Barclays Aggregate Bond Fund (AGG) Inception date: 9/22/2003
Holdings Detail as of 10/30/2009 (Holdings subject to change)
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- Oct 2009
- Sep 2009
- Aug 2009
- Jul 2009
- Jun 2009
- May 2009
- Apr 2009
- Mar 2009
- Feb 2009
- Jan 2009
- Dec 2008
- Nov 2008
- Oct 2008
- Sep 2008
- Aug 2008
- Jul 2008
- Jun 2008
- May 2008
- Apr 2008
- Mar 2008
- Feb 2008
- Jan 2008
- Dec 2007
- Nov 2007
- Oct 2007
- Sep 2007
- Aug 2007
- Jul 2007
- Jun 2007
- May 2007
- Apr 2007
- Mar 2007
- Feb 2007
- Jan 2007
- Dec 2006
- Nov 2006
- Oct 2006
- Sep 2006
| Bonds | 98.81% |
| Cash | 0.00% |
| Other* | 1.19% |
*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) | 4.70 | $511,351,753 | 11/12/2009 | Aaa / AAA |
3.30 | 4.50 | 4.11 | 4.11 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 4.60 | $499,710,691 | 11/12/2009 | Aaa / AAA |
0.90 | 5.50 | 3.36 | 3.36 | FNMA |
| -- | TREASURY NOTE | 3.98 | $432,041,861 | 5/15/2014 | TSY / TSY |
4.04 | 4.75 | 2.09 | 2.09 | U.S. Treasury |
| -- | FGOLD 30YR TBA(REG A) | 3.03 | $329,795,612 | 11/12/2009 | Aaa / AAA |
0.75 | 5.50 | 3.30 | 3.30 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 2.85 | $309,903,825 | 11/12/2009 | Aaa / AAA |
0.44 | 6.00 | 3.35 | 3.35 | FNMA |
| -- | TREASURY NOTE | 2.80 | $304,810,865 | 4/15/2012 | TSY / TSY |
2.41 | 1.38 | 1.16 | 1.16 | U.S. Treasury |
| -- | TREASURY BOND | 2.80 | $304,248,968 | 11/15/2016 | TSY / TSY |
5.56 | 7.50 | 2.97 | 2.97 | U.S. Treasury |
| -- | FNMA 30YR TBA(REG A) | 2.68 | $291,626,494 | 11/12/2009 | Aaa / AAA |
2.20 | 5.00 | 3.85 | 3.85 | FNMA |
| -- | FNMA 30YR TBA(REG A) | 2.56 | $277,704,722 | 11/12/2009 | Aaa / AAA |
0.16 | 6.50 | 3.57 | 3.57 | FNMA |
| -- | FGOLD 30YR TBA(REG A) | 2.44 | $265,316,269 | 11/12/2009 | Aaa / AAA |
1.97 | 5.00 | 3.82 | 3.82 | FHLMC |
| -- | TREASURY NOTE | 2.42 | $263,470,328 | 8/15/2011 | TSY / TSY |
1.72 | 5.00 | 0.73 | 0.73 | U.S. Treasury |
| -- | FGOLD 30YR TBA(REG A) | 2.17 | $235,757,062 | 11/12/2009 | Aaa / AAA |
0.43 | 6.00 | 3.28 | 3.28 | FHLMC |
| -- | FREDDIE MAC | 2.14 | $232,346,375 | 1/15/2013 | AGY / AGY |
2.97 | 4.50 | 1.68 | 1.68 | US Agencies |
| -- | TREASURY BOND | 2.13 | $231,642,425 | 8/15/2019 | TSY / TSY |
7.21 | 8.12 | 3.41 | 3.41 | U.S. Treasury |
| -- | TREASURY NOTE | 2.03 | $220,491,372 | 7/31/2013 | TSY / TSY |
3.50 | 3.38 | 1.77 | 1.77 | U.S. Treasury |
| -- | FHLMC | 1.73 | $188,561,406 | 2/25/2011 | AGY / AGY |
1.29 | 3.25 | 0.65 | 0.65 | US Agencies |
| -- | TREASURY NOTE | 1.68 | $182,640,216 | 11/15/2018 | TSY / TSY |
7.52 | 3.75 | 3.35 | 3.35 | U.S. Treasury |
| -- | FNMA 15YR TBA(REG B) | 1.60 | $174,262,778 | 11/17/2009 | Aaa / AAA |
2.82 | 4.50 | 3.11 | 3.11 | FNMA |
| -- | FREDDIE MAC | 1.59 | $172,524,057 | 10/18/2010 | AGY / AGY |
0.95 | 4.12 | 0.51 | 0.51 | US Agencies |
| -- | FGOLD 15YR TBA(REG B) | 1.55 | $168,219,340 | 11/17/2009 | Aaa / AAA |
2.85 | 5.00 | 3.04 | 3.04 | FHLMC |
| -- | TREASURY BOND | 1.52 | $165,446,084 | 2/15/2025 | TSY / TSY |
9.96 | 7.62 | 4.05 | 4.05 | U.S. Treasury |
| -- | TREASURY NOTE | 1.50 | $163,393,207 | 8/15/2012 | TSY / TSY |
2.71 | 1.75 | 1.32 | 1.32 | U.S. Treasury |
| -- | GNMA 30YR TBA(REG C) | 1.44 | $156,944,738 | 11/19/2009 | Aaa / AAA |
2.76 | 5.00 | 3.58 | 3.58 | GNMA |
| -- | FGOLD 15YR TBA(REG B) | 1.42 | $154,710,136 | 11/17/2009 | Aaa / AAA |
2.56 | 4.50 | 2.98 | 2.98 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 1.33 | $144,128,749 | 11/12/2009 | Aaa / AAA |
2.69 | 4.00 | 4.51 | 4.51 | FNMA |
| -- | GNMA 30YR TBA(REG C) | 1.32 | $143,945,625 | 11/19/2009 | Aaa / AAA |
2.41 | 5.50 | 3.19 | 3.19 | GNMA |
| -- | GNMA 30YR TBA(REG C) | 1.25 | $136,076,245 | 11/19/2009 | Aaa / AAA |
2.35 | 6.00 | 3.32 | 3.32 | GNMA |
| -- | TREASURY NOTE | 1.22 | $132,409,541 | 11/15/2011 | TSY / TSY |
1.99 | 1.75 | 0.93 | 0.93 | U.S. Treasury |
| -- | FNMA 15YR TBA(REG B) | 1.08 | $117,389,766 | 11/17/2009 | Aaa / AAA |
2.25 | 5.50 | 2.76 | 2.76 | FNMA |
| -- | GSMS_07-GG10 | 1.00 | $109,116,908 | 8/10/2045 | Aaa / BBB- |
3.43 | 5.99 | 9.15 | 9.15 | CMBS |
| -- | FNMA | 1.00 | $108,313,465 | 5/11/2017 | AGY / AGY |
6.20 | 5.00 | 3.40 | 3.40 | US Agencies |
| -- | FNMA 15YR TBA(REG B) | 0.91 | $98,762,062 | 11/17/2009 | Aaa / AAA |
2.53 | 5.00 | 2.95 | 2.95 | FNMA |
| -- | FHLB | 0.88 | $95,403,388 | 11/18/2011 | AGY / AGY |
1.93 | 4.88 | 1.06 | 1.06 | US Agencies |
| -- | TREASURY NOTE | 0.83 | $90,258,142 | 8/15/2019 | TSY / TSY |
8.15 | 3.62 | 3.39 | 3.39 | U.S. Treasury |
| -- | FHLMC | 0.78 | $84,970,132 | 3/23/2012 | AGY / AGY |
2.33 | 2.12 | 1.30 | 1.30 | US Agencies |
| -- | TREASURY BOND | 0.78 | $84,949,673 | 5/15/2038 | TSY / TSY |
15.96 | 4.50 | 4.23 | 4.23 | U.S. Treasury |
| -- | TREASURY NOTE | 0.72 | $78,458,690 | 9/30/2014 | TSY / TSY |
4.61 | 2.38 | 2.29 | 2.29 | U.S. Treasury |
| -- | FANNIE MAE | 0.69 | $75,333,526 | 4/15/2015 | AGY / AGY |
4.81 | 5.00 | 2.77 | 2.77 | US Agencies |
| -- | FGOLD 15YR TBA(REG B) | 0.62 | $67,121,845 | 11/17/2009 | Aaa / AAA |
2.29 | 5.50 | 2.67 | 2.67 | FHLMC |
| -- | BANK OF AMERICA CORP - GTD | 0.61 | $65,764,894 | 6/15/2012 | Aaa / AAA |
2.50 | 3.12 | 1.52 | 1.52 | US Agencies |
| -- | KFW GROUP | 0.55 | $59,509,652 | 10/14/2011 | Aaa / AAA |
1.90 | 3.25 | 1.12 | 1.12 | Non-Corporate |
| -- | EUROPEAN INVESTMENT BANK | 0.48 | $51,948,932 | 5/15/2014 | Aaa / AAA |
4.04 | 4.62 | 2.51 | 2.51 | Non-Corporate |
| -- | WACHOVIA CORPORATION | 0.46 | $50,153,484 | 8/1/2014 | A2 / A+ |
4.15 | 5.25 | 4.02 | 4.02 | Financial Institutions |
| -- | GOLDMAN SACHS GROUP INC. (THE) | 0.46 | $50,033,503 | 10/1/2014 | A1 / A |
4.34 | 5.00 | 3.87 | 3.87 | Financial Institutions |
| -- | GENERAL ELECTRIC CO | 0.46 | $49,471,931 | 12/6/2017 | Aa2 / AA+ |
6.45 | 5.25 | 4.67 | 4.67 | Industrial |
| -- | TREASURY BOND | 0.39 | $42,784,022 | 5/15/2030 | TSY / TSY |
12.36 | 6.25 | 4.18 | 4.18 | U.S. Treasury |
| -- | CITIGROUP INC. | 0.39 | $42,528,674 | 2/21/2012 | A3 / A |
2.13 | 6.00 | 3.61 | 3.61 | Financial Institutions |
| -- | TREASURY BOND | 0.38 | $41,799,626 | 5/15/2039 | TSY / TSY |
16.44 | 4.25 | 4.23 | 4.23 | U.S. Treasury |
| -- | MORGAN STANLEY & CO. INC | 0.32 | $35,180,842 | 3/1/2013 | A2 / A |
3.03 | 5.30 | 3.57 | 3.57 | Financial Institutions |
| -- | HOUSEHOLD FINANCE CORPORATION | 0.32 | $34,939,331 | 11/27/2012 | A3 / A |
2.73 | 6.38 | 3.66 | 3.66 | Financial Institutions |
| -- | KRAFT FOODS INC. | 0.31 | $34,081,734 | 8/11/2017 | Baa2 / BBB+ |
6.06 | 6.50 | 5.17 | 5.17 | Industrial |
| -- | QUEBEC (PROVINCE OF) | 0.29 | $31,236,600 | 9/15/2029 | Aa2 / A+ |
11.44 | 7.50 | 5.01 | 5.01 | Non-Corporate |
| -- | FHLMC REFERENCE NOTE | 0.27 | $29,147,998 | 7/15/2032 | AGY / AGY |
12.90 | 6.25 | 4.69 | 4.69 | US Agencies |
| -- | ILLINOIS ST | 0.26 | $28,748,754 | 6/1/2033 | A1 / AA- |
12.80 | 5.10 | 5.82 | 5.82 | Non-Corporate |
| -- | DOMINION RESOURCES INC | 0.26 | $28,653,269 | 7/15/2015 | Baa2 / A- |
4.88 | 5.15 | 3.82 | 3.82 | Utility |
| -- | VERIZON GLOBAL FUNDING CORPORATION | 0.26 | $28,344,036 | 12/1/2030 | A3 / A |
10.91 | 7.75 | 6.13 | 6.13 | Industrial |
| -- | CREDIT SUISSE FIRST BOSTON USA INC | 0.26 | $28,001,162 | 7/15/2032 | Aa1 / A+ |
11.86 | 7.12 | 5.73 | 5.73 | Financial Institutions |
| -- | AT&T BROADBAND CORP | 0.25 | $27,633,783 | 3/15/2013 | Baa1 / BBB+ |
2.96 | 8.38 | 3.32 | 3.32 | Industrial |
| -- | JOHN DEERE CAPITAL CORPORATION | 0.24 | $26,268,630 | 3/15/2012 | A2 / A |
2.19 | 7.00 | 2.52 | 2.52 | Industrial |
| -- | MERRILL LYNCH & CO. INC. | 0.24 | $26,113,519 | 1/15/2015 | A2 / A |
4.49 | 5.00 | 4.67 | 4.67 | Financial Institutions |
| -- | BOEING CAP CORP | 0.24 | $26,098,396 | 1/15/2013 | A2 / A |
2.90 | 5.80 | 2.67 | 2.67 | Industrial |
| -- | REPUBLIC OF ITALY | 0.24 | $25,958,336 | 9/20/2016 | NR / A+ |
5.78 | 5.25 | 3.76 | 3.76 | Non-Corporate |
| -- | DAIMLER CHRYSLER NA HLDG | 0.24 | $25,906,425 | 1/15/2012 | A3 / BBB+ |
2.02 | 7.30 | 3.16 | 3.16 | Industrial |
| -- | SBC COMMUNICATIONS INC. | 0.24 | $25,783,609 | 2/1/2012 | A2 / A |
2.10 | 5.88 | 2.11 | 2.11 | Industrial |
| -- | JP MORGAN CHASE BANK | 0.24 | $25,773,755 | 1/2/2013 | A1 / A |
2.86 | 5.75 | 3.02 | 3.02 | Financial Institutions |
| -- | U.S. BANK NATIONAL ASSOCIATION | 0.24 | $25,655,232 | 10/30/2014 | Aa2 / A+ |
4.34 | 4.95 | 3.27 | 3.27 | Financial Institutions |
| -- | GENERAL ELECTRIC CAP CORP | 0.24 | $25,647,699 | 2/15/2012 | Aa2 / AA+ |
2.13 | 5.88 | 2.42 | 2.42 | Financial Institutions |
| -- | AMERADA HESS CORPORATION | 0.23 | $25,515,221 | 8/15/2011 | Baa2 / BBB- |
1.68 | 6.65 | 2.56 | 2.56 | Industrial |
| -- | SPECTRA ENERGY CAPITAL LLC | 0.23 | $25,442,866 | 2/15/2013 | Baa2 / BBB |
2.94 | 6.25 | 4.02 | 4.02 | Utility |
| -- | WAL-MART STORES | 0.23 | $25,433,768 | 5/1/2013 | Aa2 / AA |
3.18 | 4.55 | 2.52 | 2.52 | Industrial |
| -- | ITALY (REPUBLIC OF) | 0.23 | $25,382,947 | 2/22/2011 | NR / A+ |
1.26 | 6.00 | 0.96 | 0.96 | Non-Corporate |
| -- | MARSH & MCLENNAN COMPANIES INC. | 0.23 | $25,256,173 | 9/15/2015 | Baa2 / BBB- |
4.95 | 5.75 | 4.57 | 4.57 | Financial Institutions |
| -- | GENERAL ELECTRIC CAP CORP | 0.23 | $25,147,222 | 3/15/2032 | Aa2 / AA+ |
11.67 | 6.75 | 6.28 | 6.28 | Financial Institutions |
| -- | ANADARKO PETROLEUM CORP | 0.23 | $25,131,363 | 9/15/2016 | Baa3 / BBB- |
5.60 | 5.95 | 4.99 | 4.99 | Industrial |
| -- | JPMORGAN CHASE BANK NA | 0.23 | $25,127,804 | 6/13/2016 | Aa2 / A+ |
5.36 | 5.88 | 4.89 | 4.89 | Financial Institutions |
| -- | PROGRESS ENERGY INC. | 0.23 | $25,117,804 | 3/1/2011 | Baa2 / BBB |
1.27 | 7.10 | 2.92 | 2.92 | Utility |
| -- | VERIZON WIRELESS CAPITAL | 0.23 | $24,980,282 | 2/1/2014 | A2 / A |
3.75 | 5.55 | 3.42 | 3.42 | Industrial |
| -- | BOSTON PROPERTIES INC | 0.23 | $24,965,873 | 1/15/2013 | Baa2 / A- |
2.85 | 6.25 | 4.62 | 4.62 | Financial Institutions |
| -- | HOME DEPOT INC | 0.23 | $24,865,118 | 3/1/2016 | Baa1 / BBB+ |
5.31 | 5.40 | 4.59 | 4.59 | Industrial |
| -- | METLIFE INC. | 0.23 | $24,804,803 | 6/15/2015 | A2 / A- |
4.80 | 5.00 | 4.17 | 4.17 | Financial Institutions |
| -- | CONOCOPHILLIPS | 0.23 | $24,792,359 | 10/15/2032 | A1 / A |
12.68 | 5.90 | 5.58 | 5.58 | Industrial |
| -- | FNMA 6MO LIBOR ARM | 0.23 | $24,786,143 | 2/1/2036 | Aaa / AAA |
1.00 | 5.52 | 3.92 | 3.92 | FNMA |
| -- | ALTRIA GROUP INC | 0.23 | $24,697,637 | 11/10/2018 | Baa1 / BBB |
6.11 | 9.70 | 6.19 | 6.19 | Industrial |
| -- | WELLS FARGO COMPANY | 0.23 | $24,658,951 | 11/15/2014 | A2 / A+ |
4.34 | 5.00 | 4.22 | 4.22 | Financial Institutions |
| -- | AMERICAN EXPRESS | 0.23 | $24,641,187 | 7/15/2013 | A3 / BBB+ |
3.33 | 4.88 | 3.87 | 3.87 | Financial Institutions |
| -- | BANK OF AMERICA CORPORATION | 0.23 | $24,609,768 | 1/15/2013 | A2 / A |
2.92 | 4.88 | 3.77 | 3.77 | Financial Institutions |
| -- | HSBC FINANCE CORP | 0.23 | $24,457,378 | 1/19/2016 | A3 / A |
5.16 | 5.50 | 4.99 | 4.99 | Financial Institutions |
| -- | MEX 5 5/8 01/15/17 | 0.22 | $24,318,212 | 1/15/2017 | Aaa / AAA |
5.82 | 5.62 | 4.89 | 4.89 | Non-Corporate |
| -- | PG&E CORP | 0.22 | $24,061,218 | 3/1/2034 | A3 / BBB+ |
13.04 | 6.05 | 5.38 | 5.38 | Utility |
| -- | BELLSOUTH CORPORATION | 0.22 | $23,874,105 | 11/15/2034 | A2 / A |
12.54 | 6.00 | 5.98 | 5.98 | Industrial |
| -- | CAPITAL ONE FINANCIAL CORPORATION | 0.22 | $23,631,258 | 9/1/2016 | Baa2 / BBB- |
5.45 | 6.15 | 6.29 | 6.29 | Financial Institutions |
| -- | WAL-MART STORES INC | 0.21 | $22,668,970 | 8/15/2037 | Aa2 / AA |
13.66 | 6.50 | 5.38 | 5.38 | Industrial |
| -- | TARGET CORPORATION | 0.20 | $22,262,505 | 1/15/2038 | A2 / A+ |
13.11 | 7.00 | 5.78 | 5.78 | Industrial |
| -- | GENWORTH FINANCIAL INC. | 0.20 | $21,678,020 | 6/15/2014 | Baa3 / BBB |
3.85 | 5.75 | 8.12 | 8.12 | Financial Institutions |
| -- | INTL LEASE FINANCE CORP | 0.20 | $21,678,020 | 6/15/2011 | Baa3 / BBB+ |
1.45 | 5.75 | 12.00 | 12.00 | Financial Institutions |
| -- | INTERNATIONAL BUSINESS MACHINES CO | 0.19 | $21,029,825 | 9/14/2017 | A1 / A+ |
6.36 | 5.70 | 4.14 | 4.14 | Industrial |
| -- | INTER-AMERICAN DEVEL BK. | 0.19 | $21,018,001 | 9/20/2012 | Aaa / AAA |
2.72 | 4.38 | 1.76 | 1.76 | Non-Corporate |
| -- | KINDER MORGAN ENER PART | 0.19 | $20,980,861 | 1/15/2038 | Baa2 / BBB |
12.57 | 6.95 | 6.38 | 6.38 | Utility |
| -- | LANDWIRTSCHAFTLICHE RENTENBANK | 0.19 | $20,872,290 | 11/8/2016 | Aaa / AAA |
5.83 | 5.00 | 3.46 | 3.46 | Non-Corporate |
| -- | ENTERPRISE PRODUCTS OPERATING L.P. | 0.19 | $20,425,293 | 10/15/2014 | Baa3 / BBB- |
4.31 | 5.60 | 4.32 | 4.32 | Utility |
| -- | MIDAMERICAN ENERGY HOLDINGS COMPAN | 0.19 | $20,355,236 | 4/1/2036 | Baa1 / BBB+ |
12.50 | 6.12 | 5.73 | 0.78 | Utility |
| -- | CITIGROUP INC | 0.16 | $17,819,127 | 7/15/2039 | A3 / A |
12.08 | 8.12 | 6.80 | 6.80 | Financial Institutions |
| -- | PFIZER INC | 0.16 | $17,101,629 | 3/15/2019 | A1 / AA |
7.19 | 6.20 | 4.39 | -- | Industrial |
| -- | FED REPUBLIC OF BRAZIL | 0.15 | $16,215,745 | 1/20/2037 | Baa3 / BBB- |
12.73 | 7.12 | 5.96 | 5.96 | Non-Corporate |
| -- | AOL TIME WARNER INC. | 0.15 | $16,147,093 | 5/1/2032 | Baa2 / BBB |
10.93 | 7.70 | 6.58 | 6.58 | Industrial |
| -- | FIRSTENERGY CORPORATION | 0.15 | $15,976,868 | 11/15/2031 | Baa3 / BBB- |
10.98 | 7.38 | 6.53 | 6.53 | Utility |
| -- | NATURAL RURAL UTILITIES | 0.14 | $15,725,774 | 3/1/2012 | A2 / A |
2.15 | 7.25 | 2.77 | 2.77 | Utility |
| -- | DEUTSCHE BANK AG | 0.14 | $15,545,942 | 9/1/2017 | Aa1 / A+ |
6.24 | 6.00 | 4.64 | -- | Financial Institutions |
| -- | MEX 6 3/8 01/16/13 | 0.14 | $15,529,969 | 1/16/2013 | Aaa / AAA |
2.87 | 6.38 | 3.22 | 3.22 | Non-Corporate |
| -- | EMBARQ CORPORATION | 0.14 | $15,501,395 | 6/1/2016 | Baa3 / BBB- |
5.15 | 7.08 | 5.52 | 5.52 | Industrial |
| -- | AMERISOURCEBERGEN CORP | 0.14 | $15,428,918 | 9/15/2015 | Baa3 / BBB+ |
4.95 | 5.88 | 4.32 | 4.32 | Industrial |
| -- | ORACLE CORPORATION | 0.14 | $15,426,703 | 1/15/2016 | A2 / A |
5.24 | 5.25 | 3.79 | 3.79 | Industrial |
| -- | DIAGEO FINANCE BV | 0.14 | $15,411,162 | 10/28/2015 | A3 / A- |
5.15 | 5.30 | 3.82 | 3.82 | Industrial |
| -- | FEDERAL REP OF BRAZIL A-BOND | 0.14 | $15,331,737 | 1/15/2018 | Baa3 / BBB- |
6.02 | 8.00 | 5.78 | 5.78 | Non-Corporate |
| -- | VODAFONE GROUP PLC | 0.14 | $15,220,484 | 2/27/2017 | Baa1 / A- |
5.96 | 5.62 | 4.56 | 4.56 | Industrial |
| -- | ALCOA INC. | 0.14 | $14,965,632 | 1/15/2012 | Baa3 / BBB- |
2.03 | 6.00 | 3.74 | 3.74 | Industrial |
| -- | UNITEDHEALTH GROUP INCORPORATED | 0.14 | $14,733,124 | 3/15/2015 | Baa1 / A- |
4.68 | 4.88 | 4.22 | 4.22 | Financial Institutions |
| -- | COUNTRYWIDE HOME LOANS | 0.13 | $14,572,740 | 3/22/2011 | A2 / A |
1.35 | 4.00 | 2.53 | 2.53 | Financial Institutions |
| -- | CSX CORPORATION | 0.13 | $14,414,434 | 10/1/2036 | Baa3 / BBB- |
13.27 | 6.00 | 5.93 | 5.07 | Industrial |
| -- | WELLS FARGO BANK NA | 0.13 | $14,194,226 | 1/12/2011 | A1 / AA- |
1.16 | 4.88 | 1.61 | 1.61 | Financial Institutions |
| -- | NEWS AMERICA INC | 0.13 | $13,960,965 | 12/15/2034 | Baa1 / BBB+ |
12.22 | 6.20 | 6.38 | 6.38 | Industrial |
| -- | CONSTELLATION ENERGY GROUP | 0.13 | $13,658,465 | 6/15/2015 | Baa3 / BBB |
4.79 | 4.55 | 5.47 | 5.47 | Utility |
| -- | UNILEVER CAPITAL CORP | 0.12 | $13,483,439 | 11/15/2032 | A1 / A+ |
12.66 | 5.90 | 5.23 | 5.23 | Industrial |
| -- | VIACOM INC | 0.12 | $13,310,043 | 4/30/2016 | Baa2 / BBB |
5.20 | 6.25 | 4.89 | 4.89 | Industrial |
| -- | EXELON GENERATION CO LLC | 0.12 | $13,248,114 | 1/15/2014 | A3 / BBB |
3.71 | 5.35 | 3.92 | 3.92 | Utility |
| -- | COCA-COLA ENTERPRISES INC | 0.12 | $12,566,889 | 2/1/2022 | A3 / A |
8.12 | 8.50 | 4.99 | 4.99 | Industrial |
| -- | AT&T WIRELESS SERVICES INC. | 0.11 | $12,385,425 | 3/1/2011 | A2 / A |
1.27 | 7.88 | 1.57 | 1.57 | Industrial |
| -- | DEUTSCHE TELEKOM INTERNATIONAL FIN | 0.11 | $12,362,503 | 6/15/2030 | Baa1 / BBB+ |
10.53 | 8.75 | 6.18 | 6.18 | Industrial |
| -- | RIO TINTO FINANCE PLC | 0.10 | $11,306,629 | 5/1/2019 | Baa1 / BBB+ |
6.48 | 9.00 | 5.71 | 5.71 | Industrial |
| -- | ASTRAZENECA PLC | 0.10 | $11,022,741 | 9/15/2037 | A1 / AA- |
13.78 | 6.45 | 5.36 | 5.36 | Industrial |
| -- | MORGAN STANLEY | 0.10 | $10,908,252 | 4/1/2018 | A2 / A |
6.45 | 6.62 | 5.49 | 5.49 | Financial Institutions |
| -- | ONCOR ELECTRIC DELIVERY CO. | 0.10 | $10,899,786 | 9/1/2022 | Baa1 / BBB+ |
8.65 | 7.00 | 5.43 | 5.43 | Utility |
| -- | ABBOTT LABORATORIES | 0.10 | $10,555,776 | 5/15/2016 | A1 / AA |
5.35 | 5.88 | 3.99 | 3.99 | Industrial |
| -- | WYETH | 0.10 | $10,449,603 | 2/1/2014 | A3 / AA |
3.77 | 5.50 | 3.07 | 3.07 | Industrial |
| -- | ONTARIO CANADA (PROVINCE OF) | 0.10 | $10,407,169 | 1/20/2012 | Aa1 / AA- |
2.14 | 2.62 | 1.43 | 1.43 | Non-Corporate |
| -- | UBS AG STAMFORD BRANCH | 0.10 | $10,394,011 | 12/20/2017 | Aa2 / A+ |
6.30 | 5.88 | 5.49 | 5.49 | Financial Institutions |
| -- | MERRILL LYNCH & CO INC | 0.10 | $10,348,771 | 4/25/2018 | A2 / A |
6.47 | 6.88 | 5.59 | 5.59 | Financial Institutions |
| -- | PNC FUNDING CORP | 0.09 | $10,322,604 | 11/15/2015 | Baa1 / A- |
5.03 | 5.25 | 4.72 | 4.72 | Financial Institutions |
| -- | WORLD BANK - INTL BK RECON & DEVEL | 0.09 | $10,303,249 | 4/2/2012 | Aaa / AAA |
2.36 | 2.00 | 1.26 | 1.26 | Non-Corporate |
| -- | BRISTOL-MYERS SQUIBB COMPANY | 0.09 | $10,268,424 | 11/15/2036 | A2 / A+ |
13.62 | 5.88 | 5.33 | 5.33 | Industrial |
| -- | CALIFORNIA ST BUILD AMERICA BOND | 0.09 | $10,246,000 | 4/1/2016 | Baa1 / A |
5.27 | 5.95 | 5.49 | 5.49 | Non-Corporate |
| -- | MEX 6 3/4 09/27/34 | 0.09 | $10,221,378 | 9/27/2034 | Aaa / AAA |
12.44 | 6.75 | 6.05 | 6.05 | Non-Corporate |
| -- | KROGER CO. (THE) | 0.09 | $10,168,243 | 2/1/2013 | Baa2 / BBB |
2.95 | 5.50 | 3.32 | 3.32 | Industrial |
| -- | BHP BILLITON FINANCE BV | 0.09 | $10,166,961 | 4/15/2013 | A1 / A+ |
3.19 | 4.80 | 2.77 | 2.77 | Industrial |
| -- | E I DU PONT DE NEMOURS AND CO | 0.09 | $10,146,790 | 12/15/2016 | A2 / A |
5.84 | 5.25 | 4.19 | 4.19 | Industrial |
| -- | CANADIAN NATURAL RESOURCES LIMITED | 0.09 | $10,086,172 | 5/15/2017 | Baa2 / BBB |
5.98 | 5.70 | 4.77 | 4.77 | Industrial |
| -- | CISCO SYSTEMS INC | 0.09 | $10,050,875 | 2/22/2011 | A1 / A+ |
1.27 | 5.25 | 1.07 | 1.07 | Industrial |
| -- | KINDER MORGAN EN | 0.09 | $10,048,372 | 3/15/2011 | Baa2 / BBB |
1.31 | 6.75 | 2.71 | 2.71 | Utility |
| -- | QWEST CORPORATION | 0.09 | $10,033,482 | 3/15/2012 | Ba1 / BBB- |
2.11 | 8.88 | 6.45 | 6.45 | Industrial |
| -- | PROCTER & GAMBLE CO | 0.09 | $9,997,963 | 3/5/2037 | Aa3 / AA- |
14.19 | 5.55 | 5.21 | 5.21 | Industrial |
| -- | GOLDMAN SACHS GROUP INC | 0.09 | $9,985,822 | 10/1/2037 | A2 / A- |
12.76 | 6.75 | 6.38 | 1.92 | Financial Institutions |
| -- | ELI LILLY & COMPANY | 0.09 | $9,969,702 | 3/15/2037 | A1 / AA |
14.20 | 5.55 | 5.23 | 0.92 | Industrial |
| -- | BANK OF AMERICA NA (US) | 0.09 | $9,967,094 | 10/15/2036 | A1 / A |
13.13 | 6.00 | 6.13 | 6.13 | Financial Institutions |
| -- | TIME WARNER CABLE INC | 0.09 | $9,928,453 | 5/1/2037 | Baa2 / BBB |
12.56 | 6.55 | 6.23 | 6.23 | Industrial |
| -- | MORGAN STANLEY | 0.09 | $9,918,238 | 1/21/2011 | A2 / A |
1.18 | 5.05 | 1.96 | 1.96 | Financial Institutions |
| -- | COMCAST CORPORATION | 0.09 | $9,866,299 | 3/15/2037 | Baa1 / BBB+ |
12.05 | 6.45 | 6.18 | 2.87 | Industrial |
| -- | CRH AMERICA INC | 0.09 | $9,747,492 | 9/30/2016 | Baa1 / BBB+ |
5.59 | 6.00 | 5.60 | 5.60 | Industrial |
| -- | REYNOLDS AMERICAN INC | 0.09 | $9,734,285 | 6/15/2017 | Baa3 / BBB |
4.71 | 6.75 | 6.39 | 4.56 | Industrial |
| -- | WELLPOINT INC | 0.09 | $9,686,497 | 1/15/2016 | Baa1 / A- |
5.18 | 5.25 | 4.94 | 4.94 | Financial Institutions |
| -- | VALE OVERSEAS LIMITED | 0.09 | $9,599,636 | 11/21/2036 | Baa2 / BBB+ |
11.90 | 6.88 | 6.82 | 6.82 | Industrial |
| -- | VIACOM INC. | 0.09 | $9,580,665 | 7/30/2030 | Baa3 / BBB- |
9.98 | 7.88 | 7.82 | 7.82 | Industrial |
| -- | BEAR STEARNS CO INC | 0.09 | $9,573,541 | 8/10/2012 | Aa3 / A+ |
2.52 | 6.95 | 2.60 | 2.60 | Financial Institutions |
| -- | SIMON PROPERTY GROUP L.P. | 0.09 | $9,432,411 | 6/15/2015 | A3 / A- |
4.74 | 5.10 | 5.32 | 5.32 | Financial Institutions |
| -- | ALLSTATE CORPORATION (THE) | 0.09 | $9,363,383 | 5/9/2035 | A3 / A- |
13.10 | 5.55 | 5.68 | 5.68 | Financial Institutions |
| -- | AMERICAN EXPRESS COMPANY | 0.08 | $9,123,690 | 9/1/2066 | Baa2 / BB |
7.23 | 6.80 | 7.87 | 9.42 | Financial Institutions |
| -- | BEAR STEARNS CO INC | 0.08 | $8,720,244 | 2/1/2018 | Aa3 / A+ |
6.24 | 7.25 | 5.09 | 5.09 | Financial Institutions |
| -- | SLM CORP | 0.08 | $8,599,340 | 5/15/2014 | Ba1 / BBB- |
3.72 | 5.38 | 10.45 | 10.45 | Financial Institutions |
| -- | REPUBLIC OF PERU | 0.08 | $8,497,325 | 3/30/2019 | Ba1 / BBB- |
6.95 | 7.12 | 5.44 | 5.44 | Non-Corporate |
| -- | ASIAN DEVELOPMENT BANK | 0.08 | $8,423,816 | 5/21/2014 | Aaa / AAA |
4.22 | 2.75 | 2.44 | 2.44 | Non-Corporate |
| -- | SOUTHERN POWER | 0.07 | $8,143,650 | 7/15/2015 | Baa1 / BBB+ |
4.90 | 4.88 | 4.12 | 4.12 | Utility |
| -- | PEPSI BOTTLING GROUP INC. (THE) | 0.07 | $8,056,618 | 3/1/2029 | A2 / A |
11.25 | 7.00 | 5.27 | 5.27 | Industrial |
| -- | SHELL INTERNATIONAL FINANCE BV | 0.07 | $7,396,554 | 12/15/2038 | Aa1 / AA |
13.94 | 6.38 | 5.31 | 5.31 | Industrial |
| -- | DOW CHEMICAL COMPANY (THE) | 0.07 | $7,174,560 | 5/15/2019 | Baa3 / BBB- |
6.47 | 8.55 | 6.54 | 6.54 | Industrial |
| -- | APACHE CORPORATION | 0.07 | $7,155,959 | 4/15/2013 | A3 / A- |
3.16 | 5.25 | 3.02 | 3.02 | Industrial |
| -- | TELECOM ITALIA CAPITAL | 0.07 | $7,074,215 | 6/4/2038 | Baa2 / BBB |
12.22 | 7.72 | 6.48 | 6.48 | Industrial |
| -- | PUBLIC SERVICE CO OF COLORADO | 0.06 | $6,989,554 | 6/1/2019 | A2 / A |
7.46 | 5.12 | 4.25 | 4.25 | Utility |
| -- | XTO ENERGY INC. | 0.06 | $6,682,877 | 8/1/2037 | Baa2 / BBB |
12.92 | 6.75 | 6.03 | 6.03 | Industrial |
| -- | CATERPILLAR FINANCIAL SERVICES COR | 0.06 | $6,679,147 | 2/15/2019 | A2 / A |
6.89 | 7.15 | 4.84 | 4.84 | Industrial |
| -- | WASTE MANAGEMENET INC | 0.06 | $6,634,621 | 3/11/2019 | Baa3 / BBB |
6.90 | 7.38 | 5.09 | 5.09 | Industrial |
| -- | DUKE ENERGY OHIO INC | 0.06 | $6,156,700 | 4/1/2019 | A2 / A |
7.39 | 5.45 | 4.34 | 4.34 | Utility |
| -- | APPALACHIAN POWER CO | 0.06 | $6,113,393 | 1/15/2020 | Baa2 / BBB |
7.15 | 7.95 | 5.29 | 5.29 | Utility |
| -- | TELEFONICA EMISIONES SAU | 0.06 | $6,020,332 | 1/15/2015 | Baa1 / A- |
4.53 | 4.95 | 3.74 | 3.74 | Industrial |
| -- | TRAVELERS COS INC/THE | 0.06 | $6,003,900 | 3/15/2067 | A3 / BBB |
13.46 | 6.25 | 7.00 | 7.00 | Financial Institutions |
| -- | KFW GROUP | 0.05 | $5,959,039 | 6/17/2019 | Aaa / AAA |
7.62 | 4.88 | 3.78 | 3.78 | Non-Corporate |
| -- | BP CAPITAL MARKETS PLC | 0.05 | $5,913,483 | 3/10/2015 | Aa1 / AA |
4.80 | 3.88 | 3.13 | 3.13 | Industrial |
| -- | CISCO SYSTEMS INC | 0.05 | $5,810,936 | 2/15/2039 | A1 / A+ |
12.38 | 5.90 | 5.48 | -- | Industrial |
| -- | CATERPILLAR FINANCIAL SERVICES COR | 0.05 | $5,707,996 | 2/17/2014 | A2 / A |
3.76 | 6.12 | 3.52 | 3.52 | Industrial |
| -- | AMGEN INC. | 0.05 | $5,523,458 | 2/1/2019 | A3 / A+ |
7.17 | 5.70 | 4.42 | 4.42 | Industrial |
| -- | KFW | 0.05 | $5,450,487 | 3/15/2018 | Aaa / AAA |
6.98 | 4.38 | 3.63 | 3.63 | Non-Corporate |
| -- | GLAXOSMITHKLINE CAPITAL PLC | 0.05 | $5,446,304 | 5/15/2018 | A1 / A+ |
6.68 | 5.65 | 4.29 | 4.29 | Industrial |
| -- | ENCANA CORPORATION | 0.05 | $5,409,664 | 12/1/2017 | Baa2 / A- |
6.31 | 5.90 | 4.79 | 4.79 | Industrial |
| -- | ONTARIO CANADA (PROVINCE OF) | 0.05 | $5,333,533 | 6/16/2014 | Aa1 / AA- |
4.16 | 4.10 | 2.82 | 2.82 | Non-Corporate |
| -- | FREEPORT-MCMORAN C & G | 0.05 | $5,329,252 | 4/1/2017 | Ba2 / BBB- |
5.51 | 8.38 | 7.10 | 7.10 | Industrial |
| -- | BANK OF NEW YORK MELLON/THE | 0.05 | $5,326,786 | 5/15/2014 | Aa2 / AA- |
4.05 | 4.30 | 3.01 | 3.01 | Financial Institutions |
| -- | ABBOTT LABORATORIES | 0.05 | $5,278,118 | 4/1/2019 | A1 / AA |
6.93 | 5.12 | 4.39 | -- | Industrial |
| -- | CVS CAREMARK CORP | 0.05 | $5,274,119 | 9/15/2039 | Baa2 / BBB+ |
8.05 | 6.12 | 6.06 | 5.17 | Industrial |
| -- | BERKSHIRE HATHAWAY FINANCE CORP | 0.05 | $5,264,139 | 4/15/2012 | Aa2 / AAA |
2.34 | 4.00 | 1.96 | 1.96 | Financial Institutions |
| -- | KEYCORP | 0.05 | $5,170,600 | 5/14/2013 | Baa1 / BBB+ |
3.05 | 6.50 | 5.55 | 5.55 | Financial Institutions |
| -- | BURLINGTON NORTHERN SANTA FE CORP | 0.05 | $5,105,416 | 5/1/2037 | Baa1 / BBB |
13.28 | 6.15 | 5.63 | 5.63 | Industrial |
| -- | HEWLETT-PACKARD CO | 0.05 | $5,075,583 | 2/24/2012 | A2 / A |
2.20 | 4.25 | 1.81 | 1.81 | Industrial |
| -- | FLORIDA POWER AND LIGHT CO | 0.05 | $5,007,848 | 2/1/2038 | Aa2 / A |
14.06 | 5.95 | 5.28 | 5.28 | Utility |
| -- | NORFOLK SOUTHERN CORPORATION | 0.05 | $4,967,480 | 5/15/2097 | Baa1 / BBB+ |
13.68 | 7.90 | 6.33 | 6.33 | Industrial |
| -- | RAYTHEON COMPANY | 0.05 | $4,918,220 | 12/15/2018 | Baa1 / A- |
6.92 | 6.40 | 4.34 | 4.34 | Industrial |
| -- | PRUDENTIAL FINANCIAL INC | 0.05 | $4,893,531 | 9/20/2014 | Baa2 / A |
4.28 | 5.10 | 4.47 | 4.47 | Financial Institutions |
| -- | VALERO ENERGY CORP | 0.04 | $4,753,614 | 3/15/2019 | Baa2 / BBB |
6.41 | 9.38 | 6.79 | -- | Industrial |
| -- | TRANS-CANADA PIPELINES | 0.04 | $4,658,332 | 1/15/2019 | A3 / A- |
6.23 | 7.12 | 4.69 | -- | Utility |
| -- | JOHNSON & JOHNSON MEDICAL KK | 0.04 | $4,372,364 | 8/15/2037 | Aaa / AAA |
14.11 | 5.95 | 5.16 | 5.16 | Industrial |
| -- | EXPORT DEVELOPMENT CANADA | 0.04 | $4,368,332 | 3/15/2011 | Aaa / AAA |
1.35 | 2.62 | 0.69 | 0.69 | Non-Corporate |
| -- | AMERICAN INTERNATIONAL GROUP INC | 0.04 | $4,253,760 | 8/15/2018 | A3 / A- |
2.86 | 8.25 | 11.15 | 11.15 | Financial Institutions |
| -- | DUKE ENERGY INDIANA INC (PSI ENERG | 0.04 | $3,836,458 | 4/1/2039 | A2 / A |
8.41 | 6.45 | 5.28 | -- | Utility |
| -- | CONSOLIDATED EDISON CO OF NEW YORK | 0.03 | $3,571,827 | 12/1/2018 | A3 / A- |
6.71 | 7.12 | 4.69 | 4.69 | Utility |
| -- | SCANA CORP | 0.03 | $3,544,926 | 4/1/2020 | Baa2 / BBB |
7.69 | 6.25 | 5.19 | 5.19 | Utility |
| -- | MERCK AND CO. INC. | 0.03 | $3,493,756 | 6/30/2019 | Aa3 / AA- |
7.57 | 5.00 | 4.24 | 4.24 | Industrial |
| -- | SOUTHERN CALIFORNIA EDISON COMPANY | 0.03 | $3,376,903 | 3/15/2039 | A1 / A |
14.35 | 6.05 | 5.28 | 5.28 | Utility |
| -- | ROYAL BANK OF SCOTLAND GROUP PLC ( | 0.03 | $3,276,972 | 10/1/2014 | Ba1 / BBB- |
4.19 | 5.00 | 8.02 | 8.02 | Financial Institutions |
| -- | MCDONALDS CORPORATION | 0.03 | $3,254,116 | 3/1/2018 | A3 / A |
6.70 | 5.35 | 4.29 | 4.29 | Industrial |
| -- | BRITISH TELECOMMUNICATIONS PUBLIC | 0.03 | $3,246,500 | 12/15/2010 | Baa2 / BBB |
1.05 | 8.12 | 2.33 | 2.33 | Industrial |
| -- | KELLOGG COMPANY | 0.03 | $3,153,277 | 5/30/2016 | A3 / BBB+ |
5.60 | 4.45 | 3.67 | -- | Industrial |
| -- | BRITISH TELECOMMUNICATIONS PUBLIC | 0.03 | $3,151,183 | 12/15/2030 | Baa2 / BBB |
9.87 | 8.88 | 7.28 | 7.28 | Industrial |
| -- | BB&T CORPORATION | 0.03 | $3,115,441 | 12/23/2015 | A2 / A- |
5.15 | 5.20 | 4.42 | 4.42 | Financial Institutions |
| -- | INTL FINANCE CORPORATION | 0.03 | $3,097,210 | 4/22/2014 | Aaa / AAA |
4.17 | 3.00 | 2.44 | 2.44 | Non-Corporate |
| -- | PRUDENTIAL FINANCIAL INC | 0.03 | $3,081,444 | 12/1/2017 | Baa2 / A |
6.21 | 6.00 | 5.74 | 5.74 | Financial Institutions |
| -- | PETROBRAS INTERNATIONAL FINANCE CO | 0.03 | $2,907,529 | 3/15/2019 | Baa1 / BBB- |
4.15 | 7.88 | 5.78 | -- | Non-Corporate |
| -- | TELEFONICA EMISIONES SAU | 0.02 | $2,688,960 | 6/20/2011 | Baa1 / A- |
0.74 | 5.98 | 2.01 | -- | Industrial |
| -- | SEMPRA ENERGY | 0.02 | $2,663,717 | 6/1/2016 | Baa1 / BBB+ |
5.27 | 6.50 | 4.75 | 4.75 | Utility |
| -- | NEW JERSEY ST TPK AUTH | 0.02 | $2,433,740 | 1/1/2040 | A3 / A+ |
13.07 | 7.41 | 6.02 | 6.02 | Non-Corporate |
| -- | SUNTRUST BANKS INC | 0.02 | $2,292,812 | 9/11/2017 | Baa1 / BBB+ |
6.16 | 6.00 | 5.89 | 5.89 | Financial Institutions |
| -- | UNITED TECHNOLOGIES CORP | 0.02 | $2,274,220 | 2/1/2019 | A2 / A |
7.09 | 6.12 | 4.39 | 4.39 | Industrial |
| -- | UNITED TECHNOLOGIES CORPORATION | 0.02 | $2,244,716 | 7/15/2038 | A2 / A |
13.71 | 6.12 | 5.33 | -- | Industrial |
| -- | PHILIP MORRIS INTERNATIONAL INC | 0.02 | $2,167,906 | 5/16/2018 | A2 / A |
6.65 | 5.65 | 4.57 | 4.57 | Industrial |
| -- | AETNA INC | 0.02 | $2,064,877 | 6/15/2036 | A3 / A- |
12.30 | 6.62 | 6.43 | 6.43 | Financial Institutions |
| -- | UNITED PARCEL SERVICE INC | 0.02 | $2,058,676 | 1/15/2038 | Aa3 / AA- |
13.91 | 6.20 | 5.28 | 5.28 | Industrial |
| -- | BB&T CORP | 0.02 | $2,029,742 | 4/30/2019 | A1 / A |
7.10 | 6.85 | 5.24 | 5.24 | Financial Institutions |
| -- | COVIDIEN INTERNATIONAL FINANCE SA | 0.02 | $2,003,571 | 10/15/2017 | Baa1 / A |
6.37 | 6.00 | 4.44 | 4.44 | Industrial |
| -- | SAFEWAY INC. | 0.02 | $1,997,705 | 8/15/2017 | Baa2 / BBB |
6.13 | 6.35 | 4.79 | 4.79 | Industrial |
| -- | TRANS-CANADA PIPELINES | 0.02 | $1,922,769 | 1/15/2039 | A3 / A- |
10.48 | 7.62 | 5.71 | -- | Utility |
| -- | TELEFONICA SA | 0.02 | $1,776,539 | 6/20/2036 | Baa1 / A- |
12.74 | 7.04 | 5.76 | 5.76 | Industrial |
| -- | FRANCE TELECOM SA | 0.02 | $1,726,694 | 7/8/2019 | A3 / A- |
7.47 | 5.38 | 4.49 | 4.49 | Industrial |
| -- | UBS PREFERRED FUNDING TRUST II | 0.02 | $1,726,560 | 12/31/2049 | A1 / BBB+ |
6.81 | 7.25 | 8.28 | 15.74 | Financial Institutions |
| -- | FRANCE TELECOM | 0.02 | $1,696,641 | 7/8/2014 | A3 / A- |
4.18 | 4.38 | 3.22 | 3.22 | Industrial |
| -- | BP CAPITAL MARKETS PLC | 0.02 | $1,669,560 | 5/8/2014 | Aa1 / AA |
4.09 | 3.62 | 2.84 | 2.84 | Industrial |
| -- | PRINCIPAL FINANCIAL GROUP INC | 0.01 | $1,426,569 | 5/15/2019 | A3 / BBB+ |
6.44 | 8.88 | 6.41 | 6.41 | Financial Institutions |
| -- | MEDCO HEALTH SOLUTIONS INC | 0.01 | $1,369,286 | 3/15/2018 | Baa3 / BBB |
6.36 | 7.12 | 5.24 | -- | Industrial |
| -- | SUNCOR ENERGY INC. | 0.01 | $1,323,718 | 6/1/2039 | Baa2 / BBB+ |
12.91 | 6.85 | 6.19 | 6.19 | Industrial |
| -- | ALCAN INC. | 0.01 | $1,306,201 | 9/15/2012 | A3 / BBB+ |
2.66 | 4.88 | 3.37 | 3.37 | Industrial |
| -- | SUNCOR ENERGY INC. | 0.01 | $1,296,651 | 6/1/2018 | Baa2 / BBB+ |
6.55 | 6.10 | 5.13 | 5.13 | Industrial |
| -- | CLOROX COMPANY (THE) | 0.01 | $1,283,187 | 1/15/2015 | Baa2 / BBB+ |
4.52 | 5.00 | 3.82 | 3.82 | Industrial |
| -- | PNC FUNDING CORP | 0.01 | $1,110,492 | 6/10/2019 | A3 / A |
7.03 | 6.70 | 5.19 | 5.19 | Financial Institutions |
| -- | PNC FUNDING CORP | 0.01 | $1,064,084 | 6/10/2014 | A3 / A |
4.01 | 5.40 | 3.82 | 3.82 | Financial Institutions |
| -- | AMERIPRISE FINANCIAL INC | 0.01 | $696,986 | 11/15/2010 | A3 / A |
0.98 | 5.35 | 3.91 | 3.91 | Financial Institutions |
| -- | CVS CAREMARK CORP | 0.01 | $696,900 | 6/1/2037 | Baa3 / BBB- |
12.67 | 6.30 | 7.37 | 7.37 | Industrial |
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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