
Barclays MBS Bond Fund (MBB) Inception date: 3/13/2007
Holdings Detail as of 11/5/2009 (Holdings subject to change)
| Bonds | 99.54% |
| Cash | 0.00% |
| Other* | 0.46% |
| CUSIP | Name |
% Net Assets |
Market Value ($) | Maturity |
Credit Rating Moody's /S&P |
Duration |
Coupon |
Yield to Maturity |
Yield to Call |
Sector |
|---|---|---|---|---|---|---|---|---|---|---|
| -- | FGOLD 30YR TBA(REG A) | 12.49 | $222,589,520 | 12/14/2009 | Aaa / AAA |
2.69 | 4.50 | 4.35 | 4.35 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 12.36 | $220,278,839 | 12/14/2009 | Aaa / AAA |
2.43 | 5.50 | 3.41 | 3.41 | FNMA |
| -- | FGOLD 30YR TBA(REG A) | 8.97 | $159,938,274 | 12/14/2009 | Aaa / AAA |
2.38 | 5.50 | 3.44 | 3.44 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 7.67 | $136,771,121 | 12/14/2009 | Aaa / AAA |
2.37 | 6.00 | 3.43 | 3.43 | FNMA |
| -- | FGOLD 30YR TBA(REG A) | 6.88 | $122,580,568 | 12/14/2009 | Aaa / AAA |
3.05 | 5.00 | 3.98 | 3.98 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 6.38 | $113,750,484 | 12/14/2009 | Aaa / AAA |
3.11 | 5.00 | 3.91 | 3.91 | FNMA |
| -- | FGOLD 30YR TBA(REG A) | 6.16 | $109,862,795 | 12/14/2009 | Aaa / AAA |
2.32 | 6.00 | 3.44 | 3.44 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 5.78 | $103,098,349 | 12/14/2009 | Aaa / AAA |
2.48 | 6.50 | 3.58 | 3.58 | FNMA |
| -- | FGOLD 15YR TBA(REG B) | 4.78 | $85,175,638 | 11/17/2009 | Aaa / AAA |
1.72 | 4.50 | 3.03 | 3.03 | FHLMC |
| -- | FGOLD 15YR TBA(REG B) | 4.30 | $76,583,721 | 11/17/2009 | Aaa / AAA |
0.88 | 5.00 | 3.19 | 3.19 | FHLMC |
| -- | GNMA 30YR TBA(REG C) | 4.04 | $71,968,911 | 11/19/2009 | Aaa / AAA |
2.30 | 5.00 | 3.61 | 3.61 | GNMA |
| -- | FNMA 15YR TBA(REG B) | 3.65 | $65,002,793 | 11/17/2009 | Aaa / AAA |
1.95 | 4.50 | 3.15 | 3.15 | FNMA |
| -- | FNMA 30YR TBA(REG A) | 3.46 | $61,668,491 | 12/14/2009 | Aaa / AAA |
2.66 | 4.00 | 4.78 | 4.78 | FNMA |
| -- | GNMA 30YR TBA(REG C) | 3.14 | $55,876,373 | 11/19/2009 | Aaa / AAA |
0.58 | 6.00 | 3.33 | 3.33 | GNMA |
| -- | FNMA 15YR TBA(REG B) | 3.04 | $54,142,313 | 11/17/2009 | Aaa / AAA |
0.52 | 5.50 | 2.67 | 2.67 | FNMA |
| -- | GNMA 30YR TBA(REG C) | 2.22 | $39,641,625 | 11/19/2009 | Aaa / AAA |
0.97 | 5.50 | 3.20 | 3.20 | GNMA |
| -- | FNMA 15YR TBA(REG B) | 2.07 | $36,916,655 | 11/17/2009 | Aaa / AAA |
0.69 | 5.00 | 2.89 | 2.89 | FNMA |
| -- | FGOLD 15YR TBA(REG B) | 1.98 | $35,231,109 | 11/17/2009 | Aaa / AAA |
0.45 | 5.50 | 2.68 | 2.68 | FHLMC |
| -- | FHLMC 5/1 HYBRID ARM | 0.08 | $1,426,975 | 12/1/2033 | Aaa / AAA |
2.92 | 5.01 | 3.28 | 3.28 | FHLMC |
| -- | GNMA_99-18 | 0.07 | $1,299,210 | 5/16/2029 | Aaa / AAA |
-0.01 | 4.67 | 0.70 | 0.70 | GNMA |
| -- | FHLMC_2778D | 0.01 | $206,030 | 6/15/2033 | Aaa / AAA |
-0.01 | 1.40 | 0.70 | 0.70 | FHLMC |

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.
