Barclays MBS Bond Fund (MBB) Inception date: 3/13/2007
Holdings Detail as of 3/10/2010 (Holdings subject to change)
| Bonds | 99.91% |
| Cash | 0.00% |
| Other* | 0.09% |
*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 |
|---|---|---|---|---|---|---|---|---|---|---|
| -- | FNMA 30YR TBA(REG A) | 10.73 | $192,370,562 | 4/13/2010 | Aaa / AAA |
2.62 | 5.50 | 3.47 | 3.47 | FNMA |
| -- | FNCL 5 4/09 5% Jul 25 2038 | 8.12 | $145,452,825 | 7/25/2038 | Aaa / AAA |
3.43 | 5.00 | 3.96 | 3.96 | FNMA |
| -- | FGOLD 30YR TBA(REG A) | 8.05 | $144,305,561 | -- | Aaa / AAA |
2.62 | 5.50 | 3.33 | 3.33 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 7.66 | $137,377,018 | 4/13/2010 | Aaa / AAA |
2.31 | 6.00 | 3.31 | 3.31 | FNMA |
| -- | FGOLD 30YR TBA(REG A) | 6.89 | $123,434,529 | 4/13/2010 | Aaa / AAA |
3.44 | 5.00 | 3.90 | 3.90 | FHLMC |
| -- | FNMA 30YR TBA(REG A) | 6.76 | $121,236,207 | 4/13/2010 | Aaa / AAA |
2.90 | 4.50 | 4.20 | 4.20 | FNMA |
| -- | FNCL 6.5 4/09 6.5% Aug 25 2032 | 5.79 | $103,806,462 | 8/25/2032 | Aaa / AAA |
0.92 | 6.50 | 2.88 | 2.88 | FNMA |
| -- | FGLMC 4.5 4/09 4.5% Feb 15 2038 | 5.72 | $102,551,360 | 2/15/2038 | Aaa / AAA |
2.90 | 4.50 | 4.19 | 4.19 | FHLMC |
| -- | FGOLD 15YR TBA(REG B) | 4.78 | $85,663,088 | 3/16/2010 | Aaa / AAA |
2.27 | 4.50 | 3.10 | 3.10 | FHLMC |
| -- | GNMA 30YR TBA(REG C) | 4.75 | $85,141,297 | 3/18/2010 | Aaa / AAA |
2.83 | 5.00 | 3.44 | 3.44 | GNMA |
| -- | FGLMC 6 4/09 6% Jun 15 2031 | 4.11 | $73,581,009 | 6/15/2031 | Aaa / AAA |
2.33 | 6.00 | 2.93 | 2.93 | FHLMC |
| -- | FNMA 15YR TBA(REG B) | 3.65 | $65,413,770 | 3/16/2010 | Aaa / AAA |
2.20 | 4.50 | 3.08 | 3.08 | FNMA |
| -- | FNCL 4 4/09 4% Feb 25 2039 | 3.44 | $61,609,506 | 2/25/2039 | Aaa / AAA |
2.85 | 4.00 | 4.78 | 4.78 | FNMA |
| -- | GNSF 4.5 3/09 4.5% Apr 15 2038 | 3.41 | $61,105,222 | 4/15/2038 | Aaa / AAA |
2.93 | 4.50 | 3.87 | 3.87 | GNMA |
| -- | FGOLD 15YR TBA(REG B) | 3.29 | $58,947,660 | 3/16/2010 | Aaa / AAA |
1.37 | 5.00 | 3.09 | 3.09 | FHLMC |
| -- | GNSF 6 3/09 6% Feb 15 2025 | 3.15 | $56,369,545 | 2/15/2025 | Aaa / AAA |
0.45 | 6.00 | 2.93 | 2.93 | GNMA |
| -- | GNMA 30YR TBA(REG C) | 2.23 | $39,935,180 | 3/18/2010 | Aaa / AAA |
1.14 | 5.50 | 3.15 | 3.15 | GNMA |
| -- | FNMA 15YR TBA(REG B) | 2.15 | $38,463,231 | 3/16/2010 | Aaa / AAA |
0.49 | 5.50 | 2.62 | 2.62 | FNMA |
| -- | FNMA 15YR TBA(REG B) | 2.07 | $37,124,883 | 3/16/2010 | Aaa / AAA |
1.12 | 5.00 | 3.11 | 3.11 | FNMA |
| -- | FNMA 15YR TBA(REG B) | 1.86 | $33,297,712 | 3/16/2010 | Aaa / AAA |
2.69 | 4.00 | 3.18 | 3.18 | FNMA |
| -- | FGOLD 15YR TBA(REG B) | 1.23 | $22,027,718 | 3/16/2010 | Aaa / AAA |
2.69 | 4.00 | 3.18 | 3.18 | FHLMC |
| -- | FHLMC 5/1 HYBRID ARM | 0.07 | $1,274,704 | 12/1/2033 | Aaa / AAA |
1.00 | 5.01 | 3.57 | 3.57 | FHLMC |
| -- | FHLMC_2778D | 0.01 | $181,918 | 6/15/2033 | Aaa / AAA |
-0.14 | 1.40 | 0.57 | 0.57 | FHLMC |
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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