Barclays Aggregate Bond Fund (AGG) Inception date: 9/22/2003
Holdings Detail as of 3/16/2010 (Holdings subject to change)
| Bonds | 99.00% |
| Cash | 0.00% |
| Other* | 1.00% |
*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.
Identifiers/Cusips are only available to users who are signed in. Please sign in now.
| CUSIP | Name |
% Net Assets |
Market Value ($) | Maturity |
Credit Rating Moody's /S&P |
EffectiveDuration |
Coupon |
Yield to Maturity |
Yield to Call |
Sector |
|---|---|---|---|---|---|---|---|---|---|---|
| -- | FNMA 30YR TBA(REG A) | 3.97 | $453,576,897 | 4/13/2010 | Aaa / AAA |
2.70 | 5.50 | 3.31 | 3.31 | FNMA |
| -- | TREASURY NOTE | 3.96 | $452,244,521 | 5/15/2014 | TSY / TSY |
3.76 | 4.75 | 1.93 | 1.93 | U.S. Treasury |
| -- | FNMA 30YR TBA(REG A) | 3.10 | $354,123,802 | -- | --/ -- |
-- | 5.00 | -- | -- | |
| -- | FNMA 30YR TBA(REG A) | 2.85 | $326,123,875 | 4/13/2010 | Aaa / AAA |
2.39 | 6.00 | 3.10 | 3.10 | FNMA |
| -- | TREASURY NOTE | 2.81 | $320,769,710 | 4/15/2012 | TSY / TSY |
2.04 | 1.38 | 0.96 | 0.96 | U.S. Treasury |
| -- | TREASURY BOND | 2.77 | $316,688,878 | 11/15/2016 | TSY / TSY |
5.36 | 7.50 | 2.91 | 2.91 | U.S. Treasury |
| -- | FNMA 30YR TBA(REG A) | 2.51 | $287,155,009 | 4/13/2010 | Aaa / AAA |
2.98 | 4.50 | 4.08 | 4.08 | FNMA |
| -- | FGOLD 30YR TBA(REG A) | 2.47 | $282,485,167 | -- | Aaa / AAA |
2.70 | 5.50 | 3.19 | 3.19 | FHLMC |
| -- | FGOLD 30YR TBA(REG A) | 2.45 | $279,439,031 | 4/13/2010 | Aaa / AAA |
3.52 | 5.00 | 3.77 | 3.77 | FHLMC |
| -- | TREASURY NOTE | 2.39 | $272,982,943 | 8/15/2011 | TSY / TSY |
1.38 | 5.00 | 0.55 | 0.55 | U.S. Treasury |
| -- | FNCL 6.5 4/09 6.5% Aug 25 2032 | 2.21 | $251,992,858 | 8/25/2032 | Aaa / AAA |
2.18 | 6.50 | 2.76 | 2.76 | FNMA |
| -- | FHLMC REFERENCE NOTES | 2.12 | $242,429,412 | 1/15/2013 | AGY / AGY |
2.66 | 4.50 | 1.53 | 1.53 | US Agencies |
| -- | TREASURY BOND | 2.09 | $238,371,933 | 8/15/2019 | TSY / TSY |
7.03 | 8.12 | 3.56 | 3.56 | U.S. Treasury |
| -- | TREASURY NOTE | 2.02 | $231,246,019 | 7/31/2013 | TSY / TSY |
3.19 | 3.38 | 1.61 | 1.61 | U.S. Treasury |
| -- | FGLMC 4.5 4/09 4.5% Feb 15 2038 | 1.98 | $226,515,711 | 2/15/2038 | Aaa / AAA |
2.98 | 4.50 | 4.06 | 4.06 | FHLMC |
| -- | GNMA 30YR TBA(REG C) | 1.81 | $206,611,839 | 4/20/2010 | Aaa / AAA |
3.03 | 5.00 | 3.45 | 3.45 | GNMA |
| -- | FHLMC REFERENCE NOTES | 1.72 | $196,031,244 | 2/25/2011 | AGY / AGY |
0.93 | 3.25 | 0.60 | 0.60 | US Agencies |
| -- | TREASURY NOTE | 1.66 | $189,602,397 | 11/15/2018 | TSY / TSY |
7.28 | 3.75 | 3.47 | 3.47 | U.S. Treasury |
| -- | FNCI 4.5 4/09 4.5% May 25 2023 | 1.60 | $183,341,869 | 5/25/2023 | Aaa / AAA |
3.16 | 4.50 | 3.10 | 3.10 | FNMA |
| -- | TREASURY NOTE | 1.60 | $182,992,468 | 8/15/2012 | TSY / TSY |
2.36 | 1.75 | 1.13 | 1.13 | U.S. Treasury |
| -- | TREASURY BOND | 1.49 | $170,306,559 | 2/15/2025 | TSY / TSY |
9.82 | 7.62 | 4.18 | 4.18 | U.S. Treasury |
| -- | GNSF 4.5 4/09 4.5% May 15 2038 | 1.49 | $169,920,342 | 5/15/2038 | Aaa / AAA |
2.99 | 4.50 | 3.89 | 3.89 | GNMA |
| -- | FGCI 4.5 4/09 4.5% May 15 2023 | 1.42 | $162,770,755 | 5/15/2023 | Aaa / AAA |
2.78 | 4.50 | 2.92 | 2.92 | FHLMC |
| -- | GNMA 30YR TBA(REG C) | 1.33 | $151,885,842 | 4/20/2010 | Aaa / AAA |
2.71 | 5.50 | 3.13 | 3.13 | GNMA |
| -- | FGLMC 6 4/09 6% Jun 15 2031 | 1.33 | $151,527,713 | 6/15/2031 | Aaa / AAA |
2.41 | 6.00 | 2.74 | 2.74 | FHLMC |
| -- | FNCL 4 4/09 4% Feb 25 2039 | 1.32 | $150,333,577 | 2/25/2039 | Aaa / AAA |
2.93 | 4.00 | 4.60 | 4.60 | FNMA |
| -- | GNMA 30YR TBA(REG C) | 1.26 | $143,975,767 | 4/20/2010 | Aaa / AAA |
2.40 | 6.00 | 2.89 | 2.89 | GNMA |
| -- | TREASURY NOTE | 1.25 | $143,306,295 | 9/30/2014 | TSY / TSY |
4.24 | 2.38 | 2.18 | 2.18 | U.S. Treasury |
| -- | TREASURY NOTE | 1.22 | $138,877,949 | 11/15/2011 | TSY / TSY |
1.63 | 1.75 | 0.75 | 0.75 | U.S. Treasury |
| -- | FNCI 5.5 4/09 5.5% Oct 25 2022 | 1.09 | $123,986,163 | 10/25/2022 | Aaa / AAA |
2.53 | 5.50 | 2.59 | 2.59 | FNMA |
| -- | TREASURY NOTE | 1.05 | $120,424,776 | 8/15/2019 | TSY / TSY |
7.90 | 3.62 | 3.60 | 3.60 | U.S. Treasury |
| -- | GSMS_07-GG10 | 1.05 | $120,135,640 | 8/10/2045 | Aa2 / BBB- |
-- | 5.99 | 7.43 | 7.43 | CMBS |
| -- | FNMA BENCHMARK NOTES | 0.99 | $112,869,176 | 5/11/2017 | AGY / AGY |
5.96 | 5.00 | 3.43 | 3.43 | US Agencies |
| -- | FNCI 5 4/09 5% Jul 25 2038 | 0.91 | $103,995,534 | 7/25/2038 | Aaa / AAA |
3.16 | 5.00 | 3.11 | 3.11 | FNMA |
| -- | TREASURY BOND | 0.87 | $99,177,942 | 5/15/2039 | TSY / TSY |
16.01 | 4.25 | 4.59 | 4.59 | U.S. Treasury |
| -- | FHLB | 0.87 | $99,137,235 | 11/18/2011 | AGY / AGY |
1.60 | 4.88 | 0.83 | 0.83 | US Agencies |
| -- | FHLMC REFERENCE NOTES | 0.78 | $89,337,780 | 3/23/2012 | AGY / AGY |
1.96 | 2.12 | 1.04 | 1.04 | US Agencies |
| -- | FNMA BENCHMARK NOTES | 0.69 | $78,828,100 | 4/15/2015 | AGY / AGY |
4.44 | 5.00 | 2.68 | 2.68 | US Agencies |
| -- | FNMA 15YR TBA(REG B) | 0.68 | $77,968,472 | 4/19/2010 | Aaa / AAA |
2.75 | 4.00 | 3.23 | 3.23 | FNMA |
| -- | BANK OF AMERICA CORP - GTD | 0.60 | $69,021,923 | 6/15/2012 | Aaa / AAA |
2.16 | 3.12 | 1.21 | 1.21 | US Agencies |
| -- | KREDITANSTALT FUER WIEDERAUFBA | 0.52 | $59,900,028 | 10/14/2011 | Aaa / AAA |
1.53 | 3.25 | 0.81 | 0.81 | Non-Corporate |
| -- | FGCI 5 4/09 5% Sep 15 2023 | 0.50 | $56,711,842 | 9/15/2023 | Aaa / AAA |
2.80 | 5.00 | 2.79 | 2.79 | FHLMC |
| -- | TREASURY NOTE | 0.49 | $55,512,921 | 12/31/2014 | TSY / TSY |
4.46 | 2.62 | 2.27 | 2.27 | U.S. Treasury |
| -- | TREASURY NOTE | 0.48 | $54,851,110 | 1/31/2017 | TSY / TSY |
6.12 | 3.12 | 3.06 | 3.06 | U.S. Treasury |
| -- | EUROPEAN INVESTMENT BANK | 0.46 | $52,470,453 | 5/15/2014 | Aaa / AAA |
3.76 | 4.62 | 2.32 | 2.32 | Non-Corporate |
| -- | FGOLD 15YR TBA(REG B) | 0.46 | $52,358,286 | 4/19/2010 | Aaa / AAA |
2.75 | 4.00 | 3.23 | 3.23 | FHLMC |
| -- | TREASURY BOND | 0.44 | $50,839,825 | 5/15/2038 | TSY / TSY |
15.57 | 4.50 | 4.57 | 4.57 | U.S. Treasury |
| -- | GENERAL ELECTRIC CO | 0.44 | $50,690,835 | 12/6/2017 | Aa2 / AA+ |
6.27 | 5.25 | 4.37 | 4.37 | Industrial |
| -- | TREASURY NOTE | 0.44 | $50,303,026 | 2/15/2013 | TSY / TSY |
2.84 | 1.38 | 1.42 | 1.42 | U.S. Treasury |
| -- | TREASURY BOND | 0.38 | $43,434,595 | 5/15/2030 | TSY / TSY |
12.16 | 6.25 | 4.42 | 4.42 | U.S. Treasury |
| -- | CITIGROUP INC | 0.38 | $43,292,781 | 2/21/2012 | A3 / A |
1.82 | 6.00 | 2.71 | 2.71 | Financial Institutions |
| -- | GOLDMAN SACHS GROUP INC | 0.35 | $40,331,652 | 10/1/2014 | A1 / A |
3.97 | 5.00 | 3.67 | 3.67 | Financial Institutions |
| -- | HSBC FINANCE CORP | 0.31 | $35,848,885 | 11/27/2012 | A3 / A |
2.46 | 6.38 | 2.65 | 2.65 | Financial Institutions |
| -- | MORGAN STANLEY | 0.31 | $35,712,840 | 3/1/2013 | A2 / A |
2.73 | 5.30 | 3.15 | 3.15 | Financial Institutions |
| -- | KRAFT FOODS INC | 0.31 | $35,680,794 | 8/11/2017 | Baa2 / BBB- |
5.92 | 6.50 | 4.55 | 4.55 | Industrial |
| -- | QUEBEC (PROVINCE OF) | 0.27 | $31,379,903 | 9/15/2029 | Aa2 / A+ |
11.38 | 7.50 | 5.03 | 5.03 | Non-Corporate |
| -- | FHLB | 0.26 | $29,935,171 | 11/17/2017 | AGY / AGY |
6.32 | 5.00 | 3.56 | 3.56 | US Agencies |
| -- | FHLMC REFERENCE NOTES | 0.26 | $29,493,143 | 7/15/2032 | AGY / AGY |
12.68 | 6.25 | 4.96 | 4.96 | US Agencies |
| -- | DOMINION RESOURCES INC | 0.25 | $29,129,032 | 7/15/2015 | Baa2 / A- |
4.64 | 5.15 | 3.58 | 3.58 | Utility |
| -- | VERIZON GLOBAL FUNDING CORPORATION | 0.25 | $28,439,430 | 12/1/2030 | A3 / A |
10.88 | 7.75 | 6.17 | 6.17 | Industrial |
| -- | COMCAST CABLE COMMUNICATIONS HOLDI | 0.24 | $27,827,698 | 3/15/2013 | Baa1 / BBB+ |
2.70 | 8.38 | 2.86 | 2.86 | Industrial |
| -- | CREDIT SUISSE (USA) INC | 0.24 | $27,694,483 | 7/15/2032 | Aa1 / A+ |
11.75 | 7.12 | 5.89 | 5.89 | Financial Institutions |
| -- | TREASURY NOTE | 0.24 | $27,224,901 | 2/28/2015 | TSY / TSY |
4.64 | 2.38 | 2.35 | 2.35 | U.S. Treasury |
| -- | IL ST PENSION OB | 0.23 | $26,770,312 | 6/1/2033 | A2 / A+ |
12.28 | 5.10 | 6.53 | 6.53 | Non-Corporate |
| -- | JOHN DEERE CAPITAL CORPORATION | 0.23 | $26,651,192 | 3/15/2012 | A2 / A |
1.89 | 7.00 | 1.47 | 1.47 | Industrial |
| -- | BOEING CAPITAL CORPORATION | 0.23 | $26,546,881 | 1/15/2013 | A2 / A |
2.61 | 5.80 | 1.99 | 1.99 | Industrial |
| -- | MERRILL LYNCH & CO INC | 0.23 | $26,348,481 | 1/15/2015 | A2 / A |
4.22 | 5.00 | 4.65 | 4.65 | Financial Institutions |
| -- | SPECTRA ENERGY CAPITAL | 0.23 | $26,237,997 | 2/15/2013 | Baa2 / BBB |
2.67 | 6.25 | 2.95 | 2.95 | Utility |
| -- | ANADARKO PETROLEUM CORPORATION | 0.23 | $26,178,842 | 9/15/2016 | Baa3 / BBB- |
5.42 | 5.95 | 4.33 | 4.33 | Industrial |
| -- | BOSTON PROPERTIES LP | 0.23 | $26,177,245 | 1/15/2013 | Baa2 / A- |
2.59 | 6.25 | 2.95 | 2.95 | Financial Institutions |
| -- | MEXICO (UNITED MEXICAN STATES) | 0.23 | $26,029,552 | 1/15/2017 | Aaa / AAA |
5.65 | 5.62 | 4.21 | 4.21 | Non-Corporate |
| -- | HOME DEPOT INC | 0.23 | $26,009,518 | 3/1/2016 | Baa1 / BBB+ |
5.10 | 5.40 | 3.87 | 3.87 | Industrial |
| -- | ITALY (REPUBLIC OF) | 0.23 | $26,001,863 | 9/20/2016 | NR / A+ |
5.41 | 5.25 | 3.82 | 3.82 | Non-Corporate |
| -- | DAIMLER FINANCE NORTH AMERICA LLC | 0.23 | $25,941,262 | 1/15/2012 | A3 / BBB+ |
1.71 | 7.30 | 2.84 | 2.84 | Industrial |
| -- | AT&T INC | 0.23 | $25,934,814 | 2/1/2012 | A2 / A |
1.78 | 5.88 | 1.60 | 1.60 | Industrial |
| -- | GENERAL ELECTRIC CAPITAL CORPORATI | 0.23 | $25,916,866 | 2/15/2012 | Aa2 / AA+ |
1.82 | 5.88 | 1.71 | 1.71 | Financial Institutions |
| -- | WAL-MART STORES INC | 0.23 | $25,819,100 | 5/1/2013 | Aa2 / AA |
2.88 | 4.55 | 2.09 | 2.09 | Industrial |
| -- | HSBC FINANCE CORP | 0.23 | $25,722,585 | 1/19/2016 | A3 / A |
4.95 | 5.50 | 4.48 | 4.48 | Financial Institutions |
| -- | CELLCO PART/VERI WIRELESS | 0.22 | $25,577,421 | 2/1/2014 | A2 / A |
3.49 | 5.55 | 2.86 | 2.86 | Industrial |
| -- | ALTRIA GROUP INC. | 0.22 | $25,431,353 | 11/10/2018 | Baa1 / BBB |
6.02 | 9.70 | 5.80 | 5.80 | Industrial |
| -- | METLIFE INC | 0.22 | $25,343,620 | 6/15/2015 | A3 / A- |
4.56 | 5.00 | 3.85 | 3.85 | Financial Institutions |
| -- | BANK OF AMERICA CORP | 0.22 | $25,315,194 | 1/15/2013 | A2 / A |
2.62 | 4.88 | 2.91 | 2.91 | Financial Institutions |
| -- | WELLS FARGO & COMPANY | 0.22 | $25,253,288 | 11/15/2014 | A2 / A+ |
4.09 | 5.00 | 3.81 | 3.81 | Financial Institutions |
| -- | PROGRESS ENERGY INC | 0.22 | $25,253,152 | 3/1/2011 | Baa2 / BBB |
0.93 | 7.10 | 1.77 | 1.77 | Utility |
| -- | CONOCOPHILLIPS | 0.22 | $25,173,528 | 10/15/2032 | A1 / A |
12.34 | 5.90 | 5.53 | 5.53 | Industrial |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.22 | $25,109,138 | 3/15/2032 | Aa2 / AA+ |
11.59 | 6.75 | 6.40 | 6.40 | Financial Institutions |
| -- | WACHOVIA CORPORATION | 0.21 | $24,387,800 | 8/1/2014 | A2 / A+ |
3.88 | 5.25 | 3.71 | 3.71 | Financial Institutions |
| -- | GENWORTH FINANCIAL INC. | 0.21 | $24,162,210 | 6/15/2014 | Baa3 / BBB |
3.67 | 5.75 | 5.61 | 5.61 | Financial Institutions |
| -- | BELLSOUTH CORPORATION | 0.21 | $23,459,805 | 11/15/2034 | A2 / A |
12.39 | 6.00 | 6.19 | 6.19 | Industrial |
| -- | PACIFIC GAS AND ELECTRIC COMPANY | 0.20 | $23,313,173 | 3/1/2034 | A3 / BBB+ |
12.79 | 6.05 | 5.71 | 5.71 | Utility |
| -- | WAL-MART STORES INC | 0.20 | $22,551,437 | 8/15/2037 | Aa2 / AA |
13.52 | 6.50 | 5.54 | 5.54 | Industrial |
| -- | TARGET CORP | 0.20 | $22,422,050 | 1/15/2038 | A2 / A+ |
13.05 | 7.00 | 5.87 | 5.87 | Industrial |
| -- | KINDER MORGAN ENERGY PARTNERS LP | 0.19 | $21,552,186 | 1/15/2038 | Baa2 / BBB |
12.65 | 6.95 | 6.33 | 6.33 | Utility |
| -- | IBM CORP | 0.19 | $21,325,739 | 9/14/2017 | A1 / A+ |
6.15 | 5.70 | 4.06 | 4.06 | Industrial |
| -- | FNMA 6MO LIBOR ARM | 0.19 | $21,308,736 | 2/1/2036 | Aaa / AAA |
3.88 | 5.51 | 4.06 | 4.06 | FNMA |
| -- | INTER-AMERICAN DEVELOPMENT BANK | 0.19 | $21,237,661 | 9/20/2012 | Aaa / AAA |
2.35 | 4.38 | 1.35 | 1.35 | Non-Corporate |
| -- | ENTERPRISE PRODUCTS OPERATING LP | 0.19 | $21,182,218 | 10/15/2014 | Baa3 / BBB- |
3.97 | 5.60 | 3.55 | 3.55 | Utility |
| -- | TREASURY BOND | 0.18 | $21,094,463 | 11/15/2039 | TSY / TSY |
16.04 | 4.38 | 4.59 | 4.59 | U.S. Treasury |
| -- | LANDWIRTSCHAFTLICHE RENTENBANK | 0.18 | $21,085,847 | 11/8/2016 | Aaa / AAA |
5.60 | 5.00 | 3.37 | 3.37 | Non-Corporate |
| -- | JPMORGAN CHASE & CO | 0.18 | $20,693,517 | 1/2/2013 | A1 / A |
2.57 | 5.75 | 2.46 | 2.46 | Financial Institutions |
| -- | MIDAMERICAN ENERGY HLDG CO | 0.17 | $19,949,217 | 4/1/2036 | Baa1 / BBB+ |
12.67 | 6.12 | 6.02 | 4.68 | Utility |
| -- | BSCMS_05-PW10 | 0.15 | $17,668,165 | 12/11/2040 | NR / AAA |
-- | 5.40 | 4.59 | 4.59 | CMBS |
| -- | CITIGROUP INC | 0.15 | $17,519,471 | 7/15/2039 | A3 / A |
11.89 | 8.12 | 7.06 | 7.06 | Financial Institutions |
| -- | AMERICAN EXPRESS COMPANY | 0.15 | $17,345,163 | 7/15/2013 | A3 / BBB+ |
3.05 | 4.88 | 3.25 | 3.25 | Financial Institutions |
| -- | PFIZER INC. | 0.15 | $17,236,308 | 3/15/2019 | A1 / AA |
7.00 | 6.20 | 4.48 | 4.48 | Industrial |
| -- | LBUBSCMT_04-C4 | 0.15 | $17,221,632 | 6/15/2029 | Aaa / AAA |
-- | 5.13 | 5.06 | 5.06 | CMBS |
| -- | TIME WARNER INC | 0.15 | $16,860,582 | 5/1/2032 | Baa2 / BBB |
11.09 | 7.70 | 6.33 | 6.33 | Industrial |
| -- | BRAZIL (FEDERATIVE REPUBLIC OF) | 0.15 | $16,696,472 | 1/20/2037 | Baa3 / BBB- |
12.76 | 7.12 | 5.94 | 5.94 | Non-Corporate |
| -- | JPMORGAN CHASE & CO | 0.15 | $16,649,872 | 4/23/2019 | Aa3 / A+ |
6.86 | 6.30 | 4.83 | 4.83 | Financial Institutions |
| -- | AMERISOURCEBERGEN CORPORATION | 0.14 | $16,161,770 | 9/15/2015 | Baa3 / BBB+ |
4.74 | 5.88 | 3.44 | 3.44 | Industrial |
| -- | MEXICO (UNITED MEXICAN STATES) | 0.14 | $16,052,609 | 1/16/2013 | Aaa / AAA |
2.60 | 6.38 | 2.16 | 2.16 | Non-Corporate |
| -- | NATIONAL RURAL UTILITIES COOP FINA | 0.14 | $15,902,603 | 3/1/2012 | A2 / A |
1.84 | 7.25 | 1.87 | 1.87 | Utility |
| -- | DEUTSCHE BANK AG (LONDON BRANCH) | 0.14 | $15,865,929 | 9/1/2017 | Aa1 / A+ |
6.04 | 6.00 | 4.51 | -- | Financial Institutions |
| -- | ORACLE CORPORATION | 0.14 | $15,796,802 | 1/15/2016 | A2 / A |
5.01 | 5.25 | 3.42 | 3.42 | Industrial |
| -- | DIAGEO FINANCE BV | 0.14 | $15,768,006 | 10/28/2015 | A3 / A- |
4.80 | 5.30 | 3.35 | 3.35 | Industrial |
| -- | WBCMT_04-C11 | 0.14 | $15,653,806 | 1/15/2041 | Aaa / AAA |
3.58 | 5.22 | 4.02 | 4.02 | CMBS |
| -- | EMBARQ CORP | 0.14 | $15,640,845 | 6/1/2016 | Baa3 / BBB- |
4.95 | 7.08 | 5.49 | 5.49 | Industrial |
| -- | VODAFONE GROUP PLC | 0.14 | $15,504,996 | 2/27/2017 | Baa1 / A- |
5.75 | 5.62 | 4.42 | 4.42 | Industrial |
| -- | FIRSTENERGY CORPORATION | 0.14 | $15,476,026 | 11/15/2031 | Baa3 / BB+ |
10.80 | 7.38 | 6.84 | 6.84 | Utility |
| -- | UNITEDHEALTH GROUP INCORPORATED | 0.13 | $15,284,996 | 3/15/2015 | Baa1 / A- |
4.43 | 4.88 | 3.55 | 3.55 | Financial Institutions |
| -- | ALCOA INC | 0.13 | $15,209,934 | 1/15/2012 | Baa3 / BBB- |
1.72 | 6.00 | 2.89 | 2.89 | Industrial |
| -- | BRAZIL (FEDERATIVE REPUBLIC OF) | 0.13 | $14,980,865 | 1/15/2018 | Baa3 / BBB- |
5.90 | 8.00 | 5.33 | 5.33 | Non-Corporate |
| -- | MARSH & MCLENNAN COMPANIES INC | 0.13 | $14,807,909 | 9/15/2015 | Baa2 / BBB- |
4.71 | 5.75 | 4.54 | 4.54 | Financial Institutions |
| -- | CONSTELLATION ENERGY GRP | 0.13 | $14,761,343 | 6/15/2015 | Baa3 / BBB- |
4.59 | 4.55 | 4.04 | 4.04 | Utility |
| -- | NEWS AMERICA INC | 0.13 | $14,520,980 | 12/15/2034 | Baa1 / BBB+ |
12.35 | 6.20 | 6.24 | 6.24 | Industrial |
| -- | CSX CORP | 0.13 | $14,431,770 | 10/1/2036 | Baa3 / BBB- |
12.85 | 6.00 | 5.99 | 5.89 | Industrial |
| -- | CAPITAL ONE FINANCIAL CORP | 0.13 | $14,287,130 | 9/1/2016 | Baa2 / BBB- |
5.27 | 6.15 | 5.75 | 5.75 | Financial Institutions |
| -- | VIACOM INC | 0.12 | $13,829,254 | 4/30/2016 | Baa2 / BBB |
5.02 | 6.25 | 4.29 | 4.29 | Industrial |
| -- | EXELON GENERATION CO LLC | 0.12 | $13,547,526 | 1/15/2014 | A3 / BBB |
3.44 | 5.35 | 3.40 | 3.40 | Utility |
| -- | UNILEVER CAPITAL CORP | 0.12 | $13,150,231 | 11/15/2032 | A1 / A+ |
12.47 | 5.90 | 5.47 | 5.47 | Industrial |
| -- | COCA-COLA ENTERPRISES INC | 0.11 | $12,651,145 | 2/1/2022 | A3 / A |
8.01 | 8.50 | 4.95 | 4.95 | Industrial |
| -- | BSCMS_06-PW13 | 0.11 | $12,434,514 | 9/11/2041 | NR / AAA |
4.93 | 5.54 | 4.85 | 4.85 | CMBS |
| -- | CALIFORNIA ST | 0.11 | $12,373,190 | 4/1/2016 | Baa1 / A- |
4.92 | 5.95 | 5.22 | 5.22 | Non-Corporate |
| -- | NEW CINGULAR WIRELESS SERVICES INC | 0.11 | $12,274,598 | 3/1/2011 | A2 / A |
0.93 | 7.88 | 1.14 | 1.14 | Industrial |
| -- | DEUTSCHE TELEKOM INTERNATIONAL FIN | 0.11 | $12,236,459 | 6/15/2030 | Baa1 / BBB+ |
10.44 | 8.75 | 6.34 | 6.34 | Industrial |
| -- | RIO TINTO FIN USA LTD | 0.10 | $11,989,832 | 5/1/2019 | Baa1 / BBB+ |
6.45 | 9.00 | 4.90 | 4.90 | Industrial |
| -- | DOW CHEMICAL COMPANY (THE) | 0.10 | $11,360,492 | 5/15/2019 | Baa3 / BBB- |
6.46 | 8.55 | 5.63 | 5.63 | Industrial |
| -- | ONCOR ELECTRIC DELIVERY CO. | 0.10 | $11,043,782 | 9/1/2022 | Baa1 / BBB+ |
8.53 | 7.00 | 5.46 | 5.46 | Utility |
| -- | MORGAN STANLEY | 0.10 | $10,957,487 | 4/1/2018 | A2 / A |
6.08 | 6.62 | 5.56 | 5.56 | Financial Institutions |
| -- | ABBOTT LABORATORIES | 0.10 | $10,931,326 | 5/15/2016 | A1 / AA |
5.15 | 5.88 | 3.40 | 3.40 | Industrial |
| -- | ASTRAZENECA PLC | 0.09 | $10,784,381 | 9/15/2037 | A1 / AA- |
13.52 | 6.45 | 5.64 | 5.64 | Industrial |
| -- | PNC FUNDING CORP | 0.09 | $10,781,723 | 11/15/2015 | Baa1 / A- |
4.82 | 5.25 | 3.98 | 3.98 | Financial Institutions |
| -- | BARCLAYS BANK PLC | 0.09 | $10,773,125 | 7/10/2014 | Aa3 / AA- |
3.83 | 5.20 | 3.57 | 3.57 | Financial Institutions |
| -- | UBS AG STAMFORD CT | 0.09 | $10,700,326 | 12/20/2017 | Aa3 / A+ |
6.14 | 5.88 | 5.15 | 5.15 | Financial Institutions |
| -- | WYETH | 0.09 | $10,676,742 | 2/1/2014 | A1 / AA |
3.49 | 5.50 | 2.72 | 2.72 | Industrial |
| -- | GECCMC_05-C1 | 0.09 | $10,674,729 | 6/10/2048 | NR / AAA |
2.40 | 4.58 | 3.89 | 3.89 | CMBS |
| -- | MEXICO (UNITED MEXICAN STATES) | 0.09 | $10,657,706 | 9/27/2034 | Aaa / AAA |
12.17 | 6.75 | 5.92 | 5.92 | Non-Corporate |
| -- | ONTARIO CANADA (PROVINCE OF) | 0.09 | $10,522,590 | 1/20/2012 | Aa1 / AA- |
1.80 | 2.62 | 1.08 | 1.08 | Non-Corporate |
| -- | QWEST CORPORATION | 0.09 | $10,483,620 | 3/15/2012 | Ba1 / BBB- |
1.84 | 8.88 | 4.13 | 4.13 | Industrial |
| -- | EUROPEAN INVESTMENT BANK | 0.09 | $10,427,120 | 10/14/2011 | Aaa / AAA |
1.53 | 3.25 | 0.82 | 0.82 | Non-Corporate |
| -- | WORLD BANK - INTL BK RECON & DEVEL | 0.09 | $10,415,910 | 4/2/2012 | Aaa / AAA |
1.99 | 2.00 | 1.02 | 1.02 | Non-Corporate |
| -- | REYNOLDS AMERICAN INC | 0.09 | $10,384,808 | 6/15/2017 | Baa3 / BBB |
5.67 | 6.75 | 5.40 | -- | Industrial |
| -- | E I DU PONT DE NEMOURS AND CO | 0.09 | $10,384,736 | 12/15/2016 | A2 / A |
5.63 | 5.25 | 3.89 | 3.89 | Industrial |
| -- | CBS CORP | 0.09 | $10,367,473 | 7/30/2030 | Baa3 / BBB- |
10.36 | 7.88 | 7.13 | 7.13 | Industrial |
| -- | KROGER CO. (THE) | 0.09 | $10,356,767 | 2/1/2013 | Baa2 / BBB |
2.65 | 5.50 | 2.70 | 2.70 | Industrial |
| -- | CANADIAN NATURAL RESOURCES | 0.09 | $10,345,545 | 5/15/2017 | Baa2 / BBB |
5.80 | 5.70 | 4.45 | 4.45 | Industrial |
| -- | BHP BILLITON FINANCE | 0.09 | $10,313,131 | 4/15/2013 | A1 / A+ |
2.82 | 4.80 | 2.35 | 2.35 | Industrial |
| -- | MERRILL LYNCH & CO INC | 0.09 | $10,308,178 | 4/25/2018 | A2 / A |
6.09 | 6.88 | 5.76 | 5.76 | Financial Institutions |
| -- | CRH AMERICA INC | 0.09 | $10,284,571 | 9/30/2016 | Baa1 / BBB+ |
5.28 | 6.00 | 4.83 | 4.83 | Industrial |
| -- | WELLPOINT INC | 0.09 | $10,237,513 | 1/15/2016 | Baa1 / A- |
4.98 | 5.25 | 4.00 | 4.00 | Financial Institutions |
| -- | JAPAN BANK FOR INTERNATIONAL COOPE | 0.09 | $10,176,594 | 11/5/2012 | Aa2 / AA |
2.54 | 2.12 | 1.62 | 1.62 | Non-Corporate |
| -- | KINDER MORGAN ENERGY PARTNERS L P | 0.09 | $10,090,118 | 3/15/2011 | Baa2 / BBB |
0.97 | 6.75 | 1.76 | 1.76 | Utility |
| -- | SLM CORP | 0.09 | $10,068,458 | 5/15/2014 | Ba1 / BBB- |
3.59 | 5.38 | 6.72 | 6.72 | Financial Institutions |
| -- | SIMON PROPERTY GROUP LP | 0.09 | $10,021,562 | 6/15/2015 | A3 / A- |
4.53 | 5.10 | 4.20 | 4.20 | Financial Institutions |
| -- | BRISTOL-MYERS SQUIBB CO | 0.09 | $10,019,338 | 11/15/2036 | A2 / A+ |
13.34 | 5.88 | 5.64 | 5.64 | Industrial |
| -- | BARCLAYS BANK PLC | 0.09 | $9,946,218 | 1/8/2020 | Aa3 / AA- |
7.54 | 5.12 | 5.31 | 5.31 | Financial Institutions |
| -- | TIME WARNER CABLE INC | 0.09 | $9,937,993 | 5/1/2037 | Baa2 / BBB |
12.54 | 6.55 | 6.29 | 6.29 | Industrial |
| -- | VALE OVERSEAS LIMITED | 0.09 | $9,933,182 | 11/21/2036 | Baa2 / BBB+ |
12.11 | 6.88 | 6.61 | 6.61 | Industrial |
| -- | PROCTER & GAMBLE CO | 0.09 | $9,860,168 | 3/5/2037 | Aa3 / AA- |
14.03 | 5.55 | 5.39 | 5.39 | Industrial |
| -- | COMCAST CORPORATION | 0.09 | $9,814,107 | 3/15/2037 | Baa1 / BBB+ |
12.85 | 6.45 | 6.29 | 4.34 | Industrial |
| -- | ELI LILLY & COMPANY | 0.08 | $9,709,555 | 3/15/2037 | A1 / AA |
13.94 | 5.55 | 5.51 | 5.00 | Industrial |
| -- | BEAR STEARNS CO INC | 0.08 | $9,638,816 | 8/10/2012 | Aa3 / A+ |
2.22 | 6.95 | 2.06 | 2.06 | Financial Institutions |
| -- | US BANK NA | 0.08 | $9,621,488 | 10/30/2014 | Aa2 / A+ |
4.06 | 4.95 | 3.42 | 3.42 | Financial Institutions |
| -- | GOLDMAN SACHS GROUP INC | 0.08 | $9,543,905 | 10/1/2037 | A2 / A- |
11.98 | 6.75 | 6.84 | 6.84 | Financial Institutions |
| -- | BANK OF AMERICA CORP | 0.08 | $9,538,684 | 10/15/2036 | A1 / A |
12.38 | 6.00 | 6.57 | 6.57 | Financial Institutions |
| -- | MLCFC_06-4 | 0.08 | $9,354,576 | 12/12/2049 | Aaa / A- |
5.27 | 5.20 | 8.91 | 8.91 | CMBS |
| -- | ALLSTATE CORPORATION (THE) | 0.08 | $9,188,564 | 5/9/2035 | A3 / A- |
12.92 | 5.55 | 5.90 | 5.90 | Financial Institutions |
| -- | BEAR STEARNS & CO. INC. | 0.08 | $8,916,338 | 2/1/2018 | Aa3 / A+ |
6.09 | 7.25 | 4.80 | 4.80 | Financial Institutions |
| -- | PERU (THE REPUBLIC OF) | 0.08 | $8,887,140 | 3/30/2019 | Baa3 / BBB- |
6.65 | 7.12 | 4.86 | 4.86 | Non-Corporate |
| -- | BACM_06-6 | 0.08 | $8,600,000 | 10/10/2045 | Aa2 / BBB |
5.22 | 5.39 | 8.26 | 8.26 | CMBS |
| -- | ASIAN DEVELOPMENT BANK/PASIG | 0.07 | $8,549,149 | 5/21/2014 | Aaa / AAA |
3.90 | 2.75 | 2.25 | 2.25 | Non-Corporate |
| -- | SOUTHERN POWER COMPANY | 0.07 | $8,380,668 | 7/15/2015 | Baa1 / BBB+ |
4.66 | 4.88 | 3.65 | 3.65 | Utility |
| -- | HEWLETT-PACKARD COMPANY | 0.07 | $7,941,882 | 3/1/2014 | A2 / A |
3.55 | 6.12 | 2.69 | 2.69 | Industrial |
| -- | PEPSI BOTTLING GROUP INC. (THE) | 0.07 | $7,917,145 | 3/1/2029 | A2 / A |
11.08 | 7.00 | 5.52 | 5.52 | Industrial |
| -- | PETROBRAS INTL FINANCE | 0.07 | $7,785,794 | 1/20/2020 | Baa1 / BBB- |
7.43 | 5.75 | 5.30 | 5.30 | Non-Corporate |
| -- | APACHE CORPORATION | 0.06 | $7,359,331 | 4/15/2013 | A3 / A- |
2.81 | 5.25 | 2.10 | 2.10 | Industrial |
| -- | XTO ENERGY INC | 0.06 | $7,315,042 | 8/1/2037 | Baa2 / BBB |
13.46 | 6.75 | 5.46 | 5.46 | Industrial |
| -- | SHELL INTERNATIONAL FINANCE BV | 0.06 | $7,228,526 | 12/15/2038 | Aa1 / AA |
13.71 | 6.38 | 5.55 | 5.55 | Industrial |
| -- | PUBLIC SERVICE CO OF COLORADO | 0.06 | $6,987,489 | 6/1/2019 | A2 / A |
7.25 | 5.12 | 4.34 | 4.34 | Utility |
| -- | CATERPILLAR FINANCIAL SERVICES COR | 0.06 | $6,769,956 | 2/15/2019 | A2 / A |
6.75 | 7.15 | 4.65 | 4.65 | Industrial |
| -- | TELECOM ITALIA CAPITAL | 0.06 | $6,736,307 | 6/4/2038 | Baa2 / BBB |
11.80 | 7.72 | 7.00 | 7.00 | Industrial |
| -- | WASTE MANAGEMENT INC | 0.06 | $6,726,200 | 3/11/2019 | Baa3 / BBB |
6.75 | 7.38 | 4.95 | 4.95 | Industrial |
| -- | HONEYWELL INTERNATIONAL INC | 0.06 | $6,437,735 | 2/15/2019 | A2 / A |
7.15 | 5.00 | 4.42 | 4.42 | Industrial |
| -- | TRAVELERS COS INC/THE | 0.06 | $6,394,450 | 3/15/2067 | A3 / BBB |
14.11 | 6.25 | 6.61 | 6.61 | Financial Institutions |
| -- | APPALACHIAN POWER CO | 0.05 | $6,228,621 | 1/15/2020 | Baa2 / BBB |
7.04 | 7.95 | 5.07 | 5.07 | Utility |
| -- | DUKE ENERGY OHIO INC | 0.05 | $6,129,045 | 4/1/2019 | A2 / A |
7.00 | 5.45 | 4.49 | 4.49 | Utility |
| -- | TELEFONICA EMISIONES SAU | 0.05 | $6,109,354 | 1/15/2015 | Baa1 / A- |
4.26 | 4.95 | 3.59 | 3.59 | Industrial |
| -- | BP CAPITAL MARKETS PLC | 0.05 | $5,989,344 | 3/10/2015 | Aa1 / AA |
4.52 | 3.88 | 3.01 | 3.01 | Industrial |
| -- | KREDITANSTALT FUER WIEDERAUFBA | 0.05 | $5,963,960 | 6/17/2019 | Aaa / AAA |
7.41 | 4.88 | 3.86 | 3.86 | Non-Corporate |
| -- | PETROLEOS MEXICANOS | 0.05 | $5,930,327 | 5/3/2019 | Baa1 / BBB |
6.53 | 8.00 | 5.45 | 5.45 | Non-Corporate |
| -- | CATERPILLAR FINANCIAL SERVICES COR | 0.05 | $5,864,396 | 2/17/2014 | A2 / A |
3.51 | 6.12 | 2.71 | 2.71 | Industrial |
| -- | CHEVRON CORP | 0.05 | $5,846,956 | 3/3/2014 | Aa1 / AA |
3.67 | 3.95 | 2.51 | 2.51 | Industrial |
| -- | EXPORT-IMPORT BK KOREA | 0.05 | $5,814,215 | 1/21/2014 | A2 / A |
3.32 | 8.12 | 3.68 | 3.68 | Non-Corporate |
| -- | CISCO SYSTEMS INC | 0.05 | $5,652,214 | 2/15/2039 | A1 / A+ |
13.86 | 5.90 | 5.76 | 3.94 | Industrial |
| -- | FREEPORT-MCMORAN COPPER & GOLD INC | 0.05 | $5,610,967 | 4/1/2017 | Ba2 / BBB- |
5.21 | 8.38 | 6.28 | 6.28 | Industrial |
| -- | AMGEN INC | 0.05 | $5,610,143 | 2/1/2019 | A3 / A+ |
6.99 | 5.70 | 4.34 | 4.34 | Industrial |
| -- | WORLD BANK - INTERNATIONAL BANK FO | 0.05 | $5,554,836 | 4/1/2016 | Aaa / AAA |
5.15 | 5.00 | 3.06 | 3.06 | Non-Corporate |
| -- | ENCANA CORP | 0.05 | $5,554,456 | 12/1/2017 | Baa2 / BBB+ |
6.14 | 5.90 | 4.45 | 4.45 | Industrial |
| -- | GLAXOSMITHKLINE CAPITAL INC | 0.05 | $5,479,518 | 5/15/2018 | A1 / A+ |
6.47 | 5.65 | 4.38 | 4.38 | Industrial |
| -- | KFW INTERNATIONAL FINANCE INC | 0.05 | $5,478,840 | 3/15/2018 | Aaa / AAA |
6.74 | 4.38 | 3.64 | 3.64 | Non-Corporate |
| -- | XEROX CORP | 0.05 | $5,467,928 | 5/15/2018 | Baa2 / BBB- |
6.29 | 6.35 | 5.03 | 5.03 | Industrial |
| -- | ONTARIO CANADA (PROVINCE OF) | 0.05 | $5,418,672 | 6/16/2014 | Aa1 / AA- |
3.87 | 4.10 | 2.51 | 2.51 | Non-Corporate |
| -- | BANK OF NEW YORK MELLON CORP/T | 0.05 | $5,402,522 | 5/15/2014 | Aa2 / AA- |
3.76 | 4.30 | 2.83 | 2.83 | Financial Institutions |
| -- | KEYCORP | 0.05 | $5,395,984 | 5/14/2013 | Baa1 / BBB+ |
2.80 | 6.50 | 4.23 | 4.23 | Financial Institutions |
| -- | CVS CAREMARK CORP | 0.05 | $5,366,444 | 9/15/2039 | Baa2 / BBB+ |
13.60 | 6.12 | 6.10 | 5.75 | Industrial |
| -- | AMERICAN EXPRESS COMPANY | 0.05 | $5,362,505 | 9/1/2066 | Baa2 / BB |
13.30 | 6.80 | 7.06 | 7.49 | Financial Institutions |
| -- | ABBOTT LABORATORIES | 0.05 | $5,357,808 | 4/1/2019 | A1 / AA |
7.09 | 5.12 | 4.30 | -- | Industrial |
| -- | BERKSHIRE HATHAWAY FINANCE CORP | 0.05 | $5,338,154 | 4/15/2012 | Aa2 / AA+ |
1.97 | 4.00 | 1.31 | 1.31 | Financial Institutions |
| -- | INTERNATIONAL PAPER COMPANY | 0.05 | $5,260,702 | 6/15/2018 | Baa3 / BBB |
6.10 | 7.95 | 5.45 | -- | Industrial |
| -- | AMERICAN INTERNATIONAL GROUP INC | 0.05 | $5,244,360 | 8/15/2018 | A3 / A- |
5.96 | 8.25 | 8.08 | 7.19 | Financial Institutions |
| -- | PEMEX PROJECT FUNDING MASTER TRUST | 0.05 | $5,153,181 | 3/1/2018 | Baa1 / BBB |
6.34 | 5.75 | 5.31 | 5.31 | Non-Corporate |
| -- | ENERGY TRANSFER PARTNERS LP | 0.04 | $5,141,162 | 3/15/2019 | Baa3 / BBB- |
6.37 | 9.70 | 5.73 | 5.73 | Utility |
| -- | AFRICAN DEVELOPMENT BANK | 0.04 | $5,139,996 | 5/27/2014 | Aaa / AAA |
3.90 | 3.00 | 2.40 | 2.40 | Non-Corporate |
| -- | HEWLETT-PACKARD CO | 0.04 | $5,118,040 | 2/24/2012 | A2 / A |
1.87 | 4.25 | 1.36 | 1.36 | Industrial |
| -- | PRUDENTIAL FINANCIAL INC | 0.04 | $5,100,574 | 9/20/2014 | Baa2 / A |
3.94 | 5.10 | 3.60 | 3.60 | Financial Institutions |
| -- | OEST KONTROLLBANK AG - GTD | 0.04 | $5,092,432 | 3/21/2012 | Aaa / AAA |
1.96 | 1.88 | 1.15 | 1.15 | Non-Corporate |
| -- | NORDIC INVESTMENT BANK | 0.04 | $5,065,985 | 10/6/2014 | Aaa / AAA |
4.22 | 2.62 | 2.41 | 2.41 | Non-Corporate |
| -- | ASIAN DEVELOPMENT BANK | 0.04 | $5,037,682 | 2/9/2015 | Aaa / AAA |
4.56 | 2.62 | 2.55 | 2.55 | Non-Corporate |
| -- | BURLINGTON NORTHERN SANTA FE CORPO | 0.04 | $5,002,711 | 5/1/2037 | Baa1 / BBB+ |
13.10 | 6.15 | 5.84 | 5.84 | Industrial |
| -- | RAYTHEON COMPANY | 0.04 | $4,899,235 | 12/15/2018 | Baa1 / A- |
6.73 | 6.40 | 4.45 | 4.45 | Industrial |
| -- | NORFOLK SOUTHERN CORPORATION | 0.04 | $4,898,529 | 5/15/2097 | Baa1 / BBB+ |
13.58 | 7.90 | 6.48 | 6.48 | Industrial |
| -- | VALERO ENERGY CORP | 0.04 | $4,887,241 | 3/15/2019 | Baa2 / BBB |
6.34 | 9.38 | 6.33 | -- | Industrial |
| -- | GENERAL MILLS INC | 0.04 | $4,869,200 | 2/15/2019 | Baa1 / BBB+ |
7.00 | 5.65 | 4.66 | 4.66 | Industrial |
| -- | FLORIDA POWER AND LIGHT CO | 0.04 | $4,801,668 | 2/1/2038 | Aa2 / A |
13.72 | 5.95 | 5.64 | 5.64 | Utility |
| -- | SUNCOR ENERGY INC | 0.04 | $4,785,579 | 6/15/2038 | Baa2 / BBB+ |
13.03 | 6.50 | 6.10 | 6.10 | Industrial |
| -- | TRANS-CANADA PIPELINES | 0.04 | $4,695,388 | 1/15/2019 | A3 / A- |
6.67 | 7.12 | 4.67 | -- | Utility |
| -- | EXPORT DEVELOPMENT CANADA | 0.04 | $4,384,702 | 3/15/2011 | Aaa / AAA |
0.99 | 2.62 | 0.43 | 0.43 | Non-Corporate |
| -- | JOHNSON & JOHNSON | 0.04 | $4,354,113 | 8/15/2037 | Aaa / AAA |
14.02 | 5.95 | 5.25 | 5.25 | Industrial |
| -- | ANHEUSER-BUSCH INBEV WORLDWIDE INC | 0.04 | $4,211,218 | 1/15/2020 | Baa2 / BBB+ |
7.59 | 5.38 | 4.61 | -- | Industrial |
| -- | MORGAN STANLEY | 0.04 | $4,002,770 | 5/13/2019 | A2 / A |
6.62 | 7.30 | 5.83 | 5.83 | Financial Institutions |
| -- | PEPSICO INC | 0.03 | $3,994,694 | 11/1/2018 | Aa3 / A+ |
6.37 | 7.90 | 4.51 | 4.51 | Industrial |
| -- | PROGRESS ENERGY CAROLINAS INC | 0.03 | $3,732,702 | 1/15/2019 | A1 / A- |
7.00 | 5.30 | 4.50 | 4.50 | Utility |
| -- | DUKE ENERGY INDIANA INC | 0.03 | $3,678,561 | 4/1/2039 | A2 / A |
13.49 | 6.45 | 5.64 | -- | Utility |
| -- | CONSOLIDATED EDISON CO OF NEW YORK | 0.03 | $3,600,965 | 12/1/2018 | A3 / A- |
6.56 | 7.12 | 4.59 | 4.59 | Utility |
| -- | NEW JERSEY TURNPIKE AUTHORITY | 0.03 | $3,586,410 | 1/1/2040 | A3 / A+ |
13.02 | 7.41 | 6.11 | 6.11 | Non-Corporate |
| -- | SCANA CORP | 0.03 | $3,548,586 | 4/1/2020 | Baa2 / BBB |
7.31 | 6.25 | 5.27 | 5.27 | Utility |
| -- | MERCK AND CO. INC. | 0.03 | $3,511,499 | 6/30/2019 | Aa3 / AA- |
7.36 | 5.00 | 4.30 | 4.30 | Industrial |
| -- | ROYAL BK OF SCOT GRP PLC | 0.03 | $3,484,257 | 10/1/2014 | Ba2 / BBB- |
3.86 | 5.00 | 7.11 | 7.11 | Financial Institutions |
| -- | TYCO/TYCO INTL FIN SA | 0.03 | $3,478,972 | 1/15/2021 | Baa1 / BBB+ |
7.78 | 6.88 | 4.99 | 4.99 | Industrial |
| -- | MCDONALDS CORP | 0.03 | $3,318,720 | 3/1/2018 | A3 / A |
6.50 | 5.35 | 4.13 | 4.13 | Industrial |
| -- | SOUTHERN CALIFORNIA EDISON COMPANY | 0.03 | $3,251,441 | 3/15/2039 | A1 / A |
14.05 | 6.05 | 5.59 | 5.59 | Utility |
| -- | WBCMT_06-C23 | 0.03 | $3,250,000 | 1/15/2045 | Aa3 / BBB- |
4.42 | 5.52 | 14.79 | 14.79 | CMBS |
| -- | DELL INC | 0.03 | $3,248,215 | 6/15/2019 | A2 / A- |
7.08 | 5.88 | 4.80 | 4.80 | Industrial |
| -- | PRUDENTIAL FINANCIAL INC | 0.03 | $3,244,211 | 12/1/2017 | Baa2 / A |
6.08 | 6.00 | 5.02 | 5.02 | Financial Institutions |
| -- | BRITISH TELECOMMUNICATIONS PLC | 0.03 | $3,230,794 | 12/15/2030 | Baa2 / BBB- |
9.82 | 8.88 | 7.31 | 7.31 | Industrial |
| -- | KELLOGG COMPANY | 0.03 | $3,181,867 | 5/30/2016 | A3 / BBB+ |
5.33 | 4.45 | 3.86 | 3.86 | Industrial |
| -- | BB&T CORPORATION | 0.03 | $3,181,138 | 12/23/2015 | A2 / A- |
4.92 | 5.20 | 4.22 | 4.22 | Financial Institutions |
| -- | INTL FINANCE CORPORATION | 0.03 | $3,139,069 | 4/22/2014 | Aaa / AAA |
3.81 | 3.00 | 2.22 | 2.22 | Non-Corporate |
| -- | CHUBB CORPORATION | 0.03 | $3,126,247 | 5/11/2037 | A2 / A+ |
13.29 | 6.00 | 5.74 | 5.74 | Financial Institutions |
| -- | MICROSOFT CORP | 0.03 | $3,038,821 | 6/1/2019 | Aaa / AAA |
7.51 | 4.20 | 3.93 | 3.93 | Industrial |
| -- | BANK OF NEW YORK MELLON | 0.03 | $3,020,803 | 1/15/2020 | Aa2 / AA- |
7.78 | 4.60 | 4.55 | 4.55 | Financial Institutions |
| -- | HARTFORD FINANCIAL SERVICES GROUP | 0.03 | $3,006,346 | 3/15/2017 | Baa3 / BBB |
5.76 | 5.38 | 5.45 | 5.45 | Financial Institutions |
| -- | PETROBRAS INTERNATIONAL FINANCE CO | 0.03 | $2,985,772 | 3/15/2019 | Baa1 / BBB- |
6.63 | 7.88 | 5.44 | 5.44 | Non-Corporate |
| -- | SEMPRA ENERGY | 0.02 | $2,763,706 | 6/1/2016 | Baa1 / BBB+ |
5.08 | 6.50 | 4.15 | 4.15 | Utility |
| -- | JEFFERIES GROUP INC. | 0.02 | $2,749,931 | 3/15/2012 | Baa2 / BBB |
1.87 | 7.75 | 2.80 | 2.80 | Financial Institutions |
| -- | ACE INA HOLDINGS | 0.02 | $2,711,189 | 2/15/2017 | A3 / A- |
5.71 | 5.70 | 4.41 | 4.41 | Financial Institutions |
| -- | TELEFONICA EMISIONES SAU | 0.02 | $2,684,261 | 6/20/2011 | Baa1 / A- |
1.21 | 5.98 | 1.68 | 1.68 | Industrial |
| -- | MLCFC_06-3 | 0.02 | $2,640,000 | 7/12/2046 | A2 / NR |
4.84 | 5.48 | 13.67 | 13.67 | CMBS |
| -- | LOCKHEED MARTIN CORPORATION | 0.02 | $2,542,860 | 9/1/2036 | Baa1 / A- |
13.35 | 6.15 | 5.69 | 0.60 | Industrial |
| -- | SUNTRUST BANKS INC | 0.02 | $2,370,021 | 9/11/2017 | Baa1 / BBB |
5.99 | 6.00 | 5.48 | 5.48 | Financial Institutions |
| -- | UNITED TECHNOLOGIES CORPORATION | 0.02 | $2,299,110 | 2/1/2019 | A2 / A |
6.91 | 6.12 | 4.39 | 4.39 | Industrial |
| -- | PHILIP MORRIS INTERNATIONAL INC | 0.02 | $2,190,257 | 5/16/2018 | A2 / A |
6.45 | 5.65 | 4.58 | 4.58 | Industrial |
| -- | AETNA INC | 0.02 | $2,166,311 | 6/15/2036 | A3 / A- |
12.61 | 6.62 | 6.09 | 6.09 | Financial Institutions |
| -- | UNITED TECHNOLOGIES CORPORATION | 0.02 | $2,162,103 | 7/15/2038 | A2 / A |
13.76 | 6.12 | 5.59 | -- | Industrial |
| -- | BB&T CORP | 0.02 | $2,089,645 | 4/30/2019 | A1 / A |
6.78 | 6.85 | 4.85 | 4.85 | Financial Institutions |
| -- | SAFEWAY INC | 0.02 | $2,036,368 | 8/15/2017 | Baa2 / BBB |
5.95 | 6.35 | 4.50 | 4.50 | Industrial |
| -- | COVIDIEN INTERNATIONAL FINANCE SA | 0.02 | $2,030,664 | 10/15/2017 | Baa1 / A |
6.02 | 6.00 | 4.25 | 4.25 | Industrial |
| -- | JPMORGAN CHASE CAPITAL XXV | 0.02 | $1,999,513 | 10/1/2037 | A2 / BBB+ |
11.95 | 6.80 | 6.86 | 6.86 | Financial Institutions |
| -- | UPS OF AMERICA INC | 0.02 | $1,995,267 | 1/15/2038 | Aa3 / AA- |
13.62 | 6.20 | 5.59 | 5.59 | Industrial |
| -- | PRINCIPAL FINANCIAL GROUP INC | 0.02 | $1,893,351 | 10/15/2036 | A3 / BBB+ |
12.43 | 6.05 | 6.49 | 6.49 | Financial Institutions |
| -- | UBS PREFERRED FUNDING TRUST II | 0.02 | $1,873,400 | 12/31/2049 | A1 / BBB+ |
12.26 | 7.25 | 7.65 | 11.55 | Financial Institutions |
| -- | TRANSCANADA PIPELINES | 0.02 | $1,873,197 | 1/15/2039 | A3 / A- |
12.94 | 7.62 | 5.98 | -- | Utility |
| -- | FRANCE TELECOM | 0.02 | $1,729,960 | 7/8/2014 | A3 / A- |
3.90 | 4.38 | 2.88 | 2.88 | Industrial |
| -- | FRANCE TELECOM | 0.02 | $1,726,309 | 7/8/2019 | A3 / A- |
7.27 | 5.38 | 4.62 | 4.62 | Industrial |
| -- | TELEFONICA EMISIONES SAU | 0.01 | $1,702,097 | 6/20/2036 | Baa1 / A- |
12.45 | 7.04 | 6.12 | 6.12 | Industrial |
| -- | BP CAPITAL MARKETS PLC | 0.01 | $1,694,327 | 5/8/2014 | Aa1 / AA |
3.80 | 3.62 | 2.55 | 2.55 | Industrial |
| -- | PROGRESSIVE CORPORATION (THE) | 0.01 | $1,524,750 | 6/15/2037 | A2 / A- |
13.12 | 6.70 | 7.08 | 7.08 | Financial Institutions |
| -- | PRINCIPAL FINANCIAL GROUP INC | 0.01 | $1,492,952 | 5/15/2019 | A3 / BBB+ |
6.40 | 8.88 | 5.75 | 5.75 | Financial Institutions |
| -- | MEDCO HEALTH SOLUTIONS INC | 0.01 | $1,406,084 | 3/15/2018 | Baa3 / BBB |
6.21 | 7.12 | 4.88 | -- | Industrial |
| -- | SUNCOR ENERGY INC. | 0.01 | $1,353,752 | 6/1/2039 | Baa2 / BBB+ |
13.03 | 6.85 | 6.11 | 6.11 | Industrial |
| -- | RIO TINTO ALCAN INC | 0.01 | $1,345,138 | 9/15/2012 | A3 / BBB+ |
2.36 | 4.88 | 2.25 | 2.25 | Industrial |
| -- | SUNCOR ENERGY INC | 0.01 | $1,334,373 | 6/1/2018 | Baa2 / BBB+ |
6.40 | 6.10 | 4.82 | 4.82 | Industrial |
| -- | CLOROX CO | 0.01 | $1,315,491 | 1/15/2015 | Baa2 / BBB+ |
4.27 | 5.00 | 3.35 | 3.35 | Industrial |
| -- | PNC FUNDING CORP | 0.01 | $1,127,356 | 6/10/2019 | A3 / A |
6.90 | 6.70 | 4.93 | 4.93 | Financial Institutions |
| -- | PNC FUNDING CORP | 0.01 | $1,082,579 | 6/10/2014 | A3 / A |
3.75 | 5.40 | 3.24 | 3.24 | Financial Institutions |
| -- | SCHERING-PLOUGH CORPORATION | 0.01 | $861,905 | 9/15/2037 | Aa3 / AA- |
13.58 | 6.55 | 5.53 | 5.53 | Industrial |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.01 | $849,775 | 1/14/2038 | Aa2 / AA+ |
13.05 | 5.88 | 6.34 | 6.34 | Financial Institutions |
| -- | GLAXOSMITHKLINE CAPITAL INC | 0.01 | $812,710 | 5/15/2013 | A1 / A+ |
2.91 | 4.85 | 2.10 | 2.10 | Industrial |
| -- | WELLS FARGO AND COMPANY | 0.01 | $795,309 | 12/11/2017 | A1 / AA- |
6.19 | 5.62 | 4.72 | 4.72 | Financial Institutions |
| -- | ONTARIO CANADA (PROVINCE OF) | 0.01 | $755,303 | 2/5/2015 | Aa1 / AA- |
4.51 | 2.95 | 2.79 | 2.79 | Non-Corporate |
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.
© Copyright 2010
