Harbor Bond Fund Administrative Class (HRBDX)

Portfolio Characteristics (As of Quarter Ended 06/30/2015)

 Harbor Bond FundBarclays U.S. Aggregate Bond Index
Number of Issues1,1679,496
Average Market Coupon (%)3.213.31
Yield to Maturity (%)2.882.40
Weighted Avg. Maturity (yrs)6.767.87
Weighted Avg. Duration (yrs)3.795.63

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

Top Ten Holdings (As of Quarter Ended 06/30/2015)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Federal National Mortgage Association TBA08/13/20454.0189,2415.5
Federal National Mortgage Association TBA07/14/20453.5133,9813.9
U.S. Treasury Inflation Indexed Bonds01/15/20252.4123,7483.6
U.S. Treasury Inflation Indexed Bonds01/15/20281.8115,8063.4
Federal National Mortgage Association TBA08/14/20453.5100,7412.9
U.S. Treasury Bonds08/15/20443.1100,0802.9
U.S. Treasury Notes11/15/20242.295,3232.8
Brazil Letras Do Tesouro Nacional01/01/20160.086,8872.5
U.S. Treasury Inflation Indexed Bonds01/15/20272.485,7352.5
U.S. Treasury Inflation Indexed Bonds01/15/20262.082,7622.4
% of Total Holdings:1,114,30432.4

Full Holdings (As of Quarter Ended 06/30/2015)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Federal National Mortgage Association TBA08/13/20454.0189,2415.5
Federal National Mortgage Association TBA07/14/20453.5133,9813.9
U.S. Treasury Inflation Indexed Bonds01/15/20252.4123,7483.6
U.S. Treasury Inflation Indexed Bonds01/15/20281.8115,8063.4
Federal National Mortgage Association TBA08/14/20453.5100,7412.9
U.S. Treasury Bonds08/15/20443.1100,0802.9
U.S. Treasury Notes11/15/20242.295,3232.8
Brazil Letras Do Tesouro Nacional01/01/20160.086,8872.5
U.S. Treasury Inflation Indexed Bonds01/15/20272.485,7352.5
U.S. Treasury Inflation Indexed Bonds01/15/20262.082,7622.4
Federal National Mortgage Association TBA08/14/20454.582,0562.4
Federal National Mortgage Association REMIC10/25/20413.562,9151.8
U.S. Treasury Notes05/15/20252.159,0251.7
U.S. Treasury Notes02/15/20252.052,6631.5
Denver Public Schools12/15/20377.051,2121.5
U.S. Treasury Bonds05/15/20443.447,8001.4
Brazil Letras Do Tesouro Nacional10/01/20150.046,2991.3
U.S. Treasury Bonds02/15/20452.539,5251.1
BPCE SA11/18/20160.838,3681.1
Bundesrepublik Deutschland07/04/20394.236,2721.0
U.S. Treasury Bonds08/15/20285.535,1141.0
Bank of America Corp.08/01/20166.535,0311.0
National Australia Bank Ltd. MTN06/30/20170.633,9371.0
U.S. Treasury Notes10/31/20212.032,8621.0
U.S. Treasury Bonds08/15/20422.830,8940.9
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY MTN11/23/20160.630,4290.9
Federal Home Loan Mortgage Corp. TBA07/14/20454.530,2400.9
Ally Financial Inc.02/15/20175.529,8870.9
Federal National Mortgage Association TBA08/18/20303.529,4770.9
Brazil Letras Do Tesouro Nacional04/01/20160.026,8630.8
U.S. Treasury Bonds05/15/20423.025,0860.7
Mexican Bonos06/11/20208.024,4730.7
Principal Life Global Funding II05/19/20171.223,3940.7
U.S. Treasury Inflation Indexed Bonds01/15/20250.222,6680.7
U.S. Treasury Inflation Indexed Bonds07/15/20220.121,9790.6
U.S. Treasury Bonds11/15/20443.020,9660.6
Ford Motor Credit Co.11/02/20151.120,8580.6
Federal Home Loan Mortgage Corp.03/27/20193.820,6490.6
BNP Paribas SA MTN11/07/20150.620,3130.6
Ford Motor Credit Co. LLC MTN11/08/20160.719,9600.6
BB&T Corp. MTN06/15/20181.119,6380.6
Wells Fargo & Co.03/15/20188.019,3130.6
University of California05/15/21124.918,6910.5
Korea Development Bank08/10/20154.418,6620.5
Bank of America Corp. MTN03/22/20181.418,4790.5
Structured Asset Securities Co.01/25/20370.418,2250.5
North Las Vegas City Nevada06/01/20406.618,0620.5
Ally Financial Inc.01/30/20172.817,9640.5
Keane Group Holdings LLC08/08/20198.517,4660.5
Province of Ontario Canada06/02/20214.017,3020.5
U.S. Treasury Inflation Indexed Bonds01/15/20220.116,8030.5
Stone Street Trust12/15/20155.916,7210.5
U.S. Treasury Notes03/31/20201.416,6360.5
Federal National Mortgage Association TBA08/13/20453.015,9000.5
Clark County Nevada07/01/20296.415,8130.5
U.S. Treasury Bonds11/15/20394.415,6230.5
Southern Gas Networks plc MTN10/21/20150.915,3830.4
U.S. Treasury Bonds02/15/20404.615,3050.4
U.S. Treasury Bonds02/15/20423.115,1830.4
JP Morgan Chase Commercial Mortgage Securities Corp.01/15/20495.414,7530.4
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY04/28/20170.614,7140.4
Small Business Administration Participation Certificates08/01/20286.014,5940.4
Federal National Mortgage Association06/12/20175.414,1630.4
U.S. Treasury Bonds11/15/20422.814,0500.4
Morgan Stanley MTN04/25/20181.613,6020.4
IndyMac Index Mortgage Loan Trust07/25/20372.513,5410.4
U.S. Treasury Inflation Indexed Bonds07/15/20210.613,2340.4
Morgan Stanley MTN10/18/20160.712,9870.4
Banco Santander SA09/11/20216.212,8180.4
Province of Quebec Canada12/01/20214.212,7990.4
Bank of America Corp.05/02/20170.812,6060.4
Residential Asset Securitization Trust08/25/20376.212,5270.4
ENI Finance USA Inc.06/02/20161.312,4670.4
Export-Import Bank of Korea09/09/20154.112,3770.4
U.S. Treasury Inflation Indexed Bonds04/15/20293.912,2510.4
Federal National Mortgage Association08/01/20375.511,9780.3
Wachovia Bank Commercial Mortgage Trust01/15/20455.411,9600.3
Federal National Mortgage Association04/01/20192.511,7650.3
Countrywide Alternative Loan Trust11/20/20350.511,3840.3
Banc of America Funding Corp.10/03/20390.411,0360.3
State of California04/01/20347.510,8460.3
BCAP LLC Trust05/25/20470.410,8330.3
Securitized Asset Backed Receivables LLC Trust08/25/20350.610,5400.3
Energy Transfer Partners LP10/01/20204.210,4950.3
Bank of America Corp. MTN03/22/20161.110,4650.3
American Express Centurion Bank MTN09/13/20176.010,3890.3
Government National Mortgage Association TBA08/20/20453.510,3520.3
Federal National Mortgage Association05/11/20175.010,0390.3
International Lease Finance Corp.09/15/20158.610,0360.3
Access Group Inc.10/27/20251.69,9510.3
Banco Santander Brasil SA01/14/20164.29,9350.3
Petrobras Global Finance BV01/27/20215.49,9040.3
Federal National Mortgage Association11/01/20385.59,8750.3
HSBC Holdings plc03/30/20256.49,6720.3
American Express Bank FSB09/13/20176.09,6230.3
Province of Ontario Canada06/02/20204.29,6070.3
Ford Motor Credit Co.09/03/20150.89,4910.3
Verizon Communications Inc.09/14/20183.69,4730.3
Federal National Mortgage Association05/01/20345.59,3990.3
HCA Inc.03/31/20172.99,2160.3
Cantor Fitzgerald LP06/17/20226.59,1910.3
Owens Corning Co.12/01/20244.29,1460.3
Federal Home Loan Mortgage Corp.08/01/20191.29,1060.3
Park Place Securities Inc.08/25/20350.79,0780.3
U.S. Treasury Inflation Indexed Bonds02/15/20450.88,9250.3
Motor plc08/25/20210.78,9160.3
Baidu Inc.06/30/20203.08,8830.3
Credit Suisse New York MTN05/26/20170.88,8780.3
Bank of America Corp. MTN04/25/20186.98,8170.3
Countrywide Alternative Loan Trust01/25/20376.08,7390.3
Credit Suisse Group Funding Guernsey Ltd.03/26/20253.88,5850.2
Rio Oil Finance Trust01/06/20276.88,3090.2
Homebanc Mortgage Trust12/25/20360.48,2740.2
BCAP LLC Trust08/26/20375.28,2630.2
Government National Mortgage Association04/15/20395.08,1810.2
U.S. Treasury Inflation Indexed Bonds07/15/20201.28,1350.2
State Bank of India07/27/20154.58,1180.2
JP Morgan Chase & Co.01/23/20202.28,0630.2
U.S. Treasury Bonds05/15/20404.48,0050.2
Asset Backed Securities Corp. Home Equity08/15/20331.47,8310.2
Government National Mortgage Association TBA07/16/20455.07,7470.2
Federal National Mortgage Association11/01/20365.57,6850.2
Petrobras Global Finance BV03/17/20172.67,6770.2
State of California04/01/20397.67,6670.2
JP Morgan Chase Bank NA10/01/20176.07,6350.2
Nationwide Building Society02/25/20206.27,4700.2
Barclays Bank plc06/15/201914.07,3880.2
Murray Street Investment Trust I03/09/20174.67,3550.2
JP Morgan Chase & Co.07/05/20163.27,3470.2
Lloyds Bank plc05/14/20253.56,8870.2
Provident Funding Mortgage Loan Trust10/25/20352.66,7650.2
Wells Fargo Mortgage Backed Securities Trust07/25/20362.76,7430.2
Province of Ontario Canada07/16/20183.06,7170.2
Wachovia Bank Commercial Mortgage Trust04/15/20475.56,6980.2
Chicago Transit Authority12/01/20406.96,5730.2
Chrysler Group LLC05/24/20173.56,5320.2
U.S. Treasury Bonds05/15/20394.26,5180.2
Federal National Mortgage Association TBA07/14/20454.06,3570.2
Community Health Systems Inc.12/31/20183.56,2600.2
Government National Mortgage Association02/15/20395.06,2560.2
BBVA Bancomer SA03/10/20216.56,1990.2
Wachovia Bank Commercial Mortgage Trust02/15/20516.16,1460.2
Province of Ontario Canada09/27/20191.66,0820.2
Credit Agricole SA06/23/20267.56,0590.2
State of California03/01/20368.06,0560.2
Federal National Mortgage Association09/01/20272.95,8840.2
Government National Mortgage Association01/15/20395.05,8520.2
Keane Group Holdings LLC08/08/20198.55,8220.2
Federal National Mortgage Association10/01/20366.05,7000.2
JP Morgan Mortgage Trust10/25/20362.65,6920.2
Bear Stearns Commercial Mortgage Securities Trust06/11/20505.75,6730.2
Shell International Finance BV05/11/20253.25,6560.2
Residential Accredit Loans Inc.08/25/20360.45,6350.2
Bank of America Corp. MTN08/28/20176.45,5950.2
Small Business Administration Participation Certificates01/01/20295.75,5520.2
Federal National Mortgage Association05/01/20385.55,5430.2
U.S. Treasury Notes08/15/20242.45,5300.2
U.S. Treasury Bonds08/15/20296.15,5200.2
Countrywide Alternative Loan Trust05/25/20360.65,5190.2
Government National Mortgage Association02/15/20395.05,4350.2
ERP Operating LP06/01/20253.45,3970.2
Banco Santander Chile01/19/20161.95,3230.2
JP Morgan Chase Commercial Mortgage Securities Corp.05/15/20475.35,3080.2
Federal National Mortgage Association08/01/20222.35,2820.2
Spain Government Bond04/30/20243.85,2620.2
International Lease Finance Corp.05/15/20165.85,2340.2
U.S. Treasury Bonds02/15/20433.15,2080.2
Baxalta Inc.06/23/20202.95,1980.2
Argent Securities Inc.10/25/20350.55,1580.1
Countrywide Asset-Backed Certificates04/25/20365.45,1250.1
UBS AG MTN06/01/20170.85,0890.1
Mexican Bonos12/05/202410.04,9900.1
Home Equity Asset Trust07/25/20351.24,9520.1
ENI Finance USA Inc.06/03/20161.34,9470.1
Federal National Mortgage Association09/01/20366.04,9140.1
California State University11/01/20306.44,8690.1
U.S. Treasury Inflation Indexed Bonds07/15/20240.14,8660.1
Unicredit SpA06/03/20248.04,8500.1
International Lease Finance Corp.09/01/20166.84,8470.1
Province of Ontario Canada06/02/20223.24,8410.1
Federal National Mortgage Association12/01/20355.54,8240.1
Countrywide Alternative Loan Trust07/25/20355.54,8130.1
Bear Stearns Companies LLC10/02/20176.44,7340.1
Societe Generale SA04/14/20254.24,7110.1
Morgan Stanley10/15/20155.44,5590.1
Arran Residential Mortgages Funding plc05/16/20471.44,5370.1
Brazil Letras Do Tesouro Nacional01/01/20170.04,4900.1
Gerdau Holdings Inc.01/20/20207.04,4690.1
AvalonBay Communities Inc. MTN06/01/20253.44,3360.1
MSCI Inc.11/15/20245.24,3140.1
Bank of America NA05/08/20170.74,2950.1
U.S. Treasury Bonds11/15/20433.84,2750.1
Countrywide Alternative Loan Trust02/25/20362.54,2660.1
MASTR Asset Backed Securities Trust06/25/20360.44,2500.1
Odebrecht Drilling Norbe VIII/IX Ltd.06/30/20226.44,2430.1
BCAP LLC Trust02/26/20365.24,1920.1
Ally Financial Inc.12/01/20176.24,1730.1
Province of Ontario Canada10/07/20194.04,1560.1
Federal National Mortgage Association05/01/20244.04,1370.1
Federal National Mortgage Association11/01/20385.54,0170.1
Schaeffler Holding Finance BV11/15/20215.84,0100.1
NOVO Banco SA MTN01/15/20184.83,9680.1
Federal National Mortgage Association04/01/20386.03,9580.1
GSAA Trust12/25/20460.43,8970.1
CIT Group Inc.05/15/20175.03,8250.1
Federal National Mortgage Association07/01/20264.53,8120.1
GSR Mortgage Loan Trust02/25/20365.83,7850.1
Credit Suisse Commercial Mortgage Trust12/15/20395.33,7360.1
Federal National Mortgage Association11/01/20395.53,7070.1
Option One Mortgage Loan Trust07/25/20370.43,6920.1
Dynegy Inc.11/01/20227.43,6840.1
U.S. Treasury Inflation Indexed Bonds01/15/20211.13,6650.1
SG Mortgage Securities Trust10/25/20360.43,6420.1
Federal National Mortgage Association04/01/20244.03,4740.1
Petrobras Global Finance BV02/06/20173.53,4710.1
Chase Mortgage Finance Corp.09/25/20365.53,4400.1
Soundview Home Equity Loan Trust12/25/20360.33,3750.1
Structured Adjustable Rate Mortgage Loan Trust02/25/20370.33,3560.1
Province of Quebec Canada12/01/20223.53,3530.1
Spain Government Bond04/30/20251.63,3440.1
American International Group Inc.10/01/20155.03,3340.1
Schaeffler Holding Finance BV11/15/20196.23,2780.1
Bear Stearns Commercial Mortgage Securities Trust06/11/20505.73,2290.1
DSLA Mortgage Loan Trust03/19/20461.13,2270.1
First Horizon Asset Securities Inc.02/25/20364.93,2090.1
Credit Agricole SA01/23/20247.93,1800.1
HSI Asset Securitization Corp. Trust12/25/20360.43,1730.1
Shell International Finance BV05/11/20454.43,1720.1
General Motors Financial Co. Inc.08/15/20174.83,1680.1
Federal Home Loan Mortgage Corp.01/13/20222.43,1410.1
Federal National Mortgage Association01/01/20396.03,1310.1
Government National Mortgage Association TBA07/16/20453.53,1140.1
Government National Mortgage Association TBA07/16/20453.53,1130.1
Residential Accredit Loans Inc.03/25/20376.03,1080.1
Adjustable Rate Mortgage Trust08/25/20360.33,0650.1
Federal National Mortgage Association10/01/20314.03,0350.1
Verizon Communications Inc.09/14/20182.03,0030.1
Depository Trust & Clearing Corp.12/29/20494.92,9930.1
Deutsche Alt-A Securities Inc. Mortgage Loan Trust03/25/20370.32,9000.1
BBVA Bancomer SA03/10/20164.52,8650.1
Washington Mutual Mortgage Pass Through Certificates Trust09/25/20461.12,8520.1
General Motors Financial Co. Inc.01/15/20203.22,8160.1
Blackstone Group LP03/19/20199.62,8140.1
Bundesrepublik Deutschland07/04/20404.82,7930.1
Export-Import Bank of Korea12/30/20202.62,7890.1
Federal National Mortgage Association07/01/20415.52,7820.1
Argent Securities Inc.05/25/20360.32,7510.1
Morgan Stanley Dean Witter Capital I07/25/20321.12,7440.1
Apple Inc.05/06/20212.82,7420.1
Federal National Mortgage Association04/01/20244.02,7400.1
U.S. Treasury Inflation Indexed Bonds02/15/20420.82,7010.1
Federal National Mortgage Association06/01/20352.42,6980.1
Federal Home Loan Mortgage Corp.12/01/20376.02,6820.1
Banco Nacional de Desenvolvimento Economico e Social09/15/20174.12,6710.1
Odebrecht Offshore Drilling Finance Ltd.10/01/20236.62,6620.1
California Infrastructure & Economic Development Bank05/15/20496.52,6490.1
Bundesrepublik Deutschland07/04/20442.52,5860.1
Province of Ontario Canada04/14/20204.42,5600.1
Barclays plc09/15/20196.52,5600.1
Wachovia Bank Commercial Mortgage Trust06/15/20490.42,5540.1
Federal National Mortgage Association04/01/20345.52,5290.1
Anglo American Capital plc04/03/20172.62,5150.1
Verizon Communications Inc.09/15/20162.52,5100.1
Federal Home Loan Mortgage Corp.04/01/20376.02,4970.1
Petrobras Global Finance BV01/20/20205.82,4770.1
Export-Import Bank of Korea06/29/20205.12,4700.1
Federal National Mortgage Association09/01/20365.52,4440.1
Bank of China Hong Kong Ltd.02/11/20205.62,4130.1
Federal National Mortgage Association01/01/20395.52,4030.1
Ford Motor Credit Co. LLC12/15/20168.02,3980.1
U.S. Treasury Inflation Indexed Bonds02/15/20441.42,3890.1
Unicredit SpA09/10/20216.82,3810.1
Merrill Lynch/Countrywide Commercial Mortgage Trust12/12/20495.22,3660.1
Federal National Mortgage Association08/01/20352.42,3520.1
Los Angeles City CA Wastewater System Revenue06/01/20395.72,3460.1
IndyMac Imsc Mortgage Loan Trust07/25/20376.52,3210.1
Province of Quebec Canada12/01/20204.52,3110.1
Banc of America Merrill Lynch Commercial Mortgage Inc.04/10/20495.82,3040.1
Federal National Mortgage Association09/01/20276.02,2820.1
Braskem Finance Ltd.04/15/20215.82,2740.1
Export-Import Bank of Korea01/29/20214.02,2410.1
Ally Financial Inc.05/15/20168.52,2390.1
Korea Housing Finance Corp.12/15/20154.12,2320.1
Citigroup Inc. MTN05/31/20170.72,2170.1
GTL Trade Finance Inc.10/20/20177.22,1780.1
Federal National Mortgage Association06/01/20385.52,1410.1
Bank of India London MTN09/30/20154.82,1170.1
BM & FBovespa SA07/16/20205.52,1150.1
Countrywide Home Loan Mortgage Pass Through Trust09/25/20472.72,1050.1
U.S. Treasury Bills10/15/20150.02,1010.1
Federal National Mortgage Association03/01/20385.52,0950.1
Hellenic Railways Organization SA12/27/20175.02,0880.1
Citigroup Capital XIII10/30/20407.92,0770.1
Petrobras Global Finance BV03/17/20173.22,0760.1
Indymac Index Mortgage Loan Trust01/25/20362.42,0470.1
Government National Mortgage Association TBA07/16/20453.02,0190.1
Dynegy Inc.11/01/20196.81,9860.1
Gsaa Trust08/25/20476.01,9510.1
Federal National Mortgage Association06/01/20355.51,9450.1
Government National Mortgage Association12/15/20385.01,9150.1
Dynegy Inc.11/01/20247.61,9130.1
Morgan Stanley Re-REMIC Trust08/12/20456.01,9070.1
Merrill Lynch/Countrywide Commercial Mortgage Trust03/12/20515.51,9040.1
Federal National Mortgage Association01/01/20255.51,8960.1
Bear Stearns Commercial Mortgage Securities Trust09/11/20385.91,8890.1
GSAA Trust03/25/20360.41,8810.1
Mid-State Trust08/15/20376.01,8650.1
JP Morgan Mortgage Trust04/25/20365.51,8510.1
Barclays Bank plc04/10/20237.81,8450.1
Banc of America Funding Corp.05/20/20470.51,8410.1
Government National Mortgage Association05/15/20395.01,8310.1
Federal National Mortgage Association02/01/20415.01,8170.1
Federal National Mortgage Association08/01/20376.01,8060.1
UBS AG MTN06/01/20201.11,7970.1
U.S. Treasury Inflation Indexed Bonds04/15/20283.61,7970.1
Morgan Stanley ABS Capital I11/25/20360.31,7370.1
Chicago Transit Authority12/01/20406.91,7290.1
Petrobras Global Finance BV01/27/20163.91,7100.0
JP Morgan Chase Commercial Mortgage Securities Corp.02/15/20515.91,7030.0
CSN Islands XI Corp.09/21/20196.91,6980.0
Bear Stearns Commercial Mortgage Securities Trust03/11/20395.61,6890.0
OneMain Financial Holdings Inc.12/15/20196.81,6720.0
Rio Oil Finance Trust07/06/20246.21,6620.0
Federal National Mortgage Association07/01/20184.01,6500.0
Federal National Mortgage Association10/01/20386.01,6440.0
Federal National Mortgage Association09/01/20415.51,6390.0
GTL Trade Finance Inc.10/20/20177.21,6330.0
Federal National Mortgage Association09/01/20386.01,6280.0
Springleaf Finance Corp. MTN12/01/20155.41,6180.0
Government National Mortgage Association04/15/20415.01,6070.0
Citigroup/Deutsche Bank Commercial Mortgage Trust12/11/20495.31,5640.0
OneMain Financial Holdings Inc.12/15/20217.21,5580.0
Countrywide Alternative Loan Trust12/25/20365.81,5550.0
Federal Housing Authority Project05/01/20217.41,5420.0
Structured Adjustable Rate Mortgage Loan Trust04/25/20352.51,5210.0
Interest Rate Swap Option 10 year05/23/20160.01,5100.0
Suntrust Adjustable Rate Mortgage Loan Trust01/25/20372.71,5010.0
Goldman Sachs Group Inc. MTN06/04/20170.91,4980.0
Federal National Mortgage Association09/01/20415.51,4620.0
Federal National Mortgage Association09/01/20213.01,4580.0
Federal National Mortgage Association09/01/20355.01,4470.0
Greenwich Capital Commercial Funding Corp.03/10/20395.41,4310.0
Federal Home Loan Mortgage Corp.11/01/20376.01,4270.0
First Franklin Mortgage Loan Trust07/25/20360.31,3870.0
Petrobras Global Finance BV05/20/20161.91,3830.0
Federal National Mortgage Association05/01/20415.01,3480.0
Homestar Mortgage Acceptance Corp.10/25/20341.31,2870.0
Federal National Mortgage Association04/01/20396.01,2850.0
RAMPTrust08/25/20341.11,2830.0
Government National Mortgage Association11/15/20395.01,2530.0
Petrobras Global Finance BV03/17/20203.21,2360.0
Federal National Mortgage Association09/01/20355.01,2310.0
Federal National Mortgage Association07/01/20376.01,2060.0
Federal National Mortgage Association03/01/20355.51,2000.0
Harborview Mortgage Loan Trust11/19/20341.01,1990.0
Federal National Mortgage Association01/01/20375.51,1930.0
Government National Mortgage Association07/15/20395.01,1900.0
Petrobras Global Finance BV05/20/20162.01,1860.0
U.S. Treasury Bills10/08/20150.01,1850.0
Federal National Mortgage Association02/01/20355.51,1780.0
Federal National Mortgage Association07/01/20415.01,1560.0
Federal National Mortgage Association04/01/20213.51,1310.0
Federal Home Loan Mortgage Corp.07/01/20385.51,1250.0
Federal National Mortgage Association REMIC04/25/20335.01,1080.0
GSR Mortgage Loan Trust05/25/20352.71,1050.0
Federal National Mortgage Association05/01/20254.51,0880.0
Morgan Stanley Capital I Trust03/12/20445.61,0710.0
Structured Asset Mortgage Investments Inc.07/19/20350.41,0700.0
Federal Home Loan Mortgage Corp.02/01/20385.51,0610.0
Government National Mortgage Association06/15/20405.01,0540.0
Petrobras Global Finance BV05/20/20234.41,0480.0
Government National Mortgage Association01/15/20395.01,0310.0
Ford Motor Credit Co. LLC06/15/20164.01,0240.0
U.S. Treasury Notes08/31/20212.01,0030.0
Mizuho Bank Ltd.09/25/20170.79990.0
U.S. Treasury Bills11/12/20150.09920.0
Federal National Mortgage Association06/01/20414.59870.0
Federal National Mortgage Association08/01/20235.09790.0
Province of Quebec Canada07/29/20203.59660.0
Bear Stearns Arm Trust 2006-410/25/20362.79650.0
Federal National Mortgage Association06/01/20285.09580.0
Federal National Mortgage Association03/01/20305.09570.0
Federal National Mortgage Association04/01/20254.59510.0
Federal National Mortgage Association04/01/20244.09380.0
Federal National Mortgage Association08/01/20244.09320.0
Federal National Mortgage Association07/01/20254.09120.0
Federal National Mortgage Association09/01/20244.09080.0
BCAP LLC Trust03/26/20375.49010.0
Federal National Mortgage Association10/01/20355.09010.0
GSR Mortgage Loan Trust11/25/20354.98920.0
U.S. Treasury Bills09/17/20150.08910.0
Federal National Mortgage Association05/01/20394.58830.0
Countrywide Asset-Backed Certificates06/25/20360.68700.0
Federal National Mortgage Association06/01/20385.58650.0
Federal National Mortgage Association10/01/20366.08600.0
Federal National Mortgage Association05/01/20365.58500.0
Federal National Mortgage Association02/01/20376.08490.0
Federal National Mortgage Association08/01/20355.58420.0
Washington Mutual Mortgage Pass Through Certificates Trust04/25/20450.48380.0
Federal National Mortgage Association12/01/20295.08350.0
Barclays plc12/15/20208.08310.0
Bear Stearns Asset Backed Securities Trust01/25/20360.78290.0
Federal National Mortgage Association06/01/20295.08270.0
Federal National Mortgage Association01/01/20366.08260.0
Government National Mortgage Association04/15/20395.08170.0
Argent Securities Inc.11/25/20341.38080.0
Ras Laffan Liquefied Natural Gas Co. Ltd. III09/30/20275.87990.0
Federal National Mortgage Association09/01/20194.07860.0
Rohm and Haas Co.09/15/20176.07840.0
Federal National Mortgage Association05/01/20234.57830.0
Federal National Mortgage Association04/01/20355.57760.0
Federal National Mortgage Association02/01/20305.07750.0
CVS Pass-Through Trust01/10/20306.97740.0
Federal National Mortgage Association07/01/20264.57660.0
Government National Mortgage Association02/15/20395.07630.0
Federal National Mortgage Association08/01/20254.57580.0
Federal National Mortgage Association11/01/20295.07560.0
Federal National Mortgage Association05/01/20264.57510.0
Federal National Mortgage Association01/01/20365.07490.0
Federal National Mortgage Association03/01/20385.07440.0
Federal National Mortgage Association07/01/20264.07390.0
Government National Mortgage Association02/15/20395.07360.0
Federal National Mortgage Association05/01/20414.57310.0
Federal Home Loan Mortgage Corp.02/01/20346.07200.0
Federal National Mortgage Association06/01/20405.56980.0
Public Power Generation Agency01/01/20417.26970.0
Federal National Mortgage Association01/01/20386.06940.0
Federal Home Loan Mortgage Corp.02/01/20376.06920.0
Federal National Mortgage Association02/01/20385.56910.0
Federal National Mortgage Association10/01/20376.06910.0
Federal National Mortgage Association10/01/20396.06840.0
Federal National Mortgage Association06/01/20376.06820.0
Federal National Mortgage Association08/01/20365.06790.0
Federal National Mortgage Association02/01/20244.06780.0
Federal National Mortgage Association08/01/20355.56730.0
Federal National Mortgage Association05/01/20385.56690.0
Federal National Mortgage Association11/01/20345.56590.0
Federal National Mortgage Association08/01/20385.56560.0
Federal National Mortgage Association04/01/20395.06560.0
Federal National Mortgage Association08/01/20254.56550.0
Bear Stearns Adjustable Rate Mortgage Trust04/25/20342.86470.0
Federal National Mortgage Association03/01/20345.56450.0
Federal National Mortgage Association02/01/20254.56390.0
Federal National Mortgage Association06/01/20406.06360.0
Interest Rate Swap Option 10 year05/12/20160.06340.0
Government National Mortgage Association07/15/20405.06330.0
Federal National Mortgage Association05/01/20385.56310.0
SLM Student Loan Trust12/16/20192.86300.0
United Air Lines Inc.05/01/201810.46280.0
Bear Stearns Commercial Mortgage Securities Trust02/11/20445.36240.0
Federal Home Loan Mortgage Corp.05/01/20406.06230.0
Federal National Mortgage Association07/01/20366.06180.0
Petrobras Global Finance BV10/06/20166.16180.0
Noble Group Ltd.08/05/20154.95990.0
Federal National Mortgage Association08/01/20405.55970.0
Federal National Mortgage Association12/01/20295.55900.0
Federal National Mortgage Association01/01/20194.05870.0
Federal Home Loan Mortgage Corp.10/01/20386.05850.0
Federal National Mortgage Association08/01/20244.55840.0
Federal National Mortgage Association06/01/20405.55790.0
Federal National Mortgage Association10/01/20194.05780.0
Bear Stearns Alt-A Trust07/25/20350.65740.0
Government National Mortgage Association02/15/20395.05740.0
Federal National Mortgage Association03/01/20376.05660.0
Federal Home Loan Mortgage Corp.10/01/20376.05640.0
Government National Mortgage Association05/15/20395.05630.0
Federal National Mortgage Association06/01/20414.55630.0
Federal Home Loan Mortgage Corp.04/01/20385.55620.0
Federal National Mortgage Association10/01/20204.05570.0
Federal National Mortgage Association05/01/20234.55510.0
U.S. Treasury Bills09/03/20150.05500.0
Federal National Mortgage Association03/01/20375.55460.0
Spain Government Bond10/31/20252.25450.0
U.S. Treasury Inflation Indexed Bonds01/15/20292.55440.0
Federal National Mortgage Association07/01/20184.05440.0
Federal National Mortgage Association04/01/20365.55320.0
Federal National Mortgage Association01/01/20415.05310.0
Federal National Mortgage Association02/01/20376.05270.0
Federal National Mortgage Association01/01/20376.05260.0
Federal Home Loan Mortgage Corp.10/01/20376.05210.0
Federal National Mortgage Association02/01/20406.05080.0
Federal National Mortgage Association10/01/20401.64990.0
Federal National Mortgage Association02/01/20386.04970.0
Federal National Mortgage Association06/01/20415.04930.0
Federal National Mortgage Association11/01/20213.34900.0
Federal National Mortgage Association01/01/20365.54900.0
Government National Mortgage Association04/15/20395.04860.0
Federal National Mortgage Association08/01/20213.04840.0
Government National Mortgage Association II02/20/20321.84830.0
Credit Suisse First Boston Mortgage Securities Corp.11/25/20356.04830.0
Federal National Mortgage Association02/01/20375.54770.0
Federal National Mortgage Association01/01/20254.54760.0
Residential Funding Mortgage Securities I02/25/20363.84740.0
Federal National Mortgage Association06/01/20415.04720.0
Federal National Mortgage Association09/01/20405.54700.0
Federal National Mortgage Association12/01/20204.54700.0
Federal National Mortgage Association12/01/20225.04590.0
Federal National Mortgage Association07/01/20366.04590.0
Federal National Mortgage Association05/01/20396.04590.0
Federal National Mortgage Association04/01/20415.04580.0
Federal National Mortgage Association10/01/20315.04540.0
Federal National Mortgage Association10/01/20414.54540.0
Government National Mortgage Association10/15/20385.04460.0
Federal National Mortgage Association06/01/20445.04390.0
Federal National Mortgage Association06/01/20415.04330.0
Federal National Mortgage Association10/01/20355.54270.0
Federal National Mortgage Association01/01/20365.54230.0
Government National Mortgage Association01/15/20415.04210.0
Residential Funding Mortgage Securities I02/25/20373.44150.0
Qtel International Finance Ltd.10/14/20163.44110.0
Federal National Mortgage Association09/01/20386.04090.0
Federal Home Loan Mortgage Corp.09/01/20414.54070.0
Federal National Mortgage Association02/01/20376.04010.0
Federal National Mortgage Association09/01/20405.03990.0
MGM Resorts International12/20/20172.93960.0
Federal National Mortgage Association11/01/20366.03940.0
Washington Mutual Mortgage Pass Through Certificates Trust10/25/20450.53900.0
Petrobras Global Finance BV03/17/20204.93820.0
Federal National Mortgage Association07/01/20415.03770.0
Federal National Mortgage Association08/01/20405.03730.0
Federal National Mortgage Association11/01/20255.53730.0
Federal National Mortgage Association08/01/20184.03720.0
Federal National Mortgage Association02/01/20264.03710.0
Federal National Mortgage Association02/01/20376.03710.0
Petrobras Global Finance BV01/15/20192.43710.0
Government National Mortgage Association03/15/20385.03600.0
Federal National Mortgage Association11/01/20395.03560.0
Federal National Mortgage Association03/01/20285.03560.0
Federal National Mortgage Association10/01/20184.53550.0
Federal National Mortgage Association08/01/20414.53550.0
Federal National Mortgage Association07/01/20244.53510.0
Federal National Mortgage Association05/01/20295.03470.0
Federal National Mortgage Association03/01/20415.03470.0
Federal National Mortgage Association07/01/20266.03430.0
Federal National Mortgage Association03/01/20264.53420.0
Federal National Mortgage Association08/01/20415.03410.0
Federal National Mortgage Association01/01/20376.03390.0
Federal National Mortgage Association01/01/20264.03390.0
Federal National Mortgage Association04/01/20213.03390.0
Federal National Mortgage Association07/01/20414.53380.0
Autonomous Community of Valencia Spain MTN07/16/20154.43370.0
Federal National Mortgage Association09/01/20366.03360.0
Federal National Mortgage Association03/01/20264.03350.0
Credit Agricole SA09/19/20338.13310.0
Federal National Mortgage Association12/01/20365.53300.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities08/15/20322.93300.0
Federal National Mortgage Association01/01/20366.03290.0
Federal National Mortgage Association03/01/20415.03260.0
Federal National Mortgage Association09/01/20366.03260.0
U.S. Treasury Bills10/29/20150.03210.0
Federal National Mortgage Association01/01/20204.03180.0
Interest Rate Swap Option 2 year01/30/20180.03160.0
Federal National Mortgage Association04/01/20405.03140.0
Government National Mortgage Association10/15/20395.03080.0
Federal National Mortgage Association08/01/20414.53040.0
Federal National Mortgage Association12/25/20425.83030.0
Federal National Mortgage Association01/01/20376.03030.0
Credit Suisse Commercial Mortgage Trust01/27/20374.03020.0
Federal National Mortgage Association08/01/20405.03000.0
Federal National Mortgage Association08/01/20366.02930.0
Government National Mortgage Association12/15/20385.02910.0
Chicago Transit Authority12/01/20216.32870.0
Federal Home Loan Mortgage Corp.12/01/20404.52860.0
Federal National Mortgage Association04/01/20385.52830.0
Federal National Mortgage Association10/01/20255.02820.0
Federal National Mortgage Association04/01/20254.52820.0
Federal National Mortgage Association04/01/20405.02810.0
Federal National Mortgage Association11/01/20365.52780.0
Federal National Mortgage Association06/01/20415.02770.0
Federal National Mortgage Association12/01/20275.52760.0
Federal National Mortgage Association02/01/20275.02760.0
Federal National Mortgage Association07/01/20264.52750.0
Federal National Mortgage Association04/01/20355.52720.0
Federal National Mortgage Association06/01/20223.02700.0
Federal National Mortgage Association12/01/20386.02700.0
Federal National Mortgage Association09/01/20376.02670.0
Federal National Mortgage Association03/01/20264.52660.0
Federal National Mortgage Association09/01/20275.52650.0
Federal National Mortgage Association09/01/20356.02640.0
Federal National Mortgage Association08/01/20376.02600.0
Federal National Mortgage Association11/01/20376.02550.0
Federal National Mortgage Association10/01/20244.52510.0
Federal National Mortgage Association01/01/20415.02490.0
Federal National Mortgage Association09/01/20255.02490.0
Federal National Mortgage Association10/01/20376.02490.0
Federal National Mortgage Association01/01/20406.02490.0
Federal National Mortgage Association07/01/20245.02460.0
Federal National Mortgage Association01/01/20295.52460.0
Federal National Mortgage Association06/01/20414.52440.0
Federal National Mortgage Association08/01/20414.52420.0
Federal National Mortgage Association08/01/20366.02420.0
Federal National Mortgage Association06/01/20405.02420.0
Federal National Mortgage Association07/01/20366.02420.0
Federal National Mortgage Association07/01/20275.02420.0
Federal National Mortgage Association09/01/20414.52400.0
Federal National Mortgage Association06/01/20234.52380.0
Federal National Mortgage Association02/01/20396.02370.0
Federal National Mortgage Association01/01/20386.02330.0
Federal National Mortgage Association07/01/20264.02320.0
Federal National Mortgage Association03/01/20345.52290.0
Federal National Mortgage Association10/01/20255.52280.0
Federal National Mortgage Association07/01/20285.52270.0
Federal National Mortgage Association03/01/20275.52250.0
Federal National Mortgage Association10/01/20244.52250.0
Federal National Mortgage Association05/01/20415.02240.0
Federal National Mortgage Association04/01/20415.02220.0
Small Business Administration Participation Certificates01/01/20216.32220.0
Federal National Mortgage Association11/01/20285.02220.0
Merrill Lynch Mortgage Investors Inc.11/25/20350.42210.0
Federal National Mortgage Association06/01/20415.02200.0
Federal National Mortgage Association02/01/20385.02190.0
Federal National Mortgage Association09/01/20415.02160.0
Federal National Mortgage Association12/01/20365.52150.0
Federal National Mortgage Association08/01/20294.02130.0
Government National Mortgage Association04/15/20385.02120.0
Federal National Mortgage Association12/01/20254.52110.0
Federal National Mortgage Association07/01/20204.52110.0
Federal National Mortgage Association05/01/20405.02090.0
Federal National Mortgage Association03/01/20385.02080.0
Federal National Mortgage Association06/01/20254.02080.0
Federal National Mortgage Association03/01/20296.02070.0
Federal National Mortgage Association08/01/20375.52070.0
Federal National Mortgage Association12/01/20376.02060.0
Federal National Mortgage Association09/01/20415.02060.0
Federal National Mortgage Association06/01/20184.52060.0
Federal National Mortgage Association05/01/20405.02060.0
Federal National Mortgage Association10/01/20304.02040.0
Federal National Mortgage Association11/01/20346.02030.0
Federal National Mortgage Association06/01/20254.52010.0
Federal National Mortgage Association09/01/20365.52010.0
Federal National Mortgage Association03/01/20254.52010.0
Federal National Mortgage Association04/01/20234.52010.0
Federal National Mortgage Association09/01/20415.01990.0
Federal National Mortgage Association11/01/20365.51990.0
Federal National Mortgage Association11/01/20366.01980.0
Federal National Mortgage Association09/01/20376.01970.0
Federal National Mortgage Association01/01/20365.51970.0
Government National Mortgage Association03/15/20395.01960.0
Federal National Mortgage Association REMIC05/25/20352.21940.0
Federal Home Loan Mortgage Corp.08/01/20404.51920.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities02/25/20451.31910.0
Federal National Mortgage Association03/01/20254.51900.0
Federal National Mortgage Association03/01/20366.01900.0
Federal National Mortgage Association09/01/20415.01890.0
Federal National Mortgage Association05/01/20376.01860.0
Federal National Mortgage Association11/01/20386.01850.0
Federal National Mortgage Association12/01/20404.51840.0
Government National Mortgage Association03/15/20385.01830.0
Federal National Mortgage Association11/01/20254.51830.0
Federal National Mortgage Association07/01/20335.01820.0
Federal National Mortgage Association10/01/20254.01790.0
Federal National Mortgage Association04/01/20275.51790.0
Federal National Mortgage Association07/01/20356.01770.0
Federal National Mortgage Association07/01/20366.01770.0
Federal National Mortgage Association01/01/20204.01750.0
Federal National Mortgage Association03/01/20394.51740.0
Federal National Mortgage Association08/01/20386.01740.0
Federal National Mortgage Association07/01/20445.01740.0
Federal National Mortgage Association08/01/20366.01730.0
Federal National Mortgage Association03/01/20395.01720.0
JP Morgan Re-REMIC09/27/20362.71710.0
Government National Mortgage Association02/15/20395.01700.0
Federal National Mortgage Association11/01/20194.01700.0
Federal National Mortgage Association05/01/20395.01700.0
Federal National Mortgage Association05/01/20265.01690.0
Federal National Mortgage Association01/01/20365.51680.0
Federal National Mortgage Association12/01/20404.51680.0
Countrywide Asset-Backed Certificates12/25/20310.71680.0
Federal National Mortgage Association06/01/20405.01670.0
Government National Mortgage Association09/15/20395.01650.0
Federal National Mortgage Association01/01/20375.01640.0
Federal National Mortgage Association11/01/20376.01640.0
Federal National Mortgage Association05/01/20386.01640.0
Government National Mortgage Association12/15/20385.01620.0
Federal National Mortgage Association04/01/20246.01600.0
Federal National Mortgage Association09/01/20376.01600.0
Federal National Mortgage Association07/01/20345.51580.0
Federal National Mortgage Association10/01/20414.51580.0
Government National Mortgage Association01/15/20395.01570.0
Federal National Mortgage Association06/01/20366.01540.0
Federal National Mortgage Association05/01/20396.01530.0
Bundesrepublik Deutschland07/04/20423.21530.0
Federal National Mortgage Association05/01/20352.41490.0
Federal National Mortgage Association11/01/20335.51490.0
Federal National Mortgage Association08/01/20376.01470.0
Federal National Mortgage Association06/01/20375.01470.0
Federal National Mortgage Association09/01/20376.01470.0
Federal National Mortgage Association07/01/20405.01440.0
Federal National Mortgage Association05/01/20254.01440.0
Federal National Mortgage Association08/01/20366.01440.0
Small Business Administration Participation Certificates09/01/20235.11440.0
Federal National Mortgage Association04/01/20366.01430.0
Federal National Mortgage Association06/01/20366.01430.0
Federal National Mortgage Association02/01/20254.51410.0
Government National Mortgage Association05/15/20385.01400.0
Federal National Mortgage Association08/01/20375.51400.0
Federal National Mortgage Association10/01/20213.01400.0
Federal National Mortgage Association07/01/20254.01380.0
Federal National Mortgage Association12/01/20184.01360.0
Federal National Mortgage Association11/01/20365.51360.0
Federal National Mortgage Association06/01/20366.01360.0
Federal National Mortgage Association12/01/20213.01340.0
Federal National Mortgage Association03/01/20275.51340.0
Federal National Mortgage Association08/01/20414.51330.0
Federal National Mortgage Association11/01/20184.51330.0
Federal National Mortgage Association10/01/20244.51320.0
Odebrecht Offshore Drilling Finance Ltd.10/01/20236.81310.0
Federal National Mortgage Association03/01/20394.51300.0
Federal National Mortgage Association12/01/20366.01300.0
Federal National Mortgage Association07/01/20424.51300.0
Federal National Mortgage Association03/01/20366.01290.0
Federal National Mortgage Association09/01/20366.01280.0
Interest Rate Swap Option 1 year01/19/20160.01260.0
Federal National Mortgage Association05/01/20244.01260.0
Government National Mortgage Association06/15/20405.01250.0
Federal National Mortgage Association06/01/20285.01250.0
Federal National Mortgage Association05/01/20273.51240.0
Federal National Mortgage Association08/01/20366.01240.0
Federal National Mortgage Association02/01/20335.51240.0
Federal National Mortgage Association02/01/20365.51230.0
Federal National Mortgage Association09/01/20366.01230.0
Federal National Mortgage Association08/01/20366.01220.0
Federal National Mortgage Association12/01/20244.51220.0
Federal National Mortgage Association03/01/20204.01210.0
Government National Mortgage Association II11/20/20291.61210.0
Federal National Mortgage Association06/01/20424.51180.0
Federal Home Loan Mortgage Corp. REMIC08/15/20228.01170.0
Federal Home Loan Mortgage Corp.09/01/20386.01170.0
Federal Home Loan Mortgage Corp.08/01/20355.11170.0
Federal National Mortgage Association08/01/20375.51160.0
Federal National Mortgage Association07/01/20184.51150.0
Government National Mortgage Association05/15/20385.01150.0
Federal National Mortgage Association04/01/20375.51140.0
Federal National Mortgage Association11/01/20405.01140.0
Federal National Mortgage Association11/01/20396.01130.0
Federal National Mortgage Association03/01/20376.01130.0
Federal National Mortgage Association07/01/20204.01120.0
Federal National Mortgage Association02/01/20376.01120.0
Federal National Mortgage Association06/01/20366.01110.0
Federal National Mortgage Association11/01/20365.51100.0
Federal National Mortgage Association12/01/20365.51100.0
Government National Mortgage Association03/15/20395.01090.0
Federal Home Loan Mortgage Corp.05/01/20356.01090.0
Federal National Mortgage Association08/01/20366.01080.0
Federal National Mortgage Association10/01/20366.01070.0
Federal National Mortgage Association11/01/20184.01050.0
Government National Mortgage Association03/15/20385.01050.0
Federal National Mortgage Association05/01/20404.51040.0
Federal National Mortgage Association05/01/20415.01040.0
Federal National Mortgage Association05/01/20345.51030.0
Federal National Mortgage Association04/01/20273.51000.0
Federal National Mortgage Association06/01/20376.01000.0
Federal National Mortgage Association11/01/20335.51000.0
Federal National Mortgage Association03/01/20376.01000.0
Federal National Mortgage Association02/01/20385.01000.0
Federal National Mortgage Association02/01/20386.0990.0
Federal National Mortgage Association07/01/20415.0950.0
Federal National Mortgage Association10/01/20366.0950.0
Federal National Mortgage Association06/01/20213.0940.0
Federal National Mortgage Association10/01/20244.5920.0
Federal National Mortgage Association09/01/20366.0920.0
Interest Rate Swap Option 2 year01/19/20160.0910.0
Federal National Mortgage Association11/01/20366.0910.0
Federal National Mortgage Association04/01/20194.0910.0
Federal National Mortgage Association05/01/20415.0910.0
Federal National Mortgage Association09/01/20365.5900.0
Federal National Mortgage Association10/01/20376.0900.0
Federal National Mortgage Association02/01/20396.0890.0
Federal National Mortgage Association05/01/20356.0890.0
Federal National Mortgage Association12/01/20355.5890.0
Government National Mortgage Association II09/20/20242.0880.0
Government National Mortgage Association04/15/20385.0870.0
Federal National Mortgage Association08/01/20366.0860.0
Federal National Mortgage Association07/01/20375.0860.0
Federal National Mortgage Association04/01/20345.5860.0
Federal National Mortgage Association07/01/20366.0860.0
Federal National Mortgage Association11/01/20365.5850.0
Federal National Mortgage Association06/01/20414.5850.0
Government National Mortgage Association01/15/20385.0840.0
Federal National Mortgage Association07/01/20184.0840.0
Federal National Mortgage Association09/01/20435.0840.0
Federal National Mortgage Association11/01/20385.5830.0
Federal National Mortgage Association02/01/20246.0830.0
Federal National Mortgage Association10/01/20204.0820.0
Federal National Mortgage Association07/01/20376.0820.0
Federal National Mortgage Association06/01/20376.0820.0
Federal National Mortgage Association12/01/20366.0820.0
Federal National Mortgage Association06/01/20245.0810.0
Federal National Mortgage Association09/01/20366.0800.0
Federal National Mortgage Association07/01/20366.0800.0
Government National Mortgage Association04/15/20395.0800.0
GSAMP Trust12/25/20360.3790.0
Federal National Mortgage Association11/01/20366.0790.0
Federal National Mortgage Association01/01/20415.0790.0
Federal National Mortgage Association04/01/20285.0780.0
Federal National Mortgage Association01/01/20204.0780.0
Federal National Mortgage Association09/01/20184.0780.0
Federal National Mortgage Association09/01/20234.0780.0
Bear Stearns Adjustable Rate Mortgage Trust01/25/20352.7760.0
Government National Mortgage Association II07/20/20271.6730.0
Federal National Mortgage Association02/01/20285.0720.0
Federal National Mortgage Association02/01/20394.5720.0
Government National Mortgage Association04/15/20395.0720.0
Federal National Mortgage Association06/01/20376.0720.0
Federal National Mortgage Association11/01/20355.0720.0
Government National Mortgage Association II08/20/20222.0720.0
Federal National Mortgage Association09/01/20213.0720.0
Federal National Mortgage Association01/01/20236.0710.0
Federal National Mortgage Association07/01/20184.0710.0
Federal National Mortgage Association07/01/20194.0710.0
Federal National Mortgage Association10/01/20304.0700.0
Government National Mortgage Association10/15/20395.0700.0
Federal National Mortgage Association04/01/20184.0700.0
Federal National Mortgage Association10/01/20366.0690.0
Federal National Mortgage Association08/01/20254.0690.0
Federal National Mortgage Association01/01/20254.5690.0
Federal National Mortgage Association10/01/20386.0680.0
Federal National Mortgage Association12/01/20235.0670.0
Federal National Mortgage Association12/01/20245.0660.0
Federal National Mortgage Association03/01/20285.5660.0
Federal National Mortgage Association02/01/20385.5660.0
Government National Mortgage Association05/15/20385.0660.0
Federal National Mortgage Association05/01/20275.0660.0
Federal National Mortgage Association05/01/20385.0660.0
Federal National Mortgage Association06/01/20335.5650.0
Federal National Mortgage Association10/01/20356.0650.0
Federal National Mortgage Association07/01/20405.0640.0
Federal National Mortgage Association12/01/20385.5640.0
Federal National Mortgage Association08/01/20375.5640.0
Federal National Mortgage Association12/01/20366.0640.0
Federal National Mortgage Association06/01/20366.0620.0
Federal National Mortgage Association01/01/20295.0620.0
Federal National Mortgage Association01/01/20355.5610.0
Federal National Mortgage Association07/01/20264.5610.0
Federal National Mortgage Association03/01/20254.5610.0
Federal National Mortgage Association08/01/20204.0600.0
Interest Rate Swap Option 5 year01/29/20160.0590.0
Federal National Mortgage Association07/01/20405.0590.0
Federal National Mortgage Association04/01/20355.5590.0
Federal National Mortgage Association04/01/20244.0590.0
Federal National Mortgage Association08/01/20184.0590.0
Federal National Mortgage Association10/01/20345.0580.0
Federal National Mortgage Association01/01/20355.5580.0
Government National Mortgage Association09/15/20395.0580.0
Federal National Mortgage Association11/01/20366.0570.0
Federal National Mortgage Association11/01/20366.0570.0
Federal National Mortgage Association06/01/20355.5570.0
Federal National Mortgage Association06/01/20314.0560.0
Federal National Mortgage Association12/01/20404.5560.0
Federal National Mortgage Association02/01/20345.5550.0
Federal National Mortgage Association05/01/20385.5550.0
Federal National Mortgage Association08/01/20365.5540.0
Federal National Mortgage Association12/01/20184.5540.0
Federal National Mortgage Association03/01/20263.5530.0
Federal National Mortgage Association03/01/20345.5530.0
Federal National Mortgage Association06/01/20286.0530.0
Federal National Mortgage Association12/01/20385.5530.0
Federal National Mortgage Association06/01/20405.0520.0
Federal National Mortgage Association03/01/20255.0520.0
Federal National Mortgage Association01/01/20184.5520.0
Federal Home Loan Mortgage Corp. REMIC11/15/20300.6520.0
Federal National Mortgage Association05/01/20246.0520.0
Federal National Mortgage Association08/01/20404.5520.0
Federal National Mortgage Association11/01/20366.0520.0
Federal National Mortgage Association08/01/20386.0510.0
Interest Rate Swap Option 10 year01/29/20160.0510.0
Federal National Mortgage Association09/01/20285.5510.0
Federal National Mortgage Association09/01/20395.0500.0
Federal National Mortgage Association08/01/20376.0500.0
Federal National Mortgage Association08/01/20236.0490.0
Federal National Mortgage Association01/01/20396.0490.0
Federal National Mortgage Association09/01/20335.5490.0
Federal National Mortgage Association12/01/20244.5490.0
Federal National Mortgage Association10/01/20346.0490.0
Federal National Mortgage Association12/01/20395.5480.0
Federal National Mortgage Association05/01/20345.5480.0
Federal National Mortgage Association07/01/20213.0480.0
Government National Mortgage Association03/15/20395.0470.0
Government National Mortgage Association06/15/20415.0460.0
Federal National Mortgage Association07/01/20414.5460.0
Federal National Mortgage Association07/01/20355.5460.0
Federal National Mortgage Association10/01/20264.0460.0
Federal National Mortgage Association08/01/20376.0460.0
Federal National Mortgage Association04/01/20264.0460.0
Federal National Mortgage Association01/01/20224.5450.0
Government National Mortgage Association02/15/20405.0440.0
Federal National Mortgage Association10/01/20415.0440.0
Federal National Mortgage Association02/01/20376.0440.0
Federal National Mortgage Association01/01/20345.5430.0
Federal National Mortgage Association02/01/20376.0430.0
Federal National Mortgage Association01/01/20345.5430.0
Federal National Mortgage Association10/01/20366.0420.0
Federal National Mortgage Association12/01/20366.0420.0
Federal National Mortgage Association10/01/20386.0410.0
Federal National Mortgage Association02/01/20345.5400.0
Federal National Mortgage Association10/01/20264.0400.0
Federal National Mortgage Association10/01/20356.0400.0
Federal National Mortgage Association09/01/20345.5400.0
Federal National Mortgage Association05/01/20244.5400.0
Federal National Mortgage Association05/01/20415.0400.0
Federal National Mortgage Association03/01/20265.0400.0
Federal National Mortgage Association09/01/20304.5400.0
Federal National Mortgage Association12/01/20335.5400.0
Government National Mortgage Association II09/20/20231.6390.0
Federal National Mortgage Association07/01/20405.0390.0
Government National Mortgage Association II11/20/20251.6380.0
Federal National Mortgage Association12/01/20244.0380.0
Federal National Mortgage Association11/01/20345.5380.0
Federal National Mortgage Association07/01/20366.0380.0
Federal National Mortgage Association12/01/20366.0380.0
Federal National Mortgage Association11/01/20254.0380.0
Federal National Mortgage Association04/01/20414.5380.0
Government National Mortgage Association II01/20/20252.0370.0
Federal National Mortgage Association02/01/20345.5370.0
Federal National Mortgage Association06/01/20376.0370.0
Federal National Mortgage Association05/01/20424.5370.0
Government National Mortgage Association07/15/20415.0370.0
Federal National Mortgage Association08/01/20366.0370.0
Federal National Mortgage Association08/01/20414.5360.0
Government National Mortgage Association II05/20/20241.6360.0
Federal National Mortgage Association02/01/20345.0360.0
Federal National Mortgage Association11/01/20224.5360.0
Federal National Mortgage Association09/01/20316.0360.0
Federal National Mortgage Association11/01/20376.0340.0
Federal National Mortgage Association01/01/20376.0340.0
Federal National Mortgage Association04/01/20396.0340.0
Federal National Mortgage Association02/01/20295.5330.0
Federal National Mortgage Association03/01/20345.5330.0
Federal National Mortgage Association04/01/20414.5330.0
Federal National Mortgage Association01/01/20204.5330.0
Federal National Mortgage Association05/01/20254.0330.0
Federal National Mortgage Association03/01/20264.0330.0
Bear Stearns Adjustable Rate Mortgage Trust11/25/20302.8330.0
Federal National Mortgage Association03/01/20345.5320.0
Federal National Mortgage Association08/01/20366.0320.0
Federal National Mortgage Association07/01/20184.0320.0
Federal National Mortgage Association07/01/20414.5320.0
Federal National Mortgage Association07/01/20356.0320.0
Federal National Mortgage Association07/01/20405.0320.0
Federal National Mortgage Association12/01/20345.5310.0
Federal National Mortgage Association10/01/20366.0310.0
Federal National Mortgage Association01/01/20386.0310.0
Government National Mortgage Association II12/20/20242.5300.0
Federal National Mortgage Association02/01/20345.5290.0
Federal National Mortgage Association07/01/20264.5290.0
Federal National Mortgage Association08/01/20184.5290.0
Federal National Mortgage Association01/01/20405.0290.0
Federal National Mortgage Association09/01/20415.0280.0
Federal National Mortgage Association12/01/20395.0280.0
Federal National Mortgage Association06/01/20376.0280.0
Federal National Mortgage Association06/01/20276.0280.0
Federal National Mortgage Association09/01/20184.0280.0
Government National Mortgage Association05/15/20385.0280.0
Federal National Mortgage Association07/01/20366.0270.0
Federal National Mortgage Association03/01/20345.5270.0
Federal National Mortgage Association01/01/20415.0270.0
Federal National Mortgage Association05/01/20314.5260.0
Federal National Mortgage Association09/01/20356.0260.0
Federal National Mortgage Association11/01/20285.0260.0
Federal National Mortgage Association03/01/20335.5260.0
Federal National Mortgage Association08/01/20184.0260.0
Federal National Mortgage Association10/01/20424.5260.0
Federal National Mortgage Association09/01/20365.0260.0
Federal National Mortgage Association09/01/20414.5260.0
Federal National Mortgage Association09/01/20345.5260.0
Government National Mortgage Association05/15/20395.0260.0
Federal National Mortgage Association05/01/20355.5250.0
Federal Home Loan Mortgage Corp.05/01/20316.0250.0
Federal National Mortgage Association03/01/20244.5250.0
Federal National Mortgage Association08/01/20244.5250.0
Federal National Mortgage Association10/01/20376.0240.0
Federal National Mortgage Association05/01/20244.0240.0
Federal National Mortgage Association03/01/20406.0240.0
Federal National Mortgage Association12/01/20254.0230.0
Federal National Mortgage Association05/01/20405.0230.0
Federal National Mortgage Association10/01/20386.0230.0
Federal National Mortgage Association09/01/20366.0230.0
Federal National Mortgage Association12/01/20285.5230.0
Federal National Mortgage Association09/01/20414.5230.0
Federal National Mortgage Association04/01/20345.5230.0
Federal National Mortgage Association05/01/20405.0220.0
Federal National Mortgage Association07/01/20366.0220.0
Federal Home Loan Mortgage Corp.08/01/20386.0210.0
Federal National Mortgage Association09/01/20406.0210.0
Interest Rate Swap Option 3 year07/20/20150.0210.0
Federal National Mortgage Association10/01/20226.0210.0
Federal National Mortgage Association09/01/20366.0210.0
Federal National Mortgage Association08/01/20376.0210.0
Federal National Mortgage Association01/01/20355.5210.0
Federal National Mortgage Association11/01/20253.0210.0
Federal Home Loan Mortgage Corp. REMIC12/15/20209.0200.0
Federal Home Loan Mortgage Corp.06/01/20242.4200.0
Federal National Mortgage Association06/01/20405.0200.0
Federal National Mortgage Association02/01/20264.0200.0
Federal National Mortgage Association02/01/20346.0200.0
Federal National Mortgage Association07/01/20366.0200.0
Federal National Mortgage Association05/01/20385.5190.0
Federal National Mortgage Association09/01/20376.0190.0
Federal National Mortgage Association12/01/20435.5190.0
Federal National Mortgage Association11/01/20405.0190.0
Federal National Mortgage Association04/01/20176.0180.0
Federal National Mortgage Association07/01/20366.0180.0
Federal National Mortgage Association05/01/20394.5180.0
Federal National Mortgage Association08/01/20355.5180.0
Federal National Mortgage Association08/01/20213.0180.0
Federal National Mortgage Association07/01/20184.5180.0
Government National Mortgage Association II03/20/20171.8180.0
Federal National Mortgage Association08/01/20366.0170.0
Federal National Mortgage Association01/01/20365.5170.0
Government National Mortgage Association10/15/20385.0170.0
Federal National Mortgage Association11/01/20376.0170.0
Federal National Mortgage Association11/01/20244.5170.0
Government National Mortgage Association04/15/20395.0170.0
Federal National Mortgage Association04/01/20365.5160.0
Federal National Mortgage Association05/01/20405.0160.0
Federal National Mortgage Association02/01/20366.0150.0
Federal National Mortgage Association07/01/20184.5150.0
Federal National Mortgage Association01/01/20376.0150.0
Federal National Mortgage Association04/01/20386.0150.0
Federal National Mortgage Association11/01/20355.5150.0
Federal National Mortgage Association02/01/20355.5150.0
Federal National Mortgage Association02/01/20264.5150.0
Federal National Mortgage Association07/01/20254.5140.0
Federal National Mortgage Association05/01/20176.0140.0
Federal National Mortgage Association11/01/20395.0140.0
Federal National Mortgage Association06/01/20366.0140.0
Federal National Mortgage Association03/01/20415.0140.0
Federal National Mortgage Association12/01/20365.5140.0
Federal National Mortgage Association05/01/20365.5140.0
Federal National Mortgage Association02/01/20213.0140.0
Federal National Mortgage Association01/01/20395.5130.0
Federal National Mortgage Association03/01/20405.0130.0
Federal Home Loan Mortgage Corp.02/01/20336.0130.0
Federal National Mortgage Association11/01/20355.5130.0
Federal National Mortgage Association02/01/20235.5130.0
Federal National Mortgage Association08/01/20355.5130.0
Federal National Mortgage Association10/01/20355.0130.0
Federal National Mortgage Association03/01/20385.5130.0
Federal National Mortgage Association08/01/20244.5120.0
Federal National Mortgage Association04/01/20345.5120.0
Federal National Mortgage Association07/01/20386.0120.0
Federal National Mortgage Association10/01/20154.0110.0
Federal National Mortgage Association08/01/20365.5110.0
Government National Mortgage Association II10/20/20251.6110.0
Federal National Mortgage Association09/01/20244.5110.0
Federal National Mortgage Association09/01/20365.5110.0
Federal National Mortgage Association11/01/20184.5110.0
Government National Mortgage Association II12/20/20261.6110.0
Federal National Mortgage Association12/01/20366.0110.0
Federal National Mortgage Association07/01/20376.0100.0
Federal National Mortgage Association08/01/20184.5100.0
Federal National Mortgage Association09/01/20386.0100.0
Government National Mortgage Association12/15/20355.0100.0
Federal National Mortgage Association01/01/20395.5100.0
Federal National Mortgage Association09/01/20244.5100.0
Federal National Mortgage Association06/01/20405.5100.0
Federal National Mortgage Association10/01/20355.5100.0
Federal National Mortgage Association10/01/20386.0100.0
Indymac ARM Trust01/25/20321.7100.0
Federal National Mortgage Association03/01/20345.0100.0
Federal National Mortgage Association05/01/20415.0100.0
Federal National Mortgage Association05/01/20246.0100.0
Federal National Mortgage Association12/01/20355.590.0
Federal National Mortgage Association09/01/20386.090.0
Federal National Mortgage Association01/01/20375.590.0
Federal National Mortgage Association04/01/20345.590.0
Federal National Mortgage Association09/01/20366.090.0
Federal National Mortgage Association07/01/20405.090.0
Federal National Mortgage Association01/01/20254.590.0
Federal National Mortgage Association07/01/20376.090.0
Federal National Mortgage Association02/01/20376.090.0
Federal National Mortgage Association05/01/20404.590.0
Federal National Mortgage Association06/01/20366.090.0
Federal Housing Authority Project02/01/20217.480.0
Federal National Mortgage Association05/01/20335.580.0
Federal National Mortgage Association11/01/20166.080.0
Federal National Mortgage Association07/01/20295.080.0
Federal National Mortgage Association07/01/20376.080.0
Federal National Mortgage Association05/01/20184.580.0
Federal National Mortgage Association11/01/20244.580.0
Federal National Mortgage Association11/01/20335.580.0
Federal Home Loan Mortgage Corp.07/01/20166.080.0
Federal National Mortgage Association01/01/20365.580.0
Federal National Mortgage Association08/01/20236.080.0
Federal National Mortgage Association12/01/20166.070.0
Federal National Mortgage Association06/01/20254.570.0
Federal National Mortgage Association01/01/20275.570.0
Federal National Mortgage Association09/01/20366.070.0
Federal National Mortgage Association05/01/20336.070.0
Federal National Mortgage Association02/01/20376.070.0
Federal National Mortgage Association02/01/20254.060.0
Federal National Mortgage Association07/01/20384.560.0
Federal National Mortgage Association12/01/20345.560.0
Federal National Mortgage Association02/01/20254.560.0
Federal National Mortgage Association09/01/20385.560.0
Government National Mortgage Association II10/20/20252.060.0
Federal National Mortgage Association07/01/20365.560.0
Federal National Mortgage Association05/01/20244.560.0
Federal National Mortgage Association06/01/20375.560.0
Federal National Mortgage Association06/01/20194.560.0
Federal Home Loan Mortgage Corp.09/01/20166.050.0
Federal National Mortgage Association12/01/20335.550.0
Federal National Mortgage Association09/01/20376.050.0
Federal National Mortgage Association09/01/20176.050.0
Federal Home Loan Mortgage Corp.05/01/20336.050.0
Federal National Mortgage Association05/01/20184.550.0
Federal National Mortgage Association10/01/20335.550.0
Federal National Mortgage Association04/01/20385.550.0
Federal National Mortgage Association06/01/20184.550.0
Federal National Mortgage Association06/01/20194.050.0
Federal National Mortgage Association11/01/20366.050.0
Federal National Mortgage Association09/01/20386.050.0
Federal National Mortgage Association10/01/20166.050.0
Federal National Mortgage Association12/01/20244.540.0
Federal National Mortgage Association07/01/20236.040.0
Federal National Mortgage Association10/01/20355.540.0
Federal National Mortgage Association11/01/20386.040.0
Federal National Mortgage Association10/01/20396.040.0
Federal National Mortgage Association07/01/20375.540.0
Government National Mortgage Association11/15/20385.040.0
Federal National Mortgage Association09/01/20366.040.0
Federal National Mortgage Association07/01/20385.540.0
Federal National Mortgage Association12/01/20366.040.0
Federal National Mortgage Association07/01/20276.040.0
Federal National Mortgage Association06/01/20355.530.0
Federal Home Loan Mortgage Corp.07/01/20166.030.0
Federal National Mortgage Association12/01/20376.030.0
Federal National Mortgage Association10/01/20345.530.0
Federal National Mortgage Association10/01/20345.530.0
Federal National Mortgage Association09/01/20355.530.0
Government National Mortgage Association04/15/20355.030.0
Federal National Mortgage Association12/01/20365.530.0
Federal Home Loan Mortgage Corp.10/01/20376.030.0
Federal Home Loan Mortgage Corp.01/01/20296.030.0
Federal National Mortgage Association06/01/20366.030.0
Federal National Mortgage Association12/01/20166.030.0
Federal National Mortgage Association07/01/20376.030.0
Federal National Mortgage Association04/01/20376.030.0
Federal National Mortgage Association07/01/20375.530.0
Federal National Mortgage Association03/01/20236.030.0
Government National Mortgage Association08/15/20335.030.0
Federal National Mortgage Association06/01/20366.030.0
Federal National Mortgage Association08/01/20184.030.0
Federal National Mortgage Association12/01/20355.530.0
Federal National Mortgage Association12/01/20335.530.0
Federal National Mortgage Association01/01/20375.530.0
Federal National Mortgage Association03/01/20376.030.0
Federal National Mortgage Association02/01/20375.530.0
Federal National Mortgage Association04/01/20355.530.0
Federal National Mortgage Association10/01/20366.030.0
Federal National Mortgage Association05/01/20365.530.0
Federal National Mortgage Association10/01/20366.020.0
Federal National Mortgage Association11/01/20166.020.0
Federal National Mortgage Association07/01/20364.520.0
Federal National Mortgage Association08/01/20366.020.0
Federal National Mortgage Association09/01/20366.020.0
Federal National Mortgage Association02/01/20345.520.0
Federal National Mortgage Association10/01/20366.020.0
Federal National Mortgage Association06/01/20366.020.0
Federal National Mortgage Association07/01/20166.020.0
Federal National Mortgage Association11/01/20365.520.0
First Nationwide Trust08/21/20316.820.0
Federal National Mortgage Association10/01/20345.520.0
Federal National Mortgage Association01/01/20386.010.0
Government National Mortgage Association II07/20/20242.010.0
Interest Rate Swap Option 10 year07/30/20150.000.0
General Motors Co. Escrow03/06/20495.200.0
Total4,125,495115.7
Cash and Other Assets Less Liabilities-15.7
Total Net Assets100%

Sector Allocation (As of Quarter Ended 06/30/2015)

As of Quarter Ended 06/30/2015
Economic SectorHarbor Bond Fund %
U.S. Government Obligations34.3
Mortgage Pass-through29.5
Corporate Bonds & Notes25.7
Foreign Government Obligations9.9
Collateralized Mortgage Obligations7.7
Municipal Bonds4.3
Asset-backed Securities4.1
U.S. Government Agencies1.7
Commercial Paper1.4
Bank Loan Obligations0.6

Maturity Profile (As of Quarter Ended 06/30/2015)

As of Quarter Ended 06/30/2015
MaturityHarbor Bond Fund %
0-1 yr17.1
1-3 yr12.0
3-5 yr23.5
5-7 yr11.0
7-10 yr18.7
10-20 yr9.6
20-30 yr16.1
Over 30 yr-8.1

Duration (As of Quarter Ended 06/30/2015)

As of Quarter Ended 06/30/2015
DurationHarbor Bond Fund %
0-1 yr-19.8
1-3 yr5.4
3-5 yr24.9
5-7 yr22.2
7-10 yr38.5
10-20 yr67.2
20-30 yr-38.4
Over 30 yr0.0

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 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.