| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| FNMA 4% TBA |
4 |
2041-01-13 |
$486,225,000 |
57.63 |
| BlackRock High Yield Bond BlackRock |
|
|
$32,657,207 |
29.86 |
| FNMA |
5.5 |
2041-01-13 |
$169,900,000 |
21.67 |
| FNMA 4.5% TBA |
4.5 |
2041-01-01 |
$103,400,000 |
12.65 |
| FNMA 5% TBA |
5 |
2041-01-01 |
$98,700,000 |
12.36 |
| US Treasury Note 0.5% |
0.5 |
2012-11-30 |
$96,800,000 |
11.52 |
| US Treasury Note 1.25% |
1.25 |
2015-08-31 |
$98,300,000 |
11.4 |
| US Treasury Note |
|
2011-04-05 |
$493 |
11.38 |
| "pay A Fixed Rate Of .626080% And Receive A Floating Rate Based On The 3-Mo |
0.28 |
2012-11-26 |
$77,600,000 |
9.25 |
| "pay A Fixed Rate Of .622% And Receive A Floating Rate Based On The 3-Month |
0.28 |
2012-11-26 |
$68,000,000 |
8.11 |
| US Treasury Note 2.625% |
2.62 |
2020-08-15 |
$70,435,000 |
7.96 |
| US Treasury Note 1.375% |
1.38 |
2015-11-30 |
$64,059,000 |
7.42 |
| US Treasury Note 1.25% |
1.25 |
2015-10-31 |
$62,953,000 |
7.26 |
| US Treasury Note 1.25% |
1.25 |
2015-09-30 |
$60,000,000 |
6.94 |
| "pay A Fixed Rate Of .622% And Receive A Floating Rate Based On The 3-Month |
0.62 |
2012-11-26 |
$68,000,000 |
-8.09 |
| FNMA |
4.5 |
2041-02-10 |
$66,600,000 |
-8.12 |
| US Treasury Note 0.5% |
0.5 |
2012-11-30 |
$70,200,000 |
-8.36 |
| "pay A Fixed Rate Of .626080% And Receive A Floating Rate Based On The 3-Mo |
0.63 |
2012-11-26 |
$77,600,000 |
-9.23 |
| Rev Repo |
0.22 |
2011-01-24 |
$96,211,125 |
-11.47 |
| FNMA 5% TBA |
5 |
2041-01-01 |
$98,700,000 |
-12.36 |
| FNMA |
5 |
2041-02-01 |
$113,600,000 |
-14.2 |
| FNMA 4.5% TBA |
4.5 |
2041-01-01 |
$138,800,000 |
-16.97 |
| FNMA |
5.5 |
2041-01-13 |
$169,900,000 |
-21.67 |
| US Treasury Note |
|
2011-03-31 |
$2,274 |
-32.65 |
| FNMA 4% TBA |
4 |
2041-01-13 |
$376,725,000 |
-44.65 |
