iShares
 
Bonds99.55%
Cash0.00%
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

A measure of the responsiveness of a bond or portfolio's price to changes in interest rates. Effective Duration takes into account the possible changes in expected bond cash flows due to interest rate changes.

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
 

Please note: Total allocation percentages may not equal 100% due to rounding or omission of holdings of less than 1%. Information on certain fund holdings of less than 1% may not be widely available and may not be included in this list.


Understanding Investments in the Mortgage Market: TBAs and Cash Collateral:
TBA (To Be Announced) contracts are standardized contracts for future delivery, in which the exact mortgage pools to be delivered are not specified until a few days prior to settlement. These forward contracts typically represent the most liquid portion of the mortgage market. They are derived from new mortgage pools with specific delivery dates and coupons but without specific pool numbers and number of pools. These forward contracts are fully collateralized. The collateral may be invested in short term instruments. The extent of a portfolio's investment in such short term instruments would be proportionate to its investment in TBAs.