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United States
By Asset ClassBy Index Provider
 

Holdings Detail as of 3/10/2010 (Holdings subject to change)

Bonds99.91%
Cash0.00%
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
Effective Duration Effective
Duration
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.