iShares
 
Bonds97.90%
Cash0.00%
Other*2.10%
*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 BFA.
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Holdings Detail as of 2/7/2012 (Holdings subject to change)

CUSIP Name % Net
Assets 		Market
Value ($) 		Maturity Credit
Rating
Moody's
/S&P 		Effective Duration Effective
Duration 		Coupon Yield
to
Maturity 		Yield
to
 Worst 		Sector
-- FNMA 30YR 1.48 $63,030,175 5/1/2041 Aaa /
AA+ 		6.82 5.00 3.68 3.68 CONVENTIONAL 30 YR
-- FNMA 30YR 1.32 $56,130,360 8/1/2040 Aaa /
AA+ 		5.32 4.50 3.18 3.18 CONVENTIONAL 30 YR
-- FNMA 30YR 1.28 $54,298,301 5/1/2041 Aaa /
AA+ 		5.36 4.50 3.19 3.19 CONVENTIONAL 30 YR
-- GNMA2 30YR 1.22 $52,026,759 7/20/2040 Aaa /
AA+ 		5.32 5.00 3.01 3.01 GNMA 30 YR
-- GS - Yunnan Baiyao Group Co., Ltd. 1.22 $51,739,348 5/15/2038 Aaa /
AA+ 		3.75 5.00 2.10 2.10 GNMA 30 YR
-- FGOLD 30YR 1.05 $44,739,911 10/1/2039 Aaa /
AA+ 		4.80 4.50 3.10 3.10 CONVENTIONAL 30 YR
-- GNMA 30YR 1.05 $44,504,614 5/15/2039 Aaa /
AA+ 		5.71 4.50 2.85 2.85 GNMA 30 YR
-- GNMA2 30YR 1.04 $44,164,439 6/20/2041 Aaa /
AA+ 		4.59 4.50 2.50 2.50 GNMA 30 YR
-- GNMA2 30YR 1.01 $42,955,915 12/20/2041 Aaa /
AA+ 		4.08 4.00 2.05 2.05 GNMA 30 YR
-- FNMA 30YR 1.01 $42,845,423 6/1/2039 Aaa /
AA+ 		3.65 6.00 2.81 2.81 CONVENTIONAL 30 YR
-- FNMA 30YR 0.99 $41,974,648 12/1/2041 Aaa /
AA+ 		4.07 4.00 2.55 2.55 CONVENTIONAL 30 YR
-- FNMA 30YR 0.98 $41,783,931 9/1/2038 Aaa /
AA+ 		3.26 6.00 2.79 2.79 CONVENTIONAL 30 YR
-- FNMA 15YR TBA(REG B) 0.93 $39,630,240 2/16/2012 Aaa /
AA+ 		3.58 4.00 2.33 2.33 CONVENTIONAL 15 YR
-- FGOLD 30YR 0.91 $38,528,969 1/1/2041 Aaa /
AA+ 		7.66 4.00 3.26 3.26 CONVENTIONAL 30 YR
-- FNMA 30YR TBA(REG A) 0.89 $37,776,307 3/12/2012 Aaa /
AA+ 		4.30 4.00 2.78 2.78 CONVENTIONAL 30 YR
-- GNMA 30YR TBA(REG C) 0.88 $37,320,422 2/21/2012 Aaa /
AA+ 		4.41 4.00 2.23 2.23 GNMA 30 YR
-- FNMA 30YR 0.83 $35,389,549 4/1/2036 Aaa /
AA+ 		3.24 5.50 2.56 2.56 CONVENTIONAL 30 YR
-- FNMA 30YR 0.83 $35,333,924 4/1/2041 Aaa /
AA+ 		6.55 5.00 3.66 3.66 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.81 $34,466,952 4/20/2041 Aaa /
AA+ 		12.06 4.50 3.78 3.78 GNMA 30 YR
-- FNMA 30YR 0.80 $33,893,211 6/1/2039 Aaa /
AA+ 		3.39 5.00 2.53 2.53 CONVENTIONAL 30 YR
-- FNMA 30YR 0.79 $33,697,982 1/1/2041 Aaa /
AA+ 		7.36 4.50 3.56 3.56 CONVENTIONAL 30 YR
-- FNMA 30YR 0.78 $33,343,455 10/1/2039 Aaa /
AA+ 		3.42 6.50 2.82 2.82 10/1 ARM
-- FNCL 4.5 3/09 4.5% Jan 25 2038 0.77 $32,737,593 1/25/2038 Aaa /
AA+ 		4.27 4.50 2.99 2.99 CONVENTIONAL 30 YR
-- GNMA 30YR PLATINUM 0.73 $31,059,223 7/15/2039 Aaa /
AA+ 		4.27 5.00 2.38 2.38 GNMA 30 YR
-- FGOLD 30YR TBA(REG A) 0.73 $31,007,537 3/12/2012 Aaa /
AA+ 		3.54 5.00 2.91 2.91 CONVENTIONAL 30 YR
-- GNMA 30YR TBA(REG C) 0.73 $30,926,088 2/21/2012 Aaa /
AA+ 		4.39 4.50 2.43 2.43 GNMA 30 YR
-- FGOLD 30YR 0.72 $30,818,688 2/1/2041 Aaa /
AA+ 		8.27 4.50 3.66 3.66 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.72 $30,716,495 10/1/2039 Aaa /
AA+ 		4.51 4.50 3.00 3.00 CONVENTIONAL 30 YR
-- FNMA 0.72 $30,593,769 8/1/2037 Aaa /
AA+ 		3.49 5.50 2.78 2.78 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.71 $30,416,665 6/1/2035 Aaa /
AA+ 		3.67 5.50 2.92 2.92 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.71 $30,348,584 3/1/2038 Aaa /
AA+ 		2.99 5.00 2.21 2.21 CONVENTIONAL 30 YR
-- GNMA 30YR PLATINUM 0.71 $30,306,958 6/15/2040 Aaa /
AA+ 		6.36 4.50 3.03 3.03 GNMA 30 YR
-- FNMA 30YR 0.71 $30,184,575 12/1/2040 Aaa /
AA+ 		7.25 4.00 3.21 3.21 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.70 $29,833,085 10/20/2040 Aaa /
AA+ 		6.44 4.50 3.06 3.06 GNMA 30 YR
-- FGOLD 15YR TBA(REG B) 0.70 $29,828,822 2/16/2012 Aaa /
AA+ 		3.58 4.00 2.36 2.36 CONVENTIONAL 15 YR
-- FNMA 30YR 0.70 $29,689,981 5/1/2041 Aaa /
AA+ 		6.25 4.50 3.38 3.38 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.69 $29,462,842 11/1/2040 Aaa /
AA+ 		7.55 4.50 3.60 3.60 CONVENTIONAL 30 YR
-- FNMA 15YR TBA(REG B) 0.69 $29,179,618 2/16/2012 Aaa /
AA+ 		3.15 5.00 2.55 2.55 CONVENTIONAL 15 YR
-- FNMA 15YR TBA(REG B) 0.67 $28,542,250 2/16/2012 Aaa /
AA+ 		3.16 4.50 2.30 2.30 CONVENTIONAL 15 YR
-- FNMA 15YR 0.67 $28,384,636 10/1/2025 Aaa /
AA+ 		4.21 4.00 2.50 2.50 CONVENTIONAL 15 YR
-- FNMA 15YR TBA(REG B) 0.66 $28,256,003 2/16/2012 Aaa /
AA+ 		3.19 5.50 2.80 2.80 CONVENTIONAL 15 YR
-- FGOLD 15YR TBA(REG B) 0.66 $28,234,458 2/16/2012 Aaa /
AA+ 		3.59 3.50 2.15 2.15 CONVENTIONAL 15 YR
-- FNMA 30YR 0.65 $27,870,055 9/1/2036 Aaa /
AA+ 		3.02 6.00 2.53 2.53 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.65 $27,483,624 8/1/2040 Aaa /
AA+ 		6.22 5.00 3.58 3.58 CONVENTIONAL 30 YR
-- FNMA 30YR 0.64 $27,413,546 8/1/2037 Aaa /
AA+ 		3.19 6.00 2.72 2.72 CONVENTIONAL 30 YR
-- FNMA 30YR 0.64 $27,064,304 9/1/2040 Aaa /
AA+ 		5.32 4.50 3.18 3.18 CONVENTIONAL 30 YR
-- FNMA 30YR 0.63 $26,770,778 11/1/2033 Aaa /
AA+ 		3.10 5.00 2.29 2.29 CONVENTIONAL 30 YR
-- GNMA 30YR TBA(REG C) 0.63 $26,618,812 2/21/2012 Aaa /
AA+ 		3.80 5.50 2.47 2.47 GNMA 30 YR
-- FNMA 30YR 0.61 $26,060,199 12/1/2040 Aaa /
AA+ 		7.24 4.00 3.21 3.21 CONVENTIONAL 30 YR
-- FNMA 30YR 0.61 $26,035,136 5/1/2041 Aaa /
AA+ 		6.75 5.00 3.67 3.67 CONVENTIONAL 30 YR
-- FNMA 15YR 0.61 $25,902,637 1/1/2027 Aaa /
AA+ 		3.44 3.00 1.74 1.74 CONVENTIONAL 15 YR
-- FNMA 30YR 0.60 $25,358,890 5/1/2037 Aaa /
AA+ 		3.01 5.50 2.40 2.40 CONVENTIONAL 30 YR
-- FNMA 15YR TBA(REG B) 0.58 $24,588,187 2/16/2012 Aaa /
AA+ 		3.59 3.50 2.08 2.08 CONVENTIONAL 15 YR
-- GNMA 30YR 0.58 $24,510,773 2/15/2041 Aaa /
AA+ 		9.08 4.00 3.13 3.13 GNMA 30 YR
-- GNMA 30YR PLATINUM 0.57 $24,151,160 1/15/2040 Aaa /
AA+ 		3.59 5.50 2.18 2.18 GNMA 30 YR
-- FNMA 30YR TBA(REG A) 0.56 $23,650,400 3/12/2012 Aaa /
AA+ 		3.68 5.50 3.16 3.16 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.55 $23,549,669 5/1/2041 Aaa /
AA+ 		7.61 4.50 3.61 3.61 OWNED NO GUARANTEE
-- GNMA2 30YR 0.54 $23,189,060 9/20/2038 Aaa /
AA+ 		3.36 6.00 2.23 2.23 GNMA 30 YR
-- FNMA 30YR 0.54 $22,978,626 8/1/2041 Aaa /
AA+ 		4.60 4.50 2.90 2.90 CONVENTIONAL 30 YR
-- FNMA 30YR 0.53 $22,399,101 7/1/2040 Aaa /
AA+ 		6.18 4.00 3.07 3.07 CONVENTIONAL 30 YR
-- FNMA 30YR 0.53 $22,370,356 4/1/2041 Aaa /
AA+ 		6.81 4.50 3.44 3.44 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.52 $22,295,348 2/1/2041 Aaa /
AA+ 		8.98 4.00 3.37 3.37 CONVENTIONAL 30 YR
-- FGLMC 4.5 3/09 4.5% Jul 15 2037 0.52 $22,231,477 7/15/2037 Aaa /
AA+ 		4.25 4.50 3.10 3.10 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.52 $22,227,390 7/1/2036 Aaa /
AA+ 		3.19 5.50 2.60 2.60 CONVENTIONAL 30 YR
-- FNMA 30YR 0.52 $22,059,533 1/1/2041 Aaa /
AA+ 		7.26 4.00 3.21 3.21 CONVENTIONAL 30 YR
-- FNMA 30YR 0.51 $21,836,042 9/1/2040 Aaa /
AA+ 		5.18 4.00 2.88 2.88 CONVENTIONAL 30 YR
-- FN 5/1 12M Libor ARM 0.51 $21,793,325 5/1/2040 Aaa /
AA+ 		5.36 3.60 2.65 2.65 5/1 ARM
-- GNMA2 30YR 0.51 $21,762,916 9/20/2040 Aaa /
AA+ 		8.26 4.00 3.06 3.06 GNMA 30 YR
-- FGOLD 30YR TBA(REG A) 0.51 $21,708,648 3/12/2012 Aaa /
AA+ 		4.28 3.50 2.79 2.79 CONVENTIONAL 30 YR
-- FGOLD 30YR TBA(REG A) 0.50 $21,492,653 3/12/2012 Aaa /
AA+ 		3.95 6.00 3.61 3.61 CONVENTIONAL 30 YR
-- FNMA 30YR 0.50 $21,362,750 3/1/2038 Aaa /
AA+ 		3.11 5.50 2.51 2.51 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.50 $21,082,389 9/20/2041 Aaa /
AA+ 		4.60 4.50 2.50 2.50 GNMA 30 YR
-- FNMA 30YR 0.49 $20,873,513 11/1/2033 Aaa /
AA+ 		3.03 5.50 2.33 2.33 CONVENTIONAL 30 YR
-- FNMA 30YR TBA(REG A) 0.49 $20,833,302 3/12/2012 Aaa /
AA+ 		4.30 3.50 2.72 2.72 CONVENTIONAL 30 YR
-- FNMA 30YR 0.49 $20,733,932 9/1/2039 Aaa /
AA+ 		4.74 4.50 3.02 3.02 CONVENTIONAL 30 YR
-- GNMA 30YR PLATINUM 0.49 $20,692,624 3/15/2037 Aaa /
AA+ 		3.61 6.00 2.39 2.39 GNMA 30 YR
-- FH 7/1 12M Libor ARM 0.48 $20,472,968 11/1/2041 Aaa /
AA+ 		4.16 3.46 2.17 2.17 AGENCY HYBRID ARMS
-- FGOLD 15YR TBA(REG B) 0.48 $20,472,788 2/16/2012 Aaa /
AA+ 		3.15 4.50 2.43 2.43 CONVENTIONAL 15 YR
-- FNMA 15YR 0.48 $20,396,908 2/1/2026 Aaa /
AA+ 		4.81 3.50 2.36 2.36 CONVENTIONAL 15 YR
-- FNMA 30YR 0.47 $20,151,164 2/1/2036 Aaa /
AA+ 		3.47 5.00 2.59 2.59 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.47 $19,947,623 11/1/2037 Aaa /
AA+ 		3.28 6.00 2.75 2.75 CONVENTIONAL 30 YR
-- FGOLD 15YR 0.46 $19,662,969 1/1/2027 Aaa /
AA+ 		3.49 3.00 1.76 1.76 CONVENTIONAL 15 YR
-- FGOLD 30YR 0.45 $19,320,683 6/1/2039 Aaa /
AA+ 		4.43 4.50 2.98 2.98 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.45 $19,270,513 1/1/2035 Aaa /
AA+ 		3.50 5.50 2.77 2.77 CONVENTIONAL 30 YR
-- GNMA 30YR PLATINUM 0.45 $18,983,965 1/15/2039 Aaa /
AA+ 		4.25 5.00 2.36 2.36 GNMA 30 YR
-- GNMA 30YR 0.44 $18,933,951 9/15/2040 Aaa /
AA+ 		6.57 4.50 3.08 3.08 GNMA 30 YR
-- FNMA 30YR 0.43 $18,506,441 3/1/2041 Aaa /
AA+ 		4.96 5.00 3.17 3.17 CONVENTIONAL 30 YR
-- GNMA 30YR 0.43 $18,419,939 3/15/2039 Aaa /
AA+ 		5.22 4.50 2.68 2.68 GNMA 30 YR
-- FGOLD 30YR 0.42 $18,011,606 8/1/2041 Aaa /
AA+ 		9.52 5.00 4.08 4.08 CONVENTIONAL 30 YR
-- GNMA 30YR 0.42 $18,005,592 12/15/2041 Aaa /
AA+ 		4.04 3.50 2.16 2.16 GNMA 30 YR
-- FNMA 30YR 0.42 $17,994,218 6/1/2041 Aaa /
AA+ 		6.83 4.50 3.44 3.44 OWNED NO GUARANTEE
-- FNMA 30YR 0.42 $17,979,655 9/1/2039 Aaa /
AA+ 		4.45 4.50 2.93 2.93 CONVENTIONAL 30 YR
-- FNMA 30YR 0.42 $17,932,974 5/1/2038 Aaa /
AA+ 		3.20 6.00 2.73 2.73 CONVENTIONAL 30 YR
-- FNMA 30YR 0.42 $17,929,593 8/1/2037 Aaa /
AA+ 		3.75 6.50 3.16 3.16 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.41 $17,626,497 12/1/2033 Aaa /
AA+ 		3.24 5.00 2.38 2.38 CONVENTIONAL 30 YR
-- FNMA 30YR 0.41 $17,609,034 12/1/2039 Aaa /
AA+ 		6.13 4.00 3.06 3.06 CONVENTIONAL 30 YR
-- FNMA 20YR 0.41 $17,589,565 8/1/2031 Aaa /
AA+ 		4.13 4.50 2.81 2.81 CONVENTIONAL 20 YR
-- GNMA 30YR 0.41 $17,440,086 8/15/2039 Aaa /
AA+ 		5.83 4.50 2.88 2.88 GNMA 30 YR
-- FGOLD 15YR 0.41 $17,387,853 5/1/2026 Aaa /
AA+ 		6.80 4.00 3.08 3.08 CONVENTIONAL 15 YR
-- FNMA 30YR 0.40 $17,215,345 11/1/2041 Aaa /
AA+ 		4.07 4.00 2.55 2.55 CONVENTIONAL 30 YR
-- FNMA 30YR 0.40 $16,898,141 5/1/2041 Aaa /
AA+ 		6.82 4.50 3.44 3.44 OWNED NO GUARANTEE
-- FGOLD 30YR TBA(REG A) 0.39 $16,700,415 3/12/2012 Aaa /
AA+ 		4.28 4.00 2.87 2.87 CONVENTIONAL 30 YR
-- FNMA 30YR TBA(REG A) 0.39 $16,644,859 3/12/2012 Aaa /
AA+ 		3.94 6.00 3.55 3.55 CONVENTIONAL 30 YR
-- FNMA 30YR 0.39 $16,570,331 11/1/2038 Aaa /
AA+ 		3.23 5.50 2.61 2.61 OWNED NO GUARANTEE
-- FNMA 30YR 0.39 $16,538,726 3/1/2036 Aaa /
AA+ 		3.51 4.50 2.47 2.47 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.39 $16,388,748 1/1/2042 Aaa /
AA+ 		4.12 4.00 2.55 2.55 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.37 $15,855,539 9/20/2041 Aaa /
AA+ 		4.62 4.00 2.28 2.28 GNMA 30 YR
-- FNMA 15YR 0.37 $15,845,213 11/1/2025 Aaa /
AA+ 		3.02 4.00 1.90 1.90 CONVENTIONAL 15 YR
-- GNMA 30YR 0.37 $15,791,174 7/15/2041 Aaa /
AA+ 		4.62 4.00 2.25 2.25 GNMA 30 YR
-- FNMA 30YR 0.37 $15,753,963 10/1/2041 Aaa /
AA+ 		4.61 4.00 2.73 2.73 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.37 $15,752,390 8/1/2040 Aaa /
AA+ 		4.55 4.50 2.98 2.98 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.37 $15,750,365 10/1/2039 Aaa /
AA+ 		4.80 4.50 3.09 3.09 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.37 $15,707,038 3/1/2038 Aaa /
AA+ 		3.68 5.00 2.75 2.75 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.37 $15,554,844 4/1/2038 Aaa /
AA+ 		3.02 5.50 2.44 2.44 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.36 $15,531,855 10/20/2039 Aaa /
AA+ 		5.17 5.00 2.93 2.93 GNMA 30 YR
-- FGOLD 30YR GIANT 0.36 $15,407,441 11/1/2037 Aaa /
AA+ 		3.28 6.00 2.75 2.75 CONVENTIONAL 30 YR
-- FGOLD 20YR 0.36 $15,399,443 8/1/2030 Aaa /
AA+ 		4.24 4.50 2.90 2.90 CONVENTIONAL 20 YR
-- FH 5/1 12M Libor ARM 0.36 $15,371,816 9/1/2041 Aaa /
AA+ 		4.75 2.95 1.88 1.88 5/1 ARM
-- FNMA 30YR 0.36 $15,271,224 9/1/2034 Aaa /
AA+ 		3.43 5.50 2.72 2.72 CONVENTIONAL 30 YR
-- FGOLD 15YR GIANT 0.36 $15,237,136 10/1/2025 Aaa /
AA+ 		3.16 4.00 1.96 1.96 CONVENTIONAL 15 YR
-- FGOLD 30YR 0.35 $15,084,699 9/1/2040 Aaa /
AA+ 		6.23 5.00 3.58 3.58 CONVENTIONAL 30 YR
-- FNMA 30YR 0.35 $15,051,458 9/1/2041 Aaa /
AA+ 		4.62 4.00 2.73 2.73 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.35 $14,792,366 3/1/2041 Aaa /
AA+ 		8.98 4.00 3.37 3.37 CONVENTIONAL 30 YR
-- FN 5/1 12M Libor ARM 0.34 $14,620,311 10/1/2041 Aaa /
AA+ 		4.71 2.90 1.85 1.85 5/1 ARM
-- GNMA2 30YR 0.34 $14,509,725 8/20/2040 Aaa /
AA+ 		5.33 5.00 3.01 3.01 GNMA 30 YR
-- FNMA 30YR 0.34 $14,417,379 3/1/2041 Aaa /
AA+ 		9.51 3.50 3.10 3.10 CONVENTIONAL 30 YR
-- FNMA 15YR 0.33 $14,234,355 1/1/2024 Aaa /
AA+ 		2.51 5.50 1.86 1.86 CONVENTIONAL 15 YR
-- FGOLD 30YR TBA(REG A) 0.33 $14,226,847 3/12/2012 Aaa /
AA+ 		3.38 5.50 3.05 3.05 CONVENTIONAL 30 YR
-- FGOLD 15YR GIANT 0.33 $13,939,672 12/1/2024 Aaa /
AA+ 		3.08 5.00 2.23 2.23 CONVENTIONAL 15 YR
-- FNMA 30YR 0.33 $13,907,762 8/1/2037 Aaa /
AA+ 		3.78 5.50 3.00 3.00 CONVENTIONAL 30 YR
-- FNMA 15YR 0.33 $13,844,225 10/1/2026 Aaa /
AA+ 		3.76 3.50 2.03 2.03 CONVENTIONAL 15 YR
-- FNMA 15YR TBA(REG B) 0.32 $13,637,357 2/16/2012 Aaa /
AA+ 		2.71 3.00 1.51 1.51 CONVENTIONAL 15 YR
-- FGOLD 15YR 0.32 $13,589,238 3/1/2026 Aaa /
AA+ 		4.67 3.50 2.34 2.34 CONVENTIONAL 15 YR
-- FNMA 30YR 0.32 $13,553,732 4/1/2035 Aaa /
AA+ 		3.41 5.00 2.54 2.54 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.31 $13,367,560 8/20/2040 Aaa /
AA+ 		6.43 4.50 3.06 3.06 GNMA 30 YR
-- FNMA 30YR 0.31 $13,305,840 12/1/2037 Aaa /
AA+ 		4.56 6.50 3.60 3.60 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.31 $13,279,723 9/1/2041 Aaa /
AA+ 		4.67 4.00 2.76 2.76 CONVENTIONAL 30 YR
-- FNMA 30YR TBA 0.31 $13,174,440 3/12/2012 Aaa /
AA+ 		3.55 5.00 2.81 2.81 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.31 $12,985,738 1/1/2036 Aaa /
AA+ 		3.18 5.00 2.33 2.33 CONVENTIONAL 30 YR
-- FNMA 30YR 0.30 $12,783,666 7/1/2040 Aaa /
AA+ 		5.14 5.00 3.27 3.27 CONVENTIONAL 30 YR
-- FNMA 15YR 0.30 $12,673,169 2/1/2023 Aaa /
AA+ 		2.56 6.00 2.75 2.75 CONVENTIONAL 15 YR
-- FGOLD 30YR GIANT 0.30 $12,573,822 7/1/2035 Aaa /
AA+ 		3.43 5.00 2.53 2.53 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.29 $12,330,195 2/1/2034 Aaa /
AA+ 		3.43 5.50 2.71 2.71 CONVENTIONAL 30 YR
-- FNMA 20YR 0.29 $12,315,425 10/1/2031 Aaa /
AA+ 		4.18 4.00 2.47 2.47 CONVENTIONAL 20 YR
-- GNMA 30YR PLATINUM 0.29 $12,192,697 5/15/2040 Aaa /
AA+ 		4.25 5.00 2.37 2.37 GNMA 30 YR
-- FNMA 20YR 0.29 $12,130,875 1/1/2032 Aaa /
AA+ 		3.76 3.50 2.11 2.11 CONVENTIONAL 20 YR
-- FNMA 30YR 0.28 $12,114,335 3/1/2038 Aaa /
AA+ 		2.88 5.50 2.26 2.26 CONVENTIONAL 30 YR
-- FNMA 30YR 0.28 $12,012,708 8/1/2037 Aaa /
AA+ 		3.63 6.50 3.04 3.04 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.28 $11,876,254 10/20/2038 Aaa /
AA+ 		3.38 6.50 2.08 2.08 GNMA 30 YR
-- FNMA 15YR 0.28 $11,718,701 1/1/2026 Aaa /
AA+ 		4.27 3.50 2.21 2.21 CONVENTIONAL 15 YR
-- GNMA2 30YR PLATINUM 0.27 $11,504,442 11/20/2034 Aaa /
AA+ 		4.06 5.50 2.63 2.63 GNMA 30 YR
-- FNMA 30YR 0.27 $11,465,885 6/1/2038 Aaa /
AA+ 		3.07 5.50 2.47 2.47 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.27 $11,384,344 7/20/2035 Aaa /
AA+ 		4.04 5.00 2.26 2.26 GNMA 30 YR
-- FGOLD 15YR TBA(REG B) 0.27 $11,377,271 2/16/2012 Aaa /
AA+ 		3.13 5.00 2.69 2.69 CONVENTIONAL 15 YR
-- FH 5/1 12M LIBOR ARM 0.26 $11,226,793 11/1/2040 Aaa /
AA+ 		7.08 2.98 2.29 2.29 CONVENTIONAL 30 YR
-- FNMA 15YR 0.26 $11,152,819 6/1/2026 Aaa /
AA+ 		4.87 4.00 2.70 2.70 CONVENTIONAL 15 YR
-- FNMA 30YR 0.26 $11,145,991 5/1/2033 Aaa /
AA+ 		2.99 5.50 2.28 2.28 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.26 $11,117,161 5/1/2035 Aaa /
AA+ 		3.67 5.50 2.92 2.92 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.26 $11,071,098 3/20/2039 Aaa /
AA+ 		3.98 5.50 2.64 2.64 GNMA 30 YR
-- FGOLD 30YR GIANT 0.26 $11,068,537 5/1/2036 Aaa /
AA+ 		3.19 5.50 2.60 2.60 CONVENTIONAL 30 YR
-- FNMA 30YR 0.26 $10,970,484 6/1/2036 Aaa /
AA+ 		3.39 6.00 2.76 2.76 CONVENTIONAL 30 YR
-- FNMA 15YR 0.26 $10,908,152 8/1/2020 Aaa /
AA+ 		2.59 5.00 1.79 1.79 CONVENTIONAL 30 YR
-- FGOLD 15YR 0.25 $10,836,906 2/1/2026 Aaa /
AA+ 		5.13 4.00 2.76 2.76 CONVENTIONAL 15 YR
-- FGOLD 30YR GIANT 0.25 $10,683,684 9/1/2036 Aaa /
AA+ 		3.19 6.00 2.66 2.66 CONVENTIONAL 30 YR
-- GNMA 30YR TBA(REG C) 0.25 $10,589,756 2/21/2012 Aaa /
AA+ 		4.38 3.50 2.33 2.33 GNMA 30 YR
-- FNMA 15YR 0.25 $10,547,861 10/1/2024 Aaa /
AA+ 		2.95 4.50 2.01 2.01 CONVENTIONAL 15 YR
-- FGOLD 30YR 0.24 $10,389,045 9/1/2041 Aaa /
AA+ 		4.66 4.00 2.76 2.76 CONVENTIONAL 30 YR
-- FN 5/1 12M Libor ARM 0.24 $10,387,706 12/1/2038 Aaa /
AA+ 		6.45 5.10 4.00 4.00 3/1 ARM
-- FGOLD 30YR GIANT 0.24 $10,294,931 7/1/2035 Aaa /
AA+ 		3.43 5.00 2.53 2.53 CONVENTIONAL 30 YR
-- FGOLD 20YR GIANT 0.24 $10,160,240 8/1/2025 Aaa /
AA+ 		2.80 5.00 1.73 1.73 CONVENTIONAL 20 YR
-- GNMA2 30YR 0.24 $10,148,203 1/20/2041 Aaa /
AA+ 		8.43 4.00 3.08 3.08 GNMA 30 YR
-- FNMA 15YR 0.24 $10,042,478 11/1/2022 Aaa /
AA+ 		2.73 4.50 1.62 1.62 CONVENTIONAL 15 YR
-- FNMA 15YR 0.23 $9,747,646 8/1/2026 Aaa /
AA+ 		6.92 3.50 2.72 2.72 CONVENTIONAL 15 YR
-- GNMA 30YR 0.22 $9,502,170 12/15/2038 Aaa /
AA+ 		3.35 6.00 2.12 2.12 GNMA 30 YR
-- FGOLD 15YR GIANT 0.22 $9,499,220 4/1/2022 Aaa /
AA+ 		2.45 4.50 1.31 1.31 CONVENTIONAL 15 YR
-- FNMA 20YR 0.22 $9,462,368 12/1/2030 Aaa /
AA+ 		6.25 4.00 2.99 2.99 CONVENTIONAL 20 YR
-- FNMA 30YR 0.21 $9,145,505 4/1/2037 Aaa /
AA+ 		3.75 7.00 3.01 3.01 CONVENTIONAL 30 YR
-- GNMA 30YR PLATINUM 0.21 $9,089,978 3/15/2036 Aaa /
AA+ 		4.03 5.50 2.46 2.46 GNMA 30 YR
-- FNMA 30YR 0.21 $9,028,857 8/1/2041 Aaa /
AA+ 		4.59 5.00 3.02 3.02 OWNED NO GUARANTEE
-- FNMA 15YR 0.21 $9,001,388 12/1/2023 Aaa /
AA+ 		2.43 5.00 1.54 1.54 CONVENTIONAL 15 YR
-- FGOLD 30YR GIANT 0.21 $8,892,322 11/1/2041 Aaa /
AA+ 		11.52 4.00 3.51 3.51 CONVENTIONAL 30 YR
-- GNMA 30YR 0.21 $8,849,510 1/15/2039 Aaa /
AA+ 		4.14 5.00 2.30 2.30 GNMA 30 YR
-- FGOLD 30YR GIANT 0.21 $8,794,689 5/1/2038 Aaa /
AA+ 		3.05 5.50 2.48 2.48 CONVENTIONAL 30 YR
-- FNMA 30YR 0.20 $8,333,739 12/1/2039 Aaa /
AA+ 		4.80 4.50 3.04 3.04 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.19 $8,120,841 4/1/2038 Aaa /
AA+ 		3.28 5.50 2.69 2.69 CONVENTIONAL 30 YR
-- FNMA 30YR 0.19 $8,103,872 3/1/2034 Aaa /
AA+ 		3.38 6.00 2.51 2.51 CONVENTIONAL 30 YR
-- FH 5/1 12M LIBOR ARM 0.19 $8,015,811 12/1/2038 Aaa /
AA+ 		6.46 5.09 4.08 4.08 CONVENTIONAL 30 YR
-- FGOLD 15YR GIANT 0.19 $7,998,290 8/1/2026 Aaa /
AA+ 		3.78 3.50 2.06 2.06 CONVENTIONAL 15 YR
-- FNMA 15YR 0.19 $7,903,019 9/1/2018 Aaa /
AA+ 		2.31 4.50 1.14 1.14 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.18 $7,672,693 1/20/2040 Aaa /
AA+ 		6.69 4.50 3.11 3.11 GNMA 30 YR
-- FNMA 30YR 0.18 $7,569,445 3/1/2038 Aaa /
AA+ 		3.26 6.00 2.68 2.68 CONVENTIONAL 30 YR
-- FNMA 30YR 0.18 $7,492,506 5/1/2036 Aaa /
AA+ 		3.23 5.50 2.62 2.62 CONVENTIONAL 30 YR
-- FNMA 15YR 0.17 $7,431,105 3/1/2026 Aaa /
AA+ 		3.50 4.00 2.18 2.18 CONVENTIONAL 15 YR
-- FH 7/1 12M Libor ARM 0.17 $7,413,139 11/1/2040 Aaa /
AA+ 		6.99 3.34 2.57 2.57 7/1 ARM
-- FNMA 20YR 0.17 $7,333,912 2/1/2030 Aaa /
AA+ 		2.41 5.50 1.61 1.61 CONVENTIONAL 20 YR
-- GNMA2 30YR 0.17 $7,301,487 11/20/2039 Aaa /
AA+ 		6.68 4.50 3.10 3.10 GNMA 30 YR
-- FGOLD 30YR GIANT 0.16 $6,965,121 2/1/2037 Aaa /
AA+ 		3.39 6.00 2.86 2.86 CONVENTIONAL 30 YR
-- FNMA 30YR 0.16 $6,914,375 11/1/2040 Aaa /
AA+ 		8.71 3.50 3.06 3.06 CONVENTIONAL 30 YR
-- FGOLD 15YR 0.16 $6,855,338 7/1/2024 Aaa /
AA+ 		2.52 4.50 1.67 1.67 CONVENTIONAL 15 YR
-- FGOLD 30YR GIANT 0.16 $6,696,289 2/1/2035 Aaa /
AA+ 		3.55 5.50 2.82 2.82 CONVENTIONAL 30 YR
-- FNMA 30YR 0.15 $6,405,182 6/1/2041 Aaa /
AA+ 		6.76 5.00 3.67 3.67 OWNED NO GUARANTEE
-- FH 5/1 12M Libor ARM 0.15 $6,387,702 11/1/2040 Aaa /
AA+ 		5.52 3.14 2.16 2.16 CONVENTIONAL 30 YR
-- FN 5/1 12M LIBOR ARM 0.15 $6,380,623 4/1/2038 Aaa /
AA+ 		2.91 4.74 2.63 2.63 CONVENTIONAL 30 YR
-- FGOLD 15YR TBA(REG B) 0.15 $6,301,731 2/16/2012 Aaa /
AA+ 		2.71 3.00 1.56 1.56 CONVENTIONAL 15 YR
-- FNMA 30YR 0.14 $6,110,219 9/1/2040 Aaa /
AA+ 		8.46 3.50 3.05 3.05 CONVENTIONAL 30 YR
-- FGOLD 30YR GIANT 0.14 $5,993,443 10/1/2036 Aaa /
AA+ 		3.90 6.00 2.90 2.90 CONVENTIONAL 30 YR
-- GNMA 30YR 0.14 $5,930,197 4/15/2039 Aaa /
AA+ 		5.22 4.50 2.69 2.69 GNMA 30 YR
-- FGOLD 30YR GIANT 0.13 $5,584,180 12/1/2041 Aaa /
AA+ 		4.12 4.00 2.55 2.55 CONVENTIONAL 30 YR
-- FNMA 30YR 0.13 $5,432,225 3/1/2034 Aaa /
AA+ 		3.35 6.00 2.47 2.47 CONVENTIONAL 30 YR
-- FNMA 20YR 0.12 $5,103,669 1/1/2031 Aaa /
AA+ 		6.26 4.00 3.00 3.00 CONVENTIONAL 20 YR
-- FGOLD 30YR 0.12 $5,068,982 6/1/2039 Aaa /
AA+ 		4.43 4.50 2.98 2.98 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.12 $5,060,852 7/20/2036 Aaa /
AA+ 		3.34 5.50 2.07 2.07 GNMA 30 YR
-- GNMA 30YR 0.12 $5,056,999 11/15/2039 Aaa /
AA+ 		3.34 6.00 2.11 2.11 GNMA 30 YR
-- FNMA 30YR 0.11 $4,816,838 12/1/2040 Aaa /
AA+ 		6.75 3.50 2.93 2.93 CONVENTIONAL 30 YR
-- FNMA 20YR 0.11 $4,810,407 2/1/2031 Aaa /
AA+ 		6.27 4.00 3.00 3.00 CONVENTIONAL 20 YR
-- FNMA 30YR 0.11 $4,500,745 3/1/2041 Aaa /
AA+ 		9.85 3.50 3.11 3.11 CONVENTIONAL 30 YR
-- FGOLD 15YR GIANT 0.10 $4,424,222 9/1/2024 Aaa /
AA+ 		2.85 4.50 2.00 2.00 CONVENTIONAL 15 YR
-- FGOLD 30YR 0.10 $4,408,698 12/1/2039 Aaa /
AA+ 		4.56 4.50 3.02 3.02 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.10 $4,349,904 11/1/2039 Aaa /
AA+ 		4.56 4.50 3.02 3.02 CONVENTIONAL 30 YR
-- FNMA 15YR 0.10 $4,265,114 4/1/2019 Aaa /
AA+ 		2.39 4.50 1.21 1.21 CONVENTIONAL 15 YR
-- FGOLD 30YR 0.10 $4,199,214 12/1/2039 Aaa /
AA+ 		4.56 4.50 3.02 3.02 CONVENTIONAL 30 YR
-- GNMA 30YR PLATINUM 0.09 $4,039,623 12/15/2039 Aaa /
AA+ 		3.59 5.50 2.18 2.18 GNMA 30 YR
-- FNMA 30YR 0.09 $4,020,153 9/1/2036 Aaa /
AA+ 		3.37 6.50 2.77 2.77 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.09 $3,924,644 4/1/2040 Aaa /
AA+ 		5.12 5.00 3.26 3.26 CONVENTIONAL 30 YR
-- FNMA 30YR 0.09 $3,922,292 10/1/2039 Aaa /
AA+ 		3.42 6.00 2.83 2.83 CONVENTIONAL 30 YR
-- FNMA 30YR 0.09 $3,919,989 5/1/2038 Aaa /
AA+ 		3.27 6.00 2.68 2.68 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.09 $3,874,533 6/1/2033 Aaa /
AA+ 		3.23 5.00 2.37 2.37 CONVENTIONAL 30 YR
-- FN 5/1 12M Libor ARM 0.08 $3,254,987 8/1/2041 Aaa /
AA+ 		4.71 2.76 1.79 1.79 5/1 ARM
-- FGOLD 30YR 0.07 $3,151,730 1/1/2040 Aaa /
AA+ 		5.08 5.00 3.33 3.33 CONVENTIONAL 30 YR
-- GNMA2 30YR 0.07 $3,063,399 3/20/2036 Aaa /
AA+ 		3.62 5.50 2.34 2.34 GNMA 30 YR
-- FNMA 30YR 0.07 $2,898,485 8/1/2034 Aaa /
AA+ 		3.75 6.00 2.91 2.91 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.06 $2,716,448 9/1/2039 Aaa /
AA+ 		4.50 4.50 3.00 3.00 CONVENTIONAL 30 YR
-- FNMA 15YR 0.06 $2,643,128 3/1/2024 Aaa /
AA+ 		3.08 4.50 1.94 1.94 CONVENTIONAL 15 YR
-- FGOLD 30YR GIANT 0.06 $2,548,240 12/1/2039 Aaa /
AA+ 		4.56 4.50 3.02 3.02 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.06 $2,447,753 1/1/2040 Aaa /
AA+ 		4.74 4.50 3.08 3.08 CONVENTIONAL 30 YR
-- FNMA 15YR 0.06 $2,439,816 6/1/2023 Aaa /
AA+ 		2.49 4.50 1.42 1.42 CONVENTIONAL 15 YR
-- FGOLD 30YR GIANT 0.06 $2,423,522 3/1/2039 Aaa /
AA+ 		3.87 4.50 2.75 2.75 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.06 $2,401,541 1/1/2040 Aaa /
AA+ 		4.57 4.50 2.99 2.99 CONVENTIONAL 30 YR
-- FH 5/1 12M Libor ARM 0.06 $2,347,514 8/1/2041 Aaa /
AA+ 		4.71 3.26 2.19 2.19 AGENCY HYBRID ARMS
-- GNMA 30YR TBA(REG C) 0.05 $2,203,362 2/21/2012 Aaa /
AA+ 		4.12 6.00 2.98 2.98 GNMA 30 YR
-- GNMA2 30YR 0.05 $2,193,570 5/20/2033 Aaa /
AA+ 		4.21 5.00 2.32 2.32 GNMA 30 YR
-- FGOLD 30YR 0.05 $2,148,057 9/1/2039 Aaa /
AA+ 		4.44 4.50 2.98 2.98 CONVENTIONAL 30 YR
-- FGOLD 30YR 0.05 $2,142,605 7/1/2040 Aaa /
AA+ 		5.13 5.00 3.26 3.26 CONVENTIONAL 30 YR
-- FNMA 30YR 0.05 $1,965,897 10/1/2037 Aaa /
AA+ 		3.39 6.50 2.79 2.79 CONVENTIONAL 30 YR
-- FNMA 30YR 0.05 $1,942,459 5/1/2034 Aaa /
AA+ 		3.77 6.00 2.93 2.93 CONVENTIONAL 30 YR
-- FNMA 30YR 0.04 $1,762,890 8/1/2034 Aaa /
AA+ 		3.73 6.00 2.87 2.87 CONVENTIONAL 30 YR
-- FNMA 30YR 0.04 $1,643,685 11/1/2034 Aaa /
AA+ 		3.76 6.00 2.91 2.91 CONVENTIONAL 30 YR
-- FNMA 30YR 0.04 $1,544,747 6/1/2041 Aaa /
AA+ 		6.77 5.00 3.67 3.67 OWNED NO GUARANTEE
-- FNMA 30YR 0.04 $1,490,409 12/1/2037 Aaa /
AA+ 		3.64 6.50 3.05 3.05 CONVENTIONAL 30 YR
-- FN 7/1 12M Libor ARM 0.03 $1,401,531 9/1/2041 Aaa /
AA+ 		4.66 3.31 2.18 2.18 OWNED NO GUARANTEE
-- FH 7/1 12M Libor ARM 0.02 $976,511 7/1/2041 Aaa /
AA+ 		4.70 3.34 2.20 2.20 OWNED NO GUARANTEE
-- FNMA 30YR 0.02 $974,409 7/1/2037 Aaa /
AA+ 		3.39 6.50 2.79 2.79 CONVENTIONAL 30 YR
-- FNMA 30YR 0.02 $677,189 8/1/2036 Aaa /
AA+ 		3.37 6.50 2.77 2.77 CONVENTIONAL 30 YR
-- FNMA 30YR 0.02 $649,370 10/1/2036 Aaa /
AA+ 		3.23 6.50 2.60 2.60 CONVENTIONAL 30 YR
-- FNMA 30YR 0.01 $621,480 12/1/2036 Aaa /
AA+ 		3.45 6.50 2.85 2.85 CONVENTIONAL 30 YR
-- FNMA 30YR 0.01 $596,430 6/1/2038 Aaa /
AA+ 		3.41 6.50 2.81 2.81 CONVENTIONAL 30 YR
-- FHLMC 5/1 HYBRID ARM 0.01 $542,963 12/1/2033 Aaa /
AA+ 		3.51 5.10 2.93 2.93 CONVENTIONAL 30 YR
-- FNMA 30YR 0.01 $537,158 11/1/2037 Aaa /
AA+ 		3.34 6.50 2.73 2.73 CONVENTIONAL 30 YR
-- FHLMC-2778 0.00 $32,582 6/15/2033 Aaa /
AA+ 		0.23 1.40 1.72 1.72 OWNED NO GUARANTEE
 

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.

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