Barclays Aggregate Bond Fund (AGG) Inception date: 9/22/2003
Holdings Detail as of 11/19/2009 (Holdings subject to change)
| Bonds | 98.84% |
| Cash | 0.00% |
| Other* | 1.16% |
*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 BGFA.
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| CUSIP | Name |
% Net Assets |
Market Value ($) | Maturity |
Credit Rating Moody's /S&P |
EffectiveDuration |
Coupon |
Yield to Maturity |
Yield to Call |
Sector |
|---|---|---|---|---|---|---|---|---|---|---|
| -- | FGOLD 30YR TBA(REG A) | 4.71 | $522,827,500 | 12/14/2009 | Aaa / AAA |
2.77 | 4.50 | 3.88 | 3.88 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 4.60 | $510,971,039 | 12/14/2009 | Aaa / AAA |
2.41 | 5.50 | 3.07 | 3.07 | FNMA |
| -- | TREASURY NOTE | 3.99 | $442,403,381 | 5/15/2014 | TSY / TSY |
4.08 | 4.75 | 1.90 | 1.90 | U.S. Treasury |
| -- | FGOLD 30YR TBA(REG A) | 3.04 | $337,321,857 | 12/14/2009 | Aaa / AAA |
2.44 | 5.50 | 3.01 | 3.01 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 2.85 | $316,648,500 | 12/14/2009 | Aaa / AAA |
2.35 | 6.00 | 3.13 | 3.13 | FNMA |
| -- | TREASURY NOTE | 2.81 | $311,547,682 | 4/15/2012 | TSY / TSY |
2.36 | 1.38 | 0.95 | 0.95 | U.S. Treasury |
| -- | TREASURY BOND | 2.80 | $311,066,301 | 11/15/2016 | TSY / TSY |
5.68 | 7.50 | 2.85 | 2.85 | U.S. Treasury |
| -- | FNMA 30YR TBA(REG A) | 2.69 | $298,229,344 | 12/14/2009 | Aaa / AAA |
3.09 | 5.00 | 3.64 | 3.64 | FNMA |
| -- | FNMA 30YR TBA(REG A) | 2.55 | $283,072,231 | 12/14/2009 | Aaa / AAA |
2.46 | 6.50 | 3.39 | 3.39 | FNMA |
| -- | FGOLD 30YR TBA(REG A) | 2.44 | $271,188,356 | 12/14/2009 | Aaa / AAA |
3.13 | 5.00 | 3.62 | 3.62 | FHLMC |
| -- | TREASURY NOTE | 2.42 | $268,265,774 | 8/15/2011 | TSY / TSY |
1.67 | 5.00 | 0.55 | 0.55 | U.S. Treasury |
| -- | FGOLD 30YR TBA(REG A) | 2.17 | $240,975,354 | 12/14/2009 | Aaa / AAA |
2.39 | 6.00 | 3.05 | 3.05 | FHLMC |
| -- | FREDDIE MAC | 2.14 | $237,177,039 | 1/15/2013 | AGY / AGY |
2.92 | 4.50 | 1.52 | 1.52 | US Agencies |
| -- | TREASURY BOND | 2.13 | $236,059,464 | 8/15/2019 | TSY / TSY |
7.16 | 8.12 | 3.37 | 3.37 | U.S. Treasury |
| -- | TREASURY NOTE | 2.04 | $225,970,791 | 7/31/2013 | TSY / TSY |
3.46 | 3.38 | 1.53 | 1.53 | U.S. Treasury |
| -- | FHLMC | 1.73 | $191,863,262 | 2/25/2011 | AGY / AGY |
1.24 | 3.25 | 0.53 | 0.53 | US Agencies |
| -- | TREASURY NOTE | 1.68 | $186,699,818 | 11/15/2018 | TSY / TSY |
7.61 | 3.75 | 3.28 | 3.28 | U.S. Treasury |
| -- | TREASURY NOTE | 1.60 | $177,960,764 | 8/15/2012 | TSY / TSY |
2.66 | 1.75 | 1.10 | 1.10 | U.S. Treasury |
| -- | FNMA 15YR TBA(REG B) | 1.60 | $177,939,716 | 12/17/2009 | Aaa / AAA |
2.86 | 4.50 | 2.94 | 2.94 | FNMA |
| -- | FREDDIE MAC | 1.58 | $175,325,357 | 10/18/2010 | AGY / AGY |
0.90 | 4.12 | 0.42 | 0.42 | US Agencies |
| -- | FGOLD 15YR TBA(REG B) | 1.55 | $171,606,713 | 12/17/2009 | Aaa / AAA |
2.55 | 5.00 | 2.63 | 2.63 | FHLMC |
| -- | TREASURY BOND | 1.52 | $168,756,854 | 2/15/2025 | TSY / TSY |
9.92 | 7.62 | 4.01 | 4.01 | U.S. Treasury |
| -- | GNMA 30YR TBA(REG C) | 1.45 | $160,496,422 | 12/21/2009 | Aaa / AAA |
2.81 | 5.00 | 3.35 | 3.35 | GNMA |
| -- | FGOLD 15YR TBA(REG B) | 1.42 | $157,951,097 | 12/17/2009 | Aaa / AAA |
2.86 | 4.50 | 2.96 | 2.96 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 1.33 | $147,520,238 | 12/14/2009 | Aaa / AAA |
2.74 | 4.00 | 4.23 | 4.23 | FNMA |
| -- | GNMA 30YR TBA(REG C) | 1.33 | $147,213,297 | 12/21/2009 | Aaa / AAA |
2.53 | 5.50 | 3.02 | 3.02 | GNMA |
| -- | GNMA 30YR TBA(REG C) | 1.25 | $139,099,162 | 12/21/2009 | Aaa / AAA |
2.39 | 6.00 | 3.08 | 3.08 | GNMA |
| -- | TREASURY NOTE | 1.22 | $135,116,872 | 11/15/2011 | TSY / TSY |
1.96 | 1.75 | 0.75 | 0.75 | U.S. Treasury |
| -- | FNMA 15YR TBA(REG B) | 1.08 | $119,944,300 | 12/17/2009 | Aaa / AAA |
2.29 | 5.50 | 2.53 | 2.53 | FNMA |
| -- | FNMA | 1.00 | $110,498,747 | 5/11/2017 | AGY / AGY |
6.29 | 5.00 | 3.34 | 3.34 | US Agencies |
| -- | GSMS_07-GG10 | 0.96 | $105,976,503 | 8/10/2045 | Aaa / BBB- |
5.13 | 5.99 | 9.73 | 9.73 | CMBS |
| -- | TREASURY NOTE | 0.93 | $102,908,352 | 8/15/2019 | TSY / TSY |
8.10 | 3.62 | 3.36 | 3.36 | U.S. Treasury |
| -- | FNMA 15YR TBA(REG B) | 0.91 | $100,930,219 | 12/17/2009 | Aaa / AAA |
2.83 | 5.00 | 2.94 | 2.94 | FNMA |
| -- | FHLB | 0.88 | $97,227,243 | 11/18/2011 | AGY / AGY |
1.92 | 4.88 | 0.87 | 0.87 | US Agencies |
| -- | TREASURY NOTE | 0.82 | $91,153,268 | 9/30/2014 | TSY / TSY |
4.56 | 2.38 | 2.12 | 2.12 | U.S. Treasury |
| -- | FHLMC | 0.78 | $86,780,453 | 3/23/2012 | AGY / AGY |
2.28 | 2.12 | 1.11 | 1.11 | US Agencies |
| -- | FANNIE MAE | 0.69 | $76,990,431 | 4/15/2015 | AGY / AGY |
4.76 | 5.00 | 2.65 | 2.65 | US Agencies |
| -- | FGOLD 15YR TBA(REG B) | 0.62 | $68,481,422 | 12/17/2009 | Aaa / AAA |
2.30 | 5.50 | 2.47 | 2.47 | FHLMC |
| -- | BANK OF AMERICA CORP - GTD | 0.61 | $67,203,499 | 6/15/2012 | Aaa / AAA |
2.45 | 3.12 | 1.30 | 1.30 | US Agencies |
| -- | KFW GROUP | 0.54 | $59,968,112 | 10/14/2011 | Aaa / AAA |
1.85 | 3.25 | 0.91 | 0.91 | Non-Corporate |
| -- | EUROPEAN INVESTMENT BANK | 0.47 | $52,499,478 | 5/15/2014 | Aaa / AAA |
4.08 | 4.62 | 2.34 | 2.34 | Non-Corporate |
| -- | TREASURY BOND | 0.46 | $51,579,147 | 5/15/2038 | TSY / TSY |
16.19 | 4.50 | 4.28 | 4.28 | U.S. Treasury |
| -- | GOLDMAN SACHS GROUP INC. (THE) | 0.46 | $50,829,399 | 10/1/2014 | A1 / A |
4.29 | 5.00 | 3.72 | 3.72 | Financial Institutions |
| -- | WACHOVIA CORPORATION | 0.45 | $50,130,676 | 8/1/2014 | A2 / A+ |
4.09 | 5.25 | 4.13 | 4.13 | Financial Institutions |
| -- | GENERAL ELECTRIC CO | 0.45 | $49,742,746 | 12/6/2017 | Aa2 / AA+ |
6.40 | 5.25 | 4.67 | 4.67 | Industrial |
| -- | TREASURY BOND | 0.44 | $48,424,529 | 5/15/2039 | TSY / TSY |
16.67 | 4.25 | 4.29 | 4.29 | U.S. Treasury |
| -- | TREASURY BOND | 0.39 | $43,437,273 | 5/15/2030 | TSY / TSY |
12.60 | 6.25 | 4.20 | 4.20 | U.S. Treasury |
| -- | CITIGROUP INC. | 0.38 | $42,643,964 | 2/21/2012 | A3 / A |
2.08 | 6.00 | 3.66 | 3.66 | Financial Institutions |
| -- | MORGAN STANLEY & CO. INC | 0.32 | $35,592,191 | 3/1/2013 | A2 / A |
2.98 | 5.30 | 3.31 | 3.31 | Financial Institutions |
| -- | HOUSEHOLD FINANCE CORPORATION | 0.32 | $35,271,731 | 11/27/2012 | A3 / A |
2.68 | 6.38 | 3.45 | 3.45 | Financial Institutions |
| -- | KRAFT FOODS INC. | 0.31 | $34,484,913 | 8/11/2017 | Baa2 / BBB+ |
6.02 | 6.50 | 5.05 | 5.05 | Industrial |
| -- | QUEBEC (PROVINCE OF) | 0.28 | $31,308,195 | 9/15/2029 | Aa2 / A+ |
11.38 | 7.50 | 5.03 | 5.03 | Non-Corporate |
| -- | FHLMC REFERENCE NOTE | 0.26 | $29,343,568 | 7/15/2032 | AGY / AGY |
12.79 | 6.25 | 4.77 | 4.77 | US Agencies |
| -- | ILLINOIS ST | 0.26 | $28,932,790 | 6/1/2033 | A1 / AA- |
12.72 | 5.10 | 5.87 | 5.87 | Non-Corporate |
| -- | DOMINION RESOURCES INC | 0.26 | $28,896,059 | 7/15/2015 | Baa2 / A- |
4.84 | 5.15 | 3.73 | 3.73 | Utility |
| -- | VERIZON GLOBAL FUNDING CORPORATION | 0.26 | $28,420,745 | 12/1/2030 | A3 / A |
10.85 | 7.75 | 6.15 | 6.15 | Industrial |
| -- | CREDIT SUISSE FIRST BOSTON USA INC | 0.25 | $28,005,611 | 7/15/2032 | Aa1 / A+ |
11.79 | 7.12 | 5.77 | 5.77 | Financial Institutions |
| -- | AT&T BROADBAND CORP | 0.25 | $27,957,083 | 3/15/2013 | Baa1 / BBB+ |
2.92 | 8.38 | 3.01 | 3.01 | Industrial |
| -- | JOHN DEERE CAPITAL CORPORATION | 0.24 | $26,872,010 | 3/15/2012 | A2 / A |
2.15 | 7.00 | 1.59 | 1.59 | Industrial |
| -- | REPUBLIC OF ITALY | 0.24 | $26,307,354 | 9/20/2016 | NR / A+ |
5.74 | 5.25 | 3.60 | 3.60 | Non-Corporate |
| -- | BOEING CAP CORP | 0.24 | $26,196,423 | 1/15/2013 | A2 / A |
2.85 | 5.80 | 2.65 | 2.65 | Industrial |
| -- | MERRILL LYNCH & CO. INC. | 0.24 | $26,182,149 | 1/15/2015 | A2 / A |
4.43 | 5.00 | 4.71 | 4.71 | Financial Institutions |
| -- | DAIMLER CHRYSLER NA HLDG | 0.24 | $26,127,282 | 1/15/2012 | A3 / BBB+ |
1.97 | 7.30 | 2.88 | 2.88 | Industrial |
| -- | JP MORGAN CHASE BANK | 0.24 | $26,113,608 | 1/2/2013 | A1 / A |
2.82 | 5.75 | 2.68 | 2.68 | Financial Institutions |
| -- | SBC COMMUNICATIONS INC. | 0.23 | $26,067,309 | 2/1/2012 | A2 / A |
2.05 | 5.88 | 1.72 | 1.72 | Industrial |
| -- | SPECTRA ENERGY CAPITAL LLC | 0.23 | $25,957,639 | 2/15/2013 | Baa2 / BBB |
2.90 | 6.25 | 3.46 | 3.46 | Utility |
| -- | U.S. BANK NATIONAL ASSOCIATION | 0.23 | $25,923,276 | 10/30/2014 | Aa2 / A+ |
4.39 | 4.95 | 3.18 | 3.18 | Financial Institutions |
| -- | AMERADA HESS CORPORATION | 0.23 | $25,877,010 | 8/15/2011 | Baa2 / BBB- |
1.63 | 6.65 | 1.88 | 1.88 | Industrial |
| -- | GENERAL ELECTRIC CAP CORP | 0.23 | $25,876,284 | 2/15/2012 | Aa2 / AA+ |
2.08 | 5.88 | 2.14 | 2.14 | Financial Institutions |
| -- | ANADARKO PETROLEUM CORP | 0.23 | $25,817,638 | 9/15/2016 | Baa3 / BBB- |
5.58 | 5.95 | 4.56 | 4.56 | Industrial |
| -- | WAL-MART STORES | 0.23 | $25,664,899 | 5/1/2013 | Aa2 / AA |
3.20 | 4.55 | 2.35 | 2.35 | Industrial |
| -- | GENERAL ELECTRIC CAP CORP | 0.23 | $25,604,135 | 3/15/2032 | Aa2 / AA+ |
11.69 | 6.75 | 6.17 | 6.17 | Financial Institutions |
| -- | BOSTON PROPERTIES INC | 0.23 | $25,546,797 | 1/15/2013 | Baa2 / A- |
2.81 | 6.25 | 3.95 | 3.95 | Financial Institutions |
| -- | ITALY (REPUBLIC OF) | 0.23 | $25,500,049 | 2/22/2011 | NR / A+ |
1.21 | 6.00 | 0.76 | 0.76 | Non-Corporate |
| -- | PROGRESS ENERGY INC. | 0.23 | $25,476,504 | 3/1/2011 | Baa2 / BBB |
1.22 | 7.10 | 1.98 | 1.98 | Utility |
| -- | CELLCO PARTNERSHIP/VERIZON WIRELES | 0.23 | $25,411,469 | 2/1/2014 | A2 / A |
3.71 | 5.55 | 3.06 | 3.06 | Industrial |
| -- | MEX 5 5/8 01/15/17 | 0.23 | $25,382,279 | 1/15/2017 | Aaa / AAA |
5.81 | 5.62 | 4.36 | 4.36 | Non-Corporate |
| -- | HOME DEPOT INC | 0.23 | $25,365,941 | 3/1/2016 | Baa1 / BBB+ |
5.27 | 5.40 | 4.32 | 4.32 | Industrial |
| -- | JPMORGAN CHASE BANK NA | 0.23 | $25,227,456 | 6/13/2016 | Aa2 / A+ |
5.31 | 5.88 | 4.90 | 4.90 | Financial Institutions |
| -- | METLIFE INC. | 0.23 | $25,188,171 | 6/15/2015 | A2 / A- |
4.76 | 5.00 | 3.94 | 3.94 | Financial Institutions |
| -- | MARSH & MCLENNAN COMPANIES INC. | 0.23 | $25,047,236 | 9/15/2015 | Baa2 / BBB- |
4.89 | 5.75 | 4.82 | 4.82 | Financial Institutions |
| -- | AMERICAN EXPRESS | 0.23 | $25,007,861 | 7/15/2013 | A3 / BBB+ |
3.29 | 4.88 | 3.55 | 3.55 | Financial Institutions |
| -- | BANK OF AMERICA CORPORATION | 0.22 | $24,861,250 | 1/15/2013 | A2 / A |
2.87 | 4.88 | 3.56 | 3.56 | Financial Institutions |
| -- | WELLS FARGO COMPANY | 0.22 | $24,860,855 | 11/15/2014 | A2 / A+ |
4.40 | 5.00 | 4.13 | 4.13 | Financial Institutions |
| -- | CONOCOPHILLIPS | 0.22 | $24,792,768 | 10/15/2032 | A1 / A |
12.60 | 5.90 | 5.62 | 5.62 | Industrial |
| -- | HSBC FINANCE CORP | 0.22 | $24,686,366 | 1/19/2016 | A3 / A |
5.14 | 5.50 | 4.45 | 4.45 | Financial Institutions |
| -- | ALTRIA GROUP INC | 0.22 | $24,499,810 | 11/10/2018 | Baa1 / BBB |
6.28 | 9.70 | 6.34 | 6.34 | Industrial |
| -- | PG&E CORP | 0.22 | $23,992,094 | 3/1/2034 | A3 / BBB+ |
12.93 | 6.05 | 5.46 | 5.46 | Utility |
| -- | BELLSOUTH CORPORATION | 0.21 | $23,813,929 | 11/15/2034 | A2 / A |
12.82 | 6.00 | 6.04 | 6.04 | Industrial |
| -- | CAPITAL ONE FINANCIAL CORPORATION | 0.21 | $23,798,677 | 9/1/2016 | Baa2 / BBB- |
5.40 | 6.15 | 6.25 | 6.25 | Financial Institutions |
| -- | FNMA 6MO LIBOR ARM | 0.21 | $23,107,765 | 2/1/2036 | Aaa / AAA |
1.00 | 5.52 | 3.95 | 3.95 | FNMA |
| -- | TARGET CORPORATION | 0.20 | $22,741,089 | 1/15/2038 | A2 / A+ |
13.14 | 7.00 | 5.70 | 5.70 | Industrial |
| -- | WAL-MART STORES INC | 0.20 | $22,690,417 | 8/15/2037 | Aa2 / AA |
13.61 | 6.50 | 5.37 | 5.37 | Industrial |
| -- | GENWORTH FINANCIAL INC. | 0.20 | $22,095,937 | 6/15/2014 | Baa3 / BBB |
3.81 | 5.75 | 7.77 | 7.77 | Financial Institutions |
| -- | INTL LEASE FINANCE CORP | 0.19 | $21,538,800 | 6/15/2011 | Baa3 / BBB+ |
1.39 | 5.75 | 12.98 | 12.98 | Financial Institutions |
| -- | INTER-AMERICAN DEVEL BK. | 0.19 | $21,234,235 | 9/20/2012 | Aaa / AAA |
2.67 | 4.38 | 1.51 | 1.51 | Non-Corporate |
| -- | INTERNATIONAL BUSINESS MACHINES CO | 0.19 | $21,204,046 | 9/14/2017 | A1 / A+ |
6.31 | 5.70 | 4.08 | 4.08 | Industrial |
| -- | KINDER MORGAN ENER PART | 0.19 | $21,197,066 | 1/15/2038 | Baa2 / BBB |
12.57 | 6.95 | 6.32 | 6.32 | Utility |
| -- | LANDWIRTSCHAFTLICHE RENTENBANK | 0.19 | $21,186,956 | 11/8/2016 | Aaa / AAA |
5.92 | 5.00 | 3.28 | 3.28 | Non-Corporate |
| -- | ENTERPRISE PRODUCTS OPERATING L.P. | 0.19 | $21,051,386 | 10/15/2014 | Baa3 / BBB- |
4.28 | 5.60 | 3.71 | 3.71 | Utility |
| -- | MIDAMERICAN ENERGY HOLDINGS COMPAN | 0.18 | $20,433,313 | 4/1/2036 | Baa1 / BBB+ |
10.24 | 6.12 | 5.65 | 0.86 | Utility |
| -- | PFIZER INC | 0.16 | $17,288,599 | 3/15/2019 | A1 / AA |
7.15 | 6.20 | 4.31 | -- | Industrial |
| -- | FED REPUBLIC OF BRAZIL | 0.15 | $17,080,602 | 1/20/2037 | Baa3 / BBB- |
12.90 | 7.12 | 5.70 | 5.70 | Non-Corporate |
| -- | CITIGROUP INC | 0.15 | $17,039,206 | 7/15/2039 | A3 / A |
11.65 | 8.12 | 7.22 | 7.22 | Financial Institutions |
| -- | AOL TIME WARNER INC. | 0.15 | $16,579,528 | 5/1/2032 | Baa2 / BBB |
11.37 | 7.70 | 6.39 | 6.39 | Industrial |
| -- | NATURAL RURAL UTILITIES | 0.14 | $16,045,911 | 3/1/2012 | A2 / A |
2.11 | 7.25 | 1.94 | 1.94 | Utility |
| -- | FIRSTENERGY CORPORATION | 0.14 | $16,036,871 | 11/15/2031 | Baa3 / BBB- |
11.36 | 7.38 | 6.44 | 6.44 | Utility |
| -- | MEX 6 3/8 01/16/13 | 0.14 | $15,801,552 | 1/16/2013 | Aaa / AAA |
2.83 | 6.38 | 2.85 | 2.85 | Non-Corporate |
| -- | AMERISOURCEBERGEN CORP | 0.14 | $15,782,350 | 9/15/2015 | Baa3 / BBB+ |
4.92 | 5.88 | 3.94 | 3.94 | Industrial |
| -- | DEUTSCHE BANK AG | 0.14 | $15,672,240 | 9/1/2017 | Aa1 / A+ |
4.27 | 6.00 | 4.57 | -- | Financial Institutions |
| -- | FEDERAL REP OF BRAZIL A-BOND | 0.14 | $15,655,640 | 1/15/2018 | Baa3 / BBB- |
6.00 | 8.00 | 5.50 | 5.50 | Non-Corporate |
| -- | DIAGEO FINANCE BV | 0.14 | $15,653,366 | 10/28/2015 | A3 / A- |
5.11 | 5.30 | 3.59 | 3.59 | Industrial |
| -- | EMBARQ CORPORATION | 0.14 | $15,596,605 | 6/1/2016 | Baa3 / BBB- |
5.11 | 7.08 | 5.33 | 5.33 | Industrial |
| -- | ORACLE CORPORATION | 0.14 | $15,508,065 | 1/15/2016 | A2 / A |
5.19 | 5.25 | 3.77 | 3.77 | Industrial |
| -- | VODAFONE GROUP PLC | 0.14 | $15,342,636 | 2/27/2017 | Baa1 / A- |
5.92 | 5.62 | 4.42 | 4.42 | Industrial |
| -- | ALCOA INC. | 0.14 | $15,141,359 | 1/15/2012 | Baa3 / BBB- |
1.99 | 6.00 | 3.33 | 3.33 | Industrial |
| -- | UNITEDHEALTH GROUP INCORPORATED | 0.14 | $15,038,313 | 3/15/2015 | Baa1 / A- |
4.64 | 4.88 | 3.87 | 3.87 | Financial Institutions |
| -- | COUNTRYWIDE HOME LOANS | 0.13 | $14,743,379 | 3/22/2011 | A2 / A |
1.30 | 4.00 | 1.93 | 1.93 | Financial Institutions |
| -- | CONSTELLATION ENERGY GROUP | 0.13 | $14,584,101 | 6/15/2015 | Baa3 / BBB |
4.80 | 4.55 | 4.22 | 4.22 | Utility |
| -- | CSX CORPORATION | 0.13 | $14,468,711 | 10/1/2036 | Baa3 / BBB- |
13.21 | 6.00 | 5.94 | 5.15 | Industrial |
| -- | WELLS FARGO BANK NA | 0.13 | $14,271,526 | 1/12/2011 | A1 / AA- |
1.11 | 4.88 | 1.38 | 1.38 | Financial Institutions |
| -- | NEWS AMERICA INC | 0.13 | $14,174,312 | 12/15/2034 | Baa1 / BBB+ |
12.16 | 6.20 | 6.39 | 6.39 | Industrial |
| -- | UNILEVER CAPITAL CORP | 0.12 | $13,620,403 | 11/15/2032 | A1 / A+ |
12.97 | 5.90 | 5.20 | 5.20 | Industrial |
| -- | EXELON GENERATION CO LLC | 0.12 | $13,511,770 | 1/15/2014 | A3 / BBB |
3.67 | 5.35 | 3.49 | 3.49 | Utility |
| -- | VIACOM INC | 0.12 | $13,501,048 | 4/30/2016 | Baa2 / BBB |
5.32 | 6.25 | 4.58 | 4.58 | Industrial |
| -- | COCA-COLA ENTERPRISES INC | 0.11 | $12,662,588 | 2/1/2022 | A3 / A |
8.08 | 8.50 | 4.95 | 4.95 | Industrial |
| -- | AT&T WIRELESS SERVICES INC. | 0.11 | $12,438,819 | 3/1/2011 | A2 / A |
1.22 | 7.88 | 1.33 | 1.33 | Industrial |
| -- | DEUTSCHE TELEKOM INTERNATIONAL FIN | 0.11 | $12,383,394 | 6/15/2030 | Baa1 / BBB+ |
10.47 | 8.75 | 6.21 | 6.21 | Industrial |
| -- | RIO TINTO FINANCE PLC | 0.10 | $11,603,452 | 5/1/2019 | Baa1 / BBB+ |
6.70 | 9.00 | 5.42 | 5.42 | Industrial |
| -- | MORGAN STANLEY | 0.10 | $11,033,594 | 4/1/2018 | A2 / A |
6.41 | 6.62 | 5.45 | 5.45 | Financial Institutions |
| -- | ONCOR ELECTRIC DELIVERY CO. | 0.10 | $10,999,210 | 9/1/2022 | Baa1 / BBB+ |
8.60 | 7.00 | 5.42 | 5.42 | Utility |
| -- | ASTRAZENECA PLC | 0.10 | $10,988,497 | 9/15/2037 | A1 / AA- |
13.70 | 6.45 | 5.38 | 5.38 | Industrial |
| -- | ABBOTT LABORATORIES | 0.10 | $10,740,231 | 5/15/2016 | A1 / AA |
5.45 | 5.88 | 3.75 | 3.75 | Industrial |
| -- | MEX 6 3/4 09/27/34 | 0.10 | $10,663,571 | 9/27/2034 | Aaa / AAA |
12.52 | 6.75 | 5.88 | 5.88 | Non-Corporate |
| -- | WYETH | 0.10 | $10,594,721 | 2/1/2014 | A3 / AA |
3.72 | 5.50 | 2.80 | 2.80 | Industrial |
| -- | PNC FUNDING CORP | 0.09 | $10,504,380 | 11/15/2015 | Baa1 / A- |
5.12 | 5.25 | 4.46 | 4.46 | Financial Institutions |
| -- | ONTARIO CANADA (PROVINCE OF) | 0.09 | $10,501,304 | 1/20/2012 | Aa1 / AA- |
2.09 | 2.62 | 1.19 | 1.19 | Non-Corporate |
| -- | UBS AG STAMFORD BRANCH | 0.09 | $10,468,579 | 12/20/2017 | Aa2 / A+ |
6.25 | 5.88 | 5.45 | 5.45 | Financial Institutions |
| -- | CALIFORNIA ST BUILD AMERICA BOND | 0.09 | $10,451,467 | 4/1/2016 | Baa1 / A |
5.23 | 5.95 | 5.33 | 5.33 | Non-Corporate |
| -- | WORLD BANK - INTL BK RECON & DEVEL | 0.09 | $10,394,956 | 4/2/2012 | Aaa / AAA |
2.31 | 2.00 | 1.05 | 1.05 | Non-Corporate |
| -- | MERRILL LYNCH & CO INC | 0.09 | $10,322,608 | 4/25/2018 | A2 / A |
6.41 | 6.88 | 5.70 | 5.70 | Financial Institutions |
| -- | BRISTOL-MYERS SQUIBB COMPANY | 0.09 | $10,308,337 | 11/15/2036 | A2 / A+ |
13.91 | 5.88 | 5.36 | 5.36 | Industrial |
| -- | KROGER CO. (THE) | 0.09 | $10,296,145 | 2/1/2013 | Baa2 / BBB |
2.90 | 5.50 | 3.02 | 3.02 | Industrial |
| -- | BHP BILLITON FINANCE BV | 0.09 | $10,288,701 | 4/15/2013 | A1 / A+ |
3.14 | 4.80 | 2.51 | 2.51 | Industrial |
| -- | E I DU PONT DE NEMOURS AND CO | 0.09 | $10,247,827 | 12/15/2016 | A2 / A |
5.80 | 5.25 | 4.10 | 4.10 | Industrial |
| -- | CANADIAN NATURAL RESOURCES LIMITED | 0.09 | $10,213,901 | 5/15/2017 | Baa2 / BBB |
6.10 | 5.70 | 4.64 | 4.64 | Industrial |
| -- | KINDER MORGAN EN | 0.09 | $10,203,762 | 3/15/2011 | Baa2 / BBB |
1.26 | 6.75 | 1.73 | 1.73 | Utility |
| -- | PROCTER & GAMBLE CO | 0.09 | $10,152,275 | 3/5/2037 | Aa3 / AA- |
14.21 | 5.55 | 5.14 | 5.14 | Industrial |
| -- | QWEST CORPORATION | 0.09 | $10,111,974 | 3/15/2012 | Ba1 / BBB- |
2.06 | 8.88 | 6.25 | 6.25 | Industrial |
| -- | CISCO SYSTEMS INC | 0.09 | $10,095,845 | 2/22/2011 | A1 / A+ |
1.22 | 5.25 | 0.92 | 0.92 | Industrial |
| -- | MORGAN STANLEY | 0.09 | $9,988,220 | 1/21/2011 | A2 / A |
1.13 | 5.05 | 1.63 | 1.63 | Financial Institutions |
| -- | CRH AMERICA INC | 0.09 | $9,948,381 | 9/30/2016 | Baa1 / BBB+ |
5.56 | 6.00 | 5.32 | 5.32 | Industrial |
| -- | GOLDMAN SACHS GROUP INC | 0.09 | $9,897,968 | 10/1/2037 | A2 / A- |
12.40 | 6.75 | 6.45 | 2.87 | Financial Institutions |
| -- | ELI LILLY & COMPANY | 0.09 | $9,880,827 | 3/15/2037 | A1 / AA |
13.33 | 5.55 | 5.33 | 2.32 | Industrial |
| -- | WELLPOINT INC | 0.09 | $9,871,552 | 1/15/2016 | Baa1 / A- |
5.14 | 5.25 | 4.67 | 4.67 | Financial Institutions |
| -- | REYNOLDS AMERICAN INC | 0.09 | $9,851,180 | 6/15/2017 | Baa3 / BBB |
4.44 | 6.75 | 6.27 | 3.81 | Industrial |
| -- | COMCAST CORPORATION | 0.09 | $9,841,121 | 3/15/2037 | Baa1 / BBB+ |
9.72 | 6.45 | 6.24 | 3.62 | Industrial |
| -- | TIME WARNER CABLE INC | 0.09 | $9,839,608 | 5/1/2037 | Baa2 / BBB |
12.81 | 6.55 | 6.34 | 6.34 | Industrial |
| -- | VIACOM INC. | 0.09 | $9,769,560 | 7/30/2030 | Baa3 / BBB- |
10.05 | 7.88 | 7.59 | 7.59 | Industrial |
| -- | VALE OVERSEAS LIMITED | 0.09 | $9,765,346 | 11/21/2036 | Baa2 / BBB+ |
11.94 | 6.88 | 6.72 | 6.72 | Industrial |
| -- | SIMON PROPERTY GROUP L.P. | 0.09 | $9,697,704 | 6/15/2015 | A3 / A- |
4.71 | 5.10 | 4.84 | 4.84 | Financial Institutions |
| -- | BANK OF AMERICA NA (US) | 0.09 | $9,682,876 | 10/15/2036 | A1 / A |
12.85 | 6.00 | 6.39 | 6.39 | Financial Institutions |
| -- | BEAR STEARNS CO INC | 0.09 | $9,674,344 | 8/10/2012 | Aa3 / A+ |
2.47 | 6.95 | 2.29 | 2.29 | Financial Institutions |
| -- | ALLSTATE CORPORATION (THE) | 0.08 | $9,425,901 | 5/9/2035 | A3 / A- |
13.43 | 5.55 | 5.66 | 5.66 | Financial Institutions |
| -- | AMERICAN EXPRESS COMPANY | 0.08 | $9,004,860 | 9/1/2066 | Baa2 / BB |
6.90 | 6.80 | 8.01 | 9.77 | Financial Institutions |
| -- | BEAR STEARNS CO INC | 0.08 | $8,806,745 | 2/1/2018 | Aa3 / A+ |
6.20 | 7.25 | 5.00 | 5.00 | Financial Institutions |
| -- | REPUBLIC OF PERU | 0.08 | $8,783,775 | 3/30/2019 | Ba1 / BBB- |
6.95 | 7.12 | 5.03 | 5.03 | Non-Corporate |
| -- | SLM CORP | 0.08 | $8,650,353 | 5/15/2014 | Ba1 / BBB- |
3.79 | 5.38 | 10.46 | 10.46 | Financial Institutions |
| -- | ASIAN DEVELOPMENT BANK | 0.08 | $8,524,642 | 5/21/2014 | Aaa / AAA |
4.17 | 2.75 | 2.25 | 2.25 | Non-Corporate |
| -- | SOUTHERN POWER | 0.08 | $8,343,676 | 7/15/2015 | Baa1 / BBB+ |
4.87 | 4.88 | 3.71 | 3.71 | Utility |
| -- | PEPSI BOTTLING GROUP INC. (THE) | 0.07 | $8,085,418 | 3/1/2029 | A2 / A |
11.20 | 7.00 | 5.28 | 5.28 | Industrial |
| -- | DOW CHEMICAL COMPANY (THE) | 0.07 | $7,466,974 | 5/15/2019 | Baa3 / BBB- |
6.74 | 8.55 | 5.95 | 5.95 | Industrial |
| -- | SHELL INTERNATIONAL FINANCE BV | 0.07 | $7,382,709 | 12/15/2038 | Aa1 / AA |
13.86 | 6.38 | 5.34 | 5.34 | Industrial |
| -- | APACHE CORPORATION | 0.07 | $7,261,770 | 4/15/2013 | A3 / A- |
3.12 | 5.25 | 2.66 | 2.66 | Industrial |
| -- | TELECOM ITALIA CAPITAL | 0.06 | $7,071,272 | 6/4/2038 | Baa2 / BBB |
12.15 | 7.72 | 6.50 | 6.50 | Industrial |
| -- | PUBLIC SERVICE CO OF COLORADO | 0.06 | $7,043,227 | 6/1/2019 | A2 / A |
7.41 | 5.12 | 4.21 | 4.21 | Utility |
| -- | CATERPILLAR FINANCIAL SERVICES COR | 0.06 | $6,790,447 | 2/15/2019 | A2 / A |
6.87 | 7.15 | 4.65 | 4.65 | Industrial |
| -- | XTO ENERGY INC. | 0.06 | $6,749,062 | 8/1/2037 | Baa2 / BBB |
13.00 | 6.75 | 5.89 | 5.89 | Industrial |
| -- | WASTE MANAGEMENET INC | 0.06 | $6,679,879 | 3/11/2019 | Baa3 / BBB |
6.85 | 7.38 | 5.05 | 5.05 | Industrial |
| -- | DUKE ENERGY OHIO INC | 0.06 | $6,224,682 | 4/1/2019 | A2 / A |
7.35 | 5.45 | 4.25 | 4.25 | Utility |
| -- | APPALACHIAN POWER CO | 0.06 | $6,184,586 | 1/15/2020 | Baa2 / BBB |
7.12 | 7.95 | 5.18 | 5.18 | Utility |
| -- | TELEFONICA EMISIONES SAU | 0.06 | $6,109,569 | 1/15/2015 | Baa1 / A- |
4.48 | 4.95 | 3.51 | 3.51 | Industrial |
| -- | KFW GROUP | 0.05 | $6,047,214 | 6/17/2019 | Aaa / AAA |
7.58 | 4.88 | 3.65 | 3.65 | Non-Corporate |
| -- | BP CAPITAL MARKETS PLC | 0.05 | $5,999,683 | 3/10/2015 | Aa1 / AA |
4.76 | 3.88 | 2.91 | 2.91 | Industrial |
| -- | TRAVELERS COS INC/THE | 0.05 | $5,829,870 | 3/15/2067 | A3 / BBB |
13.07 | 6.25 | 7.25 | 7.25 | Financial Institutions |
| -- | CATERPILLAR FINANCIAL SERVICES COR | 0.05 | $5,781,914 | 2/17/2014 | A2 / A |
3.72 | 6.12 | 3.13 | 3.13 | Industrial |
| -- | CISCO SYSTEMS INC | 0.05 | $5,669,477 | 2/15/2039 | A1 / A+ |
11.75 | 5.90 | 5.68 | 2.73 | Industrial |
| -- | AMGEN INC. | 0.05 | $5,560,854 | 2/1/2019 | A3 / A+ |
7.12 | 5.70 | 4.35 | 4.35 | Industrial |
| -- | KFW | 0.05 | $5,531,121 | 3/15/2018 | Aaa / AAA |
6.94 | 4.38 | 3.47 | 3.47 | Non-Corporate |
| -- | WILLIAMS COMPANIES INC (THE) | 0.05 | $5,514,088 | 7/15/2019 | Baa3 / BB+ |
6.77 | 7.62 | 6.25 | 6.25 | Utility |
| -- | GLAXOSMITHKLINE CAPITAL PLC | 0.05 | $5,493,457 | 5/15/2018 | A1 / A+ |
6.80 | 5.65 | 4.20 | 4.20 | Industrial |
| -- | ENCANA CORPORATION | 0.05 | $5,472,751 | 12/1/2017 | Baa2 / A- |
6.27 | 5.90 | 4.67 | 4.67 | Industrial |
| -- | ONTARIO CANADA (PROVINCE OF) | 0.05 | $5,401,882 | 6/16/2014 | Aa1 / AA- |
4.11 | 4.10 | 2.59 | 2.59 | Non-Corporate |
| -- | BANK OF NEW YORK MELLON/THE | 0.05 | $5,375,051 | 5/15/2014 | Aa2 / AA- |
4.08 | 4.30 | 2.90 | 2.90 | Financial Institutions |
| -- | FREEPORT-MCMORAN C & G | 0.05 | $5,351,070 | 4/1/2017 | Ba2 / BBB- |
5.46 | 8.38 | 7.13 | 7.13 | Industrial |
| -- | ABBOTT LABORATORIES | 0.05 | $5,347,132 | 4/1/2019 | A1 / AA |
5.72 | 5.12 | 4.27 | -- | Industrial |
| -- | BERKSHIRE HATHAWAY FINANCE CORP | 0.05 | $5,302,775 | 4/15/2012 | Aa2 / AAA |
2.29 | 4.00 | 1.78 | 1.78 | Financial Institutions |
| -- | KEYCORP | 0.05 | $5,250,823 | 5/14/2013 | Baa1 / BBB+ |
3.09 | 6.50 | 5.46 | 5.46 | Financial Institutions |
| -- | CVS CAREMARK CORP | 0.05 | $5,169,206 | 9/15/2039 | Baa2 / BBB+ |
9.95 | 6.12 | 6.23 | 6.23 | Industrial |
| -- | BURLINGTON NORTHERN SANTA FE CORP | 0.05 | $5,157,583 | 5/1/2037 | Baa1 / BBB |
13.65 | 6.15 | 5.59 | 5.59 | Industrial |
| -- | HEWLETT-PACKARD CO | 0.05 | $5,114,821 | 2/24/2012 | A2 / A |
2.15 | 4.25 | 1.60 | 1.60 | Industrial |
| -- | RAYTHEON COMPANY | 0.05 | $5,009,761 | 12/15/2018 | Baa1 / A- |
6.89 | 6.40 | 4.14 | 4.14 | Industrial |
| -- | ENERGY TRANSFER PARTNERS LP | 0.04 | $4,988,147 | 3/15/2019 | Baa3 / BBB- |
4.37 | 9.70 | 6.23 | 6.23 | Utility |
| -- | PRUDENTIAL FINANCIAL INC | 0.04 | $4,986,143 | 9/20/2014 | Baa2 / A |
4.24 | 5.10 | 4.12 | 4.12 | Financial Institutions |
| -- | FLORIDA POWER AND LIGHT CO | 0.04 | $4,975,723 | 2/1/2038 | Aa2 / A |
13.94 | 5.95 | 5.36 | 5.36 | Utility |
| -- | NORFOLK SOUTHERN CORPORATION | 0.04 | $4,928,459 | 5/15/2097 | Baa1 / BBB+ |
13.96 | 7.90 | 6.41 | 6.41 | Industrial |
| -- | VALERO ENERGY CORP | 0.04 | $4,828,373 | 3/15/2019 | Baa2 / BBB |
6.39 | 9.38 | 6.51 | -- | Industrial |
| -- | TRANS-CANADA PIPELINES | 0.04 | $4,716,434 | 1/15/2019 | A3 / A- |
5.60 | 7.12 | 4.57 | -- | Utility |
| -- | JOHNSON & JOHNSON MEDICAL KK | 0.04 | $4,410,276 | 8/15/2037 | Aaa / AAA |
14.05 | 5.95 | 5.17 | 5.17 | Industrial |
| -- | EXPORT DEVELOPMENT CANADA | 0.04 | $4,396,821 | 3/15/2011 | Aaa / AAA |
1.30 | 2.62 | 0.48 | 0.48 | Non-Corporate |
| -- | AMERICAN INTERNATIONAL GROUP INC | 0.04 | $4,308,690 | 8/15/2018 | A3 / A- |
5.70 | 8.25 | 11.01 | 11.01 | Financial Institutions |
| -- | DUKE ENERGY INDIANA INC (PSI ENERG | 0.03 | $3,839,490 | 4/1/2039 | A2 / A |
14.15 | 6.45 | 5.31 | -- | Utility |
| -- | CAROLINA POWER & LIGHT CO | 0.03 | $3,751,046 | 1/15/2019 | A1 / A- |
7.16 | 5.30 | 4.40 | 4.40 | Utility |
| -- | SCANA CORP | 0.03 | $3,622,153 | 4/1/2020 | Baa2 / BBB |
7.68 | 6.25 | 4.97 | 4.97 | Utility |
| -- | CONSOLIDATED EDISON CO OF NEW YORK | 0.03 | $3,599,418 | 12/1/2018 | A3 / A- |
6.67 | 7.12 | 4.62 | 4.62 | Utility |
| -- | MERCK AND CO. INC. | 0.03 | $3,528,783 | 6/30/2019 | Aa3 / AA- |
7.52 | 5.00 | 4.19 | 4.19 | Industrial |
| -- | SOUTHERN CALIFORNIA EDISON COMPANY | 0.03 | $3,336,650 | 3/15/2039 | A1 / A |
14.19 | 6.05 | 5.39 | 5.39 | Utility |
| -- | MCDONALDS CORPORATION | 0.03 | $3,306,530 | 3/1/2018 | A3 / A |
6.66 | 5.35 | 4.10 | 4.10 | Industrial |
| -- | BRITISH TELECOMMUNICATIONS PUBLIC | 0.03 | $3,256,099 | 12/15/2010 | Baa2 / BBB |
1.00 | 8.12 | 2.05 | 2.05 | Industrial |
| -- | CHUBB CORP | 0.03 | $3,213,758 | 5/11/2037 | A2 / A+ |
13.81 | 6.00 | 5.52 | 5.52 | Financial Institutions |
| -- | ROYAL BANK OF SCOTLAND GROUP PLC ( | 0.03 | $3,195,182 | 10/1/2014 | Ba1 / BBB- |
4.12 | 5.00 | 8.75 | 8.75 | Financial Institutions |
| -- | KELLOGG COMPANY | 0.03 | $3,164,941 | 5/30/2016 | A3 / BBB+ |
4.86 | 4.45 | 3.59 | -- | Industrial |
| -- | BRITISH TELECOMMUNICATIONS PUBLIC | 0.03 | $3,161,350 | 12/15/2030 | Baa2 / BBB |
9.82 | 8.88 | 7.29 | 7.29 | Industrial |
| -- | BB&T CORPORATION | 0.03 | $3,158,971 | 12/23/2015 | A2 / A- |
5.11 | 5.20 | 4.28 | 4.28 | Financial Institutions |
| -- | PRUDENTIAL FINANCIAL INC | 0.03 | $3,133,653 | 12/1/2017 | Baa2 / A |
6.17 | 6.00 | 5.53 | 5.53 | Financial Institutions |
| -- | INTL FINANCE CORPORATION | 0.03 | $3,132,208 | 4/22/2014 | Aaa / AAA |
4.13 | 3.00 | 2.24 | 2.24 | Non-Corporate |
| -- | PETROBRAS INTERNATIONAL FINANCE CO | 0.03 | $2,956,770 | 3/15/2019 | Baa1 / BBB- |
0.48 | 7.88 | 5.58 | -- | Non-Corporate |
| -- | HARTFORD FINANCIAL SERVICES GROUP | 0.03 | $2,877,304 | 3/15/2017 | Baa3 / BBB |
5.88 | 5.38 | 6.13 | 6.13 | Financial Institutions |
| -- | TELEFONICA EMISIONES SAU | 0.02 | $2,706,349 | 6/20/2011 | Baa1 / A- |
0.68 | 5.98 | 1.73 | -- | Industrial |
| -- | ACE INA HOLDINGS | 0.02 | $2,692,489 | 2/15/2017 | A3 / A- |
5.87 | 5.70 | 4.51 | 4.51 | Financial Institutions |
| -- | SEMPRA ENERGY | 0.02 | $2,672,333 | 6/1/2016 | Baa1 / BBB+ |
5.21 | 6.50 | 4.75 | 4.75 | Utility |
| -- | NEW JERSEY ST TPK AUTH | 0.02 | $2,417,604 | 1/1/2040 | A3 / A+ |
12.97 | 7.41 | 6.07 | 6.07 | Non-Corporate |
| -- | SUNTRUST BANKS INC | 0.02 | $2,324,799 | 9/11/2017 | Baa1 / BBB+ |
6.12 | 6.00 | 5.74 | 5.74 | Financial Institutions |
| -- | UNITED TECHNOLOGIES CORP | 0.02 | $2,290,776 | 2/1/2019 | A2 / A |
7.05 | 6.12 | 4.31 | 4.31 | Industrial |
| -- | UNITED TECHNOLOGIES CORPORATION | 0.02 | $2,254,742 | 7/15/2038 | A2 / A |
11.78 | 6.12 | 5.32 | -- | Industrial |
| -- | PHILIP MORRIS INTERNATIONAL INC | 0.02 | $2,171,684 | 5/16/2018 | A2 / A |
6.77 | 5.65 | 4.53 | 4.53 | Industrial |
| -- | UNITED PARCEL SERVICE INC | 0.02 | $2,068,364 | 1/15/2038 | Aa3 / AA- |
13.84 | 6.20 | 5.30 | 5.30 | Industrial |
| -- | AETNA INC | 0.02 | $2,055,619 | 6/15/2036 | A3 / A- |
12.20 | 6.62 | 6.49 | 6.49 | Financial Institutions |
| -- | BB&T CORP | 0.02 | $2,052,275 | 4/30/2019 | A1 / A |
7.06 | 6.85 | 5.12 | 5.12 | Financial Institutions |
| -- | SAFEWAY INC. | 0.02 | $2,013,842 | 8/15/2017 | Baa2 / BBB |
6.08 | 6.35 | 4.70 | 4.70 | Industrial |
| -- | COVIDIEN INTERNATIONAL FINANCE SA | 0.02 | $2,013,637 | 10/15/2017 | Baa1 / A |
6.32 | 6.00 | 4.40 | 4.40 | Industrial |
| -- | JPM CHASE CAPITAL XXV | 0.02 | $1,963,500 | 10/1/2037 | A1 / BBB+ |
12.17 | 6.80 | 6.97 | 6.97 | Financial Institutions |
| -- | TRANS-CANADA PIPELINES | 0.02 | $1,922,251 | 1/15/2039 | A3 / A- |
9.39 | 7.62 | 5.69 | -- | Utility |
| -- | TELEFONICA SA | 0.02 | $1,764,829 | 6/20/2036 | Baa1 / A- |
12.66 | 7.04 | 5.80 | 5.80 | Industrial |
| -- | FRANCE TELECOM SA | 0.02 | $1,734,730 | 7/8/2019 | A3 / A- |
7.43 | 5.38 | 4.41 | 4.41 | Industrial |
| -- | FRANCE TELECOM | 0.02 | $1,714,497 | 7/8/2014 | A3 / A- |
4.13 | 4.38 | 3.03 | 3.03 | Industrial |
| -- | UBS PREFERRED FUNDING TRUST II | 0.02 | $1,711,290 | 12/31/2049 | A1 / BBB+ |
6.54 | 7.25 | 8.38 | 16.82 | Financial Institutions |
| -- | BP CAPITAL MARKETS PLC | 0.02 | $1,689,200 | 5/8/2014 | Aa1 / AA |
4.12 | 3.62 | 2.62 | 2.62 | Industrial |
| -- | ANHEUSER-BUSCH INBEV SA | 0.01 | $1,548,764 | 1/15/2020 | Baa2 / BBB+ |
7.64 | 5.38 | 5.13 | 5.13 | Industrial |
| -- | PEPSICO INC | 0.01 | $1,509,870 | 11/1/2018 | Aa2 / A+ |
6.70 | 7.90 | 4.37 | 4.37 | Industrial |
| -- | HONEYWELL INTERNATIONAL INC | 0.01 | $1,431,898 | 2/15/2019 | A2 / A |
7.32 | 5.00 | 4.28 | 4.28 | Industrial |
| -- | PRINCIPAL FINANCIAL GROUP INC | 0.01 | $1,423,484 | 5/15/2019 | A3 / BBB+ |
6.62 | 8.88 | 6.48 | 6.48 | Financial Institutions |
| -- | MEDCO HEALTH SOLUTIONS INC | 0.01 | $1,395,719 | 3/15/2018 | Baa3 / BBB |
6.33 | 7.12 | 5.00 | -- | Industrial |
| -- | SUNCOR ENERGY INC. | 0.01 | $1,336,990 | 6/1/2039 | Baa2 / BBB+ |
12.91 | 6.85 | 6.15 | 6.15 | Industrial |
| -- | ALCAN INC. | 0.01 | $1,319,071 | 9/15/2012 | A3 / BBB+ |
2.61 | 4.88 | 3.12 | 3.12 | Industrial |
| -- | SUNCOR ENERGY INC. | 0.01 | $1,317,728 | 6/1/2018 | Baa2 / BBB+ |
6.52 | 6.10 | 4.95 | 4.95 | Industrial |
| -- | CLOROX COMPANY (THE) | 0.01 | $1,314,935 | 1/15/2015 | Baa2 / BBB+ |
4.49 | 5.00 | 3.36 | 3.36 | Industrial |
| -- | PNC FUNDING CORP | 0.01 | $1,111,964 | 6/10/2019 | A3 / A |
6.98 | 6.70 | 5.17 | 5.17 | Financial Institutions |
| -- | PNC FUNDING CORP | 0.01 | $1,069,778 | 6/10/2014 | A3 / A |
3.96 | 5.40 | 3.67 | 3.67 | Financial Institutions |
| -- | LOCKHEED MARTIN CORP | 0.01 | $988,332 | 9/1/2036 | Baa1 / A- |
11.15 | 6.15 | 5.45 | -- | Industrial |
| -- | ARCHER-DANIELS-MIDLAND COMPANY | 0.01 | $874,703 | 1/15/2038 | A2 / A |
13.45 | 6.45 | 5.59 | 5.59 | Industrial |
| -- | AMERIPRISE FINANCIAL INC | 0.01 | $697,752 | 11/15/2010 | A3 / A |
0.96 | 5.35 | 3.72 | 3.72 | Financial Institutions |
| -- | CVS CAREMARK CORP | 0.01 | $693,143 | 6/1/2037 | Baa3 / BBB- |
12.57 | 6.30 | 7.42 | 7.42 | Industrial |
| -- | MORGAN STANLEY | 0.01 | $677,537 | 5/13/2019 | A2 / A |
6.97 | 7.30 | 5.52 | 5.52 | Financial Institutions |
| -- | GNMA 30YR TBA(REG C) | 0.00 | $526,132 | 11/19/2009 | Aaa / AAA |
0.92 | 6.00 | 2.98 | 2.98 | GNMA |
| -- | PROGRESSIVE CORPORATION (THE) | 0.00 | $516,000 | 6/15/2037 | A2 / A- |
11.96 | 6.70 | 7.85 | 7.85 | Financial Institutions |
| -- | GNMA 30YR TBA(REG C) | 0.00 | $139,351 | 11/19/2009 | Aaa / AAA |
1.15 | 5.50 | 2.80 | 2.80 | GNMA |
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.
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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