Harbor Bond Fund Administrative Class (HRBDX)

Portfolio Characteristics (As of Quarter Ended 12/31/2015)

 Harbor Bond FundBarclays U.S. Aggregate Bond Index
Number of Issues1,0679,720
Average Market Coupon (%)3.343.26
Yield to Maturity (%)3.962.59
Weighted Avg. Maturity (yrs)6.657.94
Weighted Avg. Duration (yrs)4.545.68

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

Top Ten Holdings (As of Quarter Ended 12/31/2015)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Federal National Mortgage Association TBA01/13/20464.0209,4827.4
Federal National Mortgage Association TBA02/11/20463.5127,6364.5
U.S. Treasury Inflation Indexed Bonds01/15/20281.8104,0103.7
U.S. Treasury Bonds08/15/20443.1101,9263.6
U.S. Treasury Inflation Indexed Bonds01/15/20252.4100,6453.6
U.S. Treasury Notes11/15/20242.295,8593.4
Federal National Mortgage Association02/11/20464.090,8193.2
U.S. Treasury Inflation Indexed Bonds01/15/20262.080,3702.9
U.S. Treasury Inflation Indexed Bonds01/15/20272.472,9012.6
Federal National Mortgage Association REMIC10/25/20413.565,1712.3
% of Total Holdings:1,048,81937.2

Full Holdings (As of Quarter Ended 12/31/2015)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Federal National Mortgage Association TBA01/13/20464.0209,4827.4
Federal National Mortgage Association TBA02/11/20463.5127,6364.5
U.S. Treasury Inflation Indexed Bonds01/15/20281.8104,0103.7
U.S. Treasury Bonds08/15/20443.1101,9263.6
U.S. Treasury Inflation Indexed Bonds01/15/20252.4100,6453.6
U.S. Treasury Notes11/15/20242.295,8593.4
Federal National Mortgage Association02/11/20464.090,8193.2
U.S. Treasury Inflation Indexed Bonds01/15/20262.080,3702.9
U.S. Treasury Inflation Indexed Bonds01/15/20272.472,9012.6
Federal National Mortgage Association REMIC10/25/20413.565,1712.3
Federal National Mortgage Association TBA02/11/20463.058,8672.1
Federal National Mortgage Association TBA01/13/20463.556,7312.0
Federal National Mortgage Association TBA01/13/20464.552,9131.9
U.S. Treasury Bonds05/15/20443.448,7511.7
U.S. Treasury Bonds08/15/20452.947,4121.7
Denver Public Schools12/15/20377.044,7041.6
Federal National Mortgage Association TBA02/11/20464.540,9721.5
U.S. Treasury Notes09/30/20221.840,1921.4
U.S. Treasury Bonds02/15/20452.536,1851.3
U.S. Treasury Bonds11/15/20443.032,4581.2
U.S. Treasury Bonds08/15/20422.831,6781.1
Federal Home Loan Mortgage Corp. TBA01/13/20464.530,1621.1
Ally Financial Inc.02/15/20175.529,5301.0
Federal National Mortgage Association TBA01/19/20313.529,3211.0
U.S. Treasury Bonds11/15/20422.828,3631.0
U.S. Treasury Bonds05/15/20423.025,7120.9
U.S. Treasury Notes05/15/20242.525,5480.9
Principal Life Global Funding II05/19/20171.223,3280.8
Government National Mortgage Association TBA02/22/20464.023,3110.8
Brazil Letras Do Tesouro Nacional04/01/20160.022,5680.8
U.S. Treasury Inflation Indexed Bonds07/15/20220.121,5570.8
Federal Home Loan Mortgage Corp. TBA02/11/20463.520,5390.7
BB&T Corp. MTN06/15/20181.419,5500.7
University of California05/15/21124.919,2840.7
Wells Fargo & Co.03/15/20188.018,5120.7
Bank of America Corp. MTN03/22/20181.718,3690.7
North Las Vegas City Nevada06/01/20406.617,9110.6
U.S. Treasury Notes03/31/20201.416,5990.6
Structured Asset Securities Co.01/25/20370.716,5900.6
U.S. Treasury Inflation Indexed Bonds01/15/20220.116,4960.6
U.S. Treasury Bonds11/15/20394.415,9450.6
Clark County Nevada07/01/20296.415,6120.6
U.S. Treasury Bonds02/15/20404.615,6060.6
Government National Mortgage Association TBA02/22/20463.515,5970.6
U.S. Treasury Bonds02/15/20423.115,5640.6
Keane Group Holdings LLC08/08/20198.515,2230.5
Federal Home Loan Mortgage Corp. TBA02/11/20464.014,7580.5
U.S. Treasury Inflation Indexed Bonds07/15/20250.414,6490.5
Mexican Bonos06/11/20208.014,5280.5
Federal National Mortgage Association TBA01/13/20465.014,3100.5
JP Morgan Chase Commercial Mortgage Securities Corp.01/15/20495.413,9650.5
U.S. Treasury Inflation Indexed Bonds04/15/20200.113,8370.5
Government National Mortgage Association TBA01/21/20463.513,5490.5
Societe Generale SA09/29/20258.013,2700.5
IndyMac Index Mortgage Loan Trust07/25/20372.613,2350.5
Ally Financial Inc.01/30/20172.813,0000.5
Morgan Stanley MTN10/18/20160.812,9760.5
U.S. Treasury Inflation Indexed Bonds07/15/20210.612,9570.5
Bank of America Corp.05/02/20170.912,5810.4
Residential Asset Securitization Trust08/25/20376.212,5600.4
Small Business Administration Participation Certificates08/01/20286.012,3460.4
Banco Santander SA09/11/20216.212,0300.4
Oha Credit Partners VI Ltd.05/15/20231.612,0290.4
Morgan Stanley MTN04/25/20181.611,8320.4
U.S. Treasury Inflation Indexed Bonds04/15/20293.911,7880.4
Federal National Mortgage Association04/01/20192.511,5270.4
Province of Quebec Canada12/01/20214.211,5040.4
State of California04/01/20347.510,8920.4
Countrywide Alternative Loan Trust11/20/20350.710,7240.4
Securitized Asset Backed Receivables LLC Trust08/25/20351.110,6200.4
Federal National Mortgage Association08/01/20375.510,4280.4
American Express Centurion Bank MTN09/13/20176.010,1790.4
BCAP LLC Trust05/25/20470.610,1070.4
Banco Santander Brasil SA01/14/20164.29,8250.3
U.S. Treasury Inflation Indexed Bonds01/15/20250.29,7690.3
U.S. Treasury Inflation Indexed Bonds02/15/20450.89,5830.3
Morgan Stanley MTN09/23/20195.69,5110.3
Ford Motor Credit Co. LLC01/15/20213.29,4970.3
American Express Bank FSB09/13/20176.09,4290.3
Royal Bank of Scotland plc MTN03/16/20229.59,3620.3
Cantor Fitzgerald LP06/17/20226.59,2730.3
HCA Inc.03/31/20173.29,1600.3
Park Place Securities Inc.08/25/20350.99,1180.3
Owens Corning Co.12/01/20244.29,0690.3
Wells Fargo & Co. MTN09/29/20253.68,8910.3
Credit Suisse New York MTN05/26/20170.98,8700.3
Baidu Inc.06/30/20203.08,8040.3
Federal National Mortgage Association11/01/20385.58,7540.3
HSBC Holdings plc03/30/20256.48,7110.3
Credit Suisse Group Funding Guernsey Ltd.03/26/20253.88,6150.3
Bank of America Corp. MTN04/25/20186.98,6110.3
JP Morgan Chase & Co.07/15/20253.98,5580.3
Federal National Mortgage Association05/01/20345.58,3160.3
U.S. Treasury Bonds05/15/20404.48,1660.3
Energy Transfer Partners LP10/01/20204.28,1300.3
Countrywide Alternative Loan Trust01/25/20376.08,0880.3
JP Morgan Chase & Co.01/23/20202.28,0750.3
Celf Loan Partners IV PLC05/03/20231.08,0120.3
U.S. Treasury Inflation Indexed Bonds07/15/20201.27,9390.3
U.S. Treasury Notes10/31/20212.07,8240.3
Petrobras Global Finance BV01/27/20215.47,6910.3
Homebanc Mortgage Trust12/25/20360.67,6740.3
Government National Mortgage Association01/21/20465.07,6690.3
JP Morgan Chase Bank NA10/01/20176.07,4870.3
Nationwide Building Society02/25/20206.27,3260.3
Asset Backed Securities Corp. Home Equity08/15/20331.67,2990.3
Murray Street Investment Trust I03/09/20174.67,2140.3
Leaseplan Corp. NV01/22/20192.97,2120.3
Petrobras Global Finance BV03/17/20172.97,1860.3
U.S. Treasury Bonds05/15/20432.97,1050.3
Lloyds Bank plc05/14/20253.57,0380.2
BCAP LLC Trust08/26/20375.26,9380.2
Barclays Bank plc06/15/201914.06,8750.2
U.S. Treasury Bonds11/15/20453.06,8670.2
U.S. Treasury Bonds05/15/20394.26,6610.2
Chicago Transit Authority12/01/20406.96,6300.2
Federal National Mortgage Association11/01/20365.56,6130.2
Wachovia Bank Commercial Mortgage Trust04/15/20475.56,5780.2
Access Midstream Partners LP05/15/20234.96,4950.2
Chrysler Group LLC05/24/20173.56,4860.2
Banc of America Funding Corp.10/03/20390.76,3060.2
Rio Oil Finance Trust01/06/20279.86,2050.2
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY04/28/20170.76,1950.2
Community Health Systems Inc.12/31/20183.66,1500.2
U.S. Treasury Notes02/15/20242.86,1460.2
Wells Fargo Mortgage Backed Securities Trust07/25/20362.76,1420.2
Provident Funding Mortgage Loan Trust10/25/20352.66,1340.2
BBVA Bancomer SA03/10/20216.56,0710.2
Province of Ontario Canada09/27/20191.66,0290.2
Simon Property Group LP09/01/20202.56,0090.2
State of California03/01/20368.05,9870.2
City of Chicago, IL01/01/20427.85,8750.2
Federal National Mortgage Association09/01/20272.95,8610.2
Government National Mortgage Association04/15/20395.05,8230.2
Wachovia Bank Commercial Mortgage Trust02/15/20516.05,7740.2
Credit Agricole SA06/23/20267.55,6670.2
Harvest CLO V SA04/05/20240.25,5820.2
Shell International Finance BV05/11/20253.25,5770.2
Verizon Communications Inc.09/14/20183.65,5470.2
Bear Stearns Commercial Mortgage Securities Trust06/11/20505.75,5290.2
Bank of America Corp. MTN08/28/20176.45,4650.2
ERP Operating LP06/01/20253.45,4540.2
Residential Accredit Loans Inc.08/25/20360.65,3900.2
U.S. Treasury Bonds02/15/20433.15,3200.2
Government National Mortgage Association02/15/20395.05,3100.2
Government National Mortgage Association TBA01/21/20464.05,3030.2
Banco Santander Chile01/19/20161.95,3000.2
Federal National Mortgage Association08/01/20222.35,2370.2
International Lease Finance Corp.05/15/20165.85,1770.2
JP Morgan Chase Commercial Mortgage Securities Corp.05/15/20475.35,1450.2
Baxalta Inc.06/23/20202.95,1430.2
Small Business Administration Participation Certificates01/01/20295.75,1230.2
Government National Mortgage Association01/15/20395.05,1140.2
UBS AG MTN06/01/20171.05,0910.2
Alba plc03/17/20390.85,0850.2
Keane Group Holdings LLC08/08/20198.55,0740.2
Countrywide Alternative Loan Trust05/25/20360.85,0440.2
Ford Motor Credit Co. LLC10/05/20182.64,9680.2
Home Equity Asset Trust07/25/20351.54,9360.2
Eurohome UK Mortgages plc06/15/20440.74,9330.2
California State University11/01/20306.44,9090.2
U.S. Treasury Notes08/15/20242.44,8500.2
Federal National Mortgage Association05/01/20385.54,8140.2
JP Morgan Mortgage Trust10/25/20362.74,8100.2
Federal National Mortgage Association10/01/20366.04,7940.2
U.S. Treasury Inflation Indexed Bonds07/15/20240.14,7540.2
International Lease Finance Corp.09/01/20166.84,7320.2
Societe Generale SA04/14/20254.24,7300.2
Government National Mortgage Association02/15/20395.04,6870.2
Unicredit SpA06/03/20248.04,6790.2
Countrywide Asset-Backed Certificates05/25/20370.64,6750.2
Bear Stearns Companies LLC10/02/20176.44,6320.2
Argent Securities Inc.10/25/20350.84,6210.2
Province of Ontario Canada06/02/20223.24,3780.2
AvalonBay Communities Inc. MTN06/01/20253.44,3550.2
Bank of America Corp. MTN05/01/20185.64,3360.2
MSCI Inc.11/15/20245.24,3240.2
Bank of America NA05/08/20170.84,2910.2
Wells Fargo & Co. MTN12/07/20202.64,2810.2
Federal National Mortgage Association12/01/20355.54,2740.2
Motor plc08/25/20210.94,2530.2
Ally Financial Inc.12/01/20176.24,1000.1
Province of Ontario Canada10/07/20194.04,0740.1
Verizon Communications Inc.09/15/20235.24,0740.1
SG Mortgage Securities Trust10/25/20360.64,0250.1
Countrywide Alternative Loan Trust07/25/20355.54,0180.1
Schaeffler Holding Finance BV11/15/20215.83,9680.1
Countrywide Alternative Loan Trust02/25/20362.63,8660.1
MASTR Asset Backed Securities Trust06/25/20360.73,8560.1
CIT Group Inc.05/15/20175.03,8200.1
BCAP LLC Trust02/26/20365.23,7700.1
Federal National Mortgage Association05/01/20244.03,7340.1
Celf Loan Partners IV PLC05/03/20230.73,6860.1
Countrywide Asset-Backed Certificates04/25/20365.43,6620.1
Credit Suisse Commercial Mortgage Trust12/15/20395.33,6380.1
U.S. Treasury Inflation Indexed Bonds01/15/20211.13,5870.1
Option One Mortgage Loan Trust07/25/20370.73,5630.1
Hellenic Railways Organization SA12/27/20175.03,5180.1
Federal National Mortgage Association04/01/20386.03,4950.1
Federal National Mortgage Association11/01/20385.53,4470.1
El Paso Corp.06/15/20177.03,4010.1
GSR Mortgage Loan Trust02/25/20365.83,3640.1
Petrobras Global Finance BV02/06/20173.53,2840.1
Federal National Mortgage Association07/01/20264.53,2660.1
Schaeffler Holding Finance BV11/15/20196.23,2510.1
GSAA Trust12/25/20460.63,2510.1
Limerock CLO I04/24/20230.53,2330.1
RMAC Securities plc06/12/20440.83,1840.1
Credit Agricole SA01/23/20247.93,1800.1
Federal National Mortgage Association11/01/20395.53,1690.1
Hellenic Republic Schuldschein Loan03/30/20163.93,1620.1
Chase Mortgage Finance Corp.09/25/20365.43,1590.1
Government National Mortgage Association TBA01/21/20463.53,1200.1
Federal National Mortgage Association04/01/20244.03,1160.1
General Motors Financial Co. Inc.08/15/20174.83,1110.1
Dynegy Inc.11/01/20227.43,0630.1
Shell International Finance BV05/11/20454.43,0330.1
Structured Adjustable Rate Mortgage Loan Trust02/25/20370.63,0330.1
Province of Quebec Canada12/01/20223.53,0310.1
Soundview Home Loan Trust12/25/20360.63,0010.1
Residential Accredit Loans Inc.03/25/20376.02,9940.1
Depository Trust & Clearing Corp.06/15/20204.92,9850.1
Verizon Communications Inc.09/14/20182.32,9710.1
DSLA Mortgage Loan Trust03/19/20461.22,9330.1
Discover Bank/Greenwood de11/13/20182.62,9000.1
Blackstone Group LP03/19/20199.62,8620.1
BBVA Bancomer SA03/10/20164.52,8110.1
Export-Import Bank of Korea12/30/20202.62,8100.1
General Motors Financial Co. Inc.01/15/20203.22,7780.1
Apple Inc.05/06/20212.82,7680.1
Deutsche Alt-A Securities Inc. Mortgage Loan Trust03/25/20370.62,7670.1
Federal National Mortgage Association01/01/20396.02,7460.1
Federal National Mortgage Association10/01/20314.02,7330.1
HSI Asset Securitization Corp. Trust12/25/20360.62,7240.1
Adjustable Rate Mortgage Trust08/25/20360.52,6930.1
Washington Mutual Mortgage Pass Through Certificates Trust09/25/20461.22,6350.1
California Infrastructure & Economic Development Bank05/15/20496.52,6130.1
Argent Securities Inc.05/25/20360.62,5970.1
U.S. Treasury Inflation Indexed Bonds02/15/20420.82,5860.1
Wachovia Bank Commercial Mortgage Trust06/15/20490.42,5670.1
Mansard Mortgages plc12/15/20491.22,5570.1
Barclays plc09/15/20196.52,5380.1
Province of Ontario Canada04/14/20204.42,5160.1
First Horizon Asset Securities Inc.02/25/20362.92,4930.1
Export-Import Bank of Korea06/29/20205.12,4410.1
Bank of China Hong Kong Ltd.02/11/20205.62,3980.1
Federal National Mortgage Association06/01/20352.52,3630.1
Los Angeles City CA Wastewater System Revenue06/01/20395.72,3630.1
Banco Nacional de Desenvolvimento Economico e Social09/15/20174.12,3470.1
Ford Motor Credit Co. LLC12/15/20168.02,3270.1
Morgan Stanley Dean Witter Capital I07/25/20321.32,3170.1
Federal National Mortgage Association07/01/20415.52,3150.1
Federal Home Loan Mortgage Corp.12/01/20376.02,3100.1
Federal National Mortgage Association04/01/20244.02,3070.1
U.S. Treasury Inflation Indexed Bonds02/15/20441.42,2810.1
Unicredit SpA09/10/20216.82,2590.1
Export-Import Bank of Korea01/29/20214.02,2440.1
IndyMac Imsc Mortgage Loan Trust07/25/20376.52,2310.1
Countrywide Asset-Backed Certificates05/25/20360.72,2300.1
Banc of America Merrill Lynch Commercial Mortgage Inc.04/10/20495.62,2290.1
Federal Home Loan Mortgage Corp.04/01/20376.02,2000.1
Federal National Mortgage Association04/01/20345.52,1950.1
Petrobras Global Finance BV05/20/20234.42,1910.1
Federal National Mortgage Association09/01/20365.52,1900.1
Ally Financial Inc.05/15/20168.52,1810.1
Federal National Mortgage Association08/01/20352.42,1790.1
Citigroup Inc. MTN05/31/20170.52,1720.1
Merrill Lynch/Countrywide Commercial Mortgage Trust12/12/20495.22,1570.1
Braskem Finance Ltd.04/15/20215.82,1250.1
Morgan Stanley ABS Capital I Inc. Trust10/25/20360.62,1050.1
Citigroup Capital XIII10/30/20406.72,0790.1
Federal National Mortgage Association01/01/20395.52,0690.1
Government National Mortgage Association TBA01/21/20463.02,0240.1
Federal National Mortgage Association09/01/20276.02,0120.1
Countrywide Home Loan Mortgage Pass Through Trust09/25/20472.91,9960.1
Indymac Index Mortgage Loan Trust01/25/20362.61,9940.1
Piper Jaffray Cos.10/09/20185.11,9920.1
GTL Trade Finance Inc.10/20/20177.21,9850.1
Petrobras Global Finance BV01/20/20205.81,9650.1
BM & FBovespa SA07/16/20205.51,9630.1
Odebrecht Drilling Norbe VIII/IX Ltd.06/30/20226.41,8690.1
Merrill Lynch/Countrywide Commercial Mortgage Trust03/12/20515.51,8470.1
Morgan Stanley Re-REMIC Trust08/12/20455.81,8450.1
Federal National Mortgage Association06/01/20385.51,8200.1
Barclays Bank plc04/10/20237.81,8170.1
Government National Mortgage Association12/15/20385.01,8150.1
Mid-State Trust08/15/20376.01,8020.1
Dynegy Inc.11/01/20196.81,7960.1
UBS AG MTN06/01/20201.31,7950.1
Federal National Mortgage Association03/01/20385.51,7470.1
Chicago Transit Authority12/01/20406.91,7450.1
U.S. Treasury Inflation Indexed Bonds04/15/20283.61,7290.1
Federal National Mortgage Association06/01/20355.51,7200.1
Morgan Stanley MTN04/25/20182.11,7050.1
Petrobras Global Finance BV01/27/20163.91,6980.1
Gsaa Trust08/25/20476.01,6850.1
JP Morgan Chase Commercial Mortgage Securities Corp.02/15/20515.91,6610.1
Morgan Stanley ABS Capital I Inc. Trust11/25/20360.61,6580.1
JP Morgan Mortgage Trust04/25/20365.51,6540.1
Banc of America Funding Corp.05/20/20470.71,6460.1
Volkswagen Group of America Finance LLC05/22/20181.61,6330.1
Federal National Mortgage Association01/01/20255.51,6300.1
OneMain Financial Holdings Inc.12/15/20196.81,6260.1
Specialty Underwriting & Residential Finance Trust09/25/20370.51,6060.1
Government National Mortgage Association05/15/20395.01,6030.1
People's Financial Realty Mortgage Securities Trust09/25/20360.61,5860.1
Federal National Mortgage Association08/01/20376.01,5540.1
Dynegy Inc.11/01/20247.61,5480.1
OneMain Financial Holdings Inc.12/15/20217.21,5080.1
Goldman Sachs Group Inc. MTN06/04/20171.11,4960.1
GTL Trade Finance Inc.10/20/20177.21,4890.1
Countrywide Alternative Loan Trust12/25/20365.81,4520.1
Federal Housing Authority Project05/01/20217.41,4270.1
Bear Stearns Commercial Mortgage Securities Trust09/11/20385.71,4130.1
Interest Rate Swap Option 30 year08/20/20180.01,4080.0
Federal National Mortgage Association10/01/20386.01,3970.0
Federal National Mortgage Association09/01/20415.51,3920.0
Government National Mortgage Association04/15/20415.01,3840.0
Petrobras Global Finance BV05/20/20162.01,3700.0
Citigroup/Deutsche Bank Commercial Mortgage Trust12/11/20495.31,3630.0
Suntrust Adjustable Rate Mortgage Loan Trust01/25/20372.81,3580.0
Federal National Mortgage Association09/01/20386.01,3360.0
Federal National Mortgage Association05/01/20415.01,3270.0
Energy Transfer Partners LP06/01/20214.61,3160.0
Homestar Mortgage Acceptance Corp.10/25/20341.61,2970.0
Greenwich Capital Commercial Funding Corp.03/10/20395.41,2950.0
Rio Oil Finance Trust07/06/20249.21,2750.0
Structured Adjustable Rate Mortgage Loan Trust04/25/20352.61,2700.0
GSAA Trust03/25/20360.71,2630.0
Federal National Mortgage Association09/01/20415.51,2270.0
Federal National Mortgage Association09/01/20213.01,2220.0
First Franklin Mortgage Loan Trust07/25/20360.61,2000.0
Federal Home Loan Mortgage Corp.11/01/20376.01,1890.0
Petrobras Global Finance BV05/20/20162.01,1780.0
RAMP Trust08/25/20341.31,1750.0
Federal National Mortgage Association07/01/20184.01,1460.0
Federal National Mortgage Association04/01/20396.01,0910.0
Harborview Mortgage Loan Trust11/19/20341.21,0840.0
U.S. Treasury Bills01/14/20160.01,0650.0
Government National Mortgage Association07/15/20395.01,0420.0
Government National Mortgage Association11/15/20395.01,0340.0
Federal National Mortgage Association02/01/20355.51,0260.0
Federal National Mortgage Association03/01/20355.51,0250.0
Federal National Mortgage Association01/01/20375.51,0240.0
CSN Islands XI Corp.09/21/20196.91,0210.0
Ford Motor Credit Co. LLC06/15/20164.01,0110.0
Federal National Mortgage Association REMIC04/25/20335.01,0100.0
U.S. Treasury Notes08/31/20212.01,0050.0
Federal National Mortgage Association07/01/20376.01,0020.0
Mizuho Bank Ltd.09/25/20171.19940.0
GSR Mortgage Loan Trust05/25/20352.79930.0
HSBC Holdings plc09/29/20236.09870.0
Federal National Mortgage Association06/01/20414.59780.0
Province of Quebec Canada07/29/20203.59530.0
Federal National Mortgage Association04/01/20213.59410.0
Government National Mortgage Association06/15/20405.09410.0
Federal Home Loan Mortgage Corp.02/01/20385.59340.0
Federal Home Loan Mortgage Corp.07/01/20385.59310.0
Federal National Mortgage Association05/01/20254.59260.0
Petrobras Global Finance BV03/17/20203.49260.0
Structured Asset Mortgage Investments Inc.07/19/20350.79250.0
Countrywide Asset-Backed Certificates06/25/20360.88770.0
Bear Stearns Adjustable Rate Mortgage Trust10/25/20362.88740.0
Federal National Mortgage Association08/01/20235.08470.0
BCAP LLC Trust03/26/20375.38450.0
Federal National Mortgage Association05/01/20365.58290.0
Barclays plc12/15/20208.08270.0
Odebrecht Offshore Drilling Finance Ltd.10/01/20236.68240.0
Federal National Mortgage Association04/01/20244.08240.0
Federal National Mortgage Association08/01/20244.08160.0
Federal National Mortgage Association06/01/20285.08160.0
Federal National Mortgage Association03/01/20305.08010.0
General Motors Financial Co. Inc.07/13/20203.27890.0
Federal National Mortgage Association07/01/20254.07790.0
Argent Securities Inc.11/25/20341.57780.0
Federal National Mortgage Association04/01/20254.57740.0
Ras Laffan Liquefied Natural Gas Co. Ltd. III09/30/20275.87740.0
Federal National Mortgage Association06/01/20385.57710.0
GSR Mortgage Loan Trust11/25/20352.87690.0
Federal National Mortgage Association05/01/20394.57650.0
Rohm and Haas Co.09/15/20176.07640.0
Federal National Mortgage Association01/01/20366.07630.0
Washington Mutual Mortgage Pass Through Certificates Trust04/25/20450.77610.0
Government National Mortgage Association01/15/20395.07570.0
Federal National Mortgage Association02/01/20376.07550.0
Federal National Mortgage Association10/01/20366.07500.0
Federal National Mortgage Association09/01/20244.07410.0
Federal National Mortgage Association08/01/20355.57340.0
CVS Pass-Through Trust01/10/20306.97300.0
Federal National Mortgage Association08/01/20254.57300.0
Federal National Mortgage Association06/01/20295.07250.0
Public Power Generation Agency01/01/20417.27160.0
Federal National Mortgage Association12/01/20295.07060.0
Federal National Mortgage Association04/01/20355.56900.0
Government National Mortgage Association02/15/20395.06800.0
Federal National Mortgage Association07/01/20264.06760.0
Federal National Mortgage Association02/01/20305.06620.0
Federal National Mortgage Association05/01/20234.56610.0
Government National Mortgage Association02/15/20395.06610.0
Government National Mortgage Association04/15/20395.06440.0
Federal National Mortgage Association05/01/20414.56410.0
Federal National Mortgage Association06/01/20376.06390.0
Federal National Mortgage Association11/01/20295.06370.0
Federal Home Loan Mortgage Corp.02/01/20346.06330.0
Federal National Mortgage Association05/01/20264.56240.0
Federal National Mortgage Association02/01/20385.56150.0
Federal National Mortgage Association07/01/20264.56130.0
Federal National Mortgage Association08/01/20355.56110.0
Federal National Mortgage Association09/01/20194.06050.0
Federal National Mortgage Association01/01/20386.06050.0
Bear Stearns Commercial Mortgage Securities Trust02/11/20445.36020.0
Petrobras Global Finance BV10/06/20166.15960.0
Bear Stearns Adjustable Rate Mortgage Trust04/25/20342.85950.0
Federal National Mortgage Association02/01/20244.05870.0
Federal National Mortgage Association11/01/20345.55760.0
Federal National Mortgage Association03/01/20345.55730.0
Federal National Mortgage Association08/01/20385.55720.0
Federal National Mortgage Association10/01/20376.05700.0
Federal National Mortgage Association04/01/20395.05680.0
Federal National Mortgage Association05/01/20385.55520.0
Federal National Mortgage Association02/01/20254.55510.0
Federal National Mortgage Association05/01/20385.55350.0
Federal National Mortgage Association06/01/20406.05300.0
U.S. Treasury Inflation Indexed Bonds01/15/20292.55250.0
NOVO Banco SA MTN01/15/20184.85200.0
Federal National Mortgage Association02/01/20376.05180.0
Federal National Mortgage Association07/01/20366.05180.0
Federal Home Loan Mortgage Corp.05/01/20406.05150.0
Federal National Mortgage Association12/01/20295.55130.0
United Airlines Inc.05/01/201810.45130.0
Federal National Mortgage Association08/01/20405.55100.0
Government National Mortgage Association07/15/20405.05060.0
Federal National Mortgage Association08/01/20244.55030.0
Federal National Mortgage Association01/01/20415.05010.0
Federal National Mortgage Association06/01/20405.55000.0
Bear Stearns Alt-A Trust07/25/20350.94990.0
Interest Rate Swap Option 30 year08/20/20180.04980.0
Government National Mortgage Association02/15/20395.04960.0
Federal National Mortgage Association05/01/20234.54950.0
Federal National Mortgage Association11/01/20213.34810.0
Federal Home Loan Mortgage Corp.10/01/20386.04770.0
Residential Funding Mortgage Securities I02/25/20363.84760.0
Government National Mortgage Association05/15/20395.04740.0
Federal Home Loan Mortgage Corp.04/01/20385.54700.0
Federal National Mortgage Association03/01/20375.54670.0
Federal National Mortgage Association06/01/20415.04650.0
Federal Home Loan Mortgage Corp.10/01/20376.04600.0
Federal National Mortgage Association10/01/20204.04600.0
Credit Suisse First Boston Mortgage Securities Corp.11/25/20356.04600.0
Federal National Mortgage Association10/01/20194.04560.0
Government National Mortgage Association II02/20/20321.84550.0
Federal National Mortgage Association05/01/20396.04520.0
Federal National Mortgage Association04/01/20365.54440.0
Federal National Mortgage Association06/01/20414.54410.0
Federal National Mortgage Association01/01/20376.04370.0
Federal Home Loan Mortgage Corp.10/01/20376.04360.0
Federal National Mortgage Association02/01/20406.04350.0
Federal National Mortgage Association01/01/20194.04350.0
Interest Rate Swap Option 30 year08/20/20180.04330.0
Federal National Mortgage Association08/01/20254.54310.0
Government National Mortgage Association04/15/20395.04210.0
Bear Stearns Asset Backed Securities Trust01/25/20360.94210.0
Federal National Mortgage Association01/01/20254.54200.0
Federal National Mortgage Association06/01/20445.04190.0
Federal National Mortgage Association06/01/20405.54140.0
Federal National Mortgage Association10/01/20414.54140.0
Federal National Mortgage Association07/01/20184.04090.0
Federal National Mortgage Association02/01/20375.54090.0
Qtel International Finance Ltd.10/14/20163.44050.0
Federal National Mortgage Association08/01/20213.04050.0
Residential Funding Mortgage Securities I02/25/20373.34010.0
Federal National Mortgage Association01/01/20365.53990.0
Federal National Mortgage Association09/01/20405.53970.0
Federal National Mortgage Association10/01/20315.03960.0
MGM Resorts International12/20/20173.23930.0
Federal National Mortgage Association12/01/20225.03880.0
Federal Home Loan Mortgage Corp.09/01/20414.53880.0
Federal National Mortgage Association10/01/20355.53840.0
Federal Home Loan Mortgage Corp.02/01/20376.03810.0
Federal National Mortgage Association12/01/20204.53810.0
Interest Rate Swap Option 2 year01/30/20180.03810.0
Government National Mortgage Association10/15/20385.03790.0
Federal National Mortgage Association07/01/20415.03720.0
Federal National Mortgage Association11/01/20366.03720.0
Washington Mutual Mortgage Pass Through Certificates Trust10/25/20450.73620.0
Federal National Mortgage Association07/01/20366.03600.0
Federal National Mortgage Association09/01/20405.03530.0
Federal National Mortgage Association10/01/20401.73500.0
Federal National Mortgage Association09/01/20386.03490.0
Federal National Mortgage Association02/01/20264.03450.0
Federal National Mortgage Association02/01/20376.03400.0
Federal National Mortgage Association08/01/20415.03360.0
Federal National Mortgage Association07/01/20414.53330.0
Credit Agricole SA09/19/20338.13320.0
Interest Rate Swap Option 10 year05/23/20160.03310.0
Federal National Mortgage Association09/01/20366.03300.0
Federal National Mortgage Association11/01/20255.53290.0
Federal National Mortgage Association01/01/20366.03230.0
Government National Mortgage Association03/15/20385.03230.0
Federal National Mortgage Association07/01/20244.53180.0
Federal National Mortgage Association03/01/20285.03120.0
Federal National Mortgage Association01/01/20376.03060.0
Petrobras Global Finance BV01/15/20192.53050.0
Petrobras Global Finance BV03/17/20204.93030.0
Federal National Mortgage Association08/01/20414.53010.0
Federal National Mortgage Association01/01/20376.02980.0
Federal National Mortgage Association03/01/20264.52970.0
Federal National Mortgage Association05/01/20295.02930.0
Federal National Mortgage Association07/01/20266.02930.0
Federal National Mortgage Association12/25/20425.82860.0
Federal National Mortgage Association04/01/20213.02840.0
Federal National Mortgage Association08/01/20414.52820.0
Federal National Mortgage Association01/01/20264.02810.0
Federal National Mortgage Association12/01/20365.52800.0
Federal National Mortgage Association03/01/20264.02770.0
Federal National Mortgage Association11/01/20395.02760.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities08/15/20323.02750.0
Federal National Mortgage Association01/01/20204.02730.0
Federal National Mortgage Association06/01/20415.02730.0
Federal National Mortgage Association08/01/20184.02710.0
Federal National Mortgage Association08/01/20366.02660.0
Government National Mortgage Association10/15/20395.02660.0
Federal National Mortgage Association10/01/20184.52610.0
Chicago Transit Authority12/01/20216.32570.0
Government National Mortgage Association12/15/20385.02540.0
Federal Home Loan Mortgage Corp.12/01/20404.52530.0
Federal National Mortgage Association04/01/20355.52490.0
Federal National Mortgage Association01/01/20415.02450.0
Federal National Mortgage Association04/01/20254.52440.0
Federal National Mortgage Association07/01/20264.52420.0
Federal National Mortgage Association11/01/20365.52400.0
Federal National Mortgage Association02/01/20376.02390.0
Federal National Mortgage Association08/01/20414.52390.0
Federal National Mortgage Association10/01/20255.02390.0
Federal National Mortgage Association06/01/20405.02380.0
Federal National Mortgage Association07/01/20366.02380.0
Federal National Mortgage Association12/01/20275.52360.0
Federal National Mortgage Association02/01/20275.02350.0
Federal National Mortgage Association04/01/20385.52330.0
Federal National Mortgage Association12/01/20386.02320.0
Federal National Mortgage Association06/01/20223.02300.0
Federal National Mortgage Association10/01/20376.02290.0
Federal National Mortgage Association06/01/20414.52290.0
Federal National Mortgage Association01/01/20295.52230.0
Federal National Mortgage Association09/01/20275.52180.0
Federal National Mortgage Association08/01/20376.02180.0
Federal National Mortgage Association09/01/20255.02160.0
Federal National Mortgage Association01/01/20386.02160.0
Federal National Mortgage Association07/01/20245.02160.0
Federal National Mortgage Association03/01/20264.52160.0
Federal National Mortgage Association10/01/20244.52150.0
Federal National Mortgage Association06/01/20415.02150.0
Federal National Mortgage Association09/01/20414.52150.0
Federal National Mortgage Association07/01/20275.02140.0
Federal National Mortgage Association04/01/20415.02120.0
Federal National Mortgage Association08/01/20366.02110.0
Federal National Mortgage Association01/01/20406.02030.0
Federal National Mortgage Association06/01/20234.52030.0
Federal National Mortgage Association03/01/20385.02010.0
Federal National Mortgage Association11/01/20376.02010.0
Federal National Mortgage Association10/01/20255.51990.0
Federal National Mortgage Association03/01/20275.51980.0
Federal National Mortgage Association10/01/20244.51970.0
Federal National Mortgage Association07/01/20285.51940.0
Small Business Administration Participation Certificates01/01/20216.31900.0
Federal National Mortgage Association08/01/20294.01890.0
Federal National Mortgage Association11/01/20285.01890.0
Federal National Mortgage Association12/01/20365.51840.0
Federal National Mortgage Association05/01/20405.01830.0
Federal National Mortgage Association05/01/20376.01830.0
Federal National Mortgage Association03/01/20296.01810.0
Federal National Mortgage Association06/01/20254.01790.0
Federal National Mortgage Association REMIC05/25/20352.31790.0
Federal National Mortgage Association10/01/20304.01780.0
Merrill Lynch Mortgage Investors Inc.11/25/20350.71780.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities02/25/20451.41780.0
Federal National Mortgage Association08/01/20375.51770.0
Federal National Mortgage Association11/01/20365.51750.0
Federal National Mortgage Association12/01/20254.51740.0
Federal National Mortgage Association07/01/20356.01740.0
Federal National Mortgage Association09/01/20365.51730.0
Federal National Mortgage Association11/01/20346.01730.0
Federal National Mortgage Association03/01/20254.51720.0
Federal National Mortgage Association03/01/20394.51720.0
Federal National Mortgage Association01/01/20365.51710.0
Federal National Mortgage Association08/01/20366.01700.0
Federal National Mortgage Association07/01/20445.01690.0
Federal National Mortgage Association12/01/20404.51660.0
Federal National Mortgage Association03/01/20254.51660.0
Federal National Mortgage Association09/01/20415.01650.0
Federal National Mortgage Association01/01/20365.51650.0
Federal National Mortgage Association12/01/20404.51640.0
JP Morgan Re-REMIC09/27/20362.91620.0
Federal National Mortgage Association07/01/20335.01620.0
Federal National Mortgage Association06/01/20184.51610.0
Government National Mortgage Association04/15/20385.01580.0
Federal National Mortgage Association11/01/20386.01580.0
Federal National Mortgage Association11/01/20254.51570.0
Federal National Mortgage Association12/01/20376.01560.0
Federal National Mortgage Association11/01/20366.01560.0
Federal National Mortgage Association10/01/20254.01550.0
Countrywide Asset-Backed Certificates12/25/20310.71540.0
Federal National Mortgage Association07/01/20264.01540.0
Federal National Mortgage Association06/01/20254.51540.0
Government National Mortgage Association03/15/20395.01520.0
Federal National Mortgage Association03/01/20395.01510.0
Federal National Mortgage Association04/01/20234.51510.0
Federal National Mortgage Association01/01/20204.01500.0
Federal National Mortgage Association04/01/20275.51490.0
Federal National Mortgage Association11/01/20194.01460.0
Federal National Mortgage Association05/01/20386.01450.0
Federal National Mortgage Association06/01/20375.01450.0
Federal National Mortgage Association09/01/20376.01450.0
Federal National Mortgage Association05/01/20265.01440.0
Federal National Mortgage Association06/01/20405.01420.0
Federal National Mortgage Association11/01/20335.51410.0
Government National Mortgage Association12/15/20385.01410.0
Federal National Mortgage Association07/01/20204.51410.0
Federal National Mortgage Association08/01/20386.01410.0
Federal National Mortgage Association04/01/20246.01400.0
Federal National Mortgage Association07/01/20345.51390.0
SLM Student Loan Trust12/16/20193.01390.0
Federal National Mortgage Association05/01/20396.01360.0
Federal National Mortgage Association05/01/20254.01360.0
Federal National Mortgage Association08/01/20376.01360.0
Federal National Mortgage Association06/01/20366.01340.0
Government National Mortgage Association01/15/20395.01330.0
Federal Home Loan Mortgage Corp.08/01/20404.51330.0
Federal National Mortgage Association05/01/20352.41330.0
Federal National Mortgage Association03/01/20366.01320.0
Federal National Mortgage Association08/01/20414.51310.0
Small Business Administration Participation Certificates09/01/20235.11310.0
Government National Mortgage Association03/15/20385.01300.0
Interest Rate Swap Option 10 year05/12/20160.01290.0
Federal National Mortgage Association02/01/20254.51280.0
Federal National Mortgage Association03/01/20366.01270.0
Federal National Mortgage Association07/01/20405.01260.0
Federal National Mortgage Association10/01/20244.51250.0
Government National Mortgage Association09/15/20395.01240.0
Federal National Mortgage Association08/01/20375.51230.0
Federal National Mortgage Association06/01/20366.01230.0
Federal National Mortgage Association01/01/20365.51220.0
Federal National Mortgage Association10/01/20414.51210.0
Federal National Mortgage Association07/01/20254.01200.0
Federal National Mortgage Association07/01/20424.51190.0
Federal National Mortgage Association02/01/20396.01180.0
Federal National Mortgage Association10/01/20213.01180.0
Federal National Mortgage Association11/01/20365.51170.0
Federal National Mortgage Association03/01/20275.51170.0
Federal National Mortgage Association05/01/20273.51150.0
Federal National Mortgage Association04/01/20366.01140.0
Federal National Mortgage Association12/01/20213.01130.0
Government National Mortgage Association II11/20/20291.61130.0
Federal National Mortgage Association09/01/20366.01130.0
Federal National Mortgage Association12/01/20244.51130.0
Federal National Mortgage Association03/01/20394.51130.0
Federal National Mortgage Association05/01/20244.01110.0
Federal National Mortgage Association09/01/20366.01100.0
Government National Mortgage Association05/15/20385.01100.0
Federal National Mortgage Association02/01/20365.51100.0
Federal National Mortgage Association06/01/20366.01090.0
Federal National Mortgage Association08/01/20366.01080.0
Federal National Mortgage Association11/01/20365.51070.0
Government National Mortgage Association05/15/20385.01070.0
Federal National Mortgage Association08/01/20366.01060.0
Federal National Mortgage Association02/01/20376.01060.0
Federal National Mortgage Association06/01/20285.01060.0
Federal National Mortgage Association06/01/20424.51060.0
Federal Home Loan Mortgage Corp. REMIC08/15/20228.01060.0
Government National Mortgage Association03/15/20395.01020.0
Federal National Mortgage Association12/01/20184.01020.0
Federal National Mortgage Association08/01/20366.01010.0
Federal National Mortgage Association05/01/20345.51010.0
Government National Mortgage Association06/15/20405.01010.0
Federal National Mortgage Association03/01/20345.51000.0
Federal National Mortgage Association11/01/20184.51000.0
Federal National Mortgage Association12/01/20365.5980.0
Federal National Mortgage Association08/01/20375.5980.0
Federal National Mortgage Association03/01/20376.0980.0
Federal National Mortgage Association03/01/20204.0970.0
Federal Home Loan Mortgage Corp.09/01/20386.0970.0
Federal National Mortgage Association11/01/20396.0960.0
Federal National Mortgage Association02/01/20335.5960.0
Federal National Mortgage Association04/01/20273.5930.0
Federal National Mortgage Association07/01/20184.5920.0
Federal Home Loan Mortgage Corp.05/01/20356.0920.0
Federal Home Loan Mortgage Corp.08/01/20352.5920.0
Federal National Mortgage Association07/01/20204.0910.0
Federal National Mortgage Association09/01/20366.0900.0
Federal National Mortgage Association10/01/20366.0890.0
Federal National Mortgage Association02/01/20385.0890.0
Federal National Mortgage Association04/01/20375.5890.0
Federal National Mortgage Association02/01/20386.0880.0
Federal National Mortgage Association11/01/20366.0880.0
Federal National Mortgage Association06/01/20376.0870.0
Federal National Mortgage Association03/01/20376.0870.0
Federal National Mortgage Association07/01/20415.0870.0
Government National Mortgage Association04/15/20385.0860.0
Federal National Mortgage Association11/01/20335.5830.0
Federal National Mortgage Association09/01/20435.0820.0
Federal National Mortgage Association10/01/20244.5820.0
Government National Mortgage Association II09/20/20242.0810.0
Federal National Mortgage Association07/01/20376.0810.0
Federal National Mortgage Association12/01/20355.5790.0
Federal National Mortgage Association04/01/20345.5790.0
Federal National Mortgage Association09/01/20365.5790.0
Federal National Mortgage Association06/01/20213.0790.0
Federal National Mortgage Association02/01/20246.0780.0
Federal National Mortgage Association11/01/20184.0770.0
Federal National Mortgage Association10/01/20376.0770.0
Federal National Mortgage Association06/01/20376.0760.0
GSAMP Trust12/25/20360.5750.0
Federal National Mortgage Association11/01/20366.0730.0
Federal National Mortgage Association11/01/20385.5720.0
Federal National Mortgage Association06/01/20245.0710.0
Federal National Mortgage Association02/01/20394.5710.0
Federal National Mortgage Association04/01/20194.0700.0
Federal National Mortgage Association11/01/20365.5690.0
Bear Stearns Adjustable Rate Mortgage Trust01/25/20352.9690.0
Government National Mortgage Association01/15/20385.0690.0
Government National Mortgage Association04/15/20395.0680.0
Federal National Mortgage Association10/01/20366.0680.0
Government National Mortgage Association II07/20/20271.9670.0
Federal National Mortgage Association02/01/20285.0660.0
Federal National Mortgage Association04/01/20285.0660.0
Government National Mortgage Association02/15/20395.0660.0
Federal National Mortgage Association10/01/20204.0640.0
Federal National Mortgage Association10/01/20356.0640.0
Federal National Mortgage Association10/01/20304.0640.0
Federal National Mortgage Association01/01/20254.5630.0
Federal National Mortgage Association12/01/20385.5630.0
Federal National Mortgage Association07/01/20184.0630.0
Federal National Mortgage Association01/01/20204.0630.0
Federal National Mortgage Association07/01/20405.0630.0
Federal National Mortgage Association06/01/20376.0620.0
Federal National Mortgage Association01/01/20236.0620.0
Federal National Mortgage Association09/01/20234.0610.0
Government National Mortgage Association05/15/20385.0610.0
Government National Mortgage Association10/15/20395.0600.0
Federal National Mortgage Association09/01/20213.0600.0
Federal National Mortgage Association08/01/20254.0590.0
Federal National Mortgage Association10/01/20386.0590.0
Federal National Mortgage Association12/01/20235.0590.0
Federal National Mortgage Association12/01/20245.0580.0
Federal National Mortgage Association09/01/20184.0580.0
Government National Mortgage Association04/15/20395.0580.0
Federal National Mortgage Association05/01/20275.0580.0
Federal National Mortgage Association10/01/20345.0570.0
Government National Mortgage Association II08/20/20222.0560.0
Federal National Mortgage Association03/01/20285.5560.0
Federal National Mortgage Association07/01/20405.0560.0
Federal National Mortgage Association11/01/20366.0560.0
Federal National Mortgage Association07/01/20194.0560.0
Federal National Mortgage Association07/01/20264.5560.0
Federal National Mortgage Association08/01/20375.5550.0
Federal National Mortgage Association02/01/20385.5550.0
U.S. Treasury Notes Future 5 year02/19/20160.0550.0
Federal National Mortgage Association01/01/20355.5540.0
Federal National Mortgage Association02/01/20396.0540.0
Federal National Mortgage Association01/01/20295.0540.0
Federal National Mortgage Association03/01/20254.5540.0
Government National Mortgage Association03/15/20385.0530.0
Federal National Mortgage Association08/01/20365.5530.0
Federal National Mortgage Association06/01/20314.0510.0
Federal National Mortgage Association08/01/20404.5510.0
Federal National Mortgage Association06/01/20335.5510.0
Federal National Mortgage Association01/01/20355.5510.0
Federal National Mortgage Association04/01/20184.0510.0
Federal National Mortgage Association04/01/20244.0500.0
Federal National Mortgage Association08/01/20386.0500.0
Federal National Mortgage Association12/01/20404.5500.0
Federal National Mortgage Association09/01/20395.0500.0
Government National Mortgage Association09/15/20395.0500.0
Federal National Mortgage Association05/01/20246.0490.0
Federal National Mortgage Association08/01/20376.0490.0
Federal National Mortgage Association08/01/20204.0490.0
Federal National Mortgage Association03/01/20263.5490.0
Federal National Mortgage Association01/01/20396.0480.0
Federal National Mortgage Association02/01/20345.5480.0
Federal National Mortgage Association09/01/20335.5480.0
Federal National Mortgage Association10/01/20346.0480.0
Federal National Mortgage Association05/01/20385.5470.0
Federal National Mortgage Association06/01/20286.0470.0
Federal National Mortgage Association06/01/20405.0470.0
Federal National Mortgage Association03/01/20255.0460.0
Federal National Mortgage Association05/01/20345.5460.0
Federal National Mortgage Association12/01/20244.5460.0
Federal Home Loan Mortgage Corp. REMIC11/15/20300.8460.0
Government National Mortgage Association06/15/20415.0460.0
Federal National Mortgage Association03/01/20345.5450.0
Federal National Mortgage Association08/01/20184.0450.0
Federal National Mortgage Association06/01/20355.5450.0
Federal National Mortgage Association08/01/20376.0450.0
Federal National Mortgage Association09/01/20285.5440.0
Odebrecht Offshore Drilling Finance Ltd.10/01/20236.8440.0
Federal National Mortgage Association12/01/20395.5430.0
Federal National Mortgage Association08/01/20236.0420.0
Federal National Mortgage Association12/01/20385.5420.0
Federal National Mortgage Association10/01/20366.0410.0
Federal National Mortgage Association10/01/20386.0410.0
Federal National Mortgage Association07/01/20213.0400.0
Federal National Mortgage Association04/01/20264.0400.0
Federal National Mortgage Association10/01/20356.0390.0
Federal National Mortgage Association12/01/20184.5390.0
Federal National Mortgage Association10/01/20264.0390.0
Government National Mortgage Association03/15/20395.0390.0
Federal National Mortgage Association02/01/20376.0380.0
Federal National Mortgage Association07/01/20355.5380.0
Federal National Mortgage Association10/01/20264.0380.0
Federal National Mortgage Association11/01/20366.0380.0
Federal National Mortgage Association10/01/20415.0370.0
Federal National Mortgage Association04/01/20355.5370.0
Federal National Mortgage Association01/01/20224.5370.0
Federal National Mortgage Association03/01/20265.0370.0
Federal National Mortgage Association01/01/20345.5370.0
Government National Mortgage Association02/15/20405.0370.0
Federal National Mortgage Association07/01/20366.0370.0
Federal National Mortgage Association02/01/20345.5360.0
Federal National Mortgage Association06/01/20376.0360.0
Federal National Mortgage Association11/01/20345.5360.0
Government National Mortgage Association II11/20/20251.6360.0
Federal National Mortgage Association01/01/20345.5360.0
Federal National Mortgage Association08/01/20414.5360.0
Government National Mortgage Association II09/20/20231.9350.0
Federal National Mortgage Association12/01/20244.0350.0
Government National Mortgage Association II05/20/20241.8340.0
Federal National Mortgage Association12/01/20335.5340.0
Federal National Mortgage Association09/01/20304.5340.0
Federal National Mortgage Association05/01/20244.5340.0
Federal National Mortgage Association11/01/20376.0340.0
Government National Mortgage Association II01/20/20252.0340.0
Federal National Mortgage Association09/01/20345.5330.0
Federal National Mortgage Association07/01/20184.0330.0
Federal National Mortgage Association11/01/20224.5330.0
Federal National Mortgage Association02/01/20295.5320.0
Federal National Mortgage Association11/01/20254.0320.0
Federal National Mortgage Association09/01/20316.0320.0
Federal National Mortgage Association01/01/20184.5320.0
Federal National Mortgage Association02/01/20345.5320.0
Federal National Mortgage Association08/01/20366.0320.0
Federal National Mortgage Association03/01/20264.0320.0
Federal National Mortgage Association03/01/20345.5320.0
Federal National Mortgage Association02/01/20345.0320.0
Bear Stearns Adjustable Rate Mortgage Trust11/25/20302.8310.0
Federal National Mortgage Association04/01/20414.5310.0
Federal National Mortgage Association07/01/20405.0290.0
Federal National Mortgage Association01/01/20376.0290.0
Federal National Mortgage Association02/01/20345.5280.0
Government National Mortgage Association II12/20/20242.5280.0
Federal National Mortgage Association09/01/20415.0280.0
Federal National Mortgage Association12/01/20366.0280.0
Federal National Mortgage Association05/01/20254.0280.0
Federal National Mortgage Association07/01/20264.5280.0
Federal National Mortgage Association05/01/20424.5280.0
Government National Mortgage Association05/15/20385.0270.0
Federal National Mortgage Association08/01/20366.0270.0
Federal National Mortgage Association07/01/20414.5270.0
Federal National Mortgage Association12/01/20345.5270.0
Federal National Mortgage Association12/01/20395.0270.0
Federal National Mortgage Association10/01/20366.0270.0
Federal National Mortgage Association09/01/20414.5250.0
Federal National Mortgage Association06/01/20276.0250.0
Federal National Mortgage Association03/01/20406.0240.0
Federal National Mortgage Association05/01/20314.5240.0
Federal National Mortgage Association09/01/20356.0240.0
Federal National Mortgage Association03/01/20335.5230.0
Federal National Mortgage Association03/01/20345.5230.0
Federal National Mortgage Association11/01/20285.0230.0
Federal National Mortgage Association07/01/20184.0230.0
Government National Mortgage Association07/15/20415.0230.0
Federal National Mortgage Association06/01/20376.0230.0
Federal National Mortgage Association09/01/20345.5230.0
Federal National Mortgage Association05/01/20355.5220.0
Federal National Mortgage Association10/01/20376.0220.0
Federal National Mortgage Association12/01/20285.5220.0
Federal National Mortgage Association01/01/20415.0220.0
Federal National Mortgage Association05/01/20244.0210.0
Federal National Mortgage Association07/01/20356.0210.0
Federal National Mortgage Association08/01/20184.5210.0
Credit Suisse Commercial Mortgage Trust01/27/20374.0210.0
Federal National Mortgage Association09/01/20184.0210.0
Federal Home Loan Mortgage Corp.05/01/20316.0210.0
Federal National Mortgage Association08/01/20244.5200.0
Federal National Mortgage Association03/01/20244.5200.0
Federal National Mortgage Association04/01/20345.5200.0
Government National Mortgage Association05/15/20395.0200.0
Federal National Mortgage Association08/01/20184.0200.0
Federal National Mortgage Association07/01/20366.0200.0
Federal National Mortgage Association09/01/20366.0190.0
Federal National Mortgage Association09/01/20376.0190.0
Federal National Mortgage Association11/01/20253.0190.0
Federal National Mortgage Association08/01/20376.0180.0
Federal National Mortgage Association09/01/20406.0180.0
Federal National Mortgage Association10/01/20226.0180.0
Federal National Mortgage Association01/01/20355.5180.0
Federal National Mortgage Association09/01/20414.5180.0
Federal National Mortgage Association02/01/20346.0180.0
Federal Home Loan Mortgage Corp.06/01/20242.5180.0
Federal National Mortgage Association10/01/20424.5170.0
Federal National Mortgage Association07/01/20366.0170.0
Federal National Mortgage Association01/01/20204.5170.0
Federal Home Loan Mortgage Corp.08/01/20386.0170.0
Federal National Mortgage Association12/01/20254.0170.0
Federal Home Loan Mortgage Corp. REMIC12/15/20209.0170.0
Federal National Mortgage Association05/01/20385.5160.0
Federal National Mortgage Association12/01/20435.5160.0
Federal National Mortgage Association08/01/20355.5160.0
Federal National Mortgage Association02/01/20264.0160.0
Federal National Mortgage Association09/01/20366.0160.0
Federal National Mortgage Association05/01/20394.5160.0
Federal National Mortgage Association03/01/20345.5160.0
Government National Mortgage Association10/15/20385.0160.0
Federal National Mortgage Association02/01/20366.0150.0
Federal National Mortgage Association08/01/20213.0150.0
Federal National Mortgage Association01/01/20376.0150.0
Federal National Mortgage Association11/01/20355.5150.0
Federal National Mortgage Association11/01/20376.0150.0
Federal National Mortgage Association11/01/20244.5150.0
Federal National Mortgage Association01/01/20365.5140.0
Government National Mortgage Association04/15/20395.0140.0
Federal National Mortgage Association04/01/20365.5140.0
Federal National Mortgage Association05/01/20405.0140.0
Federal National Mortgage Association04/01/20386.0130.0
Federal National Mortgage Association02/01/20355.5130.0
Federal National Mortgage Association11/01/20395.0130.0
Federal National Mortgage Association06/01/20366.0120.0
Federal National Mortgage Association07/01/20254.5120.0
Federal National Mortgage Association02/01/20264.5120.0
Federal National Mortgage Association05/01/20365.5120.0
Federal National Mortgage Association07/01/20184.5120.0
Federal National Mortgage Association02/01/20235.5120.0
Federal Home Loan Mortgage Corp.02/01/20336.0120.0
Federal National Mortgage Association04/01/20176.0120.0
Federal National Mortgage Association03/01/20405.0120.0
Federal National Mortgage Association02/01/20213.0120.0
Federal National Mortgage Association01/01/20395.5110.0
Federal National Mortgage Association11/01/20355.5110.0
Federal National Mortgage Association12/01/20365.5110.0
Government National Mortgage Association II03/20/20171.8110.0
Federal National Mortgage Association07/01/20184.5110.0
Federal National Mortgage Association08/01/20244.5110.0
Federal National Mortgage Association08/01/20355.5110.0
Federal National Mortgage Association10/01/20355.0110.0
Federal National Mortgage Association04/01/20345.5100.0
Government National Mortgage Association II10/20/20251.6100.0
Government National Mortgage Association II12/20/20261.6100.0
Federal National Mortgage Association03/01/20385.5100.0
Federal National Mortgage Association07/01/20376.0100.0
Federal National Mortgage Association06/01/20405.5100.0
Indymac ARM Trust01/25/20321.9100.0
Federal National Mortgage Association09/01/20244.590.0
Federal National Mortgage Association09/01/20365.590.0
Federal National Mortgage Association05/01/20176.090.0
Federal National Mortgage Association03/01/20345.090.0
Federal National Mortgage Association01/01/20395.590.0
Federal National Mortgage Association12/01/20366.090.0
Government National Mortgage Association12/15/20355.090.0
Federal National Mortgage Association09/01/20366.090.0
Federal National Mortgage Association10/01/20386.090.0
Federal National Mortgage Association08/01/20365.590.0
Federal National Mortgage Association09/01/20386.090.0
Federal National Mortgage Association10/01/20355.590.0
Federal National Mortgage Association09/01/20244.580.0
Federal National Mortgage Association12/01/20355.580.0
Federal National Mortgage Association11/01/20184.580.0
Federal National Mortgage Association07/01/20376.080.0
Federal National Mortgage Association04/01/20345.580.0
Federal National Mortgage Association01/01/20375.580.0
Federal National Mortgage Association08/01/20236.070.0
Federal National Mortgage Association07/01/20295.070.0
Federal National Mortgage Association05/01/20246.070.0
Federal National Mortgage Association05/01/20335.570.0
Federal National Mortgage Association11/01/20335.570.0
Federal National Mortgage Association05/01/20404.570.0
Federal National Mortgage Association09/01/20366.070.0
Federal Housing Authority Project02/01/20217.470.0
Federal National Mortgage Association02/01/20376.070.0
Federal National Mortgage Association02/01/20376.060.0
Federal National Mortgage Association07/01/20384.560.0
Federal National Mortgage Association01/01/20254.560.0
Federal National Mortgage Association01/01/20275.560.0
Federal National Mortgage Association06/01/20254.560.0
Federal National Mortgage Association02/01/20254.060.0
Interest Rate Swap Option 5 year01/29/20160.060.0
Federal National Mortgage Association01/01/20365.560.0
Federal National Mortgage Association05/01/20336.060.0
Government National Mortgage Association II10/20/20252.060.0
Federal National Mortgage Association08/01/20184.560.0
Federal National Mortgage Association05/01/20184.560.0
Federal National Mortgage Association09/01/20385.550.0
Federal National Mortgage Association02/01/20254.550.0
Federal National Mortgage Association09/01/20376.050.0
Federal National Mortgage Association07/01/20365.550.0
U.S. Treasury Notes Future 5 year02/19/20160.050.0
Federal National Mortgage Association12/01/20335.550.0
Federal Home Loan Mortgage Corp.05/01/20336.050.0
Federal National Mortgage Association06/01/20375.550.0
Federal National Mortgage Association12/01/20345.550.0
Federal National Mortgage Association11/01/20244.550.0
Federal National Mortgage Association04/01/20385.550.0
Federal National Mortgage Association10/01/20335.550.0
Federal National Mortgage Association06/01/20194.540.0
Federal National Mortgage Association11/01/20166.040.0
Federal National Mortgage Association12/01/20166.040.0
Federal National Mortgage Association11/01/20386.040.0
Federal National Mortgage Association05/01/20244.540.0
Federal National Mortgage Association12/01/20244.540.0
Federal National Mortgage Association05/01/20184.540.0
Federal National Mortgage Association07/01/20236.040.0
Federal National Mortgage Association06/01/20184.540.0
Federal National Mortgage Association10/01/20355.540.0
Federal National Mortgage Association09/01/20176.040.0
Federal National Mortgage Association10/01/20396.040.0
Federal National Mortgage Association06/01/20194.030.0
Government National Mortgage Association11/15/20385.030.0
Federal Home Loan Mortgage Corp.07/01/20166.030.0
Federal National Mortgage Association07/01/20375.530.0
Federal National Mortgage Association09/01/20366.030.0
Federal National Mortgage Association07/01/20276.030.0
Federal National Mortgage Association12/01/20365.530.0
Federal National Mortgage Association07/01/20385.530.0
Government National Mortgage Association04/15/20355.030.0
Federal National Mortgage Association10/01/20345.530.0
Federal National Mortgage Association06/01/20366.030.0
Federal Home Loan Mortgage Corp.01/01/20296.030.0
Federal National Mortgage Association12/01/20376.030.0
Federal National Mortgage Association09/01/20355.530.0
Federal National Mortgage Association12/01/20335.530.0
Federal National Mortgage Association07/01/20375.530.0
Federal National Mortgage Association06/01/20355.530.0
Government National Mortgage Association08/15/20335.030.0
Federal National Mortgage Association03/01/20376.030.0
Federal National Mortgage Association10/01/20345.530.0
Federal National Mortgage Association03/01/20236.030.0
Federal National Mortgage Association07/01/20376.030.0
Federal National Mortgage Association04/01/20376.030.0
Federal National Mortgage Association10/01/20366.030.0
Federal National Mortgage Association10/01/20166.020.0
Federal Home Loan Mortgage Corp.09/01/20166.020.0
Federal National Mortgage Association12/01/20366.020.0
Federal National Mortgage Association04/01/20355.520.0
Federal Home Loan Mortgage Corp.10/01/20376.020.0
Federal National Mortgage Association12/01/20355.520.0
Federal National Mortgage Association05/01/20365.520.0
Interest Rate Swap Option 1 year01/19/20160.020.0
Federal National Mortgage Association01/01/20375.520.0
Federal National Mortgage Association07/01/20364.520.0
Federal National Mortgage Association08/01/20366.020.0
Federal National Mortgage Association02/01/20375.520.0
Federal National Mortgage Association08/01/20184.020.0
Federal National Mortgage Association09/01/20366.020.0
Federal National Mortgage Association02/01/20345.520.0
Federal National Mortgage Association06/01/20366.020.0
Interest Rate Swap Option 10 year01/29/20160.020.0
First Nationwide Trust08/21/20316.820.0
Federal National Mortgage Association11/01/20365.520.0
Federal National Mortgage Association11/01/20166.020.0
Federal National Mortgage Association10/01/20366.010.0
Federal National Mortgage Association12/01/20166.010.0
Federal National Mortgage Association10/01/20345.510.0
Federal National Mortgage Association01/01/20386.010.0
Government National Mortgage Association II07/20/20242.010.0
Federal Home Loan Mortgage Corp.07/01/20166.010.0
Federal National Mortgage Association07/01/20166.010.0
General Motors Co. Escrow03/06/20495.200.0
Federal National Mortgage Association Future 60 day02/04/20160.000.0
Federal National Mortgage Association Future 60 day02/04/20160.000.0
Total3,599,026123.8
Cash and Other Assets Less Liabilities-23.8
Total Net Assets100%

Sector Allocation (As of Quarter Ended 12/31/2015)

As of Quarter Ended 12/31/2015
Economic SectorHarbor Bond Fund %
Mortgage Pass-through41.1
U.S. Government Obligations39.9
Corporate Bonds & Notes23.8
Collateralized Mortgage Obligations8.5
Asset-backed Securities5.7
Municipal Bonds4.9
Foreign Government Obligations2.8
Bank Loan Obligations0.8
Financials0.2
Purchased Options0.1

Maturity Profile (As of Quarter Ended 12/31/2015)

As of Quarter Ended 12/31/2015
MaturityHarbor Bond Fund %Barclays U.S. Aggregate Bond Index %
0-1 yr1.20.0
1-3 yr13.322.1
3-5 yr68.820.6
5-7 yr4.318.9
7-10 yr-9.723.3
10-20 yr8.23.8
20-30 yr13.410.6
Over 30 yr0.50.6

Duration (As of Quarter Ended 12/31/2015)

As of Quarter Ended 12/31/2015
DurationHarbor Bond Fund %Barclays U.S. Aggregate Bond Index %
0-1 yr-13.20.5
1-3 yr12.236.5
3-5 yr54.726.4
5-7 yr-26.315.7
7-10 yr29.28.6
10-20 yr80.311.5
20-30 yr-36.90.9
Over 30 yr0.00.0

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.