHMARK NOTES | 0.11 | $17,350,714 | 11/15/2030 | Aaa / AA+ |
11.75 | 6.62 | 3.01 | 3.01 | Agencies |
| -- | TREASURY BOND | 0.11 | $17,034,308 | 2/15/2036 | Aaa / AA+ |
15.16 | 4.50 | 2.83 | 2.83 | Treasuries |
| -- | BANK OF AMERICA CORP | 0.11 | $16,982,239 | 7/1/2020 | Baa2 / A- |
5.88 | 5.62 | 2.89 | 2.89 | Financial Institutions |
| -- | WELLS FARGO & COMPANY | 0.11 | $16,811,041 | 11/15/2014 | A3 / A |
1.46 | 5.00 | 0.88 | 0.88 | Financial Institutions |
| -- | FNMA 30YR | 0.11 | $16,692,668 | 12/1/2041 | Aaa / AA+ |
6.31 | 4.00 | 2.93 | 2.93 | MBS PASSTHROUGH |
| -- | FNMA 30YR TBA(REG A) | 0.11 | $16,613,581 | 6/13/2013 | Aaa / AA+ |
4.16 | 6.00 | 3.73 | 3.73 | MBS PASSTHROUGH |
| -- | GENERAL ELECTRIC CO | 0.11 | $16,583,770 | 12/6/2017 | Aa3 / AA+ |
4.04 | 5.25 | 1.37 | 1.37 | Industrial |
| -- | TREASURY BOND | 0.11 | $16,480,840 | 5/15/2040 | Aaa / AA+ |
17.12 | 4.38 | 2.95 | 2.95 | Treasuries |
| -- | FNMA 30YR | 0.10 | $16,378,287 | 7/1/2041 | Aaa / AA+ |
5.18 | 4.50 | 3.00 | 3.00 | MBS PASSTHROUGH |
| -- | CSMC_06-C4 | 0.10 | $16,354,650 | 9/15/2039 | Aaa / AAA |
2.83 | 5.47 | 1.48 | 1.48 | CMBS |
| -- | FGOLD 30YR GIANT | 0.10 | $16,339,082 | 11/1/2037 | Aaa / AA+ |
3.34 | 6.00 | 3.11 | 3.11 | MBS PASSTHROUGH |
| -- | BELLSOUTH CORPORATION | 0.10 | $16,213,605 | 11/15/2034 | A2 / A- |
12.63 | 6.00 | 4.95 | 4.95 | Industrial |
| -- | CREDIT SUISSE (USA) INC | 0.10 | $16,149,700 | 7/15/2032 | A1 / A+ |
11.69 | 7.12 | 3.99 | 3.99 | Financial Institutions |
| -- | FGOLD 20YR | 0.10 | $16,097,468 | 8/1/2030 | Aaa / AA+ |
3.84 | 4.50 | 2.52 | 2.52 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.10 | $15,943,907 | 12/1/2040 | Aaa / AA+ |
4.43 | 4.00 | 2.47 | 2.47 | MBS PASSTHROUGH |
| -- | LBUBS_04-C1 | 0.10 | $15,930,419 | 1/15/2031 | Aaa / AAA |
0.80 | 4.57 | 1.88 | 1.88 | CMBS |
| -- | GNMA2 30YR | 0.10 | $15,695,661 | 1/20/2042 | Aaa / AA+ |
4.79 | 4.00 | 2.27 | 2.27 | MBS PASSTHROUGH |
| -- | GNMA 30YR | 0.10 | $15,502,280 | 12/15/2041 | Aaa / AA+ |
6.51 | 3.50 | 2.26 | 2.26 | MBS PASSTHROUGH |
| -- | WBCMT_04-C11 | 0.10 | $15,434,038 | 1/15/2041 | Aaa / AAA |
0.93 | 5.22 | 1.41 | 1.41 | CMBS |
| -- | TREASURY BOND | 0.10 | $15,393,598 | 8/15/2041 | Aaa / AA+ |
17.97 | 3.75 | 3.01 | 3.01 | Treasuries |
| -- | BACM_06-6 | 0.10 | $15,334,402 | 10/10/2045 | Aaa / AAA |
2.73 | 5.37 | 2.68 | 2.68 | CMBS |
| -- | GNMA 30YR PLATINUM | 0.10 | $15,248,199 | 6/15/2040 | Aaa / AA+ |
4.33 | 4.50 | 2.48 | 2.48 | MBS PASSTHROUGH |
| -- | FGOLD 15YR | 0.10 | $15,239,084 | 6/1/2027 | Aaa / AA+ |
3.90 | 3.00 | 1.46 | 1.46 | MBS PASSTHROUGH |
| -- | WELLS FARGO & CO | 0.10 | $15,201,494 | 4/1/2021 | A2 / A+ |
6.67 | 4.60 | 2.53 | 2.53 | Financial Institutions |
| -- | MONDELEZ INTERNATIONAL INC | 0.10 | $14,967,460 | 8/11/2017 | Baa2 / BBB- |
3.74 | 6.50 | 1.57 | 1.57 | Industrial |
| -- | GNMA2 30YR | 0.10 | $14,944,086 | 10/20/2038 | Aaa / AA+ |
3.54 | 6.50 | 2.12 | 2.12 | MBS PASSTHROUGH |
| -- | FH 7/1 12M Libor ARM | 0.09 | $14,841,892 | 11/1/2041 | Aaa / AA+ |
6.44 | 3.44 | 2.52 | 2.52 | MBS PASSTHROUGH |
| -- | FGOLD 30YR | 0.09 | $14,614,408 | 2/1/2034 | Aaa / AA+ |
3.05 | 5.50 | 2.41 | 2.41 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.09 | $14,511,634 | 11/1/2041 | Aaa / AA+ |
6.42 | 4.00 | 2.64 | 2.64 | MBS PASSTHROUGH |
| -- | FHLB | 0.09 | $14,472,253 | 1/29/2014 | Aaa / AA+ |
0.70 | 0.38 | 0.16 | 0.16 | Agencies |
| -- | FGOLD 30YR TBA(REG A) | 0.09 | $14,465,951 | 6/13/2013 | Aaa / AA+ |
4.02 | 3.00 | 2.24 | 2.24 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.09 | $14,412,679 | 7/1/2040 | Aaa / AA+ |
3.22 | 5.50 | 2.16 | 2.16 | MBS PASSTHROUGH |
| -- | FGOLD 15YR GIANT | 0.09 | $14,320,177 | 12/1/2024 | Aaa / AA+ |
3.24 | 5.00 | 2.85 | 2.85 | MBS PASSTHROUGH |
| -- | GNMA 30YR | 0.09 | $14,313,692 | 3/15/2042 | Aaa / AA+ |
4.98 | 4.00 | 1.85 | 1.85 | MBS PASSTHROUGH |
| -- | DOMINION RESOURCES INC | 0.09 | $14,281,666 | 7/15/2015 | Baa2 / A- |
2.04 | 5.15 | 0.87 | 0.87 | Utility |
| -- | METLIFE INC | 0.09 | $14,023,864 | 6/15/2015 | A3 / A- |
1.96 | 5.00 | 0.84 | 0.84 | Financial Institutions |
| -- | FHLB | 0.09 | $13,902,482 | 11/17/2017 | Aaa / AA+ |
4.03 | 5.00 | 0.77 | 0.77 | Agencies |
| -- | FNMA 20YR | 0.09 | $13,841,268 | 2/1/2032 | Aaa / AA+ |
5.34 | 4.00 | 2.60 | 2.60 | MBS PASSTHROUGH |
| -- | FGOLD 15YR GIANT | 0.09 | $13,766,744 | 10/1/2025 | Aaa / AA+ |
3.45 | 4.00 | 2.07 | 2.07 | MBS PASSTHROUGH |
| -- | GNMA 30YR | 0.09 | $13,731,504 | 8/15/2040 | Aaa / AA+ |
4.33 | 4.50 | 2.50 | 2.50 | MBS PASSTHROUGH |
| -- | KREDITANSTALT FUER WIEDERAUFBAU - | 0.09 | $13,723,272 | 9/8/2020 | Aaa / AAA |
6.62 | 2.75 | 1.58 | 1.58 | Agencies |
| -- | FNMA 30YR | 0.09 | $13,654,536 | 9/1/2041 | Aaa / AA+ |
5.25 | 4.50 | 2.67 | 2.67 | MBS PASSTHROUGH |
| -- | FGOLD 30YR GIANT | 0.09 | $13,631,015 | 11/1/2037 | Aaa / AA+ |
3.34 | 6.00 | 3.11 | 3.11 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.09 | $13,601,282 | 2/1/2042 | Aaa / AA+ |
6.34 | 4.00 | 2.87 | 2.87 | MBS PASSTHROUGH |
| -- | FNMA 15YR | 0.09 | $13,595,060 | 7/1/2027 | Aaa / AA+ |
3.11 | 3.00 | 1.19 | 1.19 | MBS PASSTHROUGH |
| -- | FGOLD 30YR GIANT | 0.09 | $13,590,199 | 12/1/2033 | Aaa / AA+ |
2.86 | 5.00 | 2.05 | 2.05 | MBS PASSTHROUGH |
| -- | BSCMS_06-PW13 | 0.09 | $13,567,248 | 9/11/2041 | NR / AAA |
2.85 | 5.54 | 1.22 | 1.22 | CMBS |
| -- | GNMA 30YR PLATINUM | 0.09 | $13,511,231 | 5/15/2040 | Aaa / AA+ |
3.97 | 5.00 | 2.69 | 2.69 | MBS PASSTHROUGH |
| -- | FGOLD 30YR GIANT | 0.09 | $13,502,395 | 3/1/2038 | Aaa / AA+ |
3.18 | 5.50 | 2.86 | 2.86 | MBS PASSTHROUGH |
| -- | GNMA 30YR | 0.09 | $13,489,081 | 7/15/2041 | Aaa / AA+ |
5.31 | 4.00 | 2.36 | 2.36 | MBS PASSTHROUGH |
| -- | QUEBEC (PROVINCE OF) | 0.09 | $13,481,882 | 9/15/2029 | Aa2 / A+ |
10.69 | 7.50 | 3.45 | 3.45 | LOCAL AUTHORITIES |
| -- | FGOLD 30YR | 0.09 | $13,421,629 | 2/1/2042 | Aaa / AA+ |
6.48 | 4.00 | 2.64 | 2.64 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.09 | $13,317,198 | 12/1/2040 | Aaa / AA+ |
4.41 | 4.50 | 2.75 | 2.75 | MBS PASSTHROUGH |
| -- | MERRILL LYNCH & CO INC | 0.08 | $13,231,488 | 4/25/2018 | Baa2 / A- |
4.29 | 6.88 | 2.21 | 2.21 | Financial Institutions |
| -- | FNMA 30YR | 0.08 | $13,228,112 | 10/1/2041 | Aaa / AA+ |
6.38 | 4.00 | 2.75 | 2.75 | MBS PASSTHROUGH |
| -- | FGOLD 15YR | 0.08 | $13,212,580 | 3/1/2026 | Aaa / AA+ |
3.67 | 3.50 | 1.83 | 1.83 | MBS PASSTHROUGH |
| -- | FGOLD 30YR GIANT | 0.08 | $13,087,013 | 5/1/2039 | Aaa / AA+ |
2.98 | 4.50 | 1.62 | 1.62 | MBS PASSTHROUGH |
| -- | FGOLD 15YR | 0.08 | $13,045,786 | 5/1/2027 | Aaa / AA+ |
3.88 | 3.00 | 1.45 | 1.45 | MBS PASSTHROUGH |
| -- | VODAFONE GROUP PLC | 0.08 | $13,021,910 | 2/27/2017 | A3 / A- |
3.43 | 5.62 | 1.36 | 1.36 | Industrial |
| -- | BRAZIL (FEDERATIVE REPUBLIC OF) | 0.08 | $13,004,495 | 1/20/2037 | Baa2 / BBB |
13.15 | 7.12 | 4.27 | 4.27 | Sovereign |
| -- | RIO TINTO FIN USA LTD | 0.08 | $12,963,976 | 5/1/2019 | A3 / A- |
4.88 | 9.00 | 2.26 | 2.26 | Industrial |
| -- | UBS AG STAMFORD CT | 0.08 | $12,911,738 | 12/20/2017 | A2 / A |
4.03 | 5.88 | 1.54 | 1.54 | Financial Institutions |
| -- | FNMA 30YR | 0.08 | $12,885,242 | 5/1/2033 | Aaa / AA+ |
3.61 | 5.50 | 2.76 | 2.76 | MBS PASSTHROUGH |
| -- | MLCFC_06-4 | 0.08 | $12,858,981 | 12/12/2049 | A1 / A- |
3.22 | 5.20 | 1.48 | 1.48 | CMBS |
| -- | FGOLD 30YR GIANT | 0.08 | $12,656,899 | 6/1/2042 | Aaa / AA+ |
4.88 | 4.00 | 2.61 | 2.61 | MBS PASSTHROUGH |
| -- | COMCAST CORPORATION | 0.08 | $12,583,621 | 3/15/2037 | A3 / A- |
13.49 | 6.45 | 4.36 | 4.36 | Industrial |
| -- | GNMA2 30YR | 0.08 | $12,549,112 | 9/20/2038 | Aaa / AA+ |
3.23 | 6.00 | 2.59 | 2.59 | MBS PASSTHROUGH |
| -- | CAPITAL ONE FINANCIAL CORP | 0.08 | $12,542,873 | 9/1/2016 | Baa2 / BBB- |
2.99 | 6.15 | 1.72 | 1.72 | Financial Institutions |
| -- | FNMA 15YR | 0.08 | $12,538,138 | 6/1/2025 | Aaa / AA+ |
3.33 | 4.50 | 1.80 | 1.80 | MBS PASSTHROUGH |
| -- | FHLMC REFER | 0.08 | $12,502,392 | 5/30/2019 | Aaa / AA+ |
5.68 | 1.75 | 1.18 | 1.18 | Agencies |
| -- | GNMA 30YR | 0.08 | $12,463,501 | 12/15/2042 | Aaa / AA+ |
5.38 | 3.00 | 2.03 | 2.03 | MBS PASSTHROUGH |
| -- | FNMA 30YR TBA(REG A) | 0.08 | $12,439,453 | 6/13/2013 | Aaa / AA+ |
4.11 | 2.50 | 2.59 | 2.59 | MBS PASSTHROUGH |
| -- | FNMA 15YR | 0.08 | $12,438,816 | 10/1/2027 | Aaa / AA+ |
3.11 | 2.50 | 1.12 | 1.12 | MBS PASSTHROUGH |
| -- | TREASURY BOND | 0.08 | $12,390,452 | 8/15/2040 | Aaa / AA+ |
17.48 | 3.88 | 2.98 | 2.98 | Treasuries |
| -- | FNMA 30YR | 0.08 | $12,377,708 | 12/1/2042 | Aaa / AA+ |
5.33 | 3.50 | 2.37 | 2.37 | MBS PASSTHROUGH |
| -- | FNMA 15YR | 0.08 | $12,357,986 | 5/1/2027 | Aaa / AA+ |
3.83 | 2.50 | 1.38 | 1.38 | MBS PASSTHROUGH |
| -- | FGOLD 30YR GIANT | 0.08 | $12,263,499 | 7/1/2035 | Aaa / AA+ |
3.39 | 5.00 | 2.68 | 2.68 | MBS PASSTHROUGH |
| -- | KINDER MORGAN ENERGY PARTNERS LP | 0.08 | $12,222,065 | 1/15/2038 | Baa2 / BBB |
13.02 | 6.95 | 4.91 | 4.91 | Utility |
| -- | FNMA 20YR | 0.08 | $12,192,930 | 10/1/2031 | Aaa / AA+ |
4.57 | 4.00 | 2.36 | 2.36 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.08 | $12,167,941 | 5/1/2041 | Aaa / AA+ |
4.70 | 4.50 | 2.82 | 2.82 | MBS PASSTHROUGH |
| -- | ENTERPRISE PRODUCTS OPERATING LP | 0.08 | $12,102,200 | 10/15/2014 | Baa1 / BBB+ |
1.37 | 5.60 | 0.59 | 0.59 | Utility |
| -- | TIME WARNER INC | 0.08 | $12,072,633 | 5/1/2032 | Baa2 / BBB |
11.33 | 7.70 | 4.57 | 4.57 | Industrial |
| -- | FNMA 30YR | 0.08 | $11,981,758 | 3/1/2038 | Aaa / AA+ |
3.14 | 5.50 | 2.65 | 2.65 | MBS PASSTHROUGH |
| -- | FNMA 15YR | 0.08 | $11,963,994 | 11/1/2027 | Aaa / AA+ |
4.16 | 3.00 | 1.48 | 1.48 | MBS PASSTHROUGH |
| -- | MIDAMERICAN ENERGY HLDG CO | 0.08 | $11,893,641 | 4/1/2036 | Baa1 / BBB+ |
13.37 | 6.12 | 4.32 | 4.32 | Utility |
| -- | GNMA 30YR | 0.08 | $11,892,639 | 7/15/2040 | Aaa / AA+ |
4.33 | 4.50 | 2.50 | 2.50 | MBS PASSTHROUGH |
| -- | GNMA2 30YR | 0.08 | $11,842,748 | 3/20/2039 | Aaa / AA+ |
3.05 | 5.50 | 2.33 | 2.33 | MBS PASSTHROUGH |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.08 | $11,841,523 | 1/7/2021 | A1 / AA+ |
6.42 | 4.62 | 2.69 | 2.69 | Financial |
| -- | HYDRO QUEBEC | 0.08 | $11,820,814 | 6/30/2016 | Aa2 / A+ |
3.01 | 2.00 | 0.66 | 0.66 | LOCAL AUTHORITIES |
| -- | ONTARIO PROVINCE OF | 0.08 | $11,806,219 | 5/10/2016 | Aa2 / AA- |
2.89 | 2.30 | 0.63 | 0.63 | LOCAL AUTHORITIES |
| -- | GNMA2 30YR | 0.08 | $11,766,394 | 9/20/2041 | Aaa / AA+ |
6.34 | 4.00 | 2.58 | 2.58 | MBS PASSTHROUGH |
| -- | JPMCC_07-CB20 | 0.08 | $11,723,486 | 2/12/2051 | Aaa / A+ |
3.67 | 5.79 | 1.44 | 1.44 | CMBS |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.07 | $11,719,465 | 3/15/2032 | A1 / AA+ |
11.57 | 6.75 | 4.42 | 4.42 | Financial |
| -- | MORGAN STANLEY | 0.07 | $11,715,106 | 1/25/2021 | Baa1 / A- |
6.26 | 5.75 | 3.14 | 3.14 | Financial Institutions |
| -- | WAL-MART STORES INC | 0.07 | $11,686,090 | 8/15/2037 | Aa2 / AA |
13.74 | 6.50 | 4.12 | 4.12 | Industrial |
| -- | FNMA 20YR | 0.07 | $11,635,733 | 8/1/2031 | Aaa / AA+ |
4.51 | 4.50 | 2.70 | 2.70 | MBS PASSTHROUGH |
| -- | FGOLD 30YR GIANT | 0.07 | $11,624,711 | 10/1/2039 | Aaa / AA+ |
3.26 | 4.50 | 2.32 | 2.32 | MBS PASSTHROUGH |
| -- | MEXICO (UNITED MEXICAN STATES) | 0.07 | $11,485,080 | 9/27/2034 | Baa1 / BBB |
12.71 | 6.75 | 4.11 | 4.11 | Sovereign |
| -- | FGOLD 30YR | 0.07 | $11,470,449 | 9/1/2041 | Aaa / AA+ |
5.42 | 4.00 | 2.22 | 2.22 | MBS PASSTHROUGH |
| -- | BACM_07-2 | 0.07 | $11,463,303 | 4/10/2049 | NR / A+ |
3.45 | 5.83 | 1.71 | 1.71 | CMBS |
| -- | FGOLD 30YR TBA(REG A) | 0.07 | $11,363,438 | 6/13/2013 | Aaa / AA+ |
4.08 | 2.50 | 2.76 | 2.76 | MBS PASSTHROUGH |
| -- | WACHOVIA CORPORATION | 0.07 | $11,359,078 | 8/1/2014 | A3 / A |
1.17 | 5.25 | 0.71 | 0.71 | Financial Institutions |
| -- | FNMA 15YR | 0.07 | $11,260,951 | 10/1/2024 | Aaa / AA+ |
2.54 | 4.50 | 1.59 | 1.59 | MBS PASSTHROUGH |
| -- | FGOLD 30YR | 0.07 | $11,200,666 | 2/1/2041 | Aaa / AA+ |
4.49 | 4.00 | 2.49 | 2.49 | MBS PASSTHROUGH |
| -- | GNMA 30YR TBA(REG C) | 0.07 | $11,070,742 | 6/20/2013 | Aaa / AA+ |
4.08 | 3.00 | 1.79 | 1.79 | MBS PASSTHROUGH |
| -- | BRAZIL (FEDERATIVE REPUBLIC OF) | 0.07 | $10,976,116 | 1/15/2018 | Baa2 / BBB |
3.87 | 8.00 | 4.05 | 4.05 | Sovereign |
| -- | FNMA 15YR | 0.07 | $10,932,401 | 8/1/2020 | Aaa / AA+ |
2.55 | 5.00 | 2.00 | 2.00 | MBS PASSTHROUGH |
| -- | FNMA BENCHMARK NOTES | 0.07 | $10,928,621 | 5/15/2030 | Aaa / AA+ |
11.33 | 7.25 | 2.98 | 2.98 | Agencies |
| -- | JPMCC_05-LDP4 | 0.07 | $10,879,190 | 10/15/2042 | Aa2 / NR |
2.17 | 5.00 | 1.11 | 1.11 | CMBS |
| -- | FNMA 30YR | 0.07 | $10,818,777 | 3/1/2034 | Aaa / AA+ |
3.64 | 6.00 | 2.28 | 2.28 | MBS PASSTHROUGH |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.07 | $10,791,057 | 1/14/2038 | A1 / AA+ |
13.77 | 5.88 | 4.53 | 4.53 | Financial |
| -- | HSBC FINANCE CORP | 0.07 | $10,728,684 | 1/15/2021 | Baa2 / A- |
6.07 | 6.68 | 3.52 | 3.52 | Financial |
| -- | FGOLD 30YR TBA(REG A) | 0.07 | $10,650,000 | 6/13/2013 | Aaa / AA+ |
4.12 | 4.50 | 2.87 | 2.87 | MBS PASSTHROUGH |
| -- | MEXICO (UNITED MEXICAN STATES) | 0.07 | $10,642,501 | 3/15/2022 | Baa1 / BBB |
7.54 | 3.62 | 2.67 | 2.67 | Sovereign |
| -- | FGOLD 30YR | 0.07 | $10,639,609 | 3/1/2041 | Aaa / AA+ |
4.76 | 4.00 | 2.57 | 2.57 | MBS PASSTHROUGH |
| -- | FGOLD 30YR GIANT | 0.07 | $10,536,025 | 5/1/2035 | Aaa / AA+ |
3.54 | 5.50 | 2.96 | 2.96 | MBS PASSTHROUGH |
| -- | BANK OF AMERICA CORP | 0.07 | $10,503,413 | 10/15/2036 | Baa1 / A- |
13.53 | 6.00 | 4.47 | 4.47 | Financial Institutions |
| -- | PACIFIC GAS AND ELECTRIC COMPANY | 0.07 | $10,489,693 | 3/1/2034 | A3 / BBB |
12.75 | 6.05 | 4.07 | 4.07 | Utility |
| -- | GNMA2 30YR | 0.07 | $10,452,254 | 11/20/2039 | Aaa / AA+ |
3.24 | 4.50 | 1.38 | 1.38 | MBS PASSTHROUGH |
| -- | NATIONAL CREDIT UNION ADMINISTRATI | 0.07 | $10,450,028 | 6/12/2019 | Aaa / AA+ |
5.52 | 3.00 | 1.28 | 1.28 | Agencies |
| -- | FNMA 30YR | 0.07 | $10,449,991 | 6/1/2038 | Aaa / AA+ |
3.15 | 5.50 | 2.66 | 2.66 | MBS PASSTHROUGH |
| -- | FH 5/1 12M LIBOR ARM | 0.07 | $10,422,419 | 11/1/2040 | Aaa / AA+ |
4.55 | 2.99 | 1.82 | 1.82 | MBS PASSTHROUGH |
| -- | MEXICO (UNITED MEXICAN STATES) | 0.07 | $10,418,853 | 1/15/2017 | Baa1 / BBB |
3.31 | 5.62 | 1.38 | 1.38 | Sovereign |
| -- | AT&T INC | 0.07 | $10,407,185 | 8/15/2016 | A3 / A- |
3.11 | 2.40 | 1.12 | 1.12 | Industrial |
| -- | GNMA2 30YR | 0.07 | $10,365,184 | 6/20/2038 | Aaa / AA+ |
3.14 | 5.50 | 2.42 | 2.42 | MBS PASSTHROUGH |
| -- | FGOLD 30YR | 0.07 | $10,346,255 | 3/1/2039 | Aaa / AA+ |
2.98 | 4.50 | 1.58 | 1.58 | MBS PASSTHROUGH |
| -- | FGOLD 15YR | 0.07 | $10,302,843 | 2/1/2028 | Aaa / AA+ |
4.21 | 2.50 | 1.44 | 1.44 | MBS PASSTHROUGH |
| -- | FGOLD 20YR GIANT | 0.07 | $10,277,614 | 8/1/2025 | Aaa / AA+ |
2.95 | 5.00 | 1.96 | 1.96 | MBS PASSTHROUGH |
| -- | ANHEUSER-BUSCH INBEV WORLDWIDE INC | 0.07 | $10,275,548 | 1/15/2019 | A3 / A |
4.70 | 7.75 | 1.83 | 1.83 | Industrial |
| -- | TARGET CORP | 0.07 | $10,270,909 | 1/15/2038 | A2 / A+ |
13.53 | 7.00 | 4.24 | 4.24 | Industrial |
| -- | TVA | 0.07 | $10,268,280 | 1/15/2048 | Aaa / AA+ |
17.77 | 4.88 | 3.94 | 3.94 | Agencies |
| -- | FH 7/1 12M Libor ARM | 0.07 | $10,262,581 | 11/1/2040 | Aaa / AA+ |
4.52 | 3.36 | 2.02 | 2.02 | MBS PASSTHROUGH |
| -- | FGOLD 15YR | 0.07 | $10,258,906 | 5/1/2026 | Aaa / AA+ |
3.68 | 4.00 | 2.16 | 2.16 | MBS PASSTHROUGH |
| -- | FNMA 30YR | 0.07 | $10,240,271 | 8/1/2040 | Aaa / AA+ |
5.15 | 5.00 | 3.02 | 3.02 | MBS PASSTHROUGH |
| -- | DOW CHEMICAL COMPANY (THE) | 0.07 | $10,233,820 | 5/15/2019 | Baa2 / BBB |
4.95 | 8.55 | 2.21 | 2.21 | Industrial |
| -- | FNMA 20YR | 0.07 | $10,205,989 | 12/1/2030 | Aaa / AA+ |
3.95 | 4.00 | 2.09 | 2.09 | MBS PASSTHROUGH |
| -- | FGOLD 30YR GIANT | 0.07 | $10,199,656 | 5/1/2036 | Aaa / AA+ |
3.63 | 5.50 | 3.10 | 3.10 | MBS PASSTHROUGH |
| -- | NEWS AMERICA INC | 0.07 | $10,186,462 | 12/15/2034 | Baa1 / BBB+ |
12.45 | 6.20 | 4.71 | 4.71 | Industrial |
| -- | BERKSHIRE HATHAWAY FIN | 0.06 | $10,124,075 | 5/15/2018 | Aa2 / AA |
4.47 | 5.40 | 1.43 | 1.43 | Financial Institutions |
