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United States
By Asset ClassBy Index Provider
 

Holdings Detail as of 3/16/2010 (Holdings subject to change)

Bonds99.00%
Cash0.00%
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.
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CUSIP Name % Net
Assets
Market
Value ($)
Maturity Credit
Rating
Moody's
/S&P
Effective Duration Effective
Duration
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.