Harbor Bond Fund Administrative Class (HRBDX)

Portfolio Characteristics (As of Quarter Ended 03/31/2016)

 Harbor Bond FundBarclays U.S. Aggregate Bond Index
Number of Issues9819,725
Average Market Coupon (%)3.413.25
Yield to Maturity (%)4.042.17
Weighted Avg. Maturity (yrs)8.427.79
Weighted Avg. Duration (yrs)5.445.47

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

Top Ten Holdings (As of Quarter Ended 03/31/2016)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Federal National Mortgage Association TBA05/12/20464.0176,1006.4
Federal National Mortgage Association TBA04/13/20464.0119,7094.3
U.S. Treasury Bonds08/15/20443.1110,5774.0
Federal National Mortgage Association TBA04/13/20463.5109,0764.0
U.S. Treasury Inflation Indexed Bonds01/15/20281.8108,3283.9
U.S. Treasury Inflation Indexed Bonds01/15/20252.4105,1923.8
U.S. Treasury Notes11/15/20242.291,4913.3
U.S. Treasury Inflation Indexed Bonds01/15/20262.084,5233.1
Federal National Mortgage Association TBA05/12/20463.578,5292.8
U.S. Treasury Inflation Indexed Bonds01/15/20272.476,8732.8
% of Total Holdings:1,060,39838.4

Full Holdings (As of Quarter Ended 03/31/2016)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Federal National Mortgage Association TBA05/12/20464.0176,1006.4
Federal National Mortgage Association TBA04/13/20464.0119,7094.3
U.S. Treasury Bonds08/15/20443.1110,5774.0
Federal National Mortgage Association TBA04/13/20463.5109,0764.0
U.S. Treasury Inflation Indexed Bonds01/15/20281.8108,3283.9
U.S. Treasury Inflation Indexed Bonds01/15/20252.4105,1923.8
U.S. Treasury Notes11/15/20242.291,4913.3
U.S. Treasury Inflation Indexed Bonds01/15/20262.084,5233.1
Federal National Mortgage Association TBA05/12/20463.578,5292.8
U.S. Treasury Inflation Indexed Bonds01/15/20272.476,8732.8
Federal National Mortgage Association REMIC10/25/20413.567,6692.5
Federal National Mortgage Association TBA05/12/20463.060,4232.2
Federal National Mortgage Association TBA05/12/20464.553,2621.9
U.S. Treasury Bonds05/15/20443.452,7761.9
U.S. Treasury Bonds08/15/20452.951,4541.9
U.S. Treasury Notes09/30/20221.841,6461.5
Federal Home Loan Mortgage Corp. TBA05/12/20463.539,7241.4
U.S. Treasury Bonds02/15/20452.539,4111.4
U.S. Treasury Bonds11/15/20422.839,4051.4
U.S. Treasury Bonds11/15/20443.035,2281.3
U.S. Treasury Bonds08/15/20422.834,3061.2
Federal National Mortgage Association TBA05/18/20313.530,5931.1
Federal Home Loan Mortgage Corp. TBA05/13/20454.530,3901.1
Government National Mortgage Association TBA04/20/20463.529,6031.1
Denver Public Schools12/15/20377.029,0271.1
U.S. Treasury Bonds05/15/20423.027,8161.0
Mexican Bonos06/11/20208.027,1031.0
U.S. Treasury Notes05/15/20242.526,5991.0
Ally Financial Inc.02/15/20175.526,1330.9
Principal Life Global Funding II05/19/20171.223,4260.8
Federal National Mortgage Association TBA06/13/20464.521,7130.8
JP Morgan Chase & Co.07/15/20253.921,2920.8
University of California05/15/21124.920,8160.8
Government National Mortgage Association TBA06/21/20464.020,2550.7
BB&T Corp. MTN06/15/20181.519,4990.7
Wells Fargo & Co.03/15/20188.018,4430.7
Bank of America Corp. MTN03/22/20181.718,3370.7
U.S. Treasury Bonds11/15/20394.417,1030.6
U.S. Treasury Notes03/31/20201.416,9900.6
U.S. Treasury Bonds02/15/20404.616,7220.6
Structured Asset Securities Co.01/25/20370.715,5480.6
Keane Group Holdings LLC08/08/201912.015,4800.6
AT&T Inc.02/17/20212.815,3770.6
U.S. Treasury Bonds02/15/20462.515,3110.6
U.S. Treasury Inflation Indexed Bonds07/15/20220.115,1130.5
Federal Home Loan Mortgage Corp. TBA05/12/20464.014,9220.5
U.S. Treasury Inflation Indexed Bonds04/15/20200.114,2660.5
JP Morgan Chase Commercial Mortgage Securities Corp.01/15/20495.413,8890.5
Morgan Stanley MTN10/18/20161.112,9930.5
IndyMac Index Mortgage Loan Trust07/25/20372.612,7660.5
Societe Generale SA09/29/20258.012,6430.5
Bank of America Corp.05/02/20171.212,6040.5
U.S. Treasury Inflation Indexed Bonds04/15/20293.912,3980.4
Province of Quebec Canada12/01/20214.212,2910.4
Banco Santander SA09/11/20216.212,0580.4
Ford Motor Credit Co. LLC01/15/20208.111,9490.4
Residential Asset Securitization Trust08/25/20376.211,8350.4
Morgan Stanley MTN04/25/20181.911,7780.4
Oha Credit Partners VI Ltd.05/15/20231.811,7680.4
U.S. Treasury Inflation Indexed Bonds02/15/20450.811,7140.4
Federal National Mortgage Association04/01/20192.511,6200.4
State of California04/01/20347.511,4100.4
Securitized Asset Backed Receivables LLC Trust08/25/20351.110,8100.4
Small Business Administration Participation Certificates08/01/20286.010,7480.4
Federal National Mortgage Association TBA06/13/20464.010,6540.4
Bank of America Corp. MTN04/01/20244.010,6170.4
Countrywide Alternative Loan Trust11/20/20350.810,2040.4
American Express Centurion Bank MTN09/13/20176.010,0900.4
Federal National Mortgage Association08/01/20375.59,8710.4
Ford Motor Credit Co. LLC01/15/20213.29,7800.4
BCAP LLC Trust05/25/20470.69,6800.4
Morgan Stanley MTN09/23/20195.69,5880.3
American Express Bank FSB09/13/20176.09,3470.3
Owens Corning12/01/20244.29,3090.3
Citigroup Inc.01/12/20263.79,2590.3
Cantor Fitzgerald LP06/17/20226.59,2580.3
Royal Bank of Scotland plc MTN03/16/20229.59,1450.3
Park Place Securities Inc.08/25/20350.99,0620.3
U.S. Treasury Inflation Indexed Bonds07/15/20250.48,9920.3
Credit Suisse New York MTN05/26/20171.18,8770.3
U.S. Treasury Bonds05/15/20404.48,7510.3
Bank of America Corp. MTN04/25/20186.98,5700.3
Petrobras Global Finance BV01/27/20215.48,5680.3
Energy Transfer Partners LP10/01/20204.28,5430.3
Credit Suisse Group Funding Guernsey Ltd.03/26/20253.88,5220.3
Wells Fargo & Co. MTN09/29/20253.68,5060.3
JP Morgan Chase & Co.01/23/20202.28,2720.3
U.S. Treasury Inflation Indexed Bonds07/15/20201.28,1820.3
U.S. Treasury Notes10/31/20212.08,0670.3
Countrywide Alternative Loan Trust01/25/20376.07,9960.3
Federal National Mortgage Association05/01/20345.57,9100.3
U.S. Treasury Bonds02/15/20423.17,9010.3
Celf Loan Partners IV PLC05/03/20231.07,8040.3
Government National Mortgage Association04/22/20455.07,7200.3
U.S. Treasury Bonds05/15/20432.97,6970.3
Lockheed Martin Corp.11/23/20202.57,6930.3
Petrobras Global Finance BV03/17/20173.07,5280.3
U.S. Treasury Bonds11/15/20453.07,4520.3
JP Morgan Chase Bank NA10/01/20176.07,4340.3
Nationwide Building Society02/25/20206.27,3080.3
Leaseplan Corp. NV01/22/20192.97,2800.3
Lloyds Bank plc05/14/20253.57,2520.3
Homebanc Mortgage Trust12/25/20360.67,2500.3
Murray Street Investment Trust I03/09/20174.67,2150.3
JPMorgan Chase & Co.06/23/20202.87,1750.3
U.S. Treasury Bonds05/15/20394.27,1520.3
Asset Backed Securities Corp. Home Equity08/15/20331.77,1400.3
GS Mortgage Securities Corp. Trust02/10/20293.27,1390.3
Banc of America Merrill Lynch Commercial Mortgage Securities Trust03/15/20282.37,0420.3
Sumitomo Mitsui Financial Group Inc.03/09/20212.36,9680.3
Access Midstream Partners LP05/15/20234.96,9590.3
Chicago Transit Authority12/01/20406.96,8630.2
BCAP LLC Trust08/26/20375.26,6070.2
Barclays Bank plc06/15/201914.06,5480.2
Wachovia Bank Commercial Mortgage Trust04/15/20475.56,4920.2
U.S. Treasury Notes02/15/20242.86,3920.2
BBVA Bancomer SA03/10/20216.56,2490.2
Morgan Stanley Bank of America Merrill Lynch Trust04/15/20483.06,1980.2
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY04/28/20171.06,1980.2
Deutsche Alt-A Securities Inc. Mortgage Loan Trust03/25/20370.66,1870.2
Federal National Mortgage Association09/01/20272.96,1840.2
Community Health Systems Inc.12/31/20183.76,1560.2
Province of Ontario Canada09/27/20191.66,1180.2
Simon Property Group LP09/01/20202.56,1160.2
FirstEnergy Corp.03/15/20234.26,0900.2
State of California03/01/20368.06,0710.2
Provident Funding Mortgage Loan Trust10/25/20352.65,9170.2
Harvest CLO V SA04/05/20240.25,8400.2
City of Chicago, IL01/01/20427.85,7880.2
U.S. Treasury Bonds02/15/20433.15,7630.2
Shell International Finance BV05/11/20253.25,7540.2
Wachovia Bank Commercial Mortgage Trust02/15/20515.95,7290.2
ERP Operating LP06/01/20253.45,6800.2
Wells Fargo Mortgage Backed Securities Trust07/25/20362.85,6500.2
Verizon Communications Inc.09/14/20183.65,5830.2
Bear Stearns Commercial Mortgage Securities Trust06/11/20505.75,4970.2
AT&T Inc.05/15/20214.45,4710.2
Federal National Mortgage Association08/01/20222.35,4360.2
Bank of America Corp. MTN08/28/20176.45,4230.2
HSBC Holdings plc03/30/20256.45,4010.2
Government National Mortgage Association TBA04/20/20464.05,3490.2
Verizon Communications Inc.03/15/20213.45,3150.2
Residential Accredit Loans Inc.08/25/20360.65,2870.2
Government National Mortgage Association04/15/20395.05,2180.2
AT&T Inc.02/17/20233.65,2040.2
Baxalta Inc.06/23/20202.95,1980.2
Baidu Inc.06/30/20203.05,1830.2
Keane Group Holdings LLC08/08/201912.05,1600.2
International Lease Finance Corp.05/15/20165.85,1140.2
UBS AG MTN06/01/20171.25,0970.2
California State University11/01/20306.45,0930.2
Boston Scientific Corp.05/15/20202.85,0850.2
U.S. Treasury Notes08/15/20242.45,0580.2
Ford Motor Credit Co. LLC10/05/20182.65,0240.2
JP Morgan Chase Commercial Mortgage Securities Corp.05/15/20475.34,9650.2
Government National Mortgage Association02/15/20395.04,9590.2
Rio Oil Finance Trust01/06/20279.84,9300.2
Home Equity Asset Trust07/25/20351.54,9290.2
Credit Agricole SA06/23/20267.54,9240.2
Societe Generale SA04/14/20254.24,8240.2
Kinder Morgan Inc.02/15/20215.04,8030.2
Small Business Administration Participation Certificates01/01/20295.74,7610.2
Government National Mortgage Association01/15/20395.04,7540.2
Countrywide Alternative Loan Trust05/25/20360.84,7160.2
Province of Ontario Canada06/02/20223.24,6940.2
Alba plc03/17/20390.84,6820.2
Countrywide Asset-Backed Certificates05/25/20370.64,6760.2
International Lease Finance Corp.09/01/20166.84,6750.2
JP Morgan Mortgage Trust10/25/20362.74,6640.2
Eurohome UK Mortgages plc06/15/20440.74,6130.2
Federal National Mortgage Association05/01/20385.54,6020.2
Bear Stearns Companies LLC10/02/20176.44,6020.2
JPMorgan Chase & Co.03/01/20212.64,5450.2
Banc of America Funding Corp.10/03/20390.74,5280.2
Clark County Nevada07/01/20296.44,5270.2
AvalonBay Communities Inc. MTN06/01/20253.44,5200.2
Government National Mortgage Association02/15/20395.04,5010.2
Bank of America Corp. MTN08/01/20253.94,4830.2
MSCI Inc.11/15/20245.24,4040.2
Argent Securities Inc.10/25/20350.84,3960.2
Wells Fargo & Co. MTN12/07/20202.64,3800.2
Bank of America Corp. MTN05/01/20185.64,3290.2
Federal National Mortgage Association10/01/20366.04,3150.2
Bank of America NA05/08/20171.04,2930.2
Verizon Communications Inc.09/15/20235.24,2790.2
Genesis Energy LP06/15/20245.64,2250.2
HSBC Holdings plc09/29/20236.04,2160.2
Schaeffler Holding Finance BV11/15/20215.84,1690.2
Valeant Pharmaceuticals International Inc.08/05/20203.84,1510.2
Burlington Northern Santa Fe LLC04/01/20253.04,1250.1
Province of Ontario Canada10/07/20194.04,1190.1
Unicredit SpA06/03/20248.04,1170.1
Federal National Mortgage Association12/01/20355.54,1050.1
SG Mortgage Securities Trust10/25/20360.63,9890.1
U.S. Treasury Inflation Indexed Bonds07/15/20210.63,9760.1
Countrywide Alternative Loan Trust07/25/20355.53,8770.1
Chrysler Group LLC05/24/20173.53,8120.1
Countrywide Alternative Loan Trust02/25/20362.73,7900.1
CIT Group Inc.05/15/20175.03,7740.1
Celf Loan Partners IV PLC05/03/20230.73,6920.1
Hellenic Railways Organization SA12/27/20175.03,6190.1
Federal National Mortgage Association05/01/20244.03,5480.1
Credit Suisse Commercial Mortgage Trust12/15/20395.33,5220.1
MASTR Asset Backed Securities Trust06/25/20360.73,5150.1
BCAP LLC Trust02/26/20365.23,4650.1
El Paso Corp.06/15/20177.03,4640.1
Petrobras Global Finance BV02/06/20173.53,4550.1
Federal National Mortgage Association04/01/20386.03,3260.1
Countrywide Asset-Backed Certificates04/25/20365.43,3210.1
Dynegy Inc.11/01/20227.43,2550.1
Schaeffler Holding Finance BV11/15/20196.23,2550.1
Province of Quebec Canada12/01/20223.53,2540.1
Option One Mortgage Loan Trust07/25/20370.73,2280.1
Shell International Finance BV05/11/20454.43,2220.1
Federal National Mortgage Association11/01/20385.53,2150.1
Government National Mortgage Association TBA05/23/20464.03,2030.1
GSR Mortgage Loan Trust02/25/20365.83,1870.1
Government National Mortgage Association TBA04/20/20463.53,1670.1
IXIS Real Estate Capital Trust06/25/20351.53,1420.1
General Motors Financial Co. Inc.08/15/20174.83,0980.1
GSAA Trust12/25/20460.63,0960.1
Federal National Mortgage Association07/01/20264.53,0830.1
RMAC Securities plc06/12/20440.83,0270.1
Federal National Mortgage Association11/01/20395.53,0130.1
Chase Mortgage Finance Corp.09/25/20365.43,0090.1
Depository Trust & Clearing Corp.06/15/20204.92,9780.1
Verizon Communications Inc.09/14/20182.42,9670.1
Credit Agricole SA01/23/20247.92,9410.1
Discover Bank of Greenwood Delaware11/13/20182.62,9100.1
Structured Adjustable Rate Mortgage Loan Trust02/25/20370.62,9030.1
Blackstone Group LP03/19/20199.62,9020.1
Export-Import Bank of Korea12/30/20202.62,8740.1
U.S. Treasury Inflation Indexed Bonds02/15/20420.82,8570.1
Rockies Express Pipeline LLC04/15/20205.62,8500.1
Federal National Mortgage Association04/01/20244.02,8480.1
Apple Inc.05/06/20212.82,8360.1
Residential Accredit Loans Inc.03/25/20376.02,8310.1
General Motors Financial Co. Inc.01/15/20203.22,8120.1
DSLA Mortgage Loan Trust03/19/20461.22,7890.1
California Infrastructure & Economic Development Bank05/15/20496.52,7550.1
Soundview Home Loan Trust12/25/20360.62,7490.1
Banco Nacional de Desenvolvimento Economico e Social09/15/20174.12,6560.1
Federal National Mortgage Association01/01/20396.02,6330.1
Federal National Mortgage Association10/01/20314.02,6270.1
U.S. Treasury Inflation Indexed Bonds02/15/20461.02,6120.1
Motor plc08/25/20210.92,5850.1
Province of Ontario Canada04/14/20204.42,5510.1
Wachovia Bank Commercial Mortgage Trust06/15/20490.62,5490.1
Adjustable Rate Mortgage Trust08/25/20360.62,5310.1
U.S. Treasury Inflation Indexed Bonds02/15/20441.42,5100.1
Export-Import Bank of Korea06/29/20205.12,4790.1
Los Angeles City CA Wastewater System Revenue06/01/20395.72,4710.1
HSI Asset Securitization Corp. Trust12/25/20360.62,4470.1
First Horizon Asset Securities Inc.02/25/20362.62,4440.1
Bank of China Hong Kong Ltd.02/11/20205.62,4140.1
Petrobras Global Finance BV05/20/20234.42,4080.1
Washington Mutual Mortgage Pass Through Certificates Trust09/25/20461.32,3990.1
Mansard Mortgages plc12/15/20491.22,3680.1
Argent Securities Inc.05/25/20360.62,3290.1
Barclays plc09/15/20196.52,3260.1
Ford Motor Credit Co. LLC12/15/20168.02,2970.1
Export-Import Bank of Korea01/29/20214.02,2890.1
Citigroup Inc. MTN05/31/20170.42,2730.1
Braskem Finance Ltd.04/15/20215.82,2720.1
Banc of America Merrill Lynch Commercial Mortgage Inc.04/10/20495.62,2350.1
Federal National Mortgage Association06/01/20352.52,2110.1
Morgan Stanley Dean Witter Capital I07/25/20321.32,2060.1
Limerock CLO I04/24/20230.82,1880.1
Federal Home Loan Mortgage Corp.12/01/20376.02,1770.1
Federal National Mortgage Association04/01/20244.02,1710.1
Petrobras Global Finance BV01/20/20205.82,1660.1
Federal National Mortgage Association07/01/20415.52,1630.1
IndyMac Imsc Mortgage Loan Trust07/25/20376.52,1300.1
Merrill Lynch/Countrywide Commercial Mortgage Trust12/12/20495.22,1060.1
Citigroup Capital XIII10/30/20407.02,1030.1
Countrywide Asset-Backed Certificates05/25/20360.72,0940.1
Federal National Mortgage Association04/01/20345.52,0820.1
Government National Mortgage Association TBA04/20/20463.02,0690.1
BM&F Bovespa SA07/16/20205.52,0650.1
UniCredit SpA MTN09/10/20216.82,0530.1
GTL Trade Finance Inc.10/20/20177.22,0450.1
Federal Home Loan Mortgage Corp.04/01/20376.02,0300.1
Piper Jaffray Cos.10/09/20185.12,0110.1
Morgan Stanley ABS Capital I Inc. Trust10/25/20360.62,0020.1
Federal National Mortgage Association08/01/20352.41,9710.1
Credit Agricole SA09/19/20338.11,9610.1
Federal National Mortgage Association01/01/20395.51,9500.1
Countrywide Home Loan Mortgage Pass Through Trust09/25/20472.91,9100.1
Dynegy Inc.11/01/20196.81,9000.1
Federal National Mortgage Association09/01/20276.01,8800.1
Indymac Index Mortgage Loan Trust01/25/20362.61,8690.1
Merrill Lynch/Countrywide Commercial Mortgage Trust03/12/20515.51,8370.1
U.S. Treasury Inflation Indexed Bonds04/15/20283.61,8180.1
UBS AG MTN06/01/20201.51,7950.1
Morgan Stanley Re-REMIC Trust08/12/20455.81,7880.1
Barclays Bank plc04/10/20237.81,7870.1
Chicago Transit Authority12/01/20406.91,7870.1
Mid-State Trust08/15/20376.01,7510.1
Morgan Stanley MTN04/25/20182.11,7140.1
Government National Mortgage Association12/15/20385.01,7110.1
Volkswagen Group of America Finance LLC05/22/20181.61,6770.1
Federal National Mortgage Association06/01/20355.51,6640.1
JP Morgan Chase Commercial Mortgage Securities Corp.02/15/20515.91,6530.1
Dynegy Inc.11/01/20247.61,6430.1
Federal National Mortgage Association03/01/20385.51,6420.1
Odebrecht Drilling Norbe VIII/IX Ltd.06/30/20226.41,6200.1
OneMain Financial Holdings Inc.12/15/20196.81,6080.1
Gsaa Trust08/25/20476.01,5690.1
Banc of America Funding Corp.05/20/20470.71,5670.1
Morgan Stanley ABS Capital I Inc. Trust11/25/20360.61,5590.1
JP Morgan Mortgage Trust04/25/20365.51,5550.1
Government National Mortgage Association05/15/20395.01,5380.1
GTL Trade Finance Inc.10/20/20177.21,5340.1
Federal National Mortgage Association01/01/20255.51,5140.1
General Motors Financial Co. Inc.06/01/20186.81,5130.1
OneMain Financial Holdings Inc.12/15/20217.21,5000.1
Goldman Sachs Group Inc. MTN06/04/20171.31,4990.1
Specialty Underwriting & Residential Finance Trust09/25/20370.51,4850.1
Petrobras Global Finance BV05/20/20162.21,3950.1
People's Financial Realty Mortgage Securities Trust09/25/20360.61,3900.1
Countrywide Alternative Loan Trust12/25/20365.81,3730.0
Energy Transfer Partners LP06/01/20214.61,3470.0
Government National Mortgage Association04/15/20415.01,3070.0
Homestar Mortgage Acceptance Corp.10/25/20341.61,3050.0
Federal National Mortgage Association09/01/20386.01,2920.0
Greenwich Capital Commercial Funding Corp.03/10/20395.41,2900.0
Suntrust Adjustable Rate Mortgage Loan Trust01/25/20372.81,2670.0
Structured Adjustable Rate Mortgage Loan Trust04/25/20352.81,2430.0
Petrobras Global Finance BV05/20/20162.01,1970.0
Citigroup/Deutsche Bank Commercial Mortgage Trust12/11/20495.31,1770.0
Federal National Mortgage Association09/01/20415.51,1520.0
RAMP Trust08/25/20341.31,1440.0
Federal National Mortgage Association09/01/20213.01,1380.0
Federal Home Loan Mortgage Corp.11/01/20376.01,1190.0
First Franklin Mortgage Loan Trust07/25/20360.61,0680.0
Federal National Mortgage Association05/01/20415.01,0640.0
U.S. Treasury Notes08/31/20212.01,0350.0
CSN Islands XI Corp.09/21/20196.91,0260.0
Rio Oil Finance Trust07/06/20249.21,0200.0
Ford Motor Credit Co. LLC06/15/20164.01,0060.0
Petrobras Global Finance BV03/17/20203.51,0040.0
Mizuho Bank Ltd.09/25/20171.11,0010.0
Government National Mortgage Association07/15/20395.09960.0
Harborview Mortgage Loan Trust11/19/20341.39940.0
GSAA Trust03/25/20360.79890.0
Government National Mortgage Association11/15/20395.09870.0
NOVO Banco SA MTN01/15/20184.89760.0
Federal National Mortgage Association02/01/20355.59710.0
Province of Quebec Canada07/29/20203.59700.0
Federal National Mortgage Association REMIC04/25/20335.09700.0
Federal National Mortgage Association07/01/20184.09640.0
Federal National Mortgage Association01/01/20375.59570.0
Government National Mortgage Association06/15/20405.09400.0
Federal National Mortgage Association03/01/20355.59110.0
GSR Mortgage Loan Trust05/25/20353.09010.0
Federal Home Loan Mortgage Corp.02/01/20385.58990.0
Federal Home Loan Mortgage Corp.07/01/20385.58750.0
Countrywide Asset-Backed Certificates06/25/20360.88570.0
Structured Asset Mortgage Investments Inc.07/19/20350.78540.0
Federal National Mortgage Association05/01/20254.58540.0
Federal National Mortgage Association05/01/20365.58240.0
BCAP LLC Trust03/26/20375.28140.0
Bear Stearns Adjustable Rate Mortgage Trust10/25/20363.08060.0
General Motors Financial Co. Inc.07/13/20203.27990.0
Interest Rate Swap Option 30 year08/20/20180.07960.0
Federal National Mortgage Association08/01/20235.07930.0
Odebrecht Offshore Drilling Finance Ltd.10/01/20236.67920.0
Interest Rate Swap Option 2 year01/30/20180.07810.0
Federal National Mortgage Association04/01/20244.07780.0
Federal National Mortgage Association06/01/20285.07730.0
Barclays plc12/15/20208.07730.0
Federal National Mortgage Association06/01/20385.57710.0
Ras Laffan Liquefied Natural Gas Co. Ltd. III09/30/20275.87600.0
Argent Securities Inc.11/25/20341.67600.0
Rohm and Haas Co.09/15/20176.07590.0
Federal National Mortgage Association08/01/20244.07540.0
Public Power Generation Agency01/01/20417.27430.0
Washington Mutual Mortgage Pass Through Certificates Trust04/25/20450.77380.0
CVS Pass-Through Trust01/10/20306.97300.0
Federal National Mortgage Association01/01/20366.07290.0
Federal National Mortgage Association07/01/20254.07280.0
Federal National Mortgage Association04/01/20254.57220.0
GSR Mortgage Loan Trust11/25/20352.87220.0
Federal National Mortgage Association10/01/20366.07220.0
Federal National Mortgage Association08/01/20355.57190.0
Federal National Mortgage Association05/01/20394.57120.0
Federal National Mortgage Association08/01/20254.57110.0
Wells Fargo & Co.03/04/20212.57100.0
Federal National Mortgage Association12/01/20295.06840.0
Government National Mortgage Association01/15/20395.06590.0
Federal National Mortgage Association07/01/20264.06550.0
Government National Mortgage Association02/15/20395.06510.0
Federal National Mortgage Association09/01/20244.06470.0
Federal National Mortgage Association06/01/20376.06400.0
Government National Mortgage Association02/15/20395.06360.0
Federal National Mortgage Association04/01/20355.56350.0
Federal National Mortgage Association02/01/20305.06340.0
Federal National Mortgage Association05/01/20264.56290.0
Federal National Mortgage Association05/01/20414.56220.0
Federal National Mortgage Association07/01/20264.56180.0
Petrobras Global Finance BV10/06/20166.16080.0
Federal National Mortgage Association05/01/20234.56020.0
Government National Mortgage Association04/15/20395.05930.0
Federal Home Loan Mortgage Corp.02/01/20346.05920.0
Bear Stearns Commercial Mortgage Securities Trust02/11/20445.35910.0
Federal National Mortgage Association01/01/20386.05820.0
Bear Stearns Adjustable Rate Mortgage Trust04/25/20343.05660.0
Federal National Mortgage Association08/01/20355.55650.0
U.S. Treasury Inflation Indexed Bonds01/15/20292.55550.0
Federal National Mortgage Association11/01/20345.55460.0
U.S. Treasury Bills04/21/20160.05460.0
Federal National Mortgage Association02/01/20244.05440.0
Federal National Mortgage Association08/01/20385.55430.0
Federal National Mortgage Association03/01/20345.55400.0
Federal National Mortgage Association05/01/20385.55370.0
Federal National Mortgage Association09/01/20194.05370.0
Verizon Communications Inc.11/01/20213.05200.0
Federal National Mortgage Association05/01/20385.55160.0
Federal National Mortgage Association04/01/20395.05150.0
Federal National Mortgage Association02/01/20254.55070.0
United Airlines Inc.05/01/201810.45020.0
Federal National Mortgage Association06/01/20406.05010.0
Federal National Mortgage Association11/01/20213.34950.0
Federal National Mortgage Association12/01/20295.54860.0
Government National Mortgage Association07/15/20405.04810.0
Federal Home Loan Mortgage Corp.05/01/20406.04740.0
Federal National Mortgage Association08/01/20244.54700.0
Bear Stearns Alt-A Trust07/25/20350.94690.0
Federal National Mortgage Association05/01/20234.54650.0
Government National Mortgage Association02/15/20395.04570.0
Residential Funding Mortgage Securities I02/25/20363.94560.0
Federal National Mortgage Association05/01/20396.04540.0
Government National Mortgage Association05/15/20395.04480.0
Government National Mortgage Association II02/20/20321.84460.0
Federal Home Loan Mortgage Corp.10/01/20386.04440.0
Federal Home Loan Mortgage Corp.04/01/20385.54430.0
Federal National Mortgage Association03/01/20375.54410.0
Federal National Mortgage Association01/01/20415.04380.0
Credit Suisse First Boston Mortgage Securities Corp.11/25/20356.04300.0
Federal Home Loan Mortgage Corp.10/01/20376.04290.0
Federal National Mortgage Association06/01/20445.04200.0
Federal National Mortgage Association06/01/20414.54160.0
Federal National Mortgage Association10/01/20204.04150.0
Federal National Mortgage Association06/01/20405.54130.0
Federal Home Loan Mortgage Corp.10/01/20376.04130.0
Federal National Mortgage Association06/01/20414.54120.0
Federal National Mortgage Association02/01/20406.04060.0
Federal National Mortgage Association10/01/20194.04020.0
Federal National Mortgage Association10/01/20414.54020.0
Government National Mortgage Association04/15/20395.04010.0
MGM Resorts International12/20/20173.23930.0
Federal National Mortgage Association01/01/20254.53910.0
Federal National Mortgage Association10/01/20315.03900.0
Federal Home Loan Mortgage Corp.09/01/20414.53900.0
Federal National Mortgage Association10/01/20355.53840.0
Federal National Mortgage Association01/01/20365.53800.0
Residential Funding Mortgage Securities I02/25/20373.53770.0
Federal National Mortgage Association08/01/20213.03760.0
Federal National Mortgage Association09/01/20405.53720.0
Federal National Mortgage Association07/01/20415.03720.0
Federal National Mortgage Association01/01/20194.03690.0
Government National Mortgage Association10/15/20385.03640.0
Federal National Mortgage Association08/01/20254.53610.0
Federal National Mortgage Association12/01/20225.03590.0
Washington Mutual Mortgage Pass Through Certificates Trust10/25/20450.73520.0
Federal National Mortgage Association09/01/20405.03520.0
Federal Home Loan Mortgage Corp.02/01/20376.03490.0
Federal National Mortgage Association10/01/20401.83440.0
Federal National Mortgage Association12/01/20204.53420.0
Federal National Mortgage Association07/01/20184.03420.0
Federal National Mortgage Association08/01/20415.03360.0
Federal National Mortgage Association07/01/20414.53340.0
Petrobras Global Finance BV03/17/20204.93320.0
Federal National Mortgage Association02/01/20264.03280.0
Federal National Mortgage Association09/01/20366.03260.0
Petrobras Global Finance BV01/15/20192.83250.0
Federal National Mortgage Association09/01/20386.03210.0
Federal National Mortgage Association11/01/20255.53130.0
Federal National Mortgage Association08/01/20414.53020.0
Government National Mortgage Association03/15/20385.02990.0
U.S. Treasury Bills04/07/20160.02990.0
Federal National Mortgage Association03/01/20285.02980.0
Federal National Mortgage Association07/01/20244.52950.0
Federal National Mortgage Association01/01/20366.02920.0
Federal National Mortgage Association12/25/20425.82840.0
Federal National Mortgage Association03/01/20264.52820.0
Interest Rate Swap Option 30 year08/20/20180.02790.0
Federal National Mortgage Association11/01/20395.02750.0
Federal National Mortgage Association08/01/20414.52730.0
Federal National Mortgage Association06/01/20415.02720.0
Federal National Mortgage Association08/01/20366.02660.0
Federal National Mortgage Association01/01/20264.02650.0
Federal National Mortgage Association04/01/20213.02630.0
Bear Stearns Asset Backed Securities Trust01/25/20360.92620.0
Government National Mortgage Association10/15/20395.02570.0
Chicago Transit Authority12/01/20216.32560.0
Federal Home Loan Mortgage Corp.12/01/20404.52540.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities08/15/20323.02490.0
Federal National Mortgage Association03/01/20264.02490.0
Interest Rate Swap Option 30 year08/20/20180.02430.0
Federal National Mortgage Association04/01/20355.52420.0
Federal National Mortgage Association01/01/20204.02400.0
Federal National Mortgage Association06/01/20405.02380.0
Federal National Mortgage Association07/01/20366.02380.0
Federal National Mortgage Association02/01/20376.02380.0
Government National Mortgage Association12/15/20385.02370.0
Federal National Mortgage Association04/01/20254.52340.0
Federal National Mortgage Association07/01/20264.52330.0
Federal National Mortgage Association02/01/20275.02310.0
Federal National Mortgage Association06/01/20414.52300.0
Federal National Mortgage Association10/01/20184.52290.0
Federal National Mortgage Association11/01/20365.52280.0
Federal National Mortgage Association10/01/20255.02270.0
Federal National Mortgage Association08/01/20184.02260.0
Federal National Mortgage Association12/01/20275.52220.0
Federal National Mortgage Association01/01/20415.02210.0
Federal National Mortgage Association06/01/20223.02160.0
Federal National Mortgage Association01/01/20295.52150.0
Federal National Mortgage Association06/01/20415.02150.0
Federal National Mortgage Association09/01/20275.52110.0
Federal National Mortgage Association07/01/20275.02110.0
Federal National Mortgage Association01/01/20386.02100.0
Federal National Mortgage Association09/01/20414.52080.0
Federal National Mortgage Association07/01/20245.02020.0
Federal National Mortgage Association08/01/20366.02010.0
Federal National Mortgage Association03/01/20385.02010.0
Federal National Mortgage Association04/01/20385.51990.0
Federal National Mortgage Association09/01/20255.01990.0
Federal National Mortgage Association03/01/20275.51960.0
Federal National Mortgage Association11/01/20376.01960.0
Federal National Mortgage Association01/01/20406.01940.0
Federal National Mortgage Association10/01/20255.51930.0
Federal National Mortgage Association10/01/20244.51890.0
Federal National Mortgage Association06/01/20234.51870.0
Federal National Mortgage Association10/01/20244.51860.0
Federal National Mortgage Association03/01/20264.51830.0
Federal National Mortgage Association07/01/20285.51820.0
Federal National Mortgage Association11/01/20285.01820.0
Federal National Mortgage Association08/01/20294.01800.0
Bear Stearns Commercial Mortgage Securities Trust09/11/20385.81780.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities02/25/20451.51780.0
Federal National Mortgage Association03/01/20296.01750.0
Federal National Mortgage Association05/01/20405.01750.0
Federal National Mortgage Association03/01/20394.51720.0
Federal National Mortgage Association10/01/20304.01710.0
Federal National Mortgage Association REMIC05/25/20352.51700.0
Merrill Lynch Mortgage Investors Inc.11/25/20350.71680.0
Federal National Mortgage Association06/01/20254.01680.0
Federal National Mortgage Association07/01/20445.01670.0
Federal National Mortgage Association12/01/20404.51670.0
Federal National Mortgage Association01/01/20365.51650.0
Federal National Mortgage Association12/01/20404.51650.0
Federal National Mortgage Association12/01/20254.51630.0
Federal National Mortgage Association01/01/20365.51620.0
Federal National Mortgage Association03/01/20254.51580.0
Federal National Mortgage Association03/01/20254.51580.0
JP Morgan Re-REMIC09/27/20363.01570.0
Federal National Mortgage Association11/01/20386.01570.0
Federal National Mortgage Association08/01/20366.01560.0
Federal National Mortgage Association12/01/20376.01560.0
Federal National Mortgage Association06/01/20254.51550.0
Federal National Mortgage Association07/01/20264.01540.0
Federal National Mortgage Association07/01/20335.01540.0
Federal National Mortgage Association11/01/20254.51520.0
Federal National Mortgage Association06/01/20375.01440.0
Countrywide Asset-Backed Certificates12/25/20310.71430.0
Federal National Mortgage Association08/01/20386.01430.0
Small Business Administration Participation Certificates01/01/20216.31420.0
Federal National Mortgage Association04/01/20234.51400.0
Federal National Mortgage Association10/01/20254.01400.0
Federal National Mortgage Association05/01/20265.01390.0
Federal National Mortgage Association11/01/20335.51370.0
Federal National Mortgage Association01/01/20204.01370.0
Government National Mortgage Association03/15/20395.01360.0
Federal National Mortgage Association06/01/20405.01340.0
Federal National Mortgage Association06/01/20366.01340.0
Federal National Mortgage Association11/01/20194.01340.0
Federal National Mortgage Association03/01/20366.01330.0
Federal Home Loan Mortgage Corp.08/01/20404.51330.0
Federal National Mortgage Association05/01/20254.01320.0
Federal National Mortgage Association08/01/20414.51320.0
Federal National Mortgage Association07/01/20345.51320.0
Federal National Mortgage Association05/01/20352.41310.0
Federal National Mortgage Association05/01/20396.01310.0
Government National Mortgage Association03/15/20385.01300.0
Federal National Mortgage Association04/01/20275.51300.0
Federal National Mortgage Association11/01/20346.01290.0
Federal National Mortgage Association08/01/20376.01270.0
Federal National Mortgage Association03/01/20366.01270.0
Government National Mortgage Association01/15/20395.01270.0
Federal National Mortgage Association07/01/20204.51250.0
Federal National Mortgage Association05/01/20386.01250.0
Federal National Mortgage Association06/01/20184.51240.0
Government National Mortgage Association04/15/20385.01240.0
Federal National Mortgage Association07/01/20405.01220.0
Federal National Mortgage Association01/01/20365.51220.0
Federal National Mortgage Association10/01/20414.51210.0
Federal National Mortgage Association10/01/20244.51210.0
Government National Mortgage Association09/15/20395.01200.0
Federal National Mortgage Association02/01/20396.01190.0
Federal National Mortgage Association03/01/20395.01180.0
Federal National Mortgage Association02/01/20254.51180.0
Small Business Administration Participation Certificates09/01/20235.11160.0
Federal National Mortgage Association06/01/20366.01160.0
Federal National Mortgage Association07/01/20424.51160.0
Federal National Mortgage Association08/01/20375.51160.0
Federal National Mortgage Association04/01/20366.01150.0
Federal National Mortgage Association03/01/20394.51130.0
Federal National Mortgage Association07/01/20254.01130.0
Government National Mortgage Association II11/20/20292.01110.0
Federal National Mortgage Association03/01/20275.51110.0
Federal National Mortgage Association10/01/20213.01100.0
Federal National Mortgage Association11/01/20365.51100.0
Federal National Mortgage Association05/01/20273.51080.0
Federal National Mortgage Association05/01/20244.01070.0
Federal National Mortgage Association11/01/20365.51070.0
Federal National Mortgage Association08/01/20366.01070.0
Federal National Mortgage Association12/01/20244.51060.0
Federal National Mortgage Association12/01/20213.01060.0
Government National Mortgage Association05/15/20385.01050.0
Federal National Mortgage Association09/01/20366.01040.0
Federal National Mortgage Association02/01/20365.51040.0
Federal National Mortgage Association06/01/20424.51040.0
Government National Mortgage Association05/15/20385.01020.0
Federal National Mortgage Association08/01/20366.01020.0
Federal National Mortgage Association05/01/20345.51010.0
Federal National Mortgage Association06/01/20285.01010.0
Federal National Mortgage Association03/01/20345.51000.0
Federal Home Loan Mortgage Corp. REMIC08/15/20228.01000.0
Government National Mortgage Association06/15/20405.0980.0
Federal National Mortgage Association09/01/20366.0940.0
Federal National Mortgage Association03/01/20376.0920.0
Federal National Mortgage Association11/01/20396.0910.0
Federal Home Loan Mortgage Corp.08/01/20352.5910.0
Government National Mortgage Association12/15/20385.0910.0
Federal National Mortgage Association09/01/20366.0900.0
Federal Home Loan Mortgage Corp.09/01/20386.0890.0
Federal Home Loan Mortgage Corp.05/01/20356.0890.0
Federal National Mortgage Association04/01/20273.5890.0
Federal National Mortgage Association11/01/20366.0880.0
Federal National Mortgage Association02/01/20335.5880.0
Federal National Mortgage Association12/01/20184.0870.0
Federal National Mortgage Association04/01/20375.5870.0
Federal National Mortgage Association03/01/20204.0870.0
Government National Mortgage Association04/15/20385.0860.0
Federal National Mortgage Association11/01/20184.5850.0
Federal National Mortgage Association07/01/20204.0850.0
Federal National Mortgage Association07/01/20415.0850.0
Federal National Mortgage Association06/01/20376.0840.0
Federal National Mortgage Association02/01/20385.0830.0
Government National Mortgage Association03/15/20395.0830.0
Federal National Mortgage Association11/01/20335.5830.0
Federal National Mortgage Association09/01/20435.0820.0
Federal National Mortgage Association07/01/20184.5820.0
Federal National Mortgage Association02/01/20386.0820.0
Federal National Mortgage Association06/01/20366.0810.0
Federal National Mortgage Association10/01/20366.0790.0
Federal National Mortgage Association10/01/20244.5790.0
Federal National Mortgage Association04/01/20345.5790.0
Federal National Mortgage Association12/01/20355.5780.0
Government National Mortgage Association II09/20/20242.0770.0
Federal National Mortgage Association02/01/20246.0770.0
Federal National Mortgage Association09/01/20365.5740.0
Federal National Mortgage Association10/01/20376.0740.0
Federal National Mortgage Association06/01/20213.0730.0
Federal National Mortgage Association02/01/20394.5710.0
Federal National Mortgage Association11/01/20366.0710.0
GSAMP Trust12/25/20360.5690.0
Federal National Mortgage Association11/01/20385.5680.0
Federal National Mortgage Association10/01/20366.0680.0
Federal National Mortgage Association11/01/20184.0670.0
Federal National Mortgage Association06/01/20245.0670.0
Government National Mortgage Association02/15/20395.0660.0
Government National Mortgage Association II07/20/20271.9660.0
Federal National Mortgage Association02/01/20285.0640.0
Federal National Mortgage Association12/01/20385.5630.0
Government National Mortgage Association04/15/20395.0630.0
Federal National Mortgage Association07/01/20405.0620.0
Bear Stearns Adjustable Rate Mortgage Trust01/25/20352.9620.0
Federal National Mortgage Association10/01/20304.0610.0
Federal National Mortgage Association01/01/20254.5610.0
Federal National Mortgage Association10/01/20204.0610.0
Federal National Mortgage Association04/01/20194.0610.0
Government National Mortgage Association01/15/20385.0600.0
Federal National Mortgage Association09/01/20234.0590.0
Government National Mortgage Association04/15/20395.0590.0
Federal National Mortgage Association10/01/20386.0570.0
Federal National Mortgage Association05/01/20275.0570.0
Government National Mortgage Association10/15/20395.0570.0
Federal National Mortgage Association10/01/20345.0570.0
Federal National Mortgage Association07/01/20405.0560.0
Federal National Mortgage Association03/01/20285.5560.0
Federal National Mortgage Association08/01/20254.0560.0
Federal National Mortgage Association09/01/20213.0560.0
Federal National Mortgage Association12/01/20245.0560.0
Federal National Mortgage Association01/01/20204.0550.0
Federal National Mortgage Association07/01/20264.5540.0
Federal National Mortgage Association12/01/20235.0540.0
Federal National Mortgage Association02/01/20396.0540.0
Government National Mortgage Association II08/20/20222.0540.0
Government National Mortgage Association03/15/20385.0530.0
Federal National Mortgage Association08/01/20365.5530.0
Government National Mortgage Association05/15/20385.0530.0
Federal National Mortgage Association08/01/20375.5520.0
Federal National Mortgage Association07/01/20184.0520.0
Federal National Mortgage Association08/01/20404.5510.0
Federal National Mortgage Association03/01/20254.5510.0
Federal National Mortgage Association08/01/20386.0500.0
Federal National Mortgage Association09/01/20184.0500.0
Federal National Mortgage Association09/01/20395.0500.0
Federal National Mortgage Association07/01/20194.0490.0
Federal National Mortgage Association06/01/20314.0490.0
Federal National Mortgage Association01/01/20355.5490.0
Federal National Mortgage Association05/01/20246.0490.0
Federal National Mortgage Association01/01/20396.0490.0
Federal National Mortgage Association06/01/20335.5480.0
Federal National Mortgage Association03/01/20263.5480.0
Federal National Mortgage Association10/01/20346.0480.0
Federal National Mortgage Association02/01/20385.5480.0
Federal National Mortgage Association09/01/20335.5480.0
Government National Mortgage Association09/15/20395.0470.0
Federal National Mortgage Association04/01/20244.0470.0
Federal National Mortgage Association01/01/20355.5470.0
Federal National Mortgage Association06/01/20405.0470.0
Federal National Mortgage Association05/01/20345.5460.0
Government National Mortgage Association06/15/20415.0460.0
Federal National Mortgage Association12/01/20244.5450.0
Federal National Mortgage Association06/01/20286.0450.0
Federal National Mortgage Association08/01/20204.0440.0
Federal National Mortgage Association05/01/20385.5440.0
Federal National Mortgage Association03/01/20255.0440.0
Federal National Mortgage Association03/01/20345.5430.0
Federal National Mortgage Association12/01/20404.5430.0
Federal National Mortgage Association12/01/20395.5420.0
Federal National Mortgage Association08/01/20236.0410.0
Federal National Mortgage Association09/01/20285.5410.0
Federal National Mortgage Association10/01/20366.0410.0
Federal National Mortgage Association04/01/20184.0410.0
Federal National Mortgage Association10/01/20386.0410.0
Federal Home Loan Mortgage Corp. REMIC11/15/20300.9400.0
Odebrecht Offshore Drilling Finance Ltd.10/01/20236.8390.0
Federal National Mortgage Association04/01/20264.0380.0
Federal National Mortgage Association10/01/20264.0380.0
Federal National Mortgage Association08/01/20184.0380.0
Federal National Mortgage Association04/01/20355.5370.0
Federal National Mortgage Association10/01/20264.0370.0
Federal National Mortgage Association01/01/20345.5370.0
Federal National Mortgage Association07/01/20213.0370.0
Government National Mortgage Association03/15/20395.0370.0
Federal National Mortgage Association02/01/20345.5370.0
Federal National Mortgage Association02/01/20376.0360.0
Federal National Mortgage Association08/01/20414.5360.0
Federal National Mortgage Association11/01/20345.5360.0
Federal National Mortgage Association07/01/20355.5350.0
Government National Mortgage Association II11/20/20252.0350.0
Government National Mortgage Association02/15/20405.0350.0
Federal National Mortgage Association12/01/20244.0340.0
Federal National Mortgage Association11/01/20376.0340.0
Government National Mortgage Association II09/20/20231.9340.0
Federal National Mortgage Association03/01/20265.0340.0
Federal National Mortgage Association01/01/20224.5340.0
Government National Mortgage Association II05/20/20241.8330.0
Federal National Mortgage Association12/01/20184.5330.0
Federal National Mortgage Association02/01/20345.5330.0
Federal National Mortgage Association09/01/20304.5330.0
Federal National Mortgage Association02/01/20295.5320.0
Government National Mortgage Association II01/20/20252.0320.0
Federal National Mortgage Association08/01/20366.0320.0
Federal National Mortgage Association02/01/20345.5320.0
Federal National Mortgage Association09/01/20316.0320.0
Federal National Mortgage Association05/01/20244.5320.0
Federal National Mortgage Association11/01/20224.5310.0
Federal National Mortgage Association02/01/20345.0310.0
Federal National Mortgage Association11/01/20254.0300.0
Federal National Mortgage Association03/01/20345.5300.0
Federal National Mortgage Association12/01/20335.5300.0
Federal National Mortgage Association07/01/20366.0300.0
Federal National Mortgage Association01/01/20345.5290.0
Federal National Mortgage Association10/01/20356.0290.0
Federal National Mortgage Association03/01/20264.0290.0
Federal National Mortgage Association06/01/20355.5290.0
Federal National Mortgage Association04/01/20414.5290.0
Federal National Mortgage Association07/01/20184.0280.0
Federal National Mortgage Association02/01/20345.5280.0
Federal National Mortgage Association09/01/20415.0280.0
Federal National Mortgage Association12/01/20366.0280.0
Federal National Mortgage Association05/01/20424.5280.0
Federal National Mortgage Association07/01/20405.0270.0
Government National Mortgage Association II12/20/20242.5270.0
Government National Mortgage Association05/15/20385.0270.0
Federal National Mortgage Association07/01/20414.5270.0
Federal National Mortgage Association07/01/20264.5270.0
Federal National Mortgage Association12/01/20345.5270.0
Federal National Mortgage Association01/01/20376.0270.0
Federal National Mortgage Association09/01/20345.5270.0
Bear Stearns Adjustable Rate Mortgage Trust11/25/20302.7250.0
Federal National Mortgage Association09/01/20414.5250.0
Federal National Mortgage Association10/01/20366.0240.0
Federal National Mortgage Association05/01/20254.0240.0
Federal National Mortgage Association03/01/20406.0240.0
Federal National Mortgage Association09/01/20356.0240.0
Federal National Mortgage Association06/01/20276.0230.0
Federal National Mortgage Association12/01/20395.0230.0
Government National Mortgage Association07/15/20415.0230.0
Federal National Mortgage Association05/01/20314.5230.0
Interest Rate Swap Option 1 year07/05/20160.0220.0
Federal National Mortgage Association12/01/20285.5220.0
Federal National Mortgage Association11/01/20285.0220.0
Federal National Mortgage Association03/01/20345.5210.0
Federal National Mortgage Association09/01/20345.5210.0
Interest Rate Swap Option 1 year07/05/20160.0210.0
Federal National Mortgage Association01/01/20184.5210.0
Federal Home Loan Mortgage Corp.05/01/20316.0210.0
Federal National Mortgage Association05/01/20355.5210.0
Federal National Mortgage Association05/01/20244.0200.0
Federal National Mortgage Association07/01/20366.0200.0
Federal National Mortgage Association03/01/20335.5190.0
Federal National Mortgage Association07/01/20356.0190.0
Federal National Mortgage Association03/01/20244.5190.0
Federal National Mortgage Association08/01/20244.5190.0
Federal National Mortgage Association07/01/20184.0190.0
Federal National Mortgage Association09/01/20366.0190.0
Federal National Mortgage Association09/01/20184.0180.0
Federal National Mortgage Association04/01/20345.5180.0
Federal National Mortgage Association08/01/20184.5180.0
Federal National Mortgage Association11/01/20253.0180.0
Federal National Mortgage Association08/01/20376.0180.0
Government National Mortgage Association05/15/20395.0180.0
Federal National Mortgage Association07/01/20366.0180.0
Federal National Mortgage Association09/01/20406.0180.0
Federal National Mortgage Association10/01/20424.5180.0
Federal National Mortgage Association02/01/20346.0170.0
Federal National Mortgage Association01/01/20355.5170.0
Federal National Mortgage Association12/01/20254.0170.0
Federal National Mortgage Association08/01/20184.0170.0
Federal Home Loan Mortgage Corp.06/01/20242.6170.0
Federal Home Loan Mortgage Corp.08/01/20386.0160.0
Federal National Mortgage Association02/01/20264.0160.0
Federal National Mortgage Association03/01/20345.5160.0
Federal Home Loan Mortgage Corp. REMIC12/15/20209.0160.0
Federal National Mortgage Association12/01/20435.5150.0
Federal National Mortgage Association05/01/20394.5150.0
Federal National Mortgage Association08/01/20355.5150.0
Federal National Mortgage Association08/01/20213.0140.0
Interest Rate Swap Option 1 year07/05/20160.0140.0
Federal National Mortgage Association11/01/20244.5140.0
Federal National Mortgage Association01/01/20365.5140.0
Government National Mortgage Association10/15/20385.0140.0
Government National Mortgage Association04/15/20395.0140.0
Federal National Mortgage Association05/01/20405.0140.0
Federal National Mortgage Association09/01/20414.5130.0
Federal National Mortgage Association11/01/20355.5130.0
Federal National Mortgage Association11/01/20376.0130.0
Federal National Mortgage Association04/01/20386.0130.0
Federal National Mortgage Association02/01/20366.0120.0
Federal National Mortgage Association02/01/20355.5120.0
Federal National Mortgage Association11/01/20395.0120.0
Federal National Mortgage Association02/01/20264.5120.0
Federal National Mortgage Association06/01/20366.0110.0
Federal National Mortgage Association07/01/20254.5110.0
Federal National Mortgage Association05/01/20365.5110.0
Federal Home Loan Mortgage Corp.02/01/20336.0110.0
Federal National Mortgage Association02/01/20235.5110.0
Federal National Mortgage Association01/01/20395.5110.0
Federal National Mortgage Association08/01/20355.5110.0
Federal National Mortgage Association02/01/20213.0110.0
Federal National Mortgage Association11/01/20355.5100.0
Federal National Mortgage Association03/01/20405.0100.0
Federal National Mortgage Association08/01/20244.5100.0
Federal National Mortgage Association01/01/20204.5100.0
Federal National Mortgage Association03/01/20385.5100.0
Government National Mortgage Association II10/20/20252.0100.0
Government National Mortgage Association II12/20/20262.0100.0
Federal National Mortgage Association04/01/20345.5100.0
Indymac ARM Trust01/25/20321.990.0
Federal National Mortgage Association07/01/20184.590.0
Federal National Mortgage Association07/01/20184.590.0
Federal National Mortgage Association04/01/20176.090.0
Federal National Mortgage Association03/01/20345.090.0
Federal National Mortgage Association09/01/20365.590.0
Federal National Mortgage Association09/01/20244.590.0
Federal National Mortgage Association09/01/20366.090.0
Federal National Mortgage Association09/01/20386.090.0
Government National Mortgage Association12/15/20355.090.0
Federal National Mortgage Association10/01/20355.590.0
Government National Mortgage Association II03/20/20171.880.0
Federal National Mortgage Association10/01/20386.080.0
Federal National Mortgage Association12/01/20355.580.0
Federal National Mortgage Association09/01/20244.580.0
Federal National Mortgage Association04/01/20345.580.0
Federal National Mortgage Association01/01/20375.570.0
Federal National Mortgage Association08/01/20236.070.0
Federal National Mortgage Association05/01/20335.570.0
Federal National Mortgage Association09/01/20366.070.0
Federal National Mortgage Association11/01/20184.570.0
Federal National Mortgage Association05/01/20176.070.0
Federal National Mortgage Association07/01/20295.070.0
Federal National Mortgage Association11/01/20335.570.0
Federal National Mortgage Association05/01/20246.060.0
Interest Rate Swap Option 1 year07/05/20160.060.0
Federal Housing Authority Project02/01/20217.460.0
Federal National Mortgage Association05/01/20404.560.0
Federal National Mortgage Association02/01/20254.060.0
Federal National Mortgage Association01/01/20365.560.0
Federal National Mortgage Association06/01/20254.560.0
Federal National Mortgage Association01/01/20275.560.0
Federal National Mortgage Association05/01/20336.060.0
Government National Mortgage Association II10/20/20252.050.0
Federal National Mortgage Association12/01/20335.550.0
Federal National Mortgage Association09/01/20385.550.0
Federal National Mortgage Association07/01/20365.550.0
Federal National Mortgage Association02/01/20254.550.0
Federal National Mortgage Association12/01/20345.550.0
Federal Home Loan Mortgage Corp.05/01/20336.050.0
Federal National Mortgage Association06/01/20405.550.0
Federal National Mortgage Association01/01/20254.550.0
Federal National Mortgage Association10/01/20335.540.0
Federal National Mortgage Association05/01/20184.540.0
Federal National Mortgage Association11/01/20386.040.0
Federal National Mortgage Association04/01/20385.540.0
Federal National Mortgage Association11/01/20244.540.0
Federal National Mortgage Association09/01/20376.040.0
Federal National Mortgage Association05/01/20244.540.0
Federal National Mortgage Association06/01/20194.540.0
Federal National Mortgage Association08/01/20184.540.0
Federal National Mortgage Association12/01/20244.540.0
Federal National Mortgage Association07/01/20236.030.0
Federal National Mortgage Association10/01/20355.530.0
Government National Mortgage Association11/15/20385.030.0
Federal National Mortgage Association06/01/20194.030.0
Federal National Mortgage Association12/01/20365.530.0
Federal National Mortgage Association05/01/20184.530.0
Federal National Mortgage Association07/01/20384.530.0
Federal National Mortgage Association11/01/20166.030.0
Federal National Mortgage Association06/01/20184.530.0
Federal National Mortgage Association07/01/20276.030.0
Federal National Mortgage Association10/01/20345.530.0
Federal National Mortgage Association07/01/20385.530.0
Government National Mortgage Association04/15/20355.030.0
Federal National Mortgage Association12/01/20166.030.0
Federal National Mortgage Association09/01/20366.030.0
Federal National Mortgage Association06/01/20355.530.0
Federal Home Loan Mortgage Corp.01/01/20296.030.0
Federal National Mortgage Association10/01/20345.530.0
Federal National Mortgage Association12/01/20376.030.0
Federal National Mortgage Association09/01/20355.530.0
Government National Mortgage Association08/15/20335.030.0
Federal National Mortgage Association10/01/20366.030.0
Federal National Mortgage Association07/01/20376.020.0
Federal National Mortgage Association03/01/20236.020.0
Federal National Mortgage Association12/01/20335.520.0
Federal National Mortgage Association08/01/20366.020.0
Federal National Mortgage Association07/01/20364.520.0
Federal National Mortgage Association04/01/20355.520.0
Federal Home Loan Mortgage Corp.10/01/20376.020.0
Federal National Mortgage Association09/01/20176.020.0
Federal National Mortgage Association12/01/20366.020.0
Federal National Mortgage Association12/01/20355.520.0
Federal National Mortgage Association06/01/20366.020.0
Federal National Mortgage Association09/01/20366.020.0
Federal National Mortgage Association02/01/20345.520.0
Federal National Mortgage Association08/01/20184.020.0
First Nationwide Trust08/21/20316.820.0
Federal National Mortgage Association06/01/20366.020.0
Federal National Mortgage Association10/01/20366.020.0
Federal National Mortgage Association10/01/20166.010.0
Federal Home Loan Mortgage Corp.07/01/20166.010.0
Federal National Mortgage Association01/01/20386.010.0
Federal Home Loan Mortgage Corp.09/01/20166.010.0
Federal National Mortgage Association10/01/20345.510.0
Government National Mortgage Association II07/20/20242.010.0
Federal National Mortgage Association11/01/20166.010.0
Interest Rate Swap Option 10 year05/23/20160.010.0
Federal National Mortgage Association12/01/20166.010.0
Federal Home Loan Mortgage Corp.07/01/20166.000.0
Federal National Mortgage Association07/01/20166.000.0
Interest Rate Swap Option 10 year05/12/20160.000.0
General Motors Co. Escrow03/06/20495.200.0
U.S. Treasury Notes Future 5 year05/20/20160.000.0
U.S. Treasury Notes Future 5 year05/20/20160.000.0
U.S. Treasury Notes Future 5 year05/20/20160.000.0
Total3,600,188127.8
Cash and Other Assets Less Liabilities-27.8
Total Net Assets100%

Sector Allocation (As of Quarter Ended 03/31/2016)

As of Quarter Ended 03/31/2016
Economic SectorHarbor Bond Fund %
U.S. Government Obligations41.4
Mortgage Pass-through40.8
Corporate Bonds & Notes27.6
Collateralized Mortgage Obligations8.3
Asset-backed Securities5.6
Municipal Bonds3.5
Foreign Government Obligations2.5
Bank Loan Obligations0.5
Purchased Options0.1
Financials0.1

Maturity Profile (As of Quarter Ended 03/31/2016)

As of Quarter Ended 03/31/2016
MaturityHarbor Bond Fund %Barclays U.S. Aggregate Bond Index %
0-1 yr-13.50.0
1-3 yr18.221.5
3-5 yr67.025.3
5-7 yr1.822.8
7-10 yr3.615.2
10-20 yr8.03.4
20-30 yr14.811.2
Over 30 yr-0.00.6

Duration (As of Quarter Ended 03/31/2016)

As of Quarter Ended 03/31/2016
DurationHarbor Bond Fund %Barclays U.S. Aggregate Bond Index %
0-1 yr-15.42.0
1-3 yr5.734.1
3-5 yr47.730.7
5-7 yr-11.311.6
7-10 yr25.88.4
10-20 yr60.111.6
20-30 yr-12.61.6
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.