iShares
 
Bonds98.38%
Cash0.00%
Other*1.62%
*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 2/9/2012 (Holdings subject to change)

CUSIP Name % Net
Assets 		Market
Value ($) 		Maturity Credit
Rating
Moody's
/S&P 		Effective Duration Effective
Duration 		Coupon Yield
to
Maturity 		Yield
to
 Worst 		Sector
-- TREASURY NOTE 3.59 $521,675,000 5/15/2014 Aaa /
AA+ 		2.15 4.75 0.31 0.31 Treasuries
-- TREASURY BOND 2.66 $386,677,852 11/15/2016 Aaa /
AA+ 		4.12 7.50 0.75 0.75 Treasuries
-- TREASURY NOTE 2.43 $352,587,154 2/15/2020 Aaa /
AA+ 		6.95 3.62 1.61 1.61 Treasuries
-- TREASURY NOTE 2.03 $294,919,046 8/31/2013 Aaa /
AA+ 		1.51 3.12 0.27 0.27 Treasuries
-- TREASURY BOND 1.97 $286,454,472 8/15/2019 Aaa /
AA+ 		5.92 8.12 1.39 1.39 Treasuries
-- TREASURY NOTE 1.85 $268,600,155 7/31/2013 Aaa /
AA+ 		1.45 3.38 0.26 0.26 Treasuries
-- TREASURY BOND 1.56 $226,277,424 2/15/2025 Aaa /
AA+ 		9.16 7.62 2.35 2.35 Treasuries
-- TREASURY BOND 1.51 $219,771,148 2/15/2040 Aaa /
AA+ 		16.89 4.62 3.10 3.10 Treasuries
-- TREASURY NOTE 1.28 $185,788,522 9/30/2014 Aaa /
AA+ 		2.55 2.38 0.36 0.36 Treasuries
-- TREASURY NOTE 1.05 $152,175,323 10/31/2017 Aaa /
AA+ 		5.40 1.88 1.08 1.08 Treasuries
-- TREASURY NOTE 0.98 $142,650,780 9/15/2013 Aaa /
AA+ 		1.58 0.75 0.27 0.27 Treasuries
-- FNMA BENCHMARK NOTES 0.97 $141,177,712 5/11/2017 Aaa /
AA+ 		4.67 5.00 1.19 1.19 Agencies
-- TREASURY NOTE 0.95 $138,195,511 8/31/2016 Aaa /
AA+ 		4.24 3.00 0.75 0.75 Treasuries
-- TREASURY NOTE 0.95 $137,294,989 8/15/2014 Aaa /
AA+ 		2.37 4.25 0.32 0.32 Treasuries
-- TREASURY NOTE 0.87 $126,069,967 3/31/2015 Aaa /
AA+ 		3.01 2.50 0.42 0.42 Treasuries
-- TREASURY NOTE 0.79 $115,236,762 9/30/2016 Aaa /
AA+ 		4.51 1.00 0.78 0.78 Treasuries
-- FNMA 30YR 0.79 $113,960,121 8/1/2040 Aaa /
AA+ 		5.31 4.50 3.19 3.19 MBS PASSTHROUGH
-- TREASURY NOTE 0.76 $110,236,509 5/15/2013 Aaa /
AA+ 		1.25 1.38 0.23 0.23 Treasuries
-- FNMA BENCHMARK NOTES 0.73 $105,857,348 11/20/2014 Aaa /
AA+ 		2.68 2.62 0.48 0.48 Agencies
-- TREASURY BOND 0.73 $105,592,050 2/15/2041 Aaa /
AA+ 		17.14 4.75 3.12 3.12 Treasuries
-- TREASURY NOTE 0.68 $98,015,716 6/15/2013 Aaa /
AA+ 		1.34 1.12 0.25 0.25 Treasuries
-- FNMA BENCHMARK NOTES 0.65 $93,908,243 4/15/2015 Aaa /
AA+ 		2.95 5.00 0.54 0.54 Agencies
-- TREASURY NOTE 0.63 $91,308,898 2/15/2015 Aaa /
AA+ 		2.82 4.00 0.41 0.41 Treasuries
-- GNMA2 30YR 0.62 $89,925,023 7/20/2040 Aaa /
AA+ 		5.32 5.00 3.00 3.00 MBS PASSTHROUGH
-- TREASURY BOND 0.58 $83,885,921 8/15/2039 Aaa /
AA+ 		16.80 4.50 3.10 3.10 Treasuries
-- FNMA 30YR 0.56 $81,963,370 7/1/2040 Aaa /
AA+ 		6.16 4.00 3.11 3.11 MBS PASSTHROUGH
-- FHLMC REFER 0.52 $75,301,988 12/29/2014 Aaa /
AA+ 		2.86 0.62 0.48 0.48 Agencies
-- TREASURY NOTE 0.51 $73,876,492 1/31/2017 Aaa /
AA+ 		4.64 3.12 0.86 0.86 Treasuries
-- TREASURY NOTE 0.50 $72,760,480 12/31/2014 Aaa /
AA+ 		2.79 2.62 0.38 0.38 Treasuries
-- FNMA 30YR 0.47 $67,752,401 6/1/2039 Aaa /
AA+ 		3.38 5.00 2.54 2.54 MBS PASSTHROUGH
-- FGOLD 30YR 0.46 $66,459,502 1/1/2041 Aaa /
AA+ 		7.65 4.00 3.27 3.27 MBS PASSTHROUGH
-- TREASURY NOTE 0.44 $64,549,154 8/31/2016 Aaa /
AA+ 		4.43 1.00 0.76 0.76 Treasuries
-- TREASURY NOTE 0.44 $63,921,596 9/30/2015 Aaa /
AA+ 		3.55 1.25 0.53 0.53 Treasuries
-- TREASURY NOTE 0.44 $63,520,582 5/15/2020 Aaa /
AA+ 		7.21 3.50 1.67 1.67 Treasuries
-- GSMS_07-GG10 0.43 $63,046,444 8/10/2045 A1 /
BBB- 		4.46 6.00 3.73 3.73 CMBS
-- TREASURY NOTE 0.43 $62,784,831 4/30/2018 Aaa /
AA+ 		5.73 2.62 1.20 1.20 Treasuries
-- FNMA 30YR 0.42 $61,099,134 9/1/2034 Aaa /
AA+ 		3.43 5.50 2.71 2.71 MBS PASSTHROUGH
-- FGOLD 30YR GIANT 0.42 $60,717,393 3/1/2038 Aaa /
AA+ 		2.98 5.00 2.19 2.19 MBS PASSTHROUGH
-- TREASURY NOTE 0.42 $60,556,652 2/15/2013 Aaa /
AA+ 		1.01 1.38 0.19 0.19 Treasuries
-- TREASURY BOND 0.41 $59,438,655 5/15/2030 Aaa /
AA+ 		12.23 6.25 2.76 2.76 Treasuries
-- TREASURY NOTE 0.40 $58,039,337 8/15/2015 Aaa /
AA+ 		3.25 4.25 0.49 0.49 Treasuries
-- FNMA 30YR 0.39 $56,461,149 5/1/2037 Aaa /
AA+ 		3.00 5.50 2.40 2.40 MBS PASSTHROUGH
-- TREASURY NOTE 0.39 $56,265,120 8/15/2021 Aaa /
AA+ 		8.50 2.12 1.95 1.95 Treasuries
-- FNMA 30YR 0.38 $55,428,824 9/1/2040 Aaa /
AA+ 		5.32 4.50 3.19 3.19 MBS PASSTHROUGH
-- TREASURY NOTE 0.38 $54,981,041 10/15/2014 Aaa /
AA+ 		2.66 0.50 0.36 0.36 Treasuries
-- FHLB 0.38 $54,827,207 6/14/2013 Aaa /
AA+ 		1.32 3.88 0.25 0.25 Agencies
-- TREASURY BOND 0.38 $54,641,317 11/15/2039 Aaa /
AA+ 		17.13 4.38 3.11 3.11 Treasuries
-- FHLB 0.38 $54,607,051 5/29/2013 Aaa /
AA+ 		1.28 3.62 0.21 0.21 Agencies
-- FNMA 30YR 0.37 $53,498,743 11/1/2033 Aaa /
AA+ 		3.09 5.00 2.31 2.31 MBS PASSTHROUGH
-- FNMA 30YR 0.37 $53,280,076 1/1/2041 Aaa /
AA+ 		7.35 4.50 3.57 3.57 MBS PASSTHROUGH
-- FNMA 15YR 0.36 $52,872,849 10/1/2025 Aaa /
AA+ 		4.20 4.00 2.51 2.51 MBS PASSTHROUGH
-- FNMA 30YR 0.36 $52,728,685 9/1/2036 Aaa /
AA+ 		3.01 6.00 2.51 2.51 MBS PASSTHROUGH
-- GNMA2 30YR 0.36 $52,169,993 6/20/2041 Aaa /
AA+ 		4.59 4.50 2.51 2.51 MBS PASSTHROUGH
-- EUROPEAN INVESTMENT BANK 0.36 $51,952,704 5/15/2014 Aaa /
AAA 		2.15 4.62 1.03 1.03 Supranational
-- FNMA 30YR 0.36 $51,863,653 8/1/2037 Aaa /
AA+ 		3.18 6.00 2.70 2.70 MBS PASSTHROUGH
-- TREASURY NOTE 0.35 $51,151,249 5/31/2018 Aaa /
AA+ 		5.85 2.38 1.24 1.24 Treasuries
-- GNMA2 30YR 0.34 $49,388,318 10/20/2040 Aaa /
AA+ 		6.43 4.50 3.06 3.06 MBS PASSTHROUGH
-- FNMA 30YR 0.30 $43,902,747 5/1/2041 Aaa /
AA+ 		6.81 5.00 3.67 3.67 MBS PASSTHROUGH
-- TREASURY NOTE 0.30 $43,715,218 2/28/2015 Aaa /
AA+ 		2.93 2.38 0.41 0.41 Treasuries
-- FNMA 30YR 0.30 $43,641,479 2/1/2036 Aaa /
AA+ 		3.47 5.00 2.60 2.60 MBS PASSTHROUGH
-- GNMA2 30YR 0.30 $42,906,682 12/20/2041 Aaa /
AA+ 		4.07 4.00 2.07 2.07 MBS PASSTHROUGH
-- FNMA 30YR 0.30 $42,870,546 6/1/2039 Aaa /
AA+ 		3.65 6.00 2.80 2.80 MBS PASSTHROUGH
-- FGOLD 30YR 0.29 $42,321,481 11/1/2040 Aaa /
AA+ 		7.54 4.50 3.61 3.61 MBS PASSTHROUGH
-- GNMA 30YR PLATINUM 0.29 $42,274,611 1/15/2040 Aaa /
AA+ 		3.59 5.50 2.15 2.15 MBS PASSTHROUGH
-- FGOLD 30YR GIANT 0.29 $42,169,534 7/1/2036 Aaa /
AA+ 		3.18 5.50 2.58 2.58 MBS PASSTHROUGH
-- FNMA 30YR 0.29 $42,156,190 9/1/2039 Aaa /
AA+ 		4.73 4.50 3.05 3.05 MBS PASSTHROUGH
-- FNMA 30YR 0.29 $41,742,735 11/1/2033 Aaa /
AA+ 		3.02 5.50 2.33 2.33 MBS PASSTHROUGH
-- FGOLD 30YR 0.28 $40,355,608 2/1/2041 Aaa /
AA+ 		8.27 4.50 3.66 3.66 MBS PASSTHROUGH
-- FHLMC REFERENCE NOTES 0.27 $39,806,035 7/15/2032 Aaa /
AA+ 		12.97 6.25 3.42 3.42 Agencies
-- GNMA 30YR TBA(REG C) 0.27 $39,773,399 2/21/2012 Aaa /
AA+ 		4.38 4.50 2.44 2.44 MBS PASSTHROUGH
-- GNMA 30YR 0.26 $37,856,172 9/15/2040 Aaa /
AA+ 		6.56 4.50 3.08 3.08 MBS PASSTHROUGH
-- GNMA 30YR PLATINUM 0.26 $37,387,265 7/15/2039 Aaa /
AA+ 		4.26 5.00 2.40 2.40 MBS PASSTHROUGH
-- GNMA 30YR PLATINUM 0.26 $37,109,961 1/15/2039 Aaa /
AA+ 		4.24 5.00 2.40 2.40 MBS PASSTHROUGH
-- FNMA 15YR TBA(REG B) 0.25 $36,603,638 2/16/2012 Aaa /
AA+ 		3.15 4.50 2.32 2.32 MBS PASSTHROUGH
-- GNMA2 30YR 0.25 $36,546,885 9/20/2040 Aaa /
AA+ 		8.24 4.00 3.07 3.07 MBS PASSTHROUGH
-- GOLDMAN SACHS GROUP INC 0.25 $36,177,718 10/1/2014 A1 /
A- 		2.44 5.00 2.59 2.59 Financial Institutions
-- FGOLD 15YR TBA(REG B) 0.25 $36,002,046 2/16/2012 Aaa /
AA+ 		3.58 3.50 2.17 2.17 MBS PASSTHROUGH
-- FNMA 30YR 0.25 $35,918,042 8/1/2037 Aaa /
AA+ 		3.75 6.50 3.13 3.13 MBS PASSTHROUGH
-- FNMA 30YR 0.25 $35,771,835 12/1/2040 Aaa /
AA+ 		7.23 4.00 3.24 3.24 MBS PASSTHROUGH
-- GENERAL ELECTRIC CO 0.24 $35,549,495 12/6/2017 Aa2 /
AA+ 		5.06 5.25 2.26 2.26 Industrial
-- FGOLD 30YR GIANT 0.24 $35,323,238 11/1/2037 Aaa /
AA+ 		3.28 6.00 2.75 2.75 MBS PASSTHROUGH
-- GNMA 30YR 0.24 $34,862,860 8/15/2039 Aaa /
AA+ 		5.83 4.50 2.89 2.89 MBS PASSTHROUGH
-- FNMA 30YR 0.23 $33,863,100 4/1/2035 Aaa /
AA+ 		3.40 5.00 2.55 2.55 MBS PASSTHROUGH
-- GNMA 30YR PLATINUM 0.23 $33,754,981 3/15/2037 Aaa /
AA+ 		3.60 6.00 2.40 2.40 MBS PASSTHROUGH
-- FNMA 30YR 0.23 $33,595,950 9/1/2040 Aaa /
AA+ 		5.17 4.00 2.92 2.92 MBS PASSTHROUGH
-- FNMA 30YR 0.23 $33,418,521 8/1/2041 Aaa /
AA+ 		4.59 4.50 2.91 2.91 MBS PASSTHROUGH
-- TREASURY BOND 0.23 $32,859,944 8/15/2017 Aaa /
AA+ 		4.52 8.88 0.91 0.91 Treasuries
-- FNMA 30YR TBA(REG A) 0.23 $32,840,297 3/12/2012 Aaa /
AA+ 		4.29 4.00 2.82 2.82 MBS PASSTHROUGH
-- GNMA2 30YR 0.22 $31,608,835 9/20/2041 Aaa /
AA+ 		4.59 4.50 2.51 2.51 MBS PASSTHROUGH
-- FGOLD 30YR 0.22 $31,498,793 8/1/2040 Aaa /
AA+ 		4.54 4.50 2.98 2.98 MBS PASSTHROUGH
-- FNMA 15YR 0.21 $31,024,781 1/1/2027 Aaa /
AA+ 		3.43 3.00 1.80 1.80 MBS PASSTHROUGH
-- FGOLD 30YR 0.21 $30,218,504 9/1/2040 Aaa /
AA+ 		6.24 5.00 3.55 3.55 MBS PASSTHROUGH
-- TREASURY NOTE 0.20 $29,678,977 5/31/2015 Aaa /
AA+ 		3.19 2.12 0.45 0.45 Treasuries
-- GNMA 30YR TBA(REG C) 0.20 $29,431,912 2/21/2012 Aaa /
AA+ 		4.40 4.00 2.26 2.26 MBS PASSTHROUGH
-- GNMA2 30YR 0.20 $29,388,957 8/20/2040 Aaa /
AA+ 		5.32 5.00 3.00 3.00 MBS PASSTHROUGH
-- FNCL 4.5 3/09 4.5% Jan 25 2038 0.20 $29,354,548 1/25/2038 Aaa /
AA+ 		4.27 4.50 3.00 3.00 MBS PASSTHROUGH
-- FGLMC 4.5 3/09 4.5% Jul 15 2037 0.20 $29,086,302 7/15/2037 Aaa /
AA+ 		4.25 4.50 3.12 3.12 MBS PASSTHROUGH
-- FNMA BENCHMARK NOTES 0.20 $28,455,174 6/26/2013 Aaa /
AA+ 		1.37 1.50 0.23 0.23 Agencies
-- FNMA 30YR 0.19 $27,752,519 12/1/2040 Aaa /
AA+ 		7.23 4.00 3.24 3.24 MBS PASSTHROUGH
-- FGOLD 20YR 0.19 $27,354,994 8/1/2030 Aaa /
AA+ 		4.23 4.50 2.92 2.92 MBS PASSTHROUGH
-- FGOLD 30YR GIANT 0.19 $27,283,485 11/1/2037 Aaa /
AA+ 		3.28 6.00 2.75 2.75 MBS PASSTHROUGH
-- FGOLD 15YR GIANT 0.19 $27,165,099 10/1/2025 Aaa /
AA+ 		3.15 4.00 1.98 1.98 MBS PASSTHROUGH
-- FGOLD 30YR GIANT 0.19 $26,942,867 3/1/2038 Aaa /
AA+ 		3.01 5.50 2.43 2.43 MBS PASSTHROUGH
-- GNMA2 30YR 0.18 $26,722,821 8/20/2040 Aaa /
AA+ 		6.42 4.50 3.06 3.06 MBS PASSTHROUGH
-- FGOLD 30YR GIANT 0.18 $26,616,305 5/1/2041 Aaa /
AA+ 		7.60 4.50 3.61 3.61 Agencies
-- FNMA 15YR 0.18 $26,590,255 2/1/2026 Aaa /
AA+ 		4.81 3.50 2.37 2.37 MBS PASSTHROUGH
-- FGOLD 30YR GIANT 0.18 $26,570,620 12/1/2033 Aaa /
AA+ 		3.24 5.00 2.36 2.36 MBS PASSTHROUGH
-- GNMA 30YR 0.18 $26,518,293 2/15/2041 Aaa /
AA+ 		9.07 4.00 3.15 3.15 MBS PASSTHROUGH
-- FNMA 30YR 0.18 $26,191,805 12/1/2041 Aaa /
AA+ 		4.06 4.00 2.59 2.59 MBS PASSTHROUGH
-- MORGAN STANLEY 0.18 $25,969,997 3/1/2013 A2 /
A- 		1.01 5.30 2.13 2.13 Financial Institutions
-- MERRILL LYNCH & CO INC 0.18 $25,924,538 1/15/2015 Baa1 /
A- 		2.71 5.00 3.60 3.60 Financial Institutions
-- FNMA 30YR 0.18 $25,713,984 3/1/2040 Aaa /
AA+ 		5.68 5.00 3.44 3.44 MBS PASSTHROUGH
-- VERIZON COMMUNICATIONS INC. 0.18 $25,421,578 12/1/2030 A3 /
A- 		11.12 7.75 4.66 4.66 Industrial
-- METLIFE INC 0.17 $25,313,165 6/15/2015 A3 /
A- 		3.09 5.00 1.63 1.63 Financial Institutions
-- KRAFT FOODS INC 0.17 $25,260,890 8/11/2017 Baa2 /
BBB- 		4.62 6.50 2.46 2.46 Industrial
-- FNMA 15YR 0.17 $25,057,876 1/1/2024 Aaa /
AA+ 		2.50 5.50 1.87 1.87 MBS PASSTHROUGH
-- TREASURY NOTE 0.17 $24,837,440 5/15/2021 Aaa /
AA+ 		8.05 3.12 1.88 1.88 Treasuries
-- DOMINION RESOURCES INC 0.17 $24,720,514 7/15/2015 Baa2 /
A- 		3.18 5.15 1.42 1.42 Utility
-- FGOLD 30YR 0.17 $24,668,413 2/1/2034 Aaa /
AA+ 		3.42 5.50 2.69 2.69 MBS PASSTHROUGH
-- GNMA 30YR TBA(REG C) 0.17 $24,625,591 2/21/2012 Aaa /
AA+ 		3.80 5.50 2.46 2.46 MBS PASSTHROUGH
-- CONOCOPHILLIPS 0.17 $24,467,644 10/15/2032 A1 /
A 		12.61 5.90 4.24 4.24 Industrial
-- FGOLD 30YR GIANT 0.17 $24,369,324 1/1/2036 Aaa /
AA+ 		3.17 5.00 2.30 2.30 MBS PASSTHROUGH
-- ITALY (REPUBLIC OF) 0.17 $24,315,824 9/20/2016 NR /
A+ 		3.98 5.25 4.97 4.97 Sovereign
-- FGOLD 15YR GIANT 0.16 $23,839,344 12/1/2024 Aaa /
AA+ 		3.07 5.00 2.24 2.24 MBS PASSTHROUGH
-- GNMA 30YR PLATINUM 0.16 $23,648,807 5/15/2040 Aaa /
AA+ 		4.24 5.00 2.39 2.39 MBS PASSTHROUGH
-- TREASURY NOTE 0.16 $23,611,716 2/15/2021 Aaa /
AA+ 		7.68 3.62 1.82 1.82 Treasuries
-- FGOLD 30YR GIANT 0.16 $23,591,321 7/1/2035 Aaa /
AA+ 		3.43 5.00 2.51 2.51 MBS PASSTHROUGH
-- FH 7/1 12M Libor ARM 0.16 $23,581,173 11/1/2041 Aaa /
AA+ 		4.15 3.46 2.15 2.15 MBS PASSTHROUGH
-- FNMA 30YR 0.16 $23,509,742 3/1/2038 Aaa /
AA+ 		2.88 5.50 2.27 2.27 MBS PASSTHROUGH
-- FHLMC REFERENCE NOTE 0.16 $23,411,944 5/27/2016 Aaa /
AA+ 		4.07 2.50 0.91 0.91 Agencies
-- GNMA2 30YR 0.16 $23,358,879 10/20/2038 Aaa /
AA+ 		3.38 6.50 2.06 2.06 MBS PASSTHROUGH
-- IBM CORP 0.16 $23,195,296 9/14/2017 Aa3 /
A+ 		4.81 5.70 1.81 1.81 Industrial
-- GNMA2 30YR 0.16 $23,176,541 9/20/2038 Aaa /
AA+ 		3.35 6.00 2.24 2.24 MBS PASSTHROUGH
-- FNMA 30YR 0.16 $22,945,270 5/1/2033 Aaa /
AA+ 		2.98 5.50 2.28 2.28 MBS PASSTHROUGH
-- FGOLD 30YR TBA(REG A) 0.16 $22,663,438 3/12/2012 Aaa /
AA+ 		4.27 3.50 2.81 2.81 MBS PASSTHROUGH
-- TREASURY BOND 0.15 $22,463,755 5/15/2041 Aaa /
AA+ 		17.66 4.38 3.14 3.14 Treasuries
-- LANDWIRTSCHAFTLICHE RENTENBANK 0.15 $22,375,376 11/8/2016 Aaa /
AAA 		4.25 5.00 1.43 1.43 Agencies
-- BELLSOUTH CORPORATION 0.15 $22,267,533 11/15/2034 A2 /
A- 		12.67 6.00 5.26 5.26 Industrial
-- FNMA 30YR 0.15 $22,251,325 6/1/2038 Aaa /
AA+ 		3.07 5.50 2.47 2.47 MBS PASSTHROUGH
-- FGOLD 15YR TBA(REG B) 0.15 $22,239,459 2/16/2012 Aaa /
AA+ 		3.57 4.00 2.36 2.36 MBS PASSTHROUGH
-- SPECTRA ENERGY CAPITAL 0.15 $21,995,812 2/15/2013 Baa2 /
BBB 		0.97 6.25 1.21 1.21 Utility
-- FGOLD 15YR 0.15 $21,718,772 3/1/2026 Aaa /
AA+ 		4.66 3.50 2.37 2.37 MBS PASSTHROUGH
-- GNMA 30YR PLATINUM 0.15 $21,651,776 6/15/2040 Aaa /
AA+ 		6.36 4.50 3.03 3.03 MBS PASSTHROUGH
-- WELLS FARGO & COMPANY 0.15 $21,103,656 11/15/2014 A3 /
A 		2.57 5.00 2.02 2.02 Financial Institutions
-- FGOLD 30YR GIANT 0.14 $20,851,170 5/1/2036 Aaa /
AA+ 		3.18 5.50 2.58 2.58 MBS PASSTHROUGH
-- MSC_05-HQ6 0.14 $20,356,389 8/13/2042 NR /
AAA 		2.97 4.99 1.94 1.94 CMBS
-- ENTERPRISE PRODUCTS OPERATING LP 0.14 $20,318,628 10/15/2014 Baa2 /
BBB 		2.48 5.60 1.63 1.63 Utility
-- TREASURY BOND 0.14 $20,310,417 2/15/2037 Aaa /
AA+ 		15.69 4.75 3.04 3.04 Treasuries
-- GS - Yunnan Baiyao Group Co., Ltd. 0.14 $20,248,628 5/15/2038 Aaa /
AA+ 		3.74 5.00 2.11 2.11 MBS PASSTHROUGH
-- FH 5/1 12M LIBOR ARM 0.14 $19,994,413 11/1/2040 Aaa /
AA+ 		7.07 2.98 2.31 2.31 MBS PASSTHROUGH
-- FGOLD 30YR GIANT 0.14 $19,829,569 10/1/2039 Aaa /
AA+ 		4.79 4.50 3.11 3.11 MBS PASSTHROUGH
-- CD_07-CD4 0.14 $19,663,964 12/11/2049 Aaa /
A- 		4.31 5.32 3.26 3.26 CMBS
-- FGOLD 15YR 0.14 $19,625,136 1/1/2027 Aaa /
AA+ 		3.48 3.00 1.81 1.81 MBS PASSTHROUGH
-- GNMA2 30YR 0.13 $19,548,905 3/20/2039 Aaa /
AA+ 		3.98 5.50 2.62 2.62 MBS PASSTHROUGH
-- FNMA 15YR 0.13 $19,377,472 8/1/2020 Aaa /
AA+ 		2.58 5.00 1.82 1.82 MBS PASSTHROUGH
-- FGOLD 30YR GIANT 0.13 $19,364,914 5/1/2035 Aaa /
AA+ 		3.67 5.50 2.90 2.90 MBS PASSTHROUGH
-- HSBC FINANCE CORP 0.13 $18,995,231 11/27/2012 A3 /
A 		0.78 6.38 1.43 1.43 Financial Institutions
-- GNMA 30YR 0.13 $18,924,400 7/15/2041 Aaa /
AA+ 		4.61 4.00 2.28 2.28 MBS PASSTHROUGH
-- EUROPEAN INVESTMENT BANK 0.13 $18,879,716 6/4/2014 Aaa /
AAA 		2.23 3.12 0.99 0.99 Supranational
-- LBUBS_04-C1 0.13 $18,860,430 1/15/2031 Aaa /
AAA 		1.73 4.57 1.87 1.87 CMBS
-- INTER-AMERICAN DEVELOPMENT BANK 0.13 $18,843,028 9/20/2012 Aaa /
AAA 		0.60 4.38 0.58 0.58 Supranational
-- TREASURY BOND 0.13 $18,787,800 2/15/2036 Aaa /
AA+ 		15.46 4.50 3.01 3.01 Treasuries
-- FNMA 30YR 0.13 $18,785,882 5/1/2041 Aaa /
AA+ 		5.35 4.50 3.20 3.20 MBS PASSTHROUGH
-- JPMORGAN CHASE & CO 0.13 $18,737,012 1/2/2013 A1 /
A- 		0.88 5.75 0.95 0.95 Financial Institutions
-- BSCMS_05-PW10 0.13 $18,703,433 12/11/2040 NR /
AAA 		3.26 5.41 2.46 2.46 CMBS
-- COMCAST CABLE COMMUNICATIONS HOLDI 0.13 $18,543,222 3/15/2013 Baa1 /
BBB+ 		1.04 8.38 0.89 0.89 Industrial
-- CITIGROUP INC 0.13 $18,525,683 7/15/2039 A3 /
A- 		12.68 8.12 5.91 5.91 Financial Institutions
-- FNMA 15YR 0.13 $18,444,999 10/1/2024 Aaa /
AA+ 		2.94 4.50 2.03 2.03 MBS PASSTHROUGH
-- MIDAMERICAN ENERGY HLDG CO 0.13 $18,335,156 4/1/2036 Baa1 /
BBB+ 		13.40 6.12 4.63 4.63 Utility
-- FNMA 30YR TBA(REG A) 0.13 $18,323,458 3/12/2012 Aaa /
AA+ 		3.68 5.50 3.16 3.16 MBS PASSTHROUGH
-- FGOLD 15YR TBA(REG B) 0.13 $18,269,044 2/16/2012 Aaa /
AA+ 		3.14 4.50 2.45 2.45 MBS PASSTHROUGH
-- LBUBS_04-C4 0.13 $18,254,711 6/15/2029 Aaa /
AAA 		2.09 5.50 2.09 2.09 CMBS
-- GNMA 30YR 0.12 $17,945,302 12/15/2041 Aaa /
AA+ 		4.03 3.50 2.21 2.21 MBS PASSTHROUGH
-- FGOLD 20YR GIANT 0.12 $17,763,010 8/1/2025 Aaa /
AA+ 		2.79 5.00 1.76 1.76 MBS PASSTHROUGH
-- FNMA 30YR 0.12 $17,725,619 10/1/2039 Aaa /
AA+ 		3.41 6.50 2.79 2.79 MBS PASSTHROUGH
-- TREASURY BOND 0.12 $17,662,163 5/15/2040 Aaa /
AA+ 		17.31 4.38 3.12 3.12 Treasuries
-- WACHOVIA CORPORATION 0.12 $17,653,884 8/1/2014 A3 /
A 		2.34 5.25 2.00 2.00 Financial Institutions
-- BRAZIL (FEDERATIVE REPUBLIC OF) 0.12 $17,627,790 1/20/2037 Baa2 /
BBB 		13.46 7.12 4.61 4.61 Sovereign
-- CREDIT SUISSE (USA) INC 0.12 $17,620,452 7/15/2032 Aa1 /
A+ 		11.55 7.12 5.43 5.43 Financial Institutions
-- JPMORGAN CHASE & CO 0.12 $17,181,991 4/23/2019 Aa3 /
A 		5.79 6.30 3.96 3.96 Financial Institutions
-- PACIFIC GAS AND ELECTRIC COMPANY 0.12 $17,165,634 3/1/2034 A3 /
BBB 		12.89 6.05 4.36 4.36 Utility
-- FNMA 30YR 0.12 $17,056,019 12/1/2039 Aaa /
AA+ 		4.79 4.50 3.07 3.07 MBS PASSTHROUGH
-- FNMA 15YR TBA(REG B) 0.12 $16,981,067 2/16/2012 Aaa /
AA+ 		3.19 5.50 2.82 2.82 MBS PASSTHROUGH
-- VODAFONE GROUP PLC 0.12 $16,970,629 2/27/2017 A3 /
A- 		4.38 5.62 1.91 1.91 Industrial
-- BOEING CAPITAL CORPORATION 0.12 $16,920,739 1/15/2013 A2 /
A 		0.92 5.80 0.45 0.45 Industrial
-- FGOLD 15YR GIANT 0.12 $16,795,834 4/1/2022 Aaa /
AA+ 		2.44 4.50 1.33 1.33 MBS PASSTHROUGH
-- FNMA 30YR 0.11 $16,537,075 11/1/2041 Aaa /
AA+ 		4.06 4.00 2.59 2.59 MBS PASSTHROUGH
-- FGOLD 30YR 0.11 $16,460,979 2/1/2041 Aaa /
AA+ 		8.97 4.00 3.39 3.39 MBS PASSTHROUGH
-- BANK OF AMERICA CORP 0.11 $16,454,388 7/1/2020 Baa1 /
A- 		6.59 5.62 5.53 5.53 Financial Institutions
-- TIME WARNER INC 0.11 $16,430,867 5/1/2032 Baa2 /
BBB 		11.32 7.70 5.16 5.16 Industrial
-- FNMA 20YR 0.11 $16,388,777 10/1/2031 Aaa /
AA+ 		4.16 4.00 2.52 2.52 MBS PASSTHROUGH
-- TREASURY NOTE 0.11 $16,368,382 8/15/2020 Aaa /
AA+ 		7.56 2.62 1.75 1.75 Treasuries
-- FGOLD 30YR TBA(REG A) 0.11 $16,338,744 3/12/2012 Aaa /
AA+ 		3.54 5.00 2.88 2.88 MBS PASSTHROUGH
-- FNMA 30YR 0.11 $16,338,645 3/1/2034 Aaa /
AA+ 		3.37 6.00 2.51 2.51 MBS PASSTHROUGH
-- CSMC_06-C4 0.11 $16,331,386 9/15/2039 Aaa /
AAA 		3.88 5.47 3.27 3.27 CMBS
-- WBCMT_04-C11 0.11 $16,066,185 1/15/2041 Aaa /
AAA 		2.07 5.22 1.90 1.90 CMBS
-- FNMA 20YR 0.11 $16,046,811 12/1/2030 Aaa /
AA+ 		6.24 4.00 3.03 3.03 MBS PASSTHROUGH
-- FNMA 30YR 0.11 $16,028,931 4/1/2037 Aaa /
AA+ 		3.75 7.00 2.97 2.97 MBS PASSTHROUGH
-- FNMA 30YR 0.11 $15,980,866 12/1/2037 Aaa /
AA+ 		4.56 6.50 3.58 3.58 MBS PASSTHROUGH
-- TREASURY BOND 0.11 $15,854,123 8/15/2041 Aaa /
AA+ 		18.14 3.75 3.16 3.16 Treasuries
-- PFIZER INC. 0.11 $15,852,613 3/15/2019 A1 /
AA 		5.82 6.20 2.34 2.34 Industrial
-- GNMA2 30YR 0.11 $15,836,366 9/20/2041 Aaa /
AA+ 		4.61 4.00 2.30 2.30 MBS PASSTHROUGH
-- TREASURY BOND 0.11 $15,817,772 8/15/2040 Aaa /
AA+ 		17.67 3.88 3.14 3.14 Treasuries
-- FNMA BENCHMARK NOTES 0.11 $15,794,889 11/15/2030 Aaa /
AA+ 		12.04 6.62 3.38 3.38 Agencies
-- WAL-MART STORES INC 0.11 $15,781,572 8/15/2037 Aa2 /
AA 		13.88 6.50 4.26 4.26 Industrial
-- ALTRIA GROUP INC. 0.11 $15,709,052 11/10/2018 Baa1 /
BBB 		5.20 9.70 3.46 3.46 Industrial
-- FNMA 30YR 0.11 $15,590,770 10/1/2041 Aaa /
AA+ 		4.60 4.00 2.76 2.76 MBS PASSTHROUGH
-- GNMA 30YR 0.11 $15,534,110 3/15/2039 Aaa /
AA+ 		5.21 4.50 2.69 2.69 MBS PASSTHROUGH
-- FGOLD 30YR 0.11 $15,521,796 10/1/2039 Aaa /
AA+ 		4.79 4.50 3.11 3.11 MBS PASSTHROUGH
-- UNITEDHEALTH GROUP INCORPORATED 0.10 $15,143,404 3/15/2015 A3 /
A- 		2.85 4.88 1.47 1.47 Financial Institutions
-- FNMA 30YR 0.10 $15,027,160 9/1/2041 Aaa /
AA+ 		4.60 4.00 2.76 2.76 MBS PASSTHROUGH
-- HYDRO QUEBEC 0.10 $15,012,494 6/30/2016 Aa2 /
A+ 		4.20 2.00 1.17 1.17 LOCAL AUTHORITIES
-- WELLS FARGO & CO 0.10 $14,948,832 4/1/2021 A2 /
A+ 		7.40 4.60 3.48 3.48 Financial Institutions
-- TREASURY NOTE 0.10 $14,919,402 12/15/2014 Aaa /
AA+ 		2.83 0.25 0.37 0.37 Treasuries
-- UBS AG STAMFORD CT 0.10 $14,804,239 12/20/2017 Aa3 /
A 		4.97 5.88 3.61 3.61 Financial Institutions
-- FGOLD 15YR 0.10 $14,776,784 5/1/2026 Aaa /
AA+ 		6.79 4.00 3.08 3.08 MBS PASSTHROUGH
-- FGOLD 30YR 0.10 $14,776,036 3/1/2041 Aaa /
AA+ 		8.97 4.00 3.39 3.39 MBS PASSTHROUGH
-- FGOLD 30YR TBA(REG A) 0.10 $14,743,537 3/12/2012 Aaa /
AA+ 		3.37 5.50 3.06 3.06 MBS PASSTHROUGH
-- BACM_06-6 0.10 $14,661,914 10/10/2045 Aaa /
AAA 		1.63 5.37 3.62 3.62 CMBS
-- GNMA2 30YR 0.10 $14,607,312 11/20/2039 Aaa /
AA+ 		6.67 4.50 3.11 3.11 MBS PASSTHROUGH
-- FNMA 20YR 0.10 $14,485,272 8/1/2031 Aaa /
AA+ 		4.12 4.50 2.81 2.81 MBS PASSTHROUGH
-- FNMA 30YR 0.10 $14,383,825 3/1/2041 Aaa /
AA+ 		9.50 3.50 3.12 3.12 MBS PASSTHROUGH
-- EUROPEAN INVESTMENT BANK 0.10 $14,346,907 2/16/2021 Aaa /
AAA 		7.50 4.00 2.70 2.70 Supranational
-- FGOLD 30YR GIANT 0.10 $14,315,259 2/1/2037 Aaa /
AA+ 		3.38 6.00 2.86 2.86 MBS PASSTHROUGH
-- FH 5/1 12M LIBOR ARM 0.10 $14,297,190 12/1/2038 Aaa /
AA+ 		6.46 5.09 4.07 4.07 MBS PASSTHROUGH
-- FNMA 15YR 0.10 $14,276,781 2/1/2023 Aaa /
AA+ 		2.56 6.00 2.69 2.69 MBS PASSTHROUGH
-- MARSH & MCLENNAN COMPANIES INC 0.10 $14,273,644 9/15/2015 Baa2 /
BBB- 		3.22 5.75 2.23 2.23 Financial Institutions
-- FNMA 15YR 0.10 $14,054,826 1/1/2026 Aaa /
AA+ 		4.26 3.50 2.22 2.22 MBS PASSTHROUGH
-- FNMA 15YR 0.10 $14,040,479 9/1/2018 Aaa /
AA+ 		2.30 4.50 1.16 1.16 MBS PASSTHROUGH
-- DIAGEO FINANCE BV 0.10 $13,963,520 10/28/2015 A3 /
A- 		3.38 5.30 1.56 1.56 Industrial
-- FGOLD 30YR 0.10 $13,790,674 6/1/2039 Aaa /
AA+ 		4.42 4.50 2.99 2.99 MBS PASSTHROUGH
-- FN 5/1 12M Libor ARM 0.09 $13,729,626 5/1/2040 Aaa /
AA+ 		5.36 3.60 2.64 2.64 MBS PASSTHROUGH
-- EXELON GENERATION CO LLC 0.09 $13,624,759 1/15/2014 A3 /
BBB 		1.85 5.35 1.38 1.38 Utility
-- BRAZIL (FEDERATIVE REPUBLIC OF) 0.09 $13,549,601 1/15/2018 Baa2 /
BBB 		4.83 8.00 4.16 4.16 Sovereign
-- KINDER MORGAN ENERGY PARTNERS LP 0.09 $13,515,271 1/15/2038 Baa2 /
BBB 		12.73 6.95 5.90 5.90 Utility
-- BSCMS_06-PW13 0.09 $13,515,055 9/11/2041 NR /
AAA 		3.88 5.54 2.46 2.46 CMBS
-- QUEBEC (PROVINCE OF) 0.09 $13,467,029 9/15/2029 Aa2 /
A+ 		11.06 7.50 3.63 3.63 LOCAL AUTHORITIES
-- FNMA 15YR 0.09 $13,324,256 10/1/2026 Aaa /
AA+ 		3.75 3.50 2.04 2.04 MBS PASSTHROUGH
-- CELLCO PART/VERI WIRELESS 0.09 $13,272,637 2/1/2014 A2 /
A- 		1.89 5.55 0.91 0.91 Industrial
-- FGOLD 30YR 0.09 $13,265,063 9/1/2041 Aaa /
AA+ 		4.66 4.00 2.78 2.78 MBS PASSTHROUGH
-- FH 7/1 12M Libor ARM 0.09 $13,198,855 11/1/2040 Aaa /
AA+ 		6.98 3.34 2.59 2.59 MBS PASSTHROUGH
-- FNMA 20YR 0.09 $12,841,550 2/1/2030 Aaa /
AA+ 		2.40 5.50 1.63 1.63 MBS PASSTHROUGH
-- FGOLD 30YR GIANT 0.09 $12,818,310 6/1/2035 Aaa /
AA+ 		3.67 5.50 2.90 2.90 MBS PASSTHROUGH
-- ANADARKO PETROLEUM CORP 0.09 $12,695,755 9/15/2016 Ba1 /
BBB- 		4.00 5.95 2.46 2.46 Industrial
-- RIO TINTO FIN USA LTD 0.09 $12,695,238 5/1/2019 A3 /
A- 		5.57 9.00 3.16 3.16 Industrial
-- FNMA 15YR 0.09 $12,568,754 2/1/2027 Aaa /
AA+ 		3.45 3.50 1.91 1.91
-- MEXICO (UNITED MEXICAN STATES) 0.09 $12,527,445 9/27/2034 Baa1 /
BBB 		12.70 6.75 4.59 4.59 Sovereign
-- ARCELORMITTAL 0.09 $12,453,930 6/1/2019 Baa3 /
BBB- 		5.31 9.85 6.51 6.51 Industrial
-- NEWS AMERICA INC 0.09 $12,431,286 12/15/2034 Baa1 /
BBB+ 		12.68 6.20 5.24 5.24 Industrial
-- GENERAL ELECTRIC CAPITAL CORP 0.09 $12,385,729 1/7/2021 Aa2 /
AA+ 		7.27 4.62 3.96 3.96 Financial
-- DOW CHEMICAL COMPANY (THE) 0.09 $12,355,682 5/15/2019 Baa3 /
BBB 		5.63 8.55 3.51 3.51 Industrial
-- AMERICAN EXPRESS COMPANY 0.08 $12,311,889 7/15/2013 A3 /
BBB+ 		1.39 4.88 1.84 1.84 Financial Institutions
-- FNMA 15YR 0.08 $12,177,959 8/1/2026 Aaa /
AA+ 		6.91 3.50 2.73 2.73 MBS PASSTHROUGH
-- TVA 0.08 $12,166,426 1/15/2048 Aaa /
AA+ 		18.21 4.88 3.99 3.99 Agencies
-- TREASURY NOTE 0.08 $12,031,478 4/15/2013 Aaa /
AA+ 		1.17 1.75 0.21 0.21 Treasuries
-- FNMA 30YR 0.08 $12,020,784 8/1/2037 Aaa /
AA+ 		3.63 6.50 3.02 3.02 MBS PASSTHROUGH
-- WAL-MART STORES INC 0.08 $12,000,796 4/15/2016 Aa2 /
AA 		3.93 2.80 1.16 1.16 Industrial
-- FNMA 20YR 0.08 $11,958,249 1/1/2032 Aaa /
AA+ 		3.74 3.50 2.21 2.21 MBS PASSTHROUGH
-- WELLPOINT INC 0.08 $11,898,412 1/15/2016 Baa1 /
A- 		3.58 5.25 1.91 1.91 Financial Institutions
-- WEATHERFORD INTL LTD 0.08 $11,883,802 3/1/2019 Baa2 /
BBB 		5.27 9.62 4.21 4.21 Industrial
-- DEUTSCHE BANK AG (LONDON BRANCH) 0.08 $11,879,949 9/1/2017 Aa3 /
A+ 		4.68 6.00 3.20 3.20 Financial Institutions
-- GNMA 30YR 0.08 $11,854,507 4/15/2039 Aaa /
AA+ 		5.21 4.50 2.69 2.69 MBS PASSTHROUGH
-- EMBARQ CORP 0.08 $11,790,943 6/1/2016 Baa3 /
BB 		3.71 7.08 4.03 4.03 Industrial
-- ONTARIO PROVINCE OF 0.08 $11,754,742 5/10/2016 Aa1 /
AA- 		4.03 2.30 1.22 1.22 LOCAL AUTHORITIES
-- FGOLD 15YR 0.08 $11,737,686 2/1/2026 Aaa /
AA+ 		5.12 4.00 2.76 2.76 MBS PASSTHROUGH
-- FGOLD 30YR 0.08 $11,718,588 1/1/2042 Aaa /
AA+ 		4.10 4.00 2.61 2.61 MBS PASSTHROUGH
-- COMCAST CORPORATION 0.08 $11,708,366 3/15/2037 Baa1 /
BBB+ 		13.27 6.45 4.93 4.93 Industrial
-- FNMA 30YR 0.08 $11,693,561 11/1/2038 Aaa /
AA+ 		3.22 5.50 2.62 2.62 Agencies
-- CAPITAL ONE FINANCIAL CORP 0.08 $11,680,546 9/1/2016 Baa2 /
BBB- 		3.88 6.15 4.61 4.61 Financial Institutions
-- GNMA 30YR TBA(REG C) 0.08 $11,556,875 2/21/2012 Aaa /
AA+ 		4.37 3.50 2.36 2.36 MBS PASSTHROUGH
-- MEXICO (UNITED MEXICAN STATES) 0.08 $11,525,000 1/15/2017 Baa1 /
BBB 		4.36 5.62 2.33 2.33 Sovereign
-- WAL-MART STORES INC 0.08 $11,489,677 5/1/2013 Aa2 /
AA 		1.19 4.55 0.38 0.38 Industrial
-- JPMCC_07-CB20 0.08 $11,464,228 2/12/2051 Aaa /
A+ 		4.72 5.79 2.88 2.88 CMBS
-- CANADIAN NATURAL RESOURCES 0.08 $11,461,641 5/15/2017 Baa1 /
BBB+ 		4.59 5.70 1.86 1.86 Industrial
-- FNMA 15YR TBA(REG B) 0.08 $11,436,562 2/16/2012 Aaa /
AA+ 		2.70 3.00 1.55 1.55 MBS PASSTHROUGH
-- FNMA 30YR TBA 0.08 $11,404,406 3/12/2012 Aaa /
AA+ 		3.54 5.00 2.82 2.82 MBS PASSTHROUGH
-- FH 5/1 12M Libor ARM 0.08 $11,379,730 11/1/2040 Aaa /
AA+ 		5.52 3.14 2.17 2.17 MBS PASSTHROUGH
-- FNMA 30YR 0.08 $11,375,280 3/1/2036 Aaa /
AA+ 		3.50 4.50 2.50 2.50 MBS PASSTHROUGH
-- FN 5/1 12M LIBOR ARM 0.08 $11,374,348 4/1/2038 Aaa /
AA+ 		2.91 4.74 2.63 2.63 MBS PASSTHROUGH
-- REYNOLDS AMERICAN INC 0.08 $11,356,018 6/15/2017 Baa3 /
BBB- 		4.54 6.75 3.06 3.06 Industrial
-- FNMA 30YR 0.08 $11,294,381 8/1/2041 Aaa /
AA+ 		4.59 5.00 3.00 3.00 Agencies
-- FNMA 30YR 0.08 $11,258,041 3/1/2034 Aaa /
AA+ 		3.35 6.00 2.49 2.49 MBS PASSTHROUGH
-- ASIAN DEVELOPMENT BANK 0.08 $11,230,922 3/15/2016 Aaa /
AAA 		3.88 2.50 0.77 0.77 Supranational
-- TVA 0.08 $11,223,508 7/18/2017 Aaa /
AA+ 		4.81 5.50 1.30 1.30 Agencies
-- MLCFC_06-4 0.08 $11,223,130 12/12/2049 A1 /
BBB- 		4.18 5.20 5.60 5.60 CMBS
-- E I DU PONT DE NEMOURS AND CO 0.08 $11,214,754 12/15/2016 A2 /
A 		4.32 5.25 1.67 1.67 Industrial
-- TIME WARNER CABLE INC 0.08 $11,159,581 5/1/2037 Baa2 /
BBB 		12.99 6.55 5.38 5.38 Industrial
-- ORACLE CORPORATION 0.08 $11,130,087 1/15/2016 A1 /
A 		3.60 5.25 1.26 1.26 Industrial
-- FNMA 30YR 0.08 $11,113,901 11/1/2040 Aaa /
AA+ 		8.69 3.50 3.09 3.09 MBS PASSTHROUGH
-- FN 5/1 12M Libor ARM 0.08 $11,088,485 8/1/2041 Aaa /
AA+ 		4.70 2.76 1.82 1.82 MBS PASSTHROUGH
-- WORLD BANK - INTERNATIONAL BANK FO 0.08 $11,066,270 9/15/2016 Aaa /
AAA 		4.47 1.00 0.85 0.85 Supranational
-- FGOLD 30YR TBA(REG A) 0.08 $11,031,064 3/12/2012 Aaa /
AA+ 		4.27 4.00 2.89 2.89 MBS PASSTHROUGH
-- BACM_07-2 0.08 $11,013,283 4/10/2049 NR /
A+ 		4.42 5.83 3.52 3.52 CMBS
-- CITIGROUP INC 0.08 $10,929,866 8/12/2014 A3 /
A- 		2.27 6.38 2.53 2.53 Financial Institutions
-- SLM CORP 0.07 $10,868,714 5/15/2014 Ba1 /
BBB- 		2.10 5.38 4.09 4.09 Financial
-- PROCTER & GAMBLE CO 0.07 $10,863,358 3/5/2037 Aa3 /
AA- 		14.55 5.55 3.87 3.87 Industrial
-- JPMCC_05-LDP4 0.07 $10,855,932 10/15/2042 Aa2 /
NR 		3.24 5.00 2.46 2.46 CMBS
-- GNMA2 30YR 0.07 $10,764,482 1/20/2041 Aaa /
AA+ 		8.41 4.00 3.09 3.09 MBS PASSTHROUGH
-- FNMA 30YR 0.07 $10,751,545 4/1/2041 Aaa /
AA+ 		6.80 4.50 3.44 3.44 MBS PASSTHROUGH
-- ASTRAZENECA PLC 0.07 $10,727,754 9/15/2037 A1 /
AA- 		13.94 6.45 4.31 4.31 Industrial
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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.

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