Harbor Bond Fund Institutional Shares (HABDX)

Harbor Bond Fund Institutional Class (HABDX)
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Institutional Class | Administrative Class

Portfolio Characteristics (As of Quarter-Ended 12/31/2011)

	Harbor Bond Fund	Barclays Capital U.S. Aggregate Bond Index
Number of Bonds	1,646	-
Average Market Coupon (%)	3.94	4.01
Yield to Maturity (%)	3.99	2.24
Weighted Avg. Maturity (yrs)	8.45	7.13
Weighted Avg. Duration (yrs)	6.54	4.95
Turnover (unannualized % since 10/31)	84	-

For definitions of the portfolio characteristics, visit our Financial Glossary.

Top Ten Holdings (As of Quarter-Ended 12/31/2011)

Issuer Name	Maturity Date	Coupon Rate (%)	Market Value ($000's)	% of Net Assets
Federal National Mortgage Association TBA	01/12/2042	4.5	615,422	8.2
U.S. Treasury Notes	08/31/2018	1.5	459,182	6.1
Federal National Mortgage Association TBA	02/16/2027	3.0	335,832	4.5
U.S. Treasury Notes	02/15/2021	3.6	326,754	4.4
U.S. Treasury Notes	12/15/2014	0.2	242,938	3.3
U.S. Treasury Notes	12/31/2016	0.9	238,264	3.2
U.S. Treasury Notes	11/30/2018	1.4	194,095	2.6
Federal National Mortgage Association	05/01/2041	4.5	177,823	2.4
Wells Fargo & Co.	03/15/2018	8.0	146,155	2.0
U.S. Treasury Notes	08/15/2020	2.6	102,582	1.4
% of Total Holdings:			2,839,047	38.1

Full Holdings (As of Quarter-Ended 12/31/2011)

Download: Calendar Quarter-End Holdings (xls) | Fiscal Quarter-End Holdings (pdf)

Issuer Name	Maturity Date	Coupon Rate (%)	Market Value ($000's)	% of Net Assets
Federal National Mortgage Association TBA	01/12/2042	4.5	615,422	8.2
U.S. Treasury Notes	08/31/2018	1.5	459,182	6.1
Federal National Mortgage Association TBA	02/16/2027	3.0	335,832	4.5
U.S. Treasury Notes	02/15/2021	3.6	326,754	4.4
U.S. Treasury Notes	12/15/2014	0.2	242,938	3.3
U.S. Treasury Notes	12/31/2016	0.9	238,264	3.2
U.S. Treasury Notes	11/30/2018	1.4	194,095	2.6
Federal National Mortgage Association	05/01/2041	4.5	177,823	2.4
Wells Fargo & Co.	03/15/2018	8.0	146,155	2.0
U.S. Treasury Notes	08/15/2020	2.6	102,582	1.4
Federal National Mortgage Association TBA	01/18/2027	3.5	91,415	1.2
U.S. Treasury Notes	11/15/2020	2.6	79,354	1.1
Federal National Mortgage Association TBA	01/13/2042	4.0	78,809	1.1
Citigroup Capital XXI	12/21/2057	8.3	77,896	1.0
Federal National Mortgage Association TBA	01/13/2042	5.0	70,230	0.9
Mexican Bonos	12/05/2024	10.0	68,991	0.9
U.S. Treasury Inflation Indexed Bonds	01/15/2026	2.0	65,277	0.9
U.S. Treasury Inflation Indexed Bonds	01/15/2021	1.1	62,390	0.8
SSIF Nevada LP	04/14/2014	1.1	61,550	0.8
ING Bank NV MTN	03/30/2012	1.4	55,669	0.7
New York City, NY	06/01/2035	6.2	54,751	0.7
Federal National Mortgage Association REMIC	10/25/2041	3.5	53,544	0.7
Orange County Local Transportation Authority	02/15/2041	6.9	52,016	0.7
Denver Public Schools	12/15/2037	7.0	49,308	0.7
Dexia Credit Local New York	03/05/2013	0.9	46,873	0.6
Lloyds TSB Bank plc MTN	01/13/2020	5.8	44,786	0.6
General Electric Capital Corporation MTN	01/10/2039	6.9	44,717	0.6
BellSouth Corp.	04/26/2012	4.5	44,693	0.6
Santander US Debt SA Unipersonal	03/30/2012	1.4	44,523	0.6
Nationwide Life Global Funding I MTN	10/02/2012	5.4	44,181	0.6
President and Fellows of Harvard College	01/15/2039	6.5	43,839	0.6
Federal National Mortgage Association	08/01/2037	5.5	42,532	0.6
U.S. Treasury Inflation Indexed Bonds	01/15/2028	1.8	38,775	0.5
U.S. Treasury Inflation Indexed Bonds	01/15/2029	2.5	38,335	0.5
Province of Ontario Canada	06/02/2021	4.0	38,080	0.5
U.S. Treasury Notes	02/15/2020	3.6	37,929	0.5
National Australia Bank Ltd.	04/11/2014	1.3	37,841	0.5
Federal Home Loan Mortgage Corp. TBA	01/13/2042	6.0	37,342	0.5
Intesa Sanpaolo SpA	12/21/2012	2.4	37,218	0.5
Spain Government Bond	07/30/2025	4.6	36,323	0.5
Federal National Mortgage Association	07/01/2037	6.0	33,934	0.5
Bank of America Corporation	08/01/2016	6.5	33,467	0.4
BBVA US Senior SAU	05/16/2014	2.6	31,805	0.4
Federal Home Loan Mortgage Corp.	04/01/2041	4.5	30,494	0.4
Federal National Mortgage Association	06/01/2039	4.5	30,440	0.4
Amgen Inc.	06/01/2038	6.9	29,666	0.4
Federal National Mortgage Association	05/01/2034	5.5	29,574	0.4
Hewlett-Packard Co.	05/24/2013	0.8	29,420	0.4
Citigroup Inc.	04/11/2013	5.5	29,003	0.4
Federal National Mortgage Association	04/01/2029	4.5	28,449	0.4
Federal Home Loan Mortgage Corp.	06/01/2041	4.5	28,448	0.4
Federal National Mortgage Association	06/01/2036	6.0	28,345	0.4
Federal National Mortgage Association	09/01/2037	6.0	28,237	0.4
Merrill Lynch & Co. Inc. MTN	07/22/2014	2.0	27,885	0.4
Barclays Bank plc	09/12/2012	5.4	27,282	0.4
Federal National Mortgage Association	08/01/2037	6.0	27,236	0.4
North Las Vegas City, NV	06/01/2040	6.6	26,951	0.4
Fifth Third Bancorp	03/01/2038	8.2	26,883	0.4
International Lease Finance Corporation MTN	05/01/2012	5.3	26,778	0.4
Federal Home Loan Mortgage Corp.	06/13/2018	4.9	26,184	0.4
Federal National Mortgage Association	09/01/2041	4.0	25,933	0.3
Federal National Mortgage Association	10/01/2036	6.0	25,886	0.3
Federal National Mortgage Association	02/01/2041	4.0	25,775	0.3
Federal National Mortgage Association	09/01/2036	6.0	25,764	0.3
Small Business Administration Participation Certificates	08/01/2028	6.0	25,712	0.3
Caterpillar Inc.	05/21/2013	0.6	25,644	0.3
Petroleos Mexicanos	05/03/2019	8.0	25,175	0.3
Santander Issuances SA Unipersonal	07/27/2019	7.3	25,000	0.3
JP Morgan Chase & Co.	03/15/2012	6.6	24,472	0.3
Federal National Mortgage Association TBA	01/13/2042	6.0	24,228	0.3
Goldman Sachs Group Inc.	01/18/2018	6.0	22,766	0.3
Federal National Mortgage Association TBA	02/13/2042	4.0	22,011	0.3
Petrobras International Finance Company	01/27/2021	5.4	21,429	0.3
Canadian Government Bond	09/01/2016	2.8	21,360	0.3
Dexia Credit Local SA	04/29/2014	0.9	20,880	0.3
U.S. Treasury Inflation Indexed Bonds	01/15/2027	2.4	20,467	0.3
Clark County Nevada	07/01/2029	6.4	20,268	0.3
U.S. Treasury Notes	05/15/2020	3.5	20,250	0.3
Federal National Mortgage Association	08/01/2037	6.0	19,765	0.3
Federal National Mortgage Association	05/01/2039	4.5	19,327	0.3
Federal National Mortgage Association	07/01/2041	4.5	19,300	0.3
Petroleos Mexicanos	01/21/2021	5.5	19,293	0.3
Korea Development Bank	08/10/2015	4.4	19,163	0.3
Ford Motor Credit Co. LLC	01/13/2012	3.1	18,534	0.2
Federal National Mortgage Association	05/01/2041	4.5	18,319	0.2
New York City Municipal Water Finance Authority	06/15/2044	5.0	18,317	0.2
Federal National Mortgage Association	03/01/2039	4.5	18,244	0.2
Siemens Financieringsmaatschappij NV	02/16/2012	5.5	18,095	0.2
Federal National Mortgage Association	12/01/2039	4.5	17,641	0.2
BCAP LLC Trust	08/26/2037	5.2	17,640	0.2
Merrill Lynch & Co. Inc. MTN	04/25/2018	6.9	17,473	0.2
University of California	05/15/2031	6.3	17,279	0.2
Province of Quebec Canada	12/01/2021	4.2	17,249	0.2
Access Group Inc.	10/27/2025	1.7	17,222	0.2
U.S. Treasury Inflation Indexed Bonds	04/15/2029	3.9	17,201	0.2
Federal National Mortgage Association	03/01/2041	4.5	16,914	0.2
Federal National Mortgage Association	05/01/2041	4.5	16,623	0.2
Canada Housing Trust No 1	12/15/2020	3.4	16,463	0.2
JP Morgan Chase Commercial Mortgage Securities Corp.	01/15/2049	5.4	16,387	0.2
Federal National Mortgage Association	05/01/2038	5.0	16,224	0.2
U.S. Treasury Notes	08/15/2021	2.1	16,207	0.2
Federal National Mortgage Association	05/01/2041	4.5	16,076	0.2
Los Angeles California Unified School District	07/01/2034	6.8	15,898	0.2
Canada Housing Trust No 1	03/15/2020	3.8	15,421	0.2
U.S. Treasury Inflation Indexed Bonds	01/15/2025	2.4	15,135	0.2
Stone Street Trust	12/15/2015	5.9	15,080	0.2
Federal National Mortgage Association TBA	01/13/2042	5.5	15,029	0.2
U.S. Treasury Inflation Indexed Bonds	04/15/2028	3.6	15,000	0.2
SBAB Bank AB	03/23/2012	3.1	14,983	0.2
JP Morgan Chase & Co.	07/05/2016	3.2	14,916	0.2
Australia & New Zealand Banking Group Ltd. MTN	01/10/2014	2.1	14,893	0.2
General Electric Capital Corporation	09/15/2067	5.5	14,826	0.2
Arran Residential Mortgages Funding plc	05/16/2047	2.9	14,679	0.2
Springleaf Financial Corporation	05/10/2017	5.5	14,663	0.2
Instituto de Credito Oficial MTN	03/25/2014	3.2	14,549	0.2
Pernod-Ricard SA	04/07/2021	5.8	14,354	0.2
Federal National Mortgage Association	02/01/2037	6.0	14,122	0.2
Kreditanstalt fuer Wiederaufbau	09/07/2016	2.0	14,028	0.2
Federal National Mortgage Association	07/01/2026	4.5	13,979	0.2
Province of Ontario Canada	06/02/2020	4.2	13,928	0.2
Southern Gas Networks plc MTN	10/21/2015	1.3	13,779	0.2
Morgan Stanley Capital I	06/11/2049	5.9	13,687	0.2
Federal National Mortgage Association	11/01/2041	4.0	13,616	0.2
ICICI Bank Ltd.	03/25/2015	5.5	13,513	0.2
Federal National Mortgage Association	05/01/2041	4.5	13,305	0.2
Royal Bank of Scotland plc	03/16/2016	4.4	13,178	0.2
Morgan Stanley MTN	05/02/2014	2.0	13,116	0.2
Lloyds TSB Bank plc	01/21/2016	4.9	13,071	0.2
Wachovia Bank Commercial Mortgage Trust	01/15/2045	5.4	12,973	0.2
United Kingdom Gilt	09/07/2039	4.2	12,826	0.2
Export-Import Bank of Korea	09/09/2015	4.1	12,672	0.2
JP Morgan Chase Commercial Mortgage Securities Corp.	11/15/2043	4.1	12,466	0.2
Banco Santander Chile	04/20/2012	1.7	12,305	0.2
Oracle Corporation	04/15/2018	5.8	12,151	0.2
Chase Mortgage Finance Corporation	12/25/2035	5.3	11,963	0.2
Ally Financial Inc.	05/15/2016	8.5	11,954	0.2
Countrywide Asset-Backed Certificates	04/25/2036	5.4	11,809	0.2
Federal National Mortgage Association	03/01/2035	5.0	11,592	0.2
Federal National Mortgage Association	10/01/2040	4.5	11,568	0.2
Canada Housing Trust No 1	06/15/2021	3.8	11,530	0.2
Italy Buoni Poliennali Del Tesoro	09/15/2021	2.1	11,497	0.2
U.S. Treasury Inflation Indexed Bonds	02/15/2040	2.1	11,374	0.2
Gerdau Holdings Inc.	01/20/2020	7.0	11,342	0.2
Federal National Mortgage Association	01/01/2039	6.0	11,212	0.2
Federal National Mortgage Association	12/01/2036	6.0	11,037	0.1
Enel Finance International NV	09/15/2017	6.2	10,893	0.1
New York City, NY	10/01/2036	5.0	10,800	0.1
American Express Bank FSB	09/13/2017	6.0	10,777	0.1
American Express Centurion Bank MTN	09/13/2017	6.0	10,756	0.1
Italy Buoni Poliennali Del Tesoro	09/15/2016	2.1	10,741	0.1
Banco Santander Brasil SA	01/14/2016	4.2	10,601	0.1
Wells Fargo Mortgage Backed Securities Trust	03/25/2036	2.7	10,594	0.1
Royal Bank of Scotland plc	09/21/2015	4.0	10,511	0.1
Petroleos Mexicanos	03/05/2020	6.0	10,484	0.1
Export-Import Bank of Korea	03/03/2012	1.0	10,329	0.1
Federal National Mortgage Association	05/01/2041	4.5	10,237	0.1
Dell Inc.	04/15/2018	5.6	10,208	0.1
LBG Capital No. 1 plc	10/14/2020	7.6	10,016	0.1
U.S. Treasury Notes	11/15/2021	2.0	10,014	0.1
Canada Housing Trust No 1	03/15/2022	2.6	9,963	0.1
Banque PSA Finance SA	04/04/2014	2.5	9,915	0.1
SLM Corporation MTN	01/27/2014	0.7	9,858	0.1
Bank of America Corporation. MTN	05/01/2018	5.6	9,731	0.1
Ford Motor Credit Co. LLC	04/15/2015	7.0	9,698	0.1
Countrywide Alternative Loan Trust	11/20/2035	0.6	9,667	0.1
Citigroup Inc.	05/22/2019	8.5	9,666	0.1
Federal National Mortgage Association	01/01/2040	4.5	9,638	0.1
Goldman Sachs Group Inc.	09/01/2017	6.2	9,525	0.1
Springleaf Finance Corporation MTN	10/01/2012	5.4	9,475	0.1
Nationwide Building Society MTN	02/25/2020	6.2	9,441	0.1
Small Business Administration Participation Certificates	01/01/2029	5.7	9,427	0.1
Merrill Lynch & Co. Inc. MTN	05/30/2014	1.8	9,414	0.1
U.S. Treasury Inflation Indexed Bonds	07/15/2020	1.2	9,403	0.1
Deutsche Bank AG	09/01/2017	6.0	9,392	0.1
California State	04/01/2034	7.5	9,367	0.1
Province of Ontario Canada	06/02/2019	4.4	9,241	0.1
UBS AG MTN	04/25/2018	5.8	9,233	0.1
Merrill Lynch & Co. Inc.	05/02/2017	1.0	9,233	0.1
Federal National Mortgage Association REMIC	09/25/2035	0.7	9,193	0.1
Intesa Sanpaolo SpA	02/24/2014	2.9	9,162	0.1
Federal National Mortgage Association	04/01/2034	5.5	9,147	0.1
Federal National Mortgage Association	08/01/2037	6.0	9,070	0.1
Ally Financial Inc.	02/12/2015	8.3	8,989	0.1
Federal National Mortgage Association	07/01/2041	4.5	8,980	0.1
Union Pacific Corp	07/15/2022	4.2	8,946	0.1
Federal National Mortgage Association	09/01/2027	6.0	8,913	0.1
Province of Ontario Canada	03/08/2017	4.3	8,795	0.1
Altria Group Inc.	11/10/2018	9.7	8,757	0.1
CSN Islands XI Corp.	09/21/2019	6.9	8,704	0.1
American International Group Inc.	05/22/2038	8.0	8,648	0.1
BCAP LLC Trust	02/26/2036	5.2	8,527	0.1
Federal National Mortgage Association	04/01/2039	4.5	8,489	0.1
Commercial Mortgage Pass Through Certificates	12/10/2046	5.3	8,381	0.1
Federal National Mortgage Association	03/01/2038	5.5	8,296	0.1
Mexican Bonos	06/16/2016	6.2	8,281	0.1
Federal National Mortgage Association	07/01/2040	4.5	8,232	0.1
Citigroup Inc.	01/13/2014	1.8	8,174	0.1
Federal National Mortgage Association	07/01/2041	4.5	8,121	0.1
First Horizon Asset Securities Inc.	02/25/2036	5.5	8,108	0.1
Sumitomo Mitsui Banking Corporation	01/14/2014	2.0	8,098	0.1
Bear Stearns Commercial Mortgage Securities	06/11/2050	5.7	8,058	0.1
State Bank of India	07/27/2015	4.5	8,018	0.1
Federal Home Loan Mortgage Corp.	11/01/2037	6.0	7,909	0.1
Goldman Sachs Group Inc.	02/07/2014	1.4	7,856	0.1
Ally Financial Inc.	11/01/2031	8.0	7,760	0.1
Goldman Sachs Group Inc.	04/01/2018	6.2	7,751	0.1
American Express Company	03/19/2018	7.0	7,744	0.1
Citigroup Inc.	02/15/2013	1.3	7,559	0.1
JP Morgan Chase Bank N.A.	10/01/2017	6.0	7,539	0.1
IndianOil Corporation Ltd.	01/22/2015	4.8	7,452	0.1
Morgan Stanley	05/14/2013	3.0	7,397	0.1
Federal National Mortgage Association	09/01/2037	6.0	7,385	0.1
U.S. Treasury Inflation Indexed Bonds	07/15/2021	0.6	7,315	0.1
Province of Ontario Canada	06/02/2037	4.7	7,264	0.1
Province of Ontario Canada	06/02/2022	3.2	7,215	0.1
Ally Financial Inc.	09/15/2020	7.5	7,198	0.1
Federal National Mortgage Association	01/01/2025	5.5	7,175	0.1
California State	11/01/2040	7.6	7,167	0.1
Societe Financement de l'Economie Francaise	05/20/2012	2.1	7,138	0.1
Cameron International Corporation	06/02/2014	1.5	7,133	0.1
Bear Stearns Commercial Mortgage Securities	06/11/2050	5.7	7,108	0.1
Federal National Mortgage Association	05/01/2041	4.5	6,955	0.1
American International Group Inc. MTN	03/20/2012	0.7	6,939	0.1
Federal National Mortgage Association	09/01/2040	4.5	6,913	0.1
Federal National Mortgage Association	04/01/2039	4.5	6,901	0.1
Federal National Mortgage Association	06/01/2041	4.5	6,856	0.1
Principal Life Income Funding Trusts MTN	04/27/2015	5.6	6,839	0.1
General Electric Capital Corporation MTN	01/14/2038	5.9	6,804	0.1
American Express Bank FSB MTN	04/16/2013	5.5	6,796	0.1
SLM Corporation MTN	09/17/2012	3.1	6,779	0.1
Barclays Bank plc	01/13/2014	2.4	6,757	0.1
SLM Corporation MTN	06/17/2013	1.8	6,733	0.1
Federal National Mortgage Association	11/01/2040	4.5	6,674	0.1
Chicago Transit Authority	12/01/2040	6.9	6,658	0.1
JP Morgan Chase & Co.	04/30/2018	7.9	6,623	0.1
Federal Home Loan Mortgage Corp.	08/01/2040	4.5	6,597	0.1
ANZ National International Ltd. MTN	07/19/2013	6.2	6,581	0.1
Wachovia Bank Commercial Mortgage Trust	09/15/2021	0.4	6,549	0.1
Citigroup Inc.	08/15/2017	6.0	6,505	0.1
Odebrecht Drilling Norbe VIII/IX Ltd.	06/30/2021	6.4	6,492	0.1
California State	04/01/2039	7.6	6,486	0.1
Countrywide Alternative Loan Trust	07/25/2035	5.5	6,438	0.1
BNP Paribas	06/29/2015	5.2	6,432	0.1
Chicago Transit Authority	12/01/2040	6.9	6,424	0.1
GSR Mortgage Loan Trust	09/25/2035	2.7	6,409	0.1
Federal Home Loan Mortgage Corp.	02/01/2041	4.5	6,387	0.1
Federal Home Loan Mortgage Corp.	12/01/2040	4.5	6,354	0.1
Federal National Mortgage Association	02/01/2040	4.5	6,319	0.1
Federal National Mortgage Association	02/01/2040	4.5	6,312	0.1
US Bank Capital IX	04/15/2011	3.5	6,217	0.1
Pricoa Global Funding I MTN	01/30/2012	0.5	6,197	0.1
Royal Bank of Scotland plc MTN	05/18/2016	4.8	6,163	0.1
Federal National Mortgage Association	03/01/2040	4.5	6,155	0.1
Federal National Mortgage Association	08/01/2041	4.5	6,151	0.1
Chase Mortgage Finance Corporation	09/25/2036	5.9	6,139	0.1
Federal National Mortgage Association	04/01/2039	4.5	6,091	0.1
Province of Ontario Canada	10/07/2019	4.0	6,082	0.1
Federal National Mortgage Association	07/01/2041	4.5	6,079	0.1
Federal Home Loan Mortgage Corp.	07/01/2038	5.5	6,052	0.1
Citigroup Inc.	02/21/2012	6.0	6,034	0.1
Federal National Mortgage Association	07/01/2041	4.5	5,934	0.1
Citigroup Inc.	08/13/2013	2.5	5,892	0.1
Federal National Mortgage Association	08/01/2041	4.5	5,882	0.1
Federal National Mortgage Association	05/01/2041	4.5	5,859	0.1
Federal National Mortgage Association	08/01/2037	6.0	5,803	0.1
AT&T Inc.	02/01/2018	5.5	5,795	0.1
Province of Ontario Canada	07/16/2018	3.0	5,793	0.1
Electricite de France NT	01/26/2019	6.5	5,778	0.1
Mexico Government International Bond MTN	07/14/2017	4.2	5,777	0.1
California State	03/01/2036	8.0	5,659	0.1
JP Morgan Chase Commercial Mortgage Securities Corp.	05/15/2047	5.3	5,642	0.1
Federal National Mortgage Association	05/01/2041	4.5	5,640	0.1
Federal National Mortgage Association	01/01/2040	4.5	5,596	0.1
Bear Stearns Companies LLC	10/02/2017	6.4	5,560	0.1
Federal National Mortgage Association	06/01/2035	2.6	5,522	0.1
BBVA Bancomer SA	03/10/2021	6.5	5,522	0.1
Federal National Mortgage Association	07/01/2041	4.5	5,522	0.1
Springleaf Finance Corporation MTN	07/15/2012	4.9	5,486	0.1
Electricite de France NT	01/26/2014	5.5	5,449	0.1
Westpac Banking Corporation	08/14/2014	3.6	5,441	0.1
Electricite de France NT	01/26/2039	7.0	5,432	0.1
American International Group Inc.	10/01/2015	5.0	5,428	0.1
Mexico Government International Bond MTN	01/11/2040	6.0	5,401	0.1
Federal National Mortgage Association	01/01/2042	4.0	5,383	0.1
National Australia Bank Ltd.	06/12/2013	5.4	5,327	0.1
Federal Home Loan Mortgage Corp	05/27/2016	2.5	5,301	0.1
Clark County Nevada Airport System Revenue	07/01/2045	6.8	5,286	0.1
Federal National Mortgage Association	06/01/2041	4.5	5,278	0.1
Federal Home Loan Mortgage Corp	08/25/2016	2.0	5,205	0.1
Bank of Nova Scotia	10/29/2015	1.6	5,198	0.1
Canadian Government Bond	06/01/2019	3.8	5,168	0.1
Pricoa Global Funding I	09/27/2013	0.8	5,149	0.1
Merrill Lynch & Co. Inc. MTN	02/05/2013	5.4	5,138	0.1
Corp Nacional del Cobre de Chile	01/15/2019	7.5	5,115	0.1
Federal National Mortgage Association	06/01/2038	5.5	5,092	0.1
Federal National Mortgage Association	09/01/2037	6.0	5,091	0.1
Odebrecht Drilling Norbe VIII/IX Ltd.	06/30/2021	6.4	5,072	0.1
Daimler Finance North America LLC	09/13/2013	1.7	5,037	0.1
Federal National Mortgage Association	07/01/2041	4.5	5,028	0.1
Federal National Mortgage Association	05/01/2041	4.5	4,973	0.1
Federal Home Loan Mortgage Corp.	05/01/2041	4.5	4,955	0.1
Merrill Lynch & Co. Inc. MTN	08/28/2017	6.4	4,944	0.1
Banco Santander Chile	01/19/2016	2.0	4,929	0.1
Federal National Mortgage Association	12/01/2039	4.5	4,918	0.1
Bank of Montreal	06/09/2015	2.8	4,876	0.1
Federal National Mortgage Association	07/01/2037	6.0	4,875	0.1
National Australia Bank Ltd.	07/25/2014	1.4	4,872	0.1
Allstate Life Global Funding Trusts MTN	04/30/2013	5.4	4,859	0.1
Citigroup Inc.	08/25/2036	6.1	4,858	0.1
Federal Home Loan Mortgage Corp. REMIC	08/15/2019	0.4	4,842	0.1
Federal National Mortgage Association	03/01/2040	4.5	4,791	0.1
Federal National Mortgage Association	06/01/2040	4.5	4,763	0.1
Banc of America Large Loan Inc.	11/15/2015	2.0	4,759	0.1
Federal National Mortgage Association	10/01/2040	4.5	4,756	0.1
Federal National Mortgage Association	06/01/2041	4.5	4,751	0.1
Province of Ontario Canada	06/02/2039	4.6	4,745	0.1
HSBC Home Equity Loan Trust	03/20/2036	0.5	4,743	0.1
Federal National Mortgage Association	07/01/2041	4.5	4,742	0.1
Federal National Mortgage Association REMIC	04/25/2037	0.6	4,740	0.1
International Lease Finance Corporation	09/01/2016	6.8	4,738	0.1
Province of Quebec Canada MTN	12/01/2018	4.5	4,692	0.1
Federal National Mortgage Association	05/01/2041	4.5	4,666	0.1
American International Group Inc.	11/15/2017	6.8	4,654	0.1
American Express Credit Corporation MTN	05/02/2013	5.9	4,627	0.1
Federal National Mortgage Association	05/01/2041	4.5	4,617	0.1
American International Group Inc. MTN	06/26/2017	5.0	4,609	0.1
United Kingdom Gilt	12/07/2040	4.2	4,599	0.1
HSBC Bank plc	01/19/2014	2.0	4,533	0.1
Illinois State	01/01/2014	4.1	4,526	0.1
Federal National Mortgage Association	06/01/2041	4.5	4,515	0.1
Federal National Mortgage Association	07/01/2036	6.0	4,498	0.1
California State University	11/01/2030	6.4	4,441	0.1
State Street Capital Trust III	03/15/2011	5.5	4,429	0.1
Morgan Stanley MTN	03/01/2013	1.8	4,423	0.1
AT&T Inc.	01/15/2013	5.0	4,378	0.1
Ecopetrol SA	07/23/2019	7.6	4,374	0.1
Ally Financial Inc.	02/11/2014	3.6	4,371	0.1
Federal National Mortgage Association	08/01/2040	4.5	4,367	0.1
International Lease Finance Corporation	01/13/2012	4.8	4,336	0.1
Principal Life Income Funding Trusts MTN	04/24/2013	5.3	4,303	0.1
Federal National Mortgage Association	06/01/2039	4.5	4,277	0.1
Federal National Mortgage Association	02/01/2040	4.5	4,270	0.1
Citigroup Inc.	08/27/2012	5.5	4,268	0.1
Credit Suisse	01/14/2014	2.2	4,255	0.1
Mexico Government International Bond	06/18/2015	6.0	4,252	0.1
Petroleum Export Ltd.	12/07/2012	3.6	4,214	0.1
Federal National Mortgage Association	12/01/2041	4.0	4,202	0.1
Noble Group Ltd.	01/29/2020	6.8	4,176	0.1
Federal National Mortgage Association	07/01/2041	4.5	4,144	0.1
Federal National Mortgage Association	06/01/2041	4.5	4,071	0.1
Glen Meadows Pass Through Trust	02/12/2067	6.5	4,061	0.1
NGPL PipeCo LLC	12/15/2012	6.5	4,041	0.1
Federal National Mortgage Association	02/01/2035	5.5	4,026	0.1
Federal National Mortgage Association	08/01/2041	4.5	3,990	0.1
Federal National Mortgage Association	10/01/2036	6.0	3,978	0.1
Federal National Mortgage Association	08/01/2040	4.5	3,966	0.1
Federal National Mortgage Association	02/01/2039	4.5	3,945	0.1
Federal National Mortgage Association	01/01/2041	4.5	3,936	0.1
Citibank Omni Master Trust	05/16/2016	2.4	3,934	0.1
Fortis Bank Nederland Holding NV MTN	04/17/2012	3.0	3,906	0.1
Export-Import Bank of Korea	06/29/2020	5.1	3,893	0.1
Federal National Mortgage Association	05/01/2041	4.5	3,889	0.1
UnitedHealth Group Inc.	02/15/2013	4.9	3,854	0.1
Federal National Mortgage Association	04/01/2039	4.5	3,842	0.1
Federal National Mortgage Association	12/01/2040	4.5	3,793	0.1
SLM Student Loan Trust	04/15/2039	2.4	3,707	0.0
Federal National Mortgage Association	08/01/2041	4.5	3,673	0.0
Bank of India/London MTN	09/30/2015	4.8	3,673	0.0
AT&T Inc.	01/15/2038	6.3	3,573	0.0
Goldman Sachs Group Inc.	05/23/2016	1.8	3,570	0.0
Vale Overseas Ltd.	11/10/2039	6.9	3,566	0.0
Federal National Mortgage Association	03/01/2034	5.0	3,561	0.0
Federal National Mortgage Association	11/01/2041	4.0	3,561	0.0
Philip Morris International Inc.	05/16/2018	5.6	3,553	0.0
Monumental Global Funding Ltd.	04/22/2013	5.5	3,542	0.0
Arran Residential Mortgages Funding plc	05/16/2047	2.7	3,537	0.0
Los Angeles Department of Water & Power	07/01/2050	6.6	3,537	0.0
Magnolia Funding Ltd.	04/20/2017	3.0	3,521	0.0
San Antonio City, TX	05/15/2037	4.8	3,508	0.0
TransCanada Pipelines Ltd.	01/15/2039	7.6	3,473	0.0
Province of Quebec Canada	12/01/2017	4.5	3,454	0.0
Lehman Brothers Holdings Inc. MTN	01/26/2017	0.0	3,450	0.0
Federal National Mortgage Association	06/01/2041	4.5	3,445	0.0
Federal National Mortgage Association	10/01/2041	4.0	3,410	0.0
Federal National Mortgage Association	07/01/2041	4.5	3,405	0.0
Countrywide Home Loan Mortgage Pass Through Trust	02/20/2035	2.7	3,398	0.0
Federal National Mortgage Association	08/01/2036	4.5	3,392	0.0
Federal National Mortgage Association	09/01/2041	4.0	3,383	0.0
Federal National Mortgage Association	06/01/2041	4.5	3,378	0.0
UBS AG MTN	12/20/2017	5.9	3,336	0.0
Federal National Mortgage Association	11/01/2036	6.0	3,325	0.0
Federal National Mortgage Association	08/01/2035	2.4	3,315	0.0
TNK-BP Finance SA MTN	07/18/2016	7.5	3,278	0.0
Morgan Stanley MTN	04/13/2016	2.0	3,257	0.0
Federal Home Loan Mortgage Corp.	02/01/2038	5.5	3,236	0.0
Federal National Mortgage Association	01/01/2037	6.0	3,212	0.0
Gerdau Holdings Inc.	01/20/2020	7.0	3,180	0.0
Federal National Mortgage Association	09/01/2041	4.0	3,156	0.0
Federal National Mortgage Association	11/01/2041	4.0	3,144	0.0
Federal National Mortgage Association	08/01/2041	4.5	3,139	0.0
Federal National Mortgage Association	02/01/2039	4.5	3,136	0.0
Federal National Mortgage Association	05/01/2024	4.5	3,124	0.0
LBG Capital No.1 plc	08/25/2020	7.9	3,124	0.0
Federal National Mortgage Association	08/01/2041	4.5	3,122	0.0
Lehman Brothers Holdings Inc.	08/21/2009	0.0	3,094	0.0
Royal Bank of Scotland Group plc	09/29/2017	7.6	3,085	0.0
U.S. Treasury Notes	11/15/2019	3.4	3,078	0.0
Federal National Mortgage Association	08/01/2041	4.5	3,058	0.0
Citigroup Inc.	08/27/2012	5.6	3,046	0.0
CSN Resources SA	07/21/2020	6.5	3,045	0.0
Federal National Mortgage Association	04/01/2041	4.5	3,041	0.0
Total Capital SA	06/24/2020	4.4	3,013	0.0
Societe Financement de l'Economie Francaise	07/16/2012	0.6	3,007	0.0
International Lease Finance Corporation MTN	03/25/2013	6.4	3,000	0.0
Federal National Mortgage Association	02/01/2041	4.0	2,995	0.0
Bear Stearns Commercial Mortgage Securities	02/11/2041	5.1	2,983	0.0
Federal National Mortgage Association	06/01/2041	4.5	2,948	0.0
Banco Nacional de Desenvolvimento Economico e Social	09/15/2017	4.1	2,934	0.0
Federal National Mortgage Association	05/01/2041	4.5	2,932	0.0
Federal National Mortgage Association	09/01/2040	4.0	2,924	0.0
Federal National Mortgage Association	11/01/2040	4.5	2,902	0.0
Federal National Mortgage Association	08/01/2025	4.5	2,901	0.0
Federal National Mortgage Association	05/01/2024	4.5	2,876	0.0
Rohm and Haas Co.	09/15/2017	6.0	2,846	0.0
Province of Ontario Canada MTN	06/02/2018	5.5	2,819	0.0
Federal National Mortgage Association	08/01/2038	5.5	2,813	0.0
Merrill Lynch/Countrywide Commercial Mortgage Trust	12/12/2049	5.2	2,809	0.0
Ras Laffan Liquefied Natural Gas Co. Ltd. III	09/30/2014	5.5	2,795	0.0
Federal National Mortgage Association	03/01/2041	4.0	2,787	0.0
Federal Home Loan Mortgage Corp.	08/01/2040	4.5	2,784	0.0
Citigroup/Deutsche Bank Commercial Mortgage Trust	12/11/2049	5.3	2,768	0.0
BBVA Bancomer SA	03/10/2016	4.5	2,758	0.0
Federal National Mortgage Association	09/01/2037	6.0	2,749	0.0
Federal National Mortgage Association	08/01/2041	4.5	2,747	0.0
Banc of America Merrill Lynch Commercial Mortgage Inc.	02/10/2051	5.7	2,747	0.0
Chicago Transit Authority	12/01/2040	6.2	2,741	0.0
Federal National Mortgage Association	08/01/2041	4.5	2,724	0.0
Greenwich Capital Commercial Funding Corp.	03/10/2039	5.4	2,716	0.0
Federal National Mortgage Association	04/01/2024	4.5	2,700	0.0
Bear Stearns Commercial Mortgage Securities	09/11/2038	5.7	2,699	0.0
Qwest Corporation	06/15/2015	7.6	2,671	0.0
Federal National Mortgage Association	01/01/2037	6.0	2,660	0.0
AK Transneft OJSC Via TransCapitalInvest Ltd.	08/07/2018	8.7	2,659	0.0
CSN Islands XI Corp.	09/21/2019	6.9	2,654	0.0
Federal National Mortgage Association REMIC	04/25/2033	5.0	2,653	0.0
Ally Financial Inc.	08/28/2012	6.9	2,639	0.0
Federal National Mortgage Association	03/01/2025	4.5	2,633	0.0
Federal National Mortgage Association	07/01/2036	6.0	2,583	0.0
Vnesheconombank Via VEB Finance plc	11/22/2017	5.4	2,581	0.0
California Infrastructure & Economic Development Bank	05/15/2049	6.5	2,574	0.0
Federal National Mortgage Association	03/01/2037	6.0	2,543	0.0
Federal National Mortgage Association	07/01/2041	4.5	2,530	0.0
Ford Motor Credit Co. LLC	12/15/2016	8.0	2,502	0.0
Federal National Mortgage Association	07/01/2041	4.5	2,490	0.0
Federal National Mortgage Association	08/01/2040	4.5	2,486	0.0
Federal National Mortgage Association	07/01/2035	5.0	2,468	0.0
Pacific LifeCorp	02/10/2020	6.0	2,452	0.0
LB-UBS Commercial Mortgage Trust	09/15/2039	5.4	2,450	0.0
Province of Quebec Canada	12/01/2020	4.5	2,449	0.0
KeyCorp. MTN	05/14/2013	6.5	2,434	0.0
Federal National Mortgage Association	07/01/2041	4.5	2,424	0.0
Federal National Mortgage Association	07/01/2037	6.0	2,417	0.0
Braskem Finance Ltd.	04/15/2021	5.8	2,406	0.0
Bear Stearns Commercial Mortgage Securities	01/12/2045	5.5	2,375	0.0
Morgan Stanley Re-REMIC Trust	08/12/2045	5.8	2,364	0.0
Federal National Mortgage Association	03/01/2023	4.5	2,362	0.0
Federal National Mortgage Association	08/01/2040	4.5	2,355	0.0
Federal National Mortgage Association	05/01/2026	4.5	2,334	0.0
Novatek Finance Ltd.	02/03/2016	5.3	2,329	0.0
Wells Fargo Mortgage Backed Securities Trust	03/25/2036	2.7	2,319	0.0
Waha Aerospace BV	07/28/2020	3.9	2,315	0.0
Royal Bank of Scotland plc	05/11/2012	2.6	2,315	0.0
Province of Ontario Canada	03/08/2018	4.2	2,310	0.0
California State	04/01/2039	5.6	2,308	0.0
Canadian Government Bond	06/01/2021	3.2	2,292	0.0
Bank of China Hong Kong Ltd.	02/11/2020	5.6	2,287	0.0
Los Angeles City, CA, Wastewater System Revenue	06/01/2039	5.7	2,287	0.0
Korea Housing Finance Corporation	12/15/2015	4.1	2,283	0.0
Federal National Mortgage Association	08/01/2025	4.5	2,272	0.0
Federal National Mortgage Association	09/01/2024	4.5	2,262	0.0
Federal National Mortgage Association	04/01/2023	4.5	2,249	0.0
Export-Import Bank of Korea	01/29/2021	4.0	2,231	0.0
GSR Mortgage Loan Trust	11/25/2035	5.1	2,226	0.0
Federal Housing Authority Project	05/01/2021	7.4	2,221	0.0
Federal National Mortgage Association	05/01/2023	4.5	2,201	0.0
Wachovia Bank Commercial Mortgage Trust	11/15/2048	5.3	2,200	0.0
Merrill Lynch Mortgage Investors Inc.	05/25/2036	0.6	2,179	0.0
Federal National Mortgage Association	07/01/2037	5.5	2,174	0.0
International Lease Finance Corporation MTN	07/13/2012	0.7	2,173	0.0
GTL Trade Finance Inc.	10/20/2017	7.2	2,170	0.0
Federal National Mortgage Association	05/01/2039	4.5	2,168	0.0
Federal National Mortgage Association	07/01/2040	4.5	2,151	0.0
Federal National Mortgage Association	08/01/2037	6.0	2,150	0.0
Citigroup Inc. MTN	05/31/2017	4.8	2,141	0.0
Wachovia Bank Commercial Mortgage Trust	06/15/2049	0.5	2,127	0.0
Federal National Mortgage Association	06/01/2041	4.5	2,126	0.0
Federal National Mortgage Association	08/01/2041	4.5	2,119	0.0
Federal National Mortgage Association	08/01/2041	4.5	2,119	0.0
American International Group Inc.	03/15/2037	6.2	2,113	0.0
Federal National Mortgage Association	05/01/2041	4.0	2,103	0.0
Federal National Mortgage Association	12/01/2040	4.5	2,098	0.0
Federal Home Loan Mortgage Corp. REMIC	05/15/2036	0.6	2,096	0.0
Gerdau Trade Inc.	01/30/2021	5.8	2,095	0.0
Buckeye Tobacco Settlement Financing Authority	06/01/2030	5.9	2,084	0.0
Federal National Mortgage Association	06/01/2041	4.5	2,084	0.0
Illinois State	03/01/2015	4.5	2,083	0.0
Federal National Mortgage Association	03/01/2034	5.5	2,075	0.0
BM&FBovespa SA	07/16/2020	5.5	2,070	0.0
Nordea Bank AB	01/14/2014	2.1	2,061	0.0
American International Group Inc. MTN	01/16/2018	5.8	2,059	0.0
AstraZeneca plc	09/15/2017	5.9	2,056	0.0
BPCE SA	10/04/2013	2.4	2,035	0.0
Federal National Mortgage Association	10/01/2039	4.5	2,032	0.0
Federal Home Loan Mortgage Corp.	02/01/2034	6.0	2,032	0.0
Federal Home Loan Mortgage Corp.	04/01/2041	4.5	2,027	0.0
Federal National Mortgage Association	06/01/2041	4.5	2,021	0.0
Federal National Mortgage Association	08/01/2041	4.5	2,019	0.0
Bear Stearns Commercial Mortgage Securities	03/11/2039	5.4	2,015	0.0
Ally Financial Inc.	02/01/2012	7.0	2,010	0.0
Federal National Mortgage Association	04/01/2041	4.0	1,997	0.0
Federal National Mortgage Association	09/01/2040	4.0	1,993	0.0
Countrywide Financial Corporation MTN	05/07/2012	0.9	1,969	0.0
Federal National Mortgage Association	05/01/2041	4.5	1,968	0.0
Federal National Mortgage Association	01/01/2037	6.0	1,965	0.0
Federal Home Loan Mortgage Corp. REMIC	07/15/2019	0.4	1,965	0.0
Federal National Mortgage Association	09/01/2036	6.0	1,962	0.0
Federal National Mortgage Association	06/01/2039	4.5	1,960	0.0
Federal National Mortgage Association	03/01/2041	4.5	1,955	0.0
UAL 2009-1 Pass Through Trust	11/01/2016	10.4	1,954	0.0
Noble Group Ltd. MTN	08/05/2015	4.9	1,953	0.0
American International Group Inc. MTN	06/02/2014	4.9	1,951	0.0
Lehman Brothers Holdings Inc. MTN	04/03/2009	0.0	1,950	0.0
Leaseplan Corporation NV MTN	02/10/2012	3.1	1,947	0.0
Federal National Mortgage Association	02/01/2039	4.5	1,944	0.0
Federal Home Loan Mortgage Corp.	05/01/2041	4.5	1,941	0.0
Bear Stearns Alt-A Trust	05/25/2035	2.6	1,937	0.0
SLM Student Loan Trust	12/16/2019	2.9	1,934	0.0
Federal National Mortgage Association	01/01/2041	4.5	1,929	0.0
Ras Laffan Liquefied Natural Gas Co. Ltd. III	09/30/2027	5.8	1,926	0.0
Federal National Mortgage Association	07/01/2041	4.5	1,923	0.0
CIT Group Inc.	04/01/2014	5.2	1,902	0.0
Merrill Lynch/Countrywide Commercial Mortgage Trust	03/12/2051	5.5	1,901	0.0
Federal National Mortgage Association	01/01/2040	4.5	1,884	0.0
Asset Backed Funding Certificates	06/25/2035	0.8	1,880	0.0
Countrywide Home Loan Mortgage Pass Through Trust	11/25/2034	2.8	1,867	0.0
Federal Home Loan Mortgage Corp.	09/01/2040	4.5	1,862	0.0
MUFG Capital Finance 5 Ltd.	01/25/2017	6.3	1,845	0.0
Federal National Mortgage Association	03/01/2024	4.5	1,836	0.0
Province of Ontario Canada	09/15/2015	1.9	1,835	0.0
Federal National Mortgage Association	09/01/2036	6.0	1,830	0.0
Federal National Mortgage Association	07/01/2037	6.0	1,829	0.0
Federal National Mortgage Association	06/01/2040	4.5	1,825	0.0
American International Group Inc. MTN	03/20/2012	5.0	1,784	0.0
Federal National Mortgage Association	07/01/2040	4.5	1,782	0.0
Federal National Mortgage Association	11/01/2036	6.0	1,775	0.0
Federal National Mortgage Association	07/01/2041	4.5	1,766	0.0
JP Morgan Chase Commercial Mortgage Securities Corp.	02/15/2051	5.9	1,745	0.0
Wachovia Corporation	10/15/2016	5.6	1,744	0.0
Federal National Mortgage Association	07/01/2040	4.5	1,735	0.0
Citigroup Inc.	10/17/2012	5.3	1,728	0.0
HSBC Holdings plc	05/02/2036	6.5	1,723	0.0
Federal National Mortgage Association	02/01/2034	5.0	1,719	0.0
Federal National Mortgage Association	12/01/2039	4.5	1,715	0.0
Federal National Mortgage Association	02/01/2039	4.5	1,708	0.0
Gazprom Via White Nights Finance BV MTN	03/08/2014	10.5	1,691	0.0
Federal National Mortgage Association	12/01/2039	4.0	1,675	0.0
Federal National Mortgage Association	06/01/2040	5.5	1,656	0.0
Structured Asset Mortgage Investments Inc.	07/19/2035	0.5	1,653	0.0
Federal National Mortgage Association	09/01/2040	4.5	1,644	0.0
Bear Stearns Alt-A Trust	02/25/2034	0.5	1,643	0.0
Indymac Index Mortgage Loan Trust	01/25/2036	2.4	1,643	0.0
Federal National Mortgage Association	09/01/2036	6.0	1,643	0.0
Bank of America Corporation	09/01/2017	6.0	1,643	0.0
Federal National Mortgage Association	10/01/2040	4.5	1,631	0.0
GTL Trade Finance Inc.	10/20/2017	7.2	1,628	0.0
Panama Government International Bond	03/15/2015	7.2	1,621	0.0
Province of British Columbia Canada	06/18/2042	4.3	1,619	0.0
Peabody Energy Corp.	11/01/2026	7.9	1,616	0.0
Federal National Mortgage Association	07/01/2041	4.5	1,615	0.0
Federal National Mortgage Association	05/01/2041	4.5	1,609	0.0
Federal National Mortgage Association	08/01/2039	4.5	1,605	0.0
Federal National Mortgage Association	08/01/2041	4.5	1,596	0.0
International Lease Finance Corporation	05/15/2016	5.8	1,578	0.0
Federal National Mortgage Association	06/01/2041	4.5	1,577	0.0
Banc of America Funding Corporation	05/25/2035	2.7	1,573	0.0
Federal National Mortgage Association	12/01/2040	4.0	1,569	0.0
Federal National Mortgage Association	07/01/2037	6.0	1,565	0.0
Federal National Mortgage Association	10/01/2018	4.5	1,554	0.0
Federal National Mortgage Association	10/01/2036	6.0	1,549	0.0
Federal National Mortgage Association	03/01/2039	4.5	1,535	0.0
Federal National Mortgage Association	08/01/2041	4.5	1,527	0.0
MetLife Inc.	12/15/2036	6.4	1,522	0.0
American International Group Inc.	12/15/2020	6.4	1,516	0.0
Gazprom OAO Via Gaz Capital SA	07/31/2014	8.1	1,516	0.0
Federal National Mortgage Association	08/01/2041	4.5	1,489	0.0
Federal National Mortgage Association	04/01/2041	4.5	1,486	0.0
Federal National Mortgage Association	10/01/2040	4.5	1,486	0.0
Federal National Mortgage Association	09/01/2036	6.0	1,478	0.0
Federal National Mortgage Association	07/01/2041	4.5	1,478	0.0
Federal National Mortgage Association	05/01/2039	4.5	1,474	0.0
Federal National Mortgage Association	09/01/2037	6.0	1,472	0.0
Comcast Corporation	03/15/2037	6.4	1,460	0.0
Federal National Mortgage Association	10/01/2037	6.0	1,432	0.0
Federal National Mortgage Association	06/01/2041	4.5	1,422	0.0
Federal National Mortgage Association	08/01/2041	4.5	1,420	0.0
Federal National Mortgage Association	06/01/2037	5.5	1,413	0.0
AES Corporation	07/01/2021	7.4	1,407	0.0
Federal National Mortgage Association	08/01/2036	6.0	1,405	0.0
Comcast Corporation	02/15/2018	5.9	1,389	0.0
Federal National Mortgage Association	09/01/2038	6.0	1,382	0.0
Brazil Notas do Tesouro Nacional Série F	01/01/2017	10.0	1,365	0.0
Federal National Mortgage Association	08/01/2041	4.5	1,365	0.0
CoBank ACB	07/01/2011	7.8	1,350	0.0
Federal Home Loan Mortgage Corp.	05/01/2041	4.5	1,339	0.0
Lehman Brothers Holdings Inc. MTN	01/24/2013	5.6	1,338	0.0
Federal National Mortgage Association	07/01/2037	6.0	1,334	0.0
Federal National Mortgage Association	11/01/2036	6.0	1,328	0.0
Federal National Mortgage Association	03/01/2041	4.5	1,320	0.0
Morgan Stanley Capital I	03/12/2044	5.4	1,319	0.0
National Bank of Canada	10/19/2016	2.2	1,312	0.0
Federal Home Loan Mortgage Corp.	04/01/2040	4.5	1,301	0.0
Federal National Mortgage Association	08/01/2036	6.0	1,297	0.0
Federal National Mortgage Association	03/01/2041	4.5	1,294	0.0
American International Group Inc.	08/15/2018	8.2	1,273	0.0
Royal Bank of Scotland plc MTN	08/25/2014	4.9	1,273	0.0
Banco Santander Brasil SA MTN	04/06/2015	4.5	1,268	0.0
Federal National Mortgage Association	05/01/2041	4.5	1,266	0.0
Federal National Mortgage Association	06/01/2041	4.5	1,264	0.0
New York City Municipal Water Finance Authority	06/15/2042	6.0	1,261	0.0
Canadian Government Bond	06/01/2018	4.2	1,260	0.0
Federal National Mortgage Association	02/01/2023	4.5	1,253	0.0
Merrill Lynch Mortgage Investors Inc.	02/25/2036	0.5	1,246	0.0
Province of Quebec Canada	12/01/2019	4.5	1,227	0.0
Federal National Mortgage Association	11/01/2038	4.5	1,221	0.0
Federal National Mortgage Association	08/01/2041	4.5	1,220	0.0
Sydney Airport Finance Co. Pty Ltd.	02/22/2021	5.1	1,220	0.0
Federal National Mortgage Association	01/01/2037	6.0	1,216	0.0
Federal National Mortgage Association	04/01/2039	4.5	1,213	0.0
Federal National Mortgage Association	04/01/2037	6.0	1,191	0.0
Federal National Mortgage Association	03/01/2041	4.5	1,185	0.0
Federal National Mortgage Association	04/01/2041	4.5	1,185	0.0
Federal National Mortgage Association	06/01/2041	4.5	1,183	0.0
Springleaf Finance Corporation MTN	12/01/2015	5.4	1,172	0.0
Federal National Mortgage Association	08/01/2040	4.5	1,167	0.0
Federal National Mortgage Association	05/01/2041	4.5	1,141	0.0
Federal National Mortgage Association	08/01/2036	6.0	1,139	0.0
Federal National Mortgage Association	08/01/2040	4.5	1,134	0.0
Citigroup Inc.	07/02/2013	5.8	1,131	0.0
Federal National Mortgage Association	04/01/2041	4.5	1,128	0.0
Federal National Mortgage Association	08/01/2037	6.0	1,122	0.0
Federal National Mortgage Association	07/01/2041	4.5	1,117	0.0
Ford Motor Credit Co. LLC	05/15/2015	12.0	1,109	0.0
Russian Foreign Bond - Eurobond	04/29/2015	3.6	1,108	0.0
Federal National Mortgage Association	08/01/2039	6.0	1,094	0.0
ENN Energy Holdings Ltd.	05/13/2021	6.0	1,085	0.0
Federal National Mortgage Association	04/01/2023	4.5	1,085	0.0
Federal National Mortgage Association	09/01/2039	4.5	1,079	0.0
Federal National Mortgage Association	12/01/2038	6.0	1,077	0.0
Federal National Mortgage Association	05/01/2023	4.5	1,077	0.0
UBS AG	01/28/2014	1.4	1,072	0.0
Illinois State	03/01/2035	6.9	1,065	0.0
Federal National Mortgage Association	11/01/2040	4.5	1,063	0.0
Federal National Mortgage Association	10/01/2024	4.5	1,060	0.0
Federal National Mortgage Association	10/01/2041	4.0	1,049	0.0
Federal National Mortgage Association	10/01/2040	4.5	1,045	0.0
Federal National Mortgage Association	01/01/2041	4.5	1,040	0.0
HCA Inc.	02/15/2020	6.5	1,040	0.0
Federal National Mortgage Association	04/01/2041	4.5	1,040	0.0
Federal National Mortgage Association	07/01/2026	4.5	1,037	0.0
Federal National Mortgage Association	04/01/2023	4.5	1,035	0.0
Federal National Mortgage Association	11/01/2040	4.0	1,034	0.0
Federal Home Loan Mortgage Corp.	07/01/2041	4.5	1,030	0.0
Vale Overseas Ltd.	11/21/2036	6.9	1,029	0.0
Federal National Mortgage Association	04/01/2041	4.0	1,028	0.0
Harborview Mortgage Loan Trust	11/19/2034	0.7	1,026	0.0
Province of Quebec Canada	12/01/2022	3.5	1,022	0.0
Federal National Mortgage Association	05/01/2037	6.0	1,022	0.0
Vale Overseas Ltd.	01/23/2017	6.2	1,019	0.0
Westpac Banking Corporation	07/16/2014	0.9	1,012	0.0
Federal National Mortgage Association	08/01/2041	4.0	1,011	0.0
Federal National Mortgage Association	02/01/2039	4.0	1,007	0.0
American International Group Inc.	11/15/2017	6.8	1,003	0.0
Federal National Mortgage Association	04/01/2025	4.5	1,001	0.0
Federal National Mortgage Association	09/01/2040	4.0	992	0.0
Federal National Mortgage Association	11/01/2036	5.0	991	0.0
Federal National Mortgage Association	09/01/2040	4.5	990	0.0
Federal National Mortgage Association	09/01/2040	4.0	981	0.0
Federal National Mortgage Association	08/01/2037	6.0	976	0.0
Federal National Mortgage Association	12/01/2035	4.5	971	0.0
Ally Financial Inc.	02/11/2014	4.5	968	0.0
Federal National Mortgage Association	11/01/2039	4.5	967	0.0
Federal National Mortgage Association	04/01/2041	4.5	966	0.0
Province of Quebec Canada	07/29/2020	3.5	966	0.0
Federal National Mortgage Association	09/01/2037	6.0	961	0.0
Small Business Administration Participation Certificates	01/01/2021	6.3	953	0.0
Federal National Mortgage Association	05/01/2041	4.5	951	0.0
Federal National Mortgage Association	05/01/2041	4.5	951	0.0
Federal National Mortgage Association	04/01/2037	6.0	950	0.0
Federal National Mortgage Association	08/01/2040	4.5	944	0.0
Federal National Mortgage Association	02/01/2039	4.5	944	0.0
Federal National Mortgage Association	02/01/2037	6.0	941	0.0
Ally Financial Inc.	06/20/2014	4.0	940	0.0
Ford Motor Credit Co. LLC	08/02/2021	5.9	940	0.0
Gazprom OAO Via Gaz Capital SA	11/22/2016	6.2	934	0.0
Federal National Mortgage Association	08/01/2036	6.0	932	0.0
Federal National Mortgage Association	09/01/2037	6.0	931	0.0
Federal National Mortgage Association	08/01/2036	6.0	913	0.0
Federal National Mortgage Association	05/01/2037	5.0	913	0.0
TNK-BP Finance SA	03/20/2012	6.1	912	0.0
Federal National Mortgage Association	09/01/2039	4.5	909	0.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities	08/15/2032	3.3	905	0.0
Federal National Mortgage Association	03/01/2041	5.0	905	0.0
Federal National Mortgage Association	08/01/2040	4.5	903	0.0
Federal National Mortgage Association	01/01/2039	4.5	903	0.0
Federal National Mortgage Association	06/01/2040	4.5	901	0.0
Federal National Mortgage Association	05/01/2041	4.5	900	0.0
Federal National Mortgage Association	05/01/2039	4.5	897	0.0
Federal National Mortgage Association	03/01/2040	4.5	897	0.0
Federal National Mortgage Association	07/01/2040	4.5	897	0.0
Spain Government Bond	07/30/2040	4.9	896	0.0
Federal National Mortgage Association	05/01/2041	4.5	888	0.0
BCAP LLC Trust	03/26/2037	5.6	886	0.0
Lehman Brothers Holdings Inc. MTN	07/18/2011	0.0	884	0.0
Federal National Mortgage Association	10/01/2039	4.5	883	0.0
Volkswagen International Finance NV	04/01/2014	1.2	883	0.0
Federal National Mortgage Association	12/01/2038	6.0	879	0.0
Federal National Mortgage Association	09/01/2037	6.0	878	0.0
Federal National Mortgage Association	08/01/2039	4.5	877	0.0
Federal National Mortgage Association	04/01/2024	4.5	874	0.0
Federal Home Loan Mortgage Corp.	08/01/2040	4.5	868	0.0
Federal National Mortgage Association	02/01/2039	4.5	867	0.0
Federal National Mortgage Association	03/01/2041	4.5	866	0.0
Federal National Mortgage Association	10/01/2024	4.5	866	0.0
Federal National Mortgage Association	04/01/2041	4.5	865	0.0
Federal National Mortgage Association	01/01/2040	4.5	865	0.0
Sovereign Commercial Mortgage Securities Trust	07/22/2030	5.9	861	0.0
Federal National Mortgage Association	10/01/2039	4.5	859	0.0
Federal National Mortgage Association	06/01/2038	5.5	853	0.0
Federal National Mortgage Association	03/01/2041	5.0	850	0.0
American Home Mortgage Investment Trust	02/25/2045	2.3	847	0.0
Bear Stearns Alt-A Trust	09/25/2035	2.8	842	0.0
Federal National Mortgage Association	05/01/2041	4.5	839	0.0
Federal National Mortgage Association	10/01/2040	1.6	833	0.0
Federal National Mortgage Association	07/01/2041	4.5	829	0.0
Federal National Mortgage Association	02/01/2026	4.0	828	0.0
Federal National Mortgage Association	05/01/2041	4.5	823	0.0
Federal National Mortgage Association	04/01/2041	4.5	822	0.0
Federal National Mortgage Association	09/01/2035	5.0	818	0.0
American International Group Inc.	05/22/2038	8.6	818	0.0
Federal National Mortgage Association	09/01/2037	6.0	815	0.0
Federal National Mortgage Association	08/01/2037	6.0	814	0.0
CVS Pass-Through Trust	01/10/2030	6.9	812	0.0
JP Morgan Chase Capital XX	09/29/2036	6.6	808	0.0
Federal National Mortgage Association	04/01/2041	4.5	801	0.0
Federal National Mortgage Association	12/01/2038	4.5	798	0.0
Resona Bank Ltd.	04/15/2016	5.8	796	0.0
Federal National Mortgage Association	01/01/2041	4.0	794	0.0
Federal National Mortgage Association	05/01/2041	4.5	791	0.0
Federal National Mortgage Association	12/01/2040	4.0	791	0.0
Federal National Mortgage Association	06/01/2041	4.5	786	0.0
Federal National Mortgage Association	03/01/2039	4.5	786	0.0
Lehman Brothers Holdings Inc. MTN	11/10/2009	0.0	780	0.0
Federal National Mortgage Association	11/01/2036	5.5	777	0.0
Federal National Mortgage Association	09/01/2037	6.0	777	0.0
Federal Home Loan Mortgage Corp.	08/01/2040	4.5	772	0.0
Federal National Mortgage Association	02/01/2037	6.0	770	0.0
Federal National Mortgage Association	03/01/2037	5.0	770	0.0
Federal National Mortgage Association	08/01/2039	5.0	767	0.0
Federal National Mortgage Association	04/01/2040	5.0	766	0.0
Federal National Mortgage Association	07/01/2041	4.5	763	0.0
Federal National Mortgage Association	08/01/2041	4.5	762	0.0
Federal National Mortgage Association	05/01/2023	4.5	761	0.0
Federal National Mortgage Association	08/01/2024	4.5	761	0.0
Federal National Mortgage Association	08/01/2041	4.5	757	0.0
Credit Suisse Mortgage Capital Certificates	03/15/2039	5.7	754	0.0
Federal National Mortgage Association	09/01/2038	6.0	753	0.0
Federal National Mortgage Association	07/01/2033	5.0	752	0.0
Federal Home Loan Mortgage Corp.	04/01/2041	4.5	751	0.0
Federal National Mortgage Association	04/01/2041	4.5	747	0.0
Federal National Mortgage Association	07/01/2041	4.5	744	0.0
Federal National Mortgage Association	07/01/2040	4.5	742	0.0
Bear Stearns Commercial Mortgage Securities	02/11/2044	5.3	740	0.0
Federal National Mortgage Association	08/01/2037	6.0	739	0.0
Federal National Mortgage Association	06/01/2041	5.0	736	0.0
Federal National Mortgage Association	07/01/2041	4.5	735	0.0
Federal National Mortgage Association	08/01/2038	6.0	734	0.0
Federal National Mortgage Association	03/01/2026	4.5	730	0.0
Federal National Mortgage Association	05/01/2038	6.0	726	0.0
Ford Motor Credit Co. LLC	08/01/2012	7.5	723	0.0
Federal National Mortgage Association	07/01/2038	6.0	720	0.0
Government National Mortgage Association II	02/20/2032	1.8	712	0.0
Federal National Mortgage Association	07/01/2020	4.5	712	0.0
Federal National Mortgage Association	10/01/2039	5.5	711	0.0
Federal National Mortgage Association	06/01/2041	4.5	711	0.0
Qtel International Finance Ltd.	02/16/2021	4.8	709	0.0
Federal National Mortgage Association	01/01/2040	5.0	708	0.0
Federal National Mortgage Association	10/01/2037	6.0	706	0.0
Federal National Mortgage Association	09/01/2039	5.0	706	0.0
European Loan Conduit	05/15/2019	1.6	698	0.0
Federal National Mortgage Association	08/01/2041	4.5	696	0.0
Federal National Mortgage Association	11/01/2040	4.0	694	0.0
Federal National Mortgage Association	08/01/2041	4.5	688	0.0
Public Power Generation Agency	01/01/2041	7.2	688	0.0
Federal National Mortgage Association	08/01/2041	4.5	684	0.0
Federal National Mortgage Association	12/01/2040	4.5	684	0.0
Federal National Mortgage Association	07/01/2040	4.5	683	0.0
Federal National Mortgage Association	03/01/2037	5.0	683	0.0
Federal National Mortgage Association	05/01/2023	4.5	681	0.0
Federal National Mortgage Association	10/01/2036	6.0	679	0.0
Federal National Mortgage Association	08/01/2040	5.0	678	0.0
Federal National Mortgage Association	06/01/2041	4.5	676	0.0
Federal National Mortgage Association	11/01/2040	5.0	676	0.0
Federal National Mortgage Association	06/01/2041	5.0	674	0.0
Federal National Mortgage Association	06/01/2037	6.0	673	0.0
Federal National Mortgage Association	03/01/2041	4.5	670	0.0
Federal National Mortgage Association	07/01/2036	6.0	663	0.0
Federal National Mortgage Association	09/01/2040	5.0	662	0.0
Federal National Mortgage Association	07/01/2039	5.0	658	0.0
Federal National Mortgage Association	05/01/2037	6.0	655	0.0
Federal National Mortgage Association	08/01/2041	4.5	653	0.0
Federal National Mortgage Association	08/01/2041	4.5	651	0.0
Federal National Mortgage Association	08/01/2041	4.5	649	0.0
Federal National Mortgage Association	09/01/2038	6.0	649	0.0
Export-Import Bank of China Ltd.	07/21/2015	4.9	648	0.0
Federal National Mortgage Association	07/01/2036	6.0	648	0.0
Federal National Mortgage Association	06/01/2040	5.0	642	0.0
Federal National Mortgage Association	06/01/2041	4.5	639	0.0
Federal National Mortgage Association	10/01/2038	6.0	633	0.0
Federal National Mortgage Association	11/01/2041	4.0	632	0.0
Federal National Mortgage Association	04/01/2040	5.0	632	0.0
Federal National Mortgage Association	01/01/2039	4.5	632	0.0
Federal National Mortgage Association	12/01/2025	4.5	630	0.0
Federal National Mortgage Association	02/01/2014	4.5	622	0.0
Corp Nacional del Cobre de Chile	10/24/2036	6.2	621	0.0
Federal National Mortgage Association	10/01/2041	4.0	620	0.0
Federal National Mortgage Association	07/01/2041	4.5	618	0.0
Federal National Mortgage Association	01/01/2039	6.0	617	0.0
Federal National Mortgage Association	09/01/2039	4.5	616	0.0
Federal National Mortgage Association	06/01/2036	6.0	615	0.0
Federal National Mortgage Association	02/01/2036	5.0	614	0.0
Federal National Mortgage Association	12/01/2040	4.5	613	0.0
Federal National Mortgage Association	08/01/2040	4.5	613	0.0
Federal National Mortgage Association	07/01/2041	5.0	613	0.0
Federal National Mortgage Association	09/01/2036	6.0	612	0.0
Province of British Columbia Canada	12/18/2021	3.2	611	0.0
Federal National Mortgage Association	09/01/2041	5.0	610	0.0
Federal National Mortgage Association	03/01/2039	4.5	609	0.0
Federal National Mortgage Association	03/01/2041	4.5	604	0.0
Federal National Mortgage Association	09/01/2040	4.5	603	0.0
Federal National Mortgage Association	03/01/2041	4.0	603	0.0
Federal National Mortgage Association	05/01/2041	4.5	602	0.0
Federal National Mortgage Association	04/01/2038	5.0	600	0.0
Federal National Mortgage Association	09/01/2039	4.5	597	0.0
Federal National Mortgage Association	09/01/2040	4.5	596	0.0
Federal National Mortgage Association	09/01/2037	6.0	595	0.0
Federal National Mortgage Association	02/01/2039	4.5	594	0.0
Lehman Brothers Holdings Inc. MTN	05/02/2018	6.9	594	0.0
Federal National Mortgage Association	07/01/2026	4.5	593	0.0
Federal National Mortgage Association	11/01/2040	4.5	591	0.0
Federal National Mortgage Association	11/01/2038	6.0	585	0.0
Federal National Mortgage Association	05/01/2035	5.0	585	0.0
Federal National Mortgage Association	03/01/2039	4.5	584	0.0
Federal National Mortgage Association	02/01/2041	4.5	582	0.0
Federal National Mortgage Association	03/01/2034	5.5	582	0.0
Federal National Mortgage Association	01/01/2037	6.0	576	0.0
Federal National Mortgage Association	09/01/2037	6.0	576	0.0
Federal National Mortgage Association	03/01/2025	4.5	574	0.0
Interest Rate Swap Option 1 year	04/30/2012	0.0	573	0.0
Province of Ontario Canada	04/14/2020	4.4	571	0.0
Federal National Mortgage Association	10/01/2039	6.0	569	0.0
Federal National Mortgage Association	03/01/2040	4.5	566	0.0
Federal National Mortgage Association	09/01/2041	5.0	566	0.0
Federal National Mortgage Association	04/01/2037	5.0	566	0.0
Countrywide Home Loan Mortgage Pass Through Trust	02/20/2036	2.6	564	0.0
Federal National Mortgage Association	07/01/2041	4.5	563	0.0
Federal National Mortgage Association	05/01/2024	4.5	558	0.0
Federal National Mortgage Association	08/01/2036	6.0	558	0.0
LBG Capital No. 1 plc. MTN	12/17/2021	8.5	556	0.0
Federal National Mortgage Association	10/01/2038	6.0	555	0.0
Federal National Mortgage Association	06/01/2037	5.5	555	0.0
Federal National Mortgage Association	02/01/2037	5.0	554	0.0
Chicago Transit Authority	12/01/2021	6.3	553	0.0
Federal National Mortgage Association	05/01/2040	5.0	552	0.0
Federal National Mortgage Association	07/01/2040	4.5	550	0.0
Federal National Mortgage Association	04/01/2041	5.0	550	0.0
Federal National Mortgage Association	02/01/2041	4.5	549	0.0
Federal National Mortgage Association	10/01/2038	6.0	549	0.0
Federal National Mortgage Association	08/01/2036	6.0	548	0.0
Federal National Mortgage Association	11/01/2040	4.5	545	0.0
Federal National Mortgage Association	08/01/2036	6.0	545	0.0
Federal National Mortgage Association	06/01/2037	6.0	544	0.0
Federal National Mortgage Association	03/01/2037	6.0	543	0.0
Federal National Mortgage Association	08/01/2041	5.0	540	0.0
Federal National Mortgage Association	01/01/2041	4.0	539	0.0
Goldman Sachs Group Inc. MTN	05/02/2018	6.4	534	0.0
Federal National Mortgage Association	07/01/2037	5.0	532	0.0
Federal National Mortgage Association	10/01/2037	6.0	531	0.0
Federal National Mortgage Association	07/01/2039	6.0	531	0.0
Federal National Mortgage Association	02/01/2041	3.5	530	0.0
Federal National Mortgage Association	11/01/2021	3.3	530	0.0
Federal National Mortgage Association	11/01/2033	5.5	530	0.0
Federal National Mortgage Association	06/01/2041	4.5	529	0.0
Federal National Mortgage Association	09/01/2036	6.0	527	0.0
Federal National Mortgage Association	05/01/2024	6.0	523	0.0
Federal Home Loan Mortgage Corp.	02/01/2039	4.5	522	0.0
Federal National Mortgage Association	03/01/2041	4.5	521	0.0
Federal Home Loan Mortgage Corp.	12/01/2040	4.5	521	0.0
Federal National Mortgage Association	09/01/2041	5.0	518	0.0
Federal National Mortgage Association	09/01/2041	5.0	517	0.0
Federal National Mortgage Association	11/01/2039	5.0	517	0.0
Federal National Mortgage Association	07/01/2037	6.0	514	0.0
Federal National Mortgage Association	08/01/2040	4.5	512	0.0
Federal National Mortgage Association	02/01/2041	4.5	512	0.0
Federal National Mortgage Association	07/01/2041	4.5	509	0.0
Federal National Mortgage Association	04/01/2035	5.0	509	0.0
Federal National Mortgage Association	06/01/2041	4.5	509	0.0
Federal National Mortgage Association	06/01/2038	5.5	508	0.0
Federal National Mortgage Association	01/01/2041	4.0	508	0.0
Federal National Mortgage Association	02/01/2041	4.5	506	0.0
Federal National Mortgage Association	11/01/2040	4.5	506	0.0
Federal National Mortgage Association	07/01/2037	6.0	504	0.0
Federal National Mortgage Association	03/01/2041	4.5	504	0.0
Federal National Mortgage Association	03/01/2040	4.5	501	0.0
Federal National Mortgage Association	08/01/2041	4.5	496	0.0
Federal National Mortgage Association	01/01/2041	4.0	494	0.0
Federal National Mortgage Association	05/01/2037	5.0	494	0.0
Federal National Mortgage Association	05/01/2041	4.5	491	0.0
Federal National Mortgage Association	09/01/2040	4.5	490	0.0
Federal National Mortgage Association	03/01/2037	5.0	490	0.0
Federal National Mortgage Association	10/01/2036	6.0	489	0.0
Federal National Mortgage Association	01/01/2041	4.5	487	0.0
Federal National Mortgage Association	11/01/2036	6.0	486	0.0
Federal National Mortgage Association	12/25/2042	6.3	485	0.0
Federal National Mortgage Association	05/01/2040	5.0	482	0.0
Federal National Mortgage Association	04/01/2040	5.0	480	0.0
Federal National Mortgage Association	12/01/2040	4.5	480	0.0
Federal National Mortgage Association	01/01/2041	4.5	479	0.0
Federal Home Loan Mortgage Corp.	08/01/2035	5.1	478	0.0
Federal National Mortgage Association	03/01/2041	4.0	477	0.0
Federal National Mortgage Association	07/01/2041	4.5	474	0.0
Small Business Administration Participation Certificates	09/01/2023	5.1	474	0.0
Federal National Mortgage Association	08/01/2041	4.5	472	0.0
Federal National Mortgage Association	06/01/2041	4.5	472	0.0
Residential Funding Mortgage Securities I	02/25/2036	5.7	471	0.0
Morgan Stanley Capital I	10/15/2020	0.3	470	0.0
Federal National Mortgage Association	06/01/2024	4.0	470	0.0
Federal National Mortgage Association	09/01/2040	4.5	468	0.0
Federal National Mortgage Association	09/01/2040	4.5	465	0.0
Federal National Mortgage Association	05/01/2040	5.0	465	0.0
Federal National Mortgage Association	09/01/2041	5.0	465	0.0
State Street Capital Trust IV	06/15/2037	1.5	464	0.0
Federal National Mortgage Association	07/01/2035	6.0	461	0.0
Federal National Mortgage Association	08/01/2037	6.0	460	0.0
Federal National Mortgage Association	01/01/2040	5.0	460	0.0
Federal National Mortgage Association	05/01/2041	5.0	458	0.0
Federal National Mortgage Association	04/01/2041	4.5	457	0.0
Federal National Mortgage Association	06/01/2037	6.0	456	0.0
Federal National Mortgage Association	09/01/2037	6.0	456	0.0
Gazprom Via White Nights Finance BV MTN	03/25/2014	10.5	451	0.0
Federal National Mortgage Association	06/01/2037	6.0	450	0.0
Washington Mutual Pass Through Certificates	10/25/2045	0.6	450	0.0
Federal National Mortgage Association	06/01/2041	5.0	450	0.0
Federal National Mortgage Association	05/01/2041	4.5	448	0.0
Federal National Mortgage Association	02/01/2037	6.0	447	0.0
Federal National Mortgage Association	02/01/2025	4.5	447	0.0
Federal National Mortgage Association	06/01/2038	6.0	446	0.0
Federal National Mortgage Association	04/01/2024	4.5	445	0.0
Morgan Stanley Capital I	12/12/2049	5.8	442	0.0
Federal National Mortgage Association	07/01/2037	6.0	442	0.0
Morgan Stanley MTN	02/14/2017	5.8	442	0.0
Federal National Mortgage Association	04/01/2041	4.5	442	0.0
Federal National Mortgage Association	04/01/2041	4.5	441	0.0
Federal National Mortgage Association	06/01/2037	6.0	441	0.0
Federal National Mortgage Association	10/01/2040	4.5	438	0.0
Federal National Mortgage Association	07/01/2041	4.5	433	0.0
Federal National Mortgage Association	04/01/2037	6.0	433	0.0
Federal National Mortgage Association	08/01/2036	6.0	432	0.0
Federal National Mortgage Association	08/01/2037	6.0	430	0.0
Federal National Mortgage Association	07/01/2039	4.5	428	0.0
Federal National Mortgage Association	10/01/2038	6.0	428	0.0
Federal National Mortgage Association	05/01/2039	5.0	428	0.0
Federal National Mortgage Association	07/01/2040	4.5	427	0.0
Federal National Mortgage Association	04/01/2041	5.0	427	0.0
Federal National Mortgage Association	09/01/2037	6.0	426	0.0
Federal National Mortgage Association	03/01/2041	4.5	426	0.0
Federal National Mortgage Association	07/01/2039	5.0	424	0.0
Federal National Mortgage Association	08/01/2041	4.5	424	0.0
Verizon Communications Inc.	04/15/2013	5.2	422	0.0
Federal National Mortgage Association	08/01/2041	4.5	421	0.0
Federal National Mortgage Association	04/01/2040	4.5	420	0.0
Federal National Mortgage Association	06/01/2040	4.5	418	0.0
Federal National Mortgage Association	06/01/2037	6.0	416	0.0
Federal National Mortgage Association	07/01/2037	6.0	416	0.0
Federal National Mortgage Association	01/01/2041	5.0	415	0.0
Federal National Mortgage Association	08/01/2037	6.0	415	0.0
Federal National Mortgage Association	05/01/2041	4.5	415	0.0
Federal National Mortgage Association	07/01/2040	5.0	415	0.0
Federal National Mortgage Association	06/01/2040	5.0	414	0.0
Federal National Mortgage Association	06/01/2037	6.0	414	0.0
Federal National Mortgage Association	09/01/2038	6.0	413	0.0
Federal National Mortgage Association	11/01/2035	5.0	412	0.0
Federal National Mortgage Association	02/01/2037	6.0	412	0.0
Federal National Mortgage Association	12/01/2036	5.0	411	0.0
Federal National Mortgage Association	06/01/2040	5.0	410	0.0
Federal National Mortgage Association	04/01/2039	4.5	410	0.0
Federal National Mortgage Association	04/01/2039	4.5	406	0.0
Qtel International Finance Ltd.	10/14/2016	3.4	405	0.0
Federal National Mortgage Association	07/01/2039	4.5	403	0.0
Federal National Mortgage Association	06/01/2036	6.0	400	0.0
American Express Bank FSB	06/12/2012	0.4	399	0.0
Federal National Mortgage Association	05/01/2037	6.0	398	0.0
Federal National Mortgage Association	08/01/2036	6.0	397	0.0
Federal National Mortgage Association	10/01/2036	5.0	395	0.0
Federal National Mortgage Association	08/01/2037	6.0	394	0.0
Federal National Mortgage Association	05/01/2023	4.5	393	0.0
Federal National Mortgage Association	10/01/2040	4.5	393	0.0
Federal National Mortgage Association	02/01/2037	6.0	393	0.0
Federal National Mortgage Association	11/01/2036	5.5	391	0.0
Bear Stearns Adjustable Rate Mortgage Trust	04/25/2033	2.7	390	0.0
Federal National Mortgage Association	07/01/2037	6.0	388	0.0
Federal National Mortgage Association	07/01/2038	6.0	387	0.0
Federal National Mortgage Association	10/01/2038	6.0	385	0.0
Lehman Brothers Holdings Inc. MTN	06/27/2014	5.1	384	0.0
Federal National Mortgage Association	10/01/2035	6.0	383	0.0
Federal National Mortgage Association	07/01/2038	6.0	383	0.0
Federal National Mortgage Association	07/01/2040	4.5	381	0.0
Federal National Mortgage Association	05/01/2034	5.5	380	0.0
Federal National Mortgage Association	11/01/2033	5.5	380	0.0
Federal National Mortgage Association	09/01/2040	4.5	375	0.0
Federal National Mortgage Association	09/01/2038	6.0	373	0.0
Federal National Mortgage Association	12/01/2024	4.5	373	0.0
Federal National Mortgage Association	07/01/2037	5.0	372	0.0
Federal National Mortgage Association	06/01/2036	6.0	371	0.0
Federal National Mortgage Association	07/01/2036	6.0	370	0.0
Federal National Mortgage Association	07/01/2030	5.0	368	0.0
Federal National Mortgage Association	09/01/2040	4.0	368	0.0
Federal National Mortgage Association	03/01/2041	5.0	367	0.0
Federal National Mortgage Association	09/01/2036	6.0	366	0.0
Federal National Mortgage Association	08/01/2039	4.5	363	0.0
Federal National Mortgage Association	10/01/2037	6.0	363	0.0
Federal National Mortgage Association	10/01/2038	6.0	362	0.0
Federal National Mortgage Association	04/01/2041	4.5	361	0.0
Federal National Mortgage Association	05/01/2039	4.5	360	0.0
Federal National Mortgage Association	08/01/2036	6.0	353	0.0
Federal National Mortgage Association	07/01/2041	4.5	350	0.0
Federal National Mortgage Association	11/01/2036	6.0	349	0.0
Federal National Mortgage Association	09/01/2040	4.5	349	0.0
Federal National Mortgage Association	12/01/2040	4.5	347	0.0
Federal National Mortgage Association	11/01/2036	6.0	347	0.0
Federal National Mortgage Association REMIC	05/25/2035	2.4	346	0.0
Federal National Mortgage Association	09/01/2036	6.0	345	0.0
Federal National Mortgage Association	10/01/2038	5.0	345	0.0
Federal National Mortgage Association	07/01/2040	4.5	341	0.0
Federal National Mortgage Association	10/01/2036	6.0	339	0.0
Federal National Mortgage Association	03/01/2029	4.5	339	0.0
Federal National Mortgage Association	08/01/2038	6.0	338	0.0
MLCC Mortgage Investors Inc.	11/25/2035	0.5	337	0.0
Federal National Mortgage Association	07/01/2037	6.0	336	0.0
Federal National Mortgage Association	07/01/2041	4.5	335	0.0
Federal National Mortgage Association	08/01/2037	6.0	335	0.0
Federal National Mortgage Association	07/01/2037	6.0	334	0.0
Federal National Mortgage Association	10/01/2040	4.5	333	0.0
Chicago Transit Authority	12/01/2021	6.3	332	0.0
Province of Quebec Canada	12/01/2016	4.5	332	0.0
Federal National Mortgage Association	06/01/2036	6.0	330	0.0
Federal National Mortgage Association	06/01/2037	6.0	329	0.0
Federal National Mortgage Association	08/01/2036	6.0	329	0.0
Federal National Mortgage Association	09/01/2040	4.5	328	0.0
Federal National Mortgage Association	04/01/2041	5.0	326	0.0
Federal National Mortgage Association	10/01/2036	6.0	324	0.0
Federal Home Loan Mortgage Corp.	05/01/2035	6.0	324	0.0
Greenwich Capital Commercial Funding Corp.	08/10/2042	4.8	323	0.0
Federal National Mortgage Association	04/01/2037	6.0	323	0.0
Federal National Mortgage Association	04/01/2040	4.5	322	0.0
Federal National Mortgage Association	05/01/2040	4.5	322	0.0
Federal National Mortgage Association	02/01/2040	4.5	322	0.0
Federal National Mortgage Association	10/01/2038	6.0	320	0.0
Federal National Mortgage Association	07/01/2041	4.5	320	0.0
Federal National Mortgage Association	03/01/2039	4.5	319	0.0
Federal National Mortgage Association	06/01/2041	4.5	318	0.0
Federal National Mortgage Association	12/01/2036	6.0	314	0.0
Harborview Mortgage Loan Trust	05/19/2035	0.5	312	0.0
Federal National Mortgage Association	07/01/2041	4.5	312	0.0
Federal National Mortgage Association	08/01/2038	6.0	311	0.0
Federal National Mortgage Association	09/01/2037	6.0	311	0.0
Federal National Mortgage Association	10/01/2024	4.5	311	0.0
Federal National Mortgage Association	03/01/2037	6.0	310	0.0
Federal National Mortgage Association	11/01/2025	4.5	308	0.0
Federal National Mortgage Association	05/01/2041	4.5	307	0.0
Federal National Mortgage Association	10/01/2040	4.5	307	0.0
Federal National Mortgage Association	06/01/2037	6.0	305	0.0
Federal National Mortgage Association	10/01/2036	6.0	305	0.0
Federal National Mortgage Association	07/01/2040	4.0	305	0.0
Federal National Mortgage Association	07/01/2039	4.5	304	0.0
Morgan Stanley MTN	01/16/2017	2.0	302	0.0
Federal National Mortgage Association	06/01/2038	6.0	302	0.0
Qwest Corporation	06/15/2023	7.5	302	0.0
Federal National Mortgage Association	01/01/2041	4.5	301	0.0
Federal National Mortgage Association	09/01/2036	6.0	300	0.0
Federal National Mortgage Association	06/01/2038	6.0	299	0.0
Federal National Mortgage Association	04/01/2039	4.5	296	0.0
Federal National Mortgage Association	06/01/2041	4.5	293	0.0
Federal National Mortgage Association	12/01/2036	6.0	293	0.0
Federal National Mortgage Association	07/01/2037	6.0	292	0.0
Federal National Mortgage Association	05/01/2034	5.5	292	0.0
Federal National Mortgage Association	10/01/2036	6.0	290	0.0
Federal National Mortgage Association	12/01/2036	6.0	288	0.0
Federal National Mortgage Association	02/01/2041	4.5	288	0.0
American International Group Inc. MTN	05/18/2017	5.4	287	0.0
Federal National Mortgage Association	02/01/2024	6.0	287	0.0
Federal National Mortgage Association	07/01/2039	4.5	286	0.0
Lehman Brothers Holdings Inc. MTN	05/25/2010	0.0	286	0.0
Federal National Mortgage Association	05/01/2040	4.5	286	0.0
Federal National Mortgage Association	06/01/2033	5.0	285	0.0
Federal National Mortgage Association	02/01/2038	5.0	284	0.0
Federal National Mortgage Association	10/01/2041	5.0	284	0.0
Federal National Mortgage Association	11/01/2036	6.0	284	0.0
Federal National Mortgage Association	09/01/2038	6.0	282	0.0
Federal National Mortgage Association	04/01/2037	6.0	280	0.0
Federal National Mortgage Association	07/01/2041	4.5	280	0.0
Federal National Mortgage Association	10/01/2039	4.5	277	0.0
Federal National Mortgage Association	08/01/2036	6.0	277	0.0
Federal National Mortgage Association	11/01/2036	6.0	275	0.0
Federal National Mortgage Association	07/01/2033	5.0	275	0.0
Federal National Mortgage Association	02/01/2025	4.5	274	0.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities	02/25/2045	1.4	272	0.0
Federal National Mortgage Association	11/01/2038	6.0	272	0.0
Federal National Mortgage Association	09/01/2036	6.0	271	0.0
Federal National Mortgage Association	04/01/2038	6.0	271	0.0
Federal National Mortgage Association	12/01/2038	6.0	271	0.0
Federal National Mortgage Association	02/01/2041	4.5	269	0.0
Federal National Mortgage Association	08/01/2041	4.5	269	0.0
Federal National Mortgage Association	06/01/2039	4.5	267	0.0
Federal National Mortgage Association	03/01/2037	6.0	265	0.0
Federal National Mortgage Association	12/01/2018	4.5	264	0.0
Federal National Mortgage Association	08/01/2038	5.5	264	0.0
Federal National Mortgage Association	12/01/2040	4.5	263	0.0
Federal National Mortgage Association	09/01/2037	6.0	262	0.0
Federal National Mortgage Association	01/01/2018	4.5	257	0.0
Federal National Mortgage Association	07/01/2036	6.0	256	0.0
Federal National Mortgage Association	12/01/2036	6.0	256	0.0
Federal National Mortgage Association	09/01/2037	6.0	255	0.0
Federal National Mortgage Association	10/01/2037	6.0	254	0.0
Federal National Mortgage Association	04/01/2036	5.0	252	0.0
Federal National Mortgage Association	02/01/2034	5.5	249	0.0
Federal National Mortgage Association	10/01/2039	4.5	248	0.0
Federal National Mortgage Association	08/01/2036	6.0	247	0.0
Federal National Mortgage Association	08/01/2036	6.0	246	0.0
Federal National Mortgage Association	08/01/2038	6.0	246	0.0
Federal National Mortgage Association	04/01/2041	4.5	246	0.0
Federal National Mortgage Association	06/01/2037	5.5	245	0.0
Federal National Mortgage Association	11/01/2036	6.0	244	0.0
Federal National Mortgage Association	09/01/2036	6.0	243	0.0
Federal National Mortgage Association	06/01/2037	6.0	243	0.0
Federal National Mortgage Association	06/01/2037	6.0	242	0.0
Federal National Mortgage Association	06/01/2038	4.5	241	0.0
Federal National Mortgage Association	06/01/2036	6.0	240	0.0
Federal Home Loan Mortgage Corp. REMIC	08/15/2022	8.0	240	0.0
Federal National Mortgage Association	10/01/2038	6.0	240	0.0
Federal National Mortgage Association	03/01/2036	6.0	240	0.0
Federal National Mortgage Association	03/01/2037	6.0	239	0.0
Federal National Mortgage Association	02/01/2038	5.0	237	0.0
Federal National Mortgage Association	04/01/2013	4.5	237	0.0
Federal National Mortgage Association	10/01/2036	6.0	234	0.0
El Paso Corporation MTN	10/15/2030	8.0	234	0.0
Federal National Mortgage Association	07/01/2037	6.0	233	0.0
Federal National Mortgage Association	09/01/2040	4.5	233	0.0
Anheuser-Busch Cos Inc.	01/15/2018	5.5	231	0.0
Federal National Mortgage Association	05/01/2041	4.5	231	0.0
Federal National Mortgage Association	08/01/2037	6.0	228	0.0
Federal National Mortgage Association	10/01/2036	6.0	226	0.0
Federal National Mortgage Association	04/01/2038	6.0	226	0.0
Federal National Mortgage Association	07/01/2036	6.0	221	0.0
Federal National Mortgage Association	09/01/2036	6.0	221	0.0
Federal National Mortgage Association	08/01/2037	6.0	221	0.0
Federal National Mortgage Association	07/01/2041	4.5	219	0.0
Securitized Asset Backed Receivables LLC Trust	12/25/2036	0.4	217	0.0
Federal National Mortgage Association	09/01/2041	5.0	216	0.0
UFJ Finance Aruba AEC	07/15/2013	6.8	214	0.0
Federal National Mortgage Association	06/01/2036	6.0	214	0.0
Gazprom OAO Via RBS AG	03/01/2013	9.6	214	0.0
Federal National Mortgage Association	03/01/2024	4.5	213	0.0
Federal National Mortgage Association	10/01/2035	5.0	213	0.0
Federal National Mortgage Association	12/01/2039	4.5	211	0.0
Federal National Mortgage Association	07/01/2037	6.0	211	0.0
Federal National Mortgage Association	08/01/2036	6.0	210	0.0
Federal National Mortgage Association	08/01/2040	4.5	210	0.0
Federal National Mortgage Association	06/01/2041	4.5	209	0.0
Federal National Mortgage Association	04/01/2041	4.0	208	0.0
Federal National Mortgage Association	09/01/2037	6.0	208	0.0
Federal National Mortgage Association	06/01/2037	5.0	207	0.0
Federal National Mortgage Association	09/01/2025	4.0	207	0.0
Federal National Mortgage Association	03/01/2034	5.5	207	0.0
Federal National Mortgage Association	04/01/2024	4.0	205	0.0
Federal National Mortgage Association	01/01/2034	5.5	203	0.0
Federal National Mortgage Association	07/01/2041	4.5	203	0.0
Federal National Mortgage Association	06/01/2041	4.5	202	0.0
Ally Financial Inc.	12/01/2014	6.8	202	0.0
Federal National Mortgage Association	01/01/2037	6.0	201	0.0
Federal National Mortgage Association	10/01/2036	6.0	200	0.0
Federal National Mortgage Association	10/01/2036	6.0	200	0.0
Federal National Mortgage Association	09/01/2040	4.5	199	0.0
Federal National Mortgage Association	04/01/2041	4.5	198	0.0
Federal National Mortgage Association	06/01/2036	6.0	198	0.0
Federal National Mortgage Association	02/01/2037	5.0	198	0.0
Federal National Mortgage Association	04/01/2041	4.5	197	0.0
Federal National Mortgage Association	09/01/2036	6.0	196	0.0
Federal National Mortgage Association	11/01/2040	4.5	195	0.0
Federal National Mortgage Association	09/01/2037	6.0	195	0.0
Federal National Mortgage Association	04/01/2041	4.0	194	0.0
Federal National Mortgage Association	10/01/2038	6.0	193	0.0
Federal National Mortgage Association	05/01/2035	5.0	193	0.0
Federal National Mortgage Association	02/01/2037	6.0	191	0.0
Federal National Mortgage Association	07/01/2034	5.0	189	0.0
Federal National Mortgage Association	03/01/2025	4.5	189	0.0
Federal National Mortgage Association	06/01/2037	5.0	188	0.0
Federal National Mortgage Association	11/01/2037	6.0	188	0.0
Federal National Mortgage Association	01/01/2037	6.0	188	0.0
Federal National Mortgage Association	09/01/2038	6.0	187	0.0
Federal National Mortgage Association	07/01/2039	4.5	186	0.0
Federal National Mortgage Association	08/01/2036	6.0	184	0.0
Federal National Mortgage Association	12/01/2039	4.5	183	0.0
Federal National Mortgage Association	10/01/2036	6.0	182	0.0
Federal National Mortgage Association	10/01/2034	5.0	182	0.0
Federal National Mortgage Association	07/01/2037	6.0	181	0.0
SLM Student Loan Trust	01/25/2015	0.7	181	0.0
Federal National Mortgage Association	05/01/2040	4.5	180	0.0
Federal National Mortgage Association	09/01/2037	6.0	180	0.0
Federal National Mortgage Association	12/01/2036	6.0	180	0.0
Federal National Mortgage Association	03/01/2034	5.5	178	0.0
Federal National Mortgage Association	06/01/2035	5.5	178	0.0
Federal National Mortgage Association	10/01/2036	6.0	176	0.0
Federal National Mortgage Association	09/01/2037	6.0	175	0.0
Federal National Mortgage Association	07/01/2034	5.5	175	0.0
Federal National Mortgage Association	02/01/2037	6.0	175	0.0
Federal National Mortgage Association	06/01/2040	5.0	174	0.0
Government National Mortgage Association II	11/20/2029	2.1	174	0.0
Federal National Mortgage Association	11/01/2034	5.5	174	0.0
Federal National Mortgage Association	09/01/2040	4.5	174	0.0
Federal National Mortgage Association	07/01/2036	6.0	173	0.0
Federal National Mortgage Association	10/01/2035	6.0	172	0.0
Federal National Mortgage Association	06/01/2041	5.0	172	0.0
Federal National Mortgage Association	01/01/2037	6.0	172	0.0
Federal National Mortgage Association	10/01/2035	6.0	171	0.0
Federal National Mortgage Association	09/01/2033	5.5	170	0.0
Federal National Mortgage Association	11/01/2024	4.5	170	0.0
Federal National Mortgage Association	06/01/2038	6.0	169	0.0
Federal National Mortgage Association	08/01/2023	6.0	168	0.0
Federal National Mortgage Association	04/01/2041	4.5	166	0.0
Federal Home Loan Mortgage Corp.	01/01/2039	4.5	166	0.0
Federal National Mortgage Association	08/01/2040	4.5	166	0.0
Federal National Mortgage Association	03/01/2040	4.5	166	0.0
Federal National Mortgage Association	04/01/2035	5.5	165	0.0
Federal National Mortgage Association	03/01/2041	4.0	163	0.0
Federal National Mortgage Association	09/01/2039	4.5	162	0.0
Federal National Mortgage Association	01/01/2035	5.5	161	0.0
Federal National Mortgage Association	07/01/2037	6.0	160	0.0
Federal National Mortgage Association	10/01/2036	6.0	159	0.0
Federal National Mortgage Association	11/01/2038	6.0	158	0.0
Federal National Mortgage Association	09/01/2034	5.5	158	0.0
Federal National Mortgage Association	03/01/2034	5.5	157	0.0
Federal National Mortgage Association	04/01/2029	4.5	157	0.0
Federal National Mortgage Association	08/01/2036	6.0	156	0.0
Federal National Mortgage Association	07/01/2041	4.0	154	0.0
Federal National Mortgage Association	09/01/2041	4.5	153	0.0
Federal National Mortgage Association	04/01/2036	5.0	153	0.0
Federal National Mortgage Association	09/01/2037	6.0	151	0.0
Federal National Mortgage Association	10/01/2038	6.0	151	0.0
Federal National Mortgage Association	04/01/2017	6.0	150	0.0
Federal National Mortgage Association	10/01/2036	6.0	148	0.0
Government National Mortgage Association II	09/20/2024	2.0	148	0.0
Federal National Mortgage Association	06/01/2037	6.0	147	0.0
Federal National Mortgage Association	12/01/2024	4.5	146	0.0
Federal National Mortgage Association	10/01/2040	4.5	146	0.0
Federal National Mortgage Association	09/01/2027	5.5	145	0.0
Federal National Mortgage Association	03/01/2035	4.5	144	0.0
Federal National Mortgage Association	01/01/2037	6.0	143	0.0
Federal National Mortgage Association	05/01/2041	4.5	142	0.0
Federal National Mortgage Association	08/01/2036	6.0	142	0.0
Federal National Mortgage Association	11/01/2041	4.0	141	0.0
Federal National Mortgage Association	02/01/2039	4.5	138	0.0
Federal National Mortgage Association	08/01/2036	6.0	137	0.0
Federal National Mortgage Association	08/01/2036	6.0	137	0.0
Federal National Mortgage Association	04/01/2041	4.5	136	0.0
Federal Home Loan Mortgage Corp. REMIC	11/15/2030	0.7	134	0.0
Federal National Mortgage Association	09/01/2040	4.5	134	0.0
Federal National Mortgage Association	06/01/2037	6.0	133	0.0
Federal National Mortgage Association	01/01/2037	6.0	133	0.0
Federal National Mortgage Association	07/01/2037	6.0	132	0.0
Countrywide Asset-Backed Certificates	12/25/2031	0.8	132	0.0
Federal National Mortgage Association	07/01/2036	6.0	132	0.0
Federal National Mortgage Association	05/01/2037	6.0	132	0.0
Federal National Mortgage Association	12/01/2033	5.5	130	0.0
Federal National Mortgage Association	04/01/2041	4.5	129	0.0
Federal National Mortgage Association	02/01/2040	4.5	127	0.0
Federal National Mortgage Association	07/01/2026	4.5	126	0.0
Federal National Mortgage Association	02/01/2034	5.5	125	0.0
Government National Mortgage Association II	08/20/2022	2.0	125	0.0
Federal National Mortgage Association	01/01/2035	5.5	125	0.0
GSAMP Trust	12/25/2036	0.4	125	0.0
Federal National Mortgage Association	04/01/2039	4.5	123	0.0
Federal National Mortgage Association	07/01/2041	4.5	123	0.0
Federal National Mortgage Association	06/01/2040	4.5	123	0.0
Federal National Mortgage Association	11/01/2040	4.5	122	0.0
Federal National Mortgage Association	10/01/2037	5.0	122	0.0
Federal National Mortgage Association	07/01/2035	6.0	121	0.0
Federal National Mortgage Association	07/01/2036	6.0	119	0.0
Federal National Mortgage Association	09/01/2041	4.0	118	0.0
Federal National Mortgage Association	03/01/2034	5.5	116	0.0
Federal National Mortgage Association	08/01/2040	5.0	115	0.0
Government National Mortgage Association II	07/20/2027	1.6	115	0.0
Federal National Mortgage Association	02/01/2039	4.5	114	0.0
Federal National Mortgage Association	12/01/2036	6.0	114	0.0
Federal National Mortgage Association	05/01/2040	4.5	114	0.0
Federal National Mortgage Association	09/01/2040	4.5	114	0.0
Credit-Based Asset Servicing & Securitization LLC	11/25/2036	0.4	112	0.0
Federal National Mortgage Association	07/01/2037	6.0	112	0.0
Federal National Mortgage Association	09/01/2030	4.5	112	0.0
Federal National Mortgage Association	04/01/2037	6.0	111	0.0
Federal National Mortgage Association	06/01/2037	5.0	109	0.0
Federal National Mortgage Association	03/01/2034	5.5	109	0.0
China Development Bank Corporation	10/15/2015	5.0	109	0.0
Federal National Mortgage Association	09/01/2041	5.0	108	0.0
Federal National Mortgage Association	07/01/2037	6.0	107	0.0
Federal National Mortgage Association	04/01/2041	4.5	107	0.0
Federal National Mortgage Association	11/01/2040	4.5	106	0.0
Federal National Mortgage Association	03/01/2041	4.0	105	0.0
Federal National Mortgage Association	06/01/2040	5.0	104	0.0
Federal National Mortgage Association	11/01/2036	6.0	104	0.0
Federal National Mortgage Association	06/01/2037	5.0	103	0.0
Federal National Mortgage Association	02/01/2034	5.5	103	0.0
Federal National Mortgage Association	07/01/2035	5.0	103	0.0
Federal National Mortgage Association	06/01/2037	6.0	103	0.0
Federal National Mortgage Association	11/01/2036	6.0	103	0.0
Federal National Mortgage Association	07/01/2035	5.0	102	0.0
Federal National Mortgage Association	08/01/2040	4.5	102	0.0
Federal National Mortgage Association	03/01/2034	5.5	102	0.0
Federal National Mortgage Association	06/01/2041	4.5	101	0.0
Federal National Mortgage Association	02/01/2041	4.0	100	0.0
Federal National Mortgage Association	04/01/2038	4.5	99	0.0
Federal National Mortgage Association	04/01/2041	4.5	99	0.0
Federal National Mortgage Association	07/01/2036	6.0	98	0.0
Federal National Mortgage Association	11/01/2040	4.5	98	0.0
Federal National Mortgage Association	09/01/2038	6.0	97	0.0
Gazprom Via Gazprom International SA	02/01/2020	7.2	97	0.0
Federal National Mortgage Association	05/01/2037	5.0	96	0.0
Federal National Mortgage Association	12/01/2036	6.0	96	0.0
Federal National Mortgage Association	05/01/2041	5.0	96	0.0
Federal National Mortgage Association	05/01/2040	4.5	96	0.0
Federal National Mortgage Association	07/01/2040	4.5	96	0.0
Federal National Mortgage Association	08/01/2038	6.0	95	0.0
Federal National Mortgage Association	05/01/2017	6.0	95	0.0
Federal National Mortgage Association	06/01/2041	4.5	94	0.0
Federal National Mortgage Association	04/01/2024	4.5	94	0.0
Federal National Mortgage Association	07/01/2041	4.5	94	0.0
Federal National Mortgage Association	01/01/2037	5.0	94	0.0
Federal National Mortgage Association	05/01/2037	5.0	94	0.0
Federal National Mortgage Association	07/01/2036	6.0	92	0.0
Federal National Mortgage Association	07/01/2040	5.0	90	0.0
Federal National Mortgage Association	01/01/2037	6.0	89	0.0
Federal National Mortgage Association	04/01/2038	5.0	89	0.0
Federal National Mortgage Association	06/01/2027	6.0	89	0.0
Federal National Mortgage Association	02/01/2034	5.5	88	0.0
Federal National Mortgage Association	02/01/2038	4.5	88	0.0
Federal National Mortgage Association	02/01/2041	4.5	87	0.0
Federal National Mortgage Association	05/01/2041	4.5	87	0.0
Federal National Mortgage Association	04/01/2024	4.5	86	0.0
Federal National Mortgage Association	02/01/2041	4.5	85	0.0
Federal National Mortgage Association	10/01/2041	5.0	85	0.0
Federal National Mortgage Association	02/01/2041	4.5	84	0.0
Federal National Mortgage Association	09/01/2039	5.0	83	0.0
Federal National Mortgage Association	04/01/2041	4.5	83	0.0
Federal National Mortgage Association	02/01/2039	4.5	83	0.0
Federal Home Loan Mortgage Corp.	05/01/2031	6.0	82	0.0
Federal National Mortgage Association	05/01/2041	4.5	82	0.0
Long Beach Mortgage Loan Trust	10/25/2034	0.9	82	0.0
Federal National Mortgage Association	03/01/2040	6.0	80	0.0
Federal National Mortgage Association	08/01/2037	6.0	79	0.0
Federal National Mortgage Association	06/01/2041	4.5	79	0.0
Federal National Mortgage Association	01/01/2039	6.0	78	0.0
Federal National Mortgage Association	08/01/2041	4.5	78	0.0
Federal National Mortgage Association	07/01/2036	6.0	77	0.0
Federal National Mortgage Association	06/01/2038	6.0	77	0.0
Federal National Mortgage Association	09/01/2039	4.5	77	0.0
Federal National Mortgage Association	09/01/2039	4.5	77	0.0
Federal National Mortgage Association	01/01/2037	6.0	77	0.0
Government National Mortgage Association II	03/20/2017	2.4	77	0.0
Federal National Mortgage Association	09/01/2040	4.5	76	0.0
Federal National Mortgage Association	10/01/2040	4.5	75	0.0
Federal National Mortgage Association	03/01/2041	4.5	74	0.0
Federal National Mortgage Association	09/01/2035	6.0	74	0.0
Federal National Mortgage Association	08/01/2036	6.0	74	0.0
Federal Home Loan Mortgage Corp.	07/01/2016	6.0	74	0.0
Federal National Mortgage Association	06/01/2037	6.0	73	0.0
Federal National Mortgage Association	06/01/2035	5.0	73	0.0
Federal National Mortgage Association	06/01/2037	6.0	73	0.0
Federal National Mortgage Association	09/01/2040	4.5	72	0.0
Federal National Mortgage Association	11/01/2040	4.5	71	0.0
Federal National Mortgage Association	10/01/2037	6.0	71	0.0
Federal National Mortgage Association	07/01/2037	6.0	71	0.0
Government National Mortgage Association II	09/20/2023	1.6	70	0.0
Federal National Mortgage Association	09/01/2036	6.0	70	0.0
Federal National Mortgage Association	03/01/2037	6.0	69	0.0
Federal National Mortgage Association	09/01/2040	4.5	69	0.0
Federal National Mortgage Association	03/01/2041	4.5	67	0.0
Federal National Mortgage Association	11/01/2038	6.0	66	0.0
Federal National Mortgage Association	02/01/2029	5.5	65	0.0
Federal Home Loan Mortgage Corp.	09/01/2016	6.0	65	0.0
Federal National Mortgage Association	02/01/2040	4.5	65	0.0
Federal National Mortgage Association	11/01/2036	6.0	65	0.0
Bear Stearns Adjustable Rate Mortgage Trust	11/25/2030	3.1	64	0.0
Federal National Mortgage Association	01/01/2040	5.0	64	0.0
Federal National Mortgage Association	02/01/2034	5.0	64	0.0
Federal National Mortgage Association	03/01/2037	6.0	64	0.0
Government National Mortgage Association II	11/20/2025	2.1	63	0.0
Federal National Mortgage Association	06/01/2037	5.0	63	0.0
Federal National Mortgage Association	01/01/2036	5.0	63	0.0
Federal National Mortgage Association	12/01/2036	6.0	63	0.0
Federal National Mortgage Association	11/01/2036	6.0	63	0.0
Federal National Mortgage Association	10/01/2036	6.0	62	0.0
Federal National Mortgage Association	11/01/2035	5.0	62	0.0
Federal National Mortgage Association	07/01/2025	4.5	62	0.0
Federal National Mortgage Association	09/01/2036	6.0	61	0.0
Federal National Mortgage Association	08/01/2041	4.5	61	0.0
Federal National Mortgage Association	12/01/2041	4.0	61	0.0
Federal National Mortgage Association	09/01/2039	5.0	61	0.0
Federal National Mortgage Association	04/01/2041	4.5	61	0.0
Federal National Mortgage Association	06/01/2039	6.0	60	0.0
Federal National Mortgage Association	06/01/2037	6.0	60	0.0
Federal National Mortgage Association	07/01/2040	5.0	59	0.0
Federal National Mortgage Association	10/01/2036	5.0	59	0.0
Government National Mortgage Association II	01/20/2025	2.4	59	0.0
Federal National Mortgage Association	02/01/2037	6.0	59	0.0
Federal National Mortgage Association	09/01/2036	6.0	59	0.0
Federal National Mortgage Association	12/01/2041	4.5	59	0.0
Federal National Mortgage Association	08/01/2037	6.0	58	0.0
Federal National Mortgage Association	05/01/2040	5.0	58	0.0
Federal National Mortgage Association	12/01/2036	6.0	58	0.0
Federal National Mortgage Association	08/01/2023	6.0	58	0.0
Federal National Mortgage Association	04/01/2038	4.5	57	0.0
Federal National Mortgage Association	02/01/2039	5.0	57	0.0
Federal National Mortgage Association	11/01/2040	5.0	57	0.0
Federal National Mortgage Association	06/01/2038	6.0	57	0.0
Federal National Mortgage Association	07/01/2036	6.0	56	0.0
Federal National Mortgage Association	11/01/2024	4.5	56	0.0
Federal National Mortgage Association	04/01/2040	5.0	56	0.0
Federal National Mortgage Association	07/01/2037	6.0	55	0.0
Federal National Mortgage Association	02/01/2023	5.5	55	0.0
Federal National Mortgage Association	06/01/2041	4.5	55	0.0
Federal National Mortgage Association	10/01/2036	6.0	54	0.0
Federal National Mortgage Association	08/01/2040	5.0	54	0.0
Brazil Notas do Tesouro Nacional Serie F	01/01/2013	10.0	54	0.0
Federal National Mortgage Association	08/01/2038	6.0	54	0.0
Federal National Mortgage Association	09/01/2037	6.0	53	0.0
Federal National Mortgage Association	04/01/2039	6.0	52	0.0
Lehman Brothers Holdings Inc. MTN	12/23/2008	0.0	52	0.0
Federal National Mortgage Association	03/01/2037	6.0	52	0.0
Federal National Mortgage Association	06/01/2040	5.0	51	0.0
Federal National Mortgage Association	12/01/2039	5.0	51	0.0
Federal National Mortgage Association	01/01/2041	4.5	51	0.0
Federal National Mortgage Association	12/01/2016	6.0	51	0.0
Federal National Mortgage Association	06/01/2040	5.0	51	0.0
Federal National Mortgage Association	12/01/2036	5.0	50	0.0
Federal National Mortgage Association	10/01/2038	6.0	50	0.0
Government National Mortgage Association II	05/20/2024	2.4	50	0.0
Federal National Mortgage Association	07/01/2036	5.0	50	0.0
Federal National Mortgage Association	05/01/2040	5.0	49	0.0
Federal National Mortgage Association	02/01/2041	4.5	49	0.0
Federal National Mortgage Association	10/01/2037	6.0	48	0.0
Federal National Mortgage Association	05/01/2037	5.0	48	0.0
Federal National Mortgage Association	08/01/2040	5.0	47	0.0
Federal National Mortgage Association	05/01/2037	6.0	47	0.0
Federal National Mortgage Association	08/01/2036	5.0	47	0.0
Federal National Mortgage Association	09/01/2038	6.0	45	0.0
Federal National Mortgage Association	01/01/2041	5.0	45	0.0
Federal Home Loan Mortgage Corp. REMIC	12/15/2020	9.0	45	0.0
Federal National Mortgage Association	09/01/2035	5.0	45	0.0
Federal Housing Authority Project	02/01/2021	7.4	45	0.0
Federal National Mortgage Association	09/01/2039	4.5	45	0.0
Federal National Mortgage Association	07/01/2037	6.0	44	0.0
Federal National Mortgage Association	08/01/2024	4.5	43	0.0
Federal National Mortgage Association	09/01/2017	6.0	42	0.0
Federal National Mortgage Association	02/01/2037	5.0	42	0.0
Federal National Mortgage Association	10/01/2036	6.0	42	0.0
Federal National Mortgage Association	02/01/2037	6.0	42	0.0
Federal Home Loan Mortgage Corp.	02/01/2033	6.0	42	0.0
Federal National Mortgage Association	05/01/2037	6.0	41	0.0
Federal National Mortgage Association	01/01/2025	4.5	41	0.0
Federal National Mortgage Association	07/01/2037	5.5	41	0.0
Federal National Mortgage Association	01/01/2041	4.5	41	0.0
Federal National Mortgage Association	08/01/2037	6.0	41	0.0
Federal National Mortgage Association	01/01/2039	5.0	40	0.0
Federal Home Loan Mortgage Corp.	07/01/2016	6.0	40	0.0
Federal National Mortgage Association	10/01/2035	5.0	40	0.0
Federal National Mortgage Association	04/01/2034	5.0	40	0.0
Government National Mortgage Association II	12/20/2024	2.5	40	0.0
Federal National Mortgage Association	04/01/2038	4.5	40	0.0
Federal National Mortgage Association	12/01/2036	6.0	40	0.0
Federal National Mortgage Association	09/01/2038	6.0	40	0.0
Federal National Mortgage Association	11/01/2016	6.0	40	0.0
Federal National Mortgage Association	01/01/2037	6.0	40	0.0
Federal National Mortgage Association	05/01/2041	5.0	39	0.0
Federal Home Loan Mortgage Corp.	06/01/2024	2.4	39	0.0
Federal National Mortgage Association	02/01/2034	4.5	39	0.0
Federal National Mortgage Association	02/01/2038	6.0	39	0.0
Federal National Mortgage Association	04/01/2035	5.0	39	0.0
Federal National Mortgage Association	06/01/2040	5.0	39	0.0
Federal National Mortgage Association	01/01/2037	6.0	38	0.0
Federal National Mortgage Association	09/01/2038	6.0	38	0.0
Federal National Mortgage Association	04/01/2039	4.5	38	0.0
Federal National Mortgage Association	02/01/2026	4.5	38	0.0
Federal National Mortgage Association	12/01/2036	6.0	38	0.0
Federal National Mortgage Association	05/01/2039	5.0	38	0.0
Federal National Mortgage Association	06/01/2037	5.0	37	0.0
Federal National Mortgage Association	07/01/2035	5.0	37	0.0
Federal Home Loan Mortgage Corp.	05/01/2040	4.5	37	0.0
Federal National Mortgage Association	07/01/2037	6.0	36	0.0
Federal National Mortgage Association	05/01/2040	5.0	36	0.0
Federal National Mortgage Association	09/01/2024	4.5	36	0.0
Federal National Mortgage Association	02/01/2040	4.5	36	0.0
Federal National Mortgage Association	06/01/2037	6.0	36	0.0
Federal National Mortgage Association	01/01/2037	6.0	35	0.0
Federal National Mortgage Association	04/01/2037	6.0	35	0.0
Federal National Mortgage Association	10/01/2035	5.0	35	0.0
Federal National Mortgage Association	05/01/2041	5.0	35	0.0
Federal National Mortgage Association	09/01/2037	5.0	34	0.0
Federal National Mortgage Association	12/01/2035	5.0	34	0.0
Federal National Mortgage Association	04/01/2041	5.0	34	0.0
Federal National Mortgage Association	04/01/2040	5.0	34	0.0
Federal National Mortgage Association	04/01/2037	6.0	33	0.0
Federal National Mortgage Association	06/01/2023	4.5	33	0.0
Federal National Mortgage Association	05/01/2037	5.0	33	0.0
Federal National Mortgage Association	09/01/2036	6.0	33	0.0
Federal National Mortgage Association	02/01/2037	5.0	33	0.0
Federal National Mortgage Association	03/01/2038	4.5	32	0.0
Federal National Mortgage Association	02/01/2039	5.0	32	0.0
Federal National Mortgage Association	03/01/2040	5.0	32	0.0
Federal National Mortgage Association	07/01/2041	4.5	32	0.0
Federal National Mortgage Association	11/01/2016	6.0	32	0.0
Federal National Mortgage Association	11/01/2039	5.0	31	0.0
Federal National Mortgage Association	06/01/2023	4.5	31	0.0
Federal National Mortgage Association	03/01/2038	5.0	31	0.0
Federal National Mortgage Association	09/01/2036	6.0	31	0.0
Structured Asset Securities Corporation	02/25/2032	2.5	31	0.0
Federal National Mortgage Association	10/01/2016	6.0	30	0.0
Federal National Mortgage Association	10/01/2035	5.0	30	0.0
Federal National Mortgage Association	02/01/2037	6.0	30	0.0
Federal National Mortgage Association	12/01/2016	6.0	29	0.0
Federal National Mortgage Association	10/01/2036	5.5	29	0.0
Federal National Mortgage Association	06/01/2038	5.5	29	0.0
Federal National Mortgage Association	09/01/2035	4.5	28	0.0
Federal National Mortgage Association	09/01/2040	4.5	28	0.0
Federal National Mortgage Association	09/01/2036	5.5	27	0.0
Federal National Mortgage Association	01/01/2027	5.5	27	0.0
Federal National Mortgage Association	07/01/2016	6.0	27	0.0
Federal National Mortgage Association	08/01/2041	4.5	27	0.0
Federal National Mortgage Association	06/01/2040	5.5	27	0.0
Federal National Mortgage Association	06/01/2025	4.5	27	0.0
Federal National Mortgage Association	07/01/2037	6.0	27	0.0
Federal National Mortgage Association	05/01/2024	4.5	26	0.0
Federal National Mortgage Association	04/01/2037	6.0	26	0.0
Federal National Mortgage Association	06/01/2041	4.5	26	0.0
Federal National Mortgage Association	04/01/2037	5.0	25	0.0
Federal National Mortgage Association	12/01/2024	4.5	25	0.0
Federal National Mortgage Association	05/01/2037	5.5	25	0.0
Federal National Mortgage Association	02/01/2037	6.0	24	0.0
Federal National Mortgage Association	08/01/2039	4.5	24	0.0
Federal National Mortgage Association	11/01/2036	5.5	24	0.0
Federal National Mortgage Association	09/01/2038	6.0	24	0.0
Federal National Mortgage Association	04/01/2039	4.5	24	0.0
Federal National Mortgage Association	06/01/2039	6.0	24	0.0
Federal National Mortgage Association	02/01/2041	4.5	23	0.0
Federal National Mortgage Association	07/01/2041	4.5	23	0.0
Structured Asset Securities Corporation	01/25/2032	2.3	23	0.0
Federal National Mortgage Association	06/01/2040	4.5	23	0.0
Federal National Mortgage Association	04/01/2037	5.5	23	0.0
Federal National Mortgage Association	08/01/2037	5.5	23	0.0
Federal National Mortgage Association	12/01/2033	5.5	23	0.0
Federal National Mortgage Association	05/01/2039	4.5	23	0.0
Federal National Mortgage Association	05/01/2018	4.5	23	0.0
Federal National Mortgage Association	10/01/2039	4.5	23	0.0
Federal National Mortgage Association	02/01/2040	4.5	22	0.0
Federal National Mortgage Association	06/01/2018	4.5	22	0.0
Brazil Notas do Tesouro Nacional Serie F	01/01/2014	10.0	22	0.0
Federal National Mortgage Association	08/01/2040	4.0	22	0.0
Federal National Mortgage Association	04/01/2038	4.5	22	0.0
Federal National Mortgage Association	04/01/2036	5.5	22	0.0
Federal National Mortgage Association	10/01/2036	6.0	22	0.0
Federal National Mortgage Association	04/01/2040	4.5	21	0.0
Federal National Mortgage Association	06/01/2038	5.5	21	0.0
Federal National Mortgage Association	07/01/2037	6.0	21	0.0
Federal National Mortgage Association	02/01/2023	4.5	20	0.0
Federal National Mortgage Association	05/01/2039	4.5	20	0.0
Federal National Mortgage Association	09/01/2036	6.0	20	0.0
Federal National Mortgage Association	09/01/2036	6.0	19	0.0
Federal National Mortgage Association	09/01/2039	4.5	19	0.0
Federal National Mortgage Association	02/01/2025	4.5	19	0.0
Federal National Mortgage Association	05/01/2033	6.0	19	0.0
Federal National Mortgage Association	09/01/2037	6.0	18	0.0
Federal National Mortgage Association	02/01/2039	4.5	17	0.0
Federal Home Loan Mortgage Corp.	10/01/2037	6.0	17	0.0
Federal National Mortgage Association	09/01/2038	5.5	17	0.0
Federal National Mortgage Association	06/01/2036	6.0	17	0.0
Federal National Mortgage Association	10/01/2037	6.0	17	0.0
Federal National Mortgage Association	07/01/2038	4.5	16	0.0
Government National Mortgage Association II	10/20/2025	2.1	16	0.0
Government National Mortgage Association II	12/20/2026	2.1	16	0.0
Federal National Mortgage Association	07/01/2038	5.5	16	0.0
Federal National Mortgage Association	09/01/2037	6.0	16	0.0
Federal National Mortgage Association	09/01/2024	4.5	16	0.0
Federal National Mortgage Association	11/01/2040	4.5	15	0.0
Federal National Mortgage Association	09/01/2036	6.0	15	0.0
Federal National Mortgage Association	08/01/2036	6.0	15	0.0
Federal National Mortgage Association	11/01/2036	6.0	14	0.0
Federal National Mortgage Association	04/01/2024	4.5	14	0.0
Federal National Mortgage Association	06/01/2037	6.0	14	0.0
General Motors Co. Ecrow		0.0	14	0.0
Federal National Mortgage Association	04/01/2037	6.0	13	0.0
Federal National Mortgage Association	10/01/2036	6.0	13	0.0
Federal National Mortgage Association	06/01/2036	6.0	13	0.0
Federal National Mortgage Association	07/01/2023	6.0	13	0.0
Federal National Mortgage Association	12/01/2036	6.0	11	0.0
Federal National Mortgage Association	04/01/2018	4.5	11	0.0
Federal National Mortgage Association	03/01/2037	6.0	11	0.0
Federal National Mortgage Association	06/01/2038	6.0	10	0.0
Federal National Mortgage Association	12/01/2033	5.5	10	0.0
Federal Home Loan Mortgage Corp.	05/01/2033	6.0	10	0.0
Indymac ARM Trust	01/25/2032	1.8	9	0.0
Federal National Mortgage Association	04/01/2037	6.0	9	0.0
Federal Home Loan Mortgage Corp.	01/01/2029	6.0	9	0.0
Federal National Mortgage Association	10/01/2036	6.0	9	0.0
Countrywide Home Loan Mortgage Pass Through Trust	05/25/2033	5.8	9	0.0
Federal National Mortgage Association	11/01/2036	6.0	9	0.0
Federal National Mortgage Association	01/01/2038	6.0	9	0.0
Government National Mortgage Association II	10/20/2025	2.1	9	0.0
Federal National Mortgage Association	02/01/2034	5.5	8	0.0
Federal National Mortgage Association	08/01/2036	6.0	7	0.0
Federal National Mortgage Association	10/01/2034	5.5	6	0.0
Federal National Mortgage Association	06/01/2023	4.5	6	0.0
Federal National Mortgage Association	09/01/2036	6.0	6	0.0
Federal National Mortgage Association	09/01/2036	6.0	5	0.0
First Nationwide Trust	08/21/2031	6.8	3	0.0
Lehman Brothers Holdings Inc. MTN	04/05/2011	0.0	2	0.0
Government National Mortgage Association II	07/20/2024	2.0	2	0.0
General Motors Co. Cl. A		0.0	0	0.0
General Motors Co. Cl. B		0.0	0	0.0
Total			8,810,605	108.4
Cash and Other Assets Less Liabilities				-8.4
Total Net Assets				100%

Sector Allocation (As of Quarter-Ended 12/31/2011)

As of Quarter-Ended 12/31/2011

Economic Sector	Harbor Bond Fund %
MORTGAGE PASS-THROUGH	43.2
CORPORATE BONDS & NOTES	29.4
U.S. GOVERNMENT OBLIGATIONS	27.2
FOREIGN GOVERNMENT OBLIGATIONS	7.4
MUNICIPAL BONDS	4.6
COLLATERALIZED MORTGAGE OBLIGATIONS	3.5
ASSET-BACKED SECURITIES	1.2
CERTIFICATES OF DEPOSIT	0.5
U.S. GOVERNMENT AGENCIES	0.5
BANK LOAN OBLIGATIONS	0.3
PREFERRED STOCKS	0.2
OPTIONS	0.0
RIGHTS/WARRANTS	0.0

Maturity Profile (As of Quarter-Ended 12/31/2011)

As of Quarter-Ended 12/31/2011

Maturity	Harbor Bond Fund %
0-1 yr	0.0
1-3 yr	8.3
3-5 yr	24.9
5-10 yr	46.6
10-20 yr	18.6
20-30 yr	0.6
Over 30 yr	1.0

Duration (As of Quarter-Ended 12/31/2011)

As of Quarter-Ended 12/31/2011

Duration	Harbor Bond Fund %
0-1 yr	11.7
1-3 yr	16.5
3-5 yr	20.5
5-10 yr	50.4
10-20 yr	0.9
20-30 yr	0.0
Over 30 yr	0.0

This information should not be considered as a recommendation to purchase or sell a particular security and the holdings, sectors or countries mentioned may change at any time and may not represent current or future investments.

The Barclays Capital U.S. Aggregate Bond Index is an unmanaged index of investment-grade fixed-rate debt issues with maturities of at least one year. This unmanaged index does not reflect fees and expenses and is not available for direct investment.

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Harbor Bond Fund Institutional Class (HABDX) Print Invest Now

Portfolio Characteristics (As of Quarter-Ended 12/31/2011)

Top Ten Holdings (As of Quarter-Ended 12/31/2011)

Full Holdings (As of Quarter-Ended 12/31/2011)

Download: Calendar Quarter-End Holdings (xls) | Fiscal Quarter-End Holdings (pdf)

Sector Allocation (As of Quarter-Ended 12/31/2011)

As of Quarter-Ended 12/31/2011

Maturity Profile (As of Quarter-Ended 12/31/2011)

As of Quarter-Ended 12/31/2011

Duration (As of Quarter-Ended 12/31/2011)

As of Quarter-Ended 12/31/2011

Harbor Bond Fund Institutional Class (HABDX)
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