Harbor Real Return Fund Administrative Class (HRRRX)

Portfolio Characteristics (As of Quarter Ended 09/30/2016)

 Harbor Real Return FundBarclays U.S. TIPS Index
Number of Issues8937
Average Market Coupon (%)1.420.91
Yield to Maturity (%)2.311.62
Weighted Avg. Maturity (yrs)8.738.61
Weighted Avg. Duration (yrs)7.728.12

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

Top Ten Holdings (As of Quarter Ended 09/30/2016)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
U.S. Treasury Inflation Indexed Bonds01/15/20252.433,78530.0
U.S. Treasury Inflation Indexed Bonds07/15/20210.615,09713.4
U.S. Treasury Inflation Indexed Bonds02/15/20441.414,14312.5
U.S. Treasury Inflation Indexed Bonds07/15/20191.912,71611.3
U.S. Treasury Inflation Indexed Bonds01/15/20272.410,3269.2
U.S. Treasury Inflation Indexed Bonds01/15/20240.64,5534.0
U.S. Treasury Inflation Indexed Bonds07/15/20230.43,4353.0
U.S. Treasury Notes08/31/20211.13,2972.9
Federal National Mortgage Association TBA11/14/20463.03,1122.8
U.S. Treasury Notes05/15/20261.62,5052.2
% of Total Holdings:102,96991.3

Full Holdings (As of Quarter Ended 09/30/2016)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
U.S. Treasury Inflation Indexed Bonds01/15/20252.433,78530.0
U.S. Treasury Inflation Indexed Bonds07/15/20210.615,09713.4
U.S. Treasury Inflation Indexed Bonds02/15/20441.414,14312.5
U.S. Treasury Inflation Indexed Bonds07/15/20191.912,71611.3
U.S. Treasury Inflation Indexed Bonds01/15/20272.410,3269.2
U.S. Treasury Inflation Indexed Bonds01/15/20240.64,5534.0
U.S. Treasury Inflation Indexed Bonds07/15/20230.43,4353.0
U.S. Treasury Notes08/31/20211.13,2972.9
Federal National Mortgage Association TBA11/14/20463.03,1122.8
U.S. Treasury Notes05/15/20261.62,5052.2
U.S. Treasury Inflation Indexed Bonds04/15/20190.12,4772.2
U.S. Treasury Inflation Indexed Bonds01/15/20250.22,1981.9
Japan Treasury Discount Bill10/31/20160.02,1701.9
Telefonica Emisiones Sau06/23/20171.52,1481.9
U.S. Treasury Inflation Indexed Bonds02/15/20420.81,8341.6
U.S. Treasury Inflation Indexed Bonds04/15/20200.11,5721.4
U.S. Treasury Inflation Indexed Bonds01/15/20230.11,4851.3
U.S. Treasury Inflation Indexed Bonds07/15/20220.11,3631.2
Japan Treasury Discount Bill01/10/20170.01,2841.1
New Zealand Government Bond09/20/20252.01,2651.1
U.S. Treasury Inflation Indexed Bonds01/15/20192.11,1941.1
JP Morgan Chase & Co.06/23/20202.81,1331.0
Japanese Government CPI Linked Bond09/10/20240.11,0320.9
U.S. Treasury Inflation Indexed Bonds01/15/20292.59850.9
Hellenic Republic Government International Bond MTN08/08/20173.89530.8
U.S. Treasury Inflation Indexed Bonds04/15/20283.69480.8
Lavender Trust10/26/20366.29440.8
Citigroup Mortgage Loan Trust Inc.08/25/20360.78940.8
U.S. Treasury Inflation Indexed Bonds07/15/20201.27910.7
Japan Treasury Discount Bill12/19/20160.07890.7
Japan Treasury Discount Bill10/11/20160.07890.7
Navient Corp. MTN05/03/20193.46940.6
U.S. Treasury Bonds02/15/20462.56850.6
First Franklin Mortgage Loan Trust06/25/20361.36830.6
JP Morgan Mortgage Acquisition Trust06/25/20360.76630.6
France Government Bond OAT07/25/20202.26280.6
Santander Holdings USA Inc.11/24/20172.36050.5
Aegis Asset Backed Securities Trust03/25/20351.56020.5
U.S. Treasury Inflation Indexed Bonds04/15/20180.16000.5
U.K. Gilt Inflation Linked03/22/20260.16000.5
RBSSP Resecuritization Trust07/26/20452.65970.5
JP Morgan Mortgage Acquisition Trust05/25/20350.95890.5
Goldman Sachs Group Inc.09/15/20202.15030.4
Hillmark Funding Ltd.05/21/20211.14820.4
Federal Home Loan Mortgage Corp. REMIC12/15/20371.14740.4
Long Beach Mortgage Loan Trust08/25/20351.34390.4
U.S. Treasury Inflation Indexed Bonds02/15/20461.04180.4
U.S. Treasury Inflation Indexed Bonds07/15/20260.14070.4
Petrobras Global Finance BV01/27/20215.43970.4
Citigroup Mortgage Loan Trust Inc.08/25/20351.33470.3
France Government Bond Oat07/25/20271.83160.3
U.S. Treasury Inflation Indexed Bonds02/15/20402.13130.3
U.S. Treasury Inflation Indexed Bonds02/15/20412.12970.3
Federal National Mortgage Association REMIC02/25/20411.22400.2
Mexican Udibonos11/08/20464.02210.2
U.K. Gilt Inflation Linked03/22/20240.12170.2
U.S. Treasury Inflation Indexed Bonds07/15/20240.12160.2
Long Beach Mortgage Loan Trust01/25/20360.82140.2
Royal Bank of Scotland plc MTN03/16/20229.52070.2
Toronto Dominion Bank03/15/20212.22040.2
Morgan Stanley Mortgage Loan Trust06/25/20362.61890.2
Mexican Bonos06/14/20184.81820.2
Soundview Home Loan Trust05/25/20360.81670.1
GSAMP Trust10/25/20342.21420.1
U.K. Gilt Inflation Linked03/22/20440.11400.1
Federal National Mortgage Association REMIC07/25/20370.91240.1
MASTR Asset Backed Securities Trust06/25/20360.81200.1
U.K. Gilt Inflation Linked03/22/20460.11130.1
Federal National Mortgage Association REMIC07/25/20370.91110.1
American International Group Inc. MTN01/16/20185.81060.1
U.S. Treasury Notes12/31/20212.11050.1
U.S. Treasury Notes09/30/20212.11050.1
ING Bank NV MTN12/05/20222.61040.1
Navient Corp. MTN01/15/20195.51020.1
Saxon Asset Securities Trust06/25/20334.0910.1
Federal National Mortgage Association REMIC05/25/20361.0840.1
U.S. Treasury Bonds08/15/20462.2790.1
Marche Mutui Srl01/27/20642.0660.1
Morgan Stanley ABS Capital I Inc. Trust10/25/20360.6640.1
U.K. Gilt Inflation Linked03/22/20580.1570.1
Countrywide Home Loan Mortgage Pass Through Trust04/20/20353.0390.0
U.K. Gilt Inflation Linked11/22/20650.1320.0
Residential Asset Securitization Trust01/25/20460.9290.0
Washington Mutual Mortgage Pass Through Certificates Trust09/25/20332.8250.0
U.S. Treasury Inflation Indexed Bonds01/15/20260.6210.0
U.S. Treasury Inflation Indexed Bonds02/15/20430.6210.0
Marche Mutui Srl02/25/20550.1190.0
Bear Stearns Adjustable Rate Mortgage Trust08/25/20352.630.0
Bear Stearns Adjustable Rate Mortgage Trust03/25/20353.110.0
Total146,516129.7
Cash and Other Assets Less Liabilities-29.7
Total Net Assets100%

Sector Allocation (As of Quarter Ended 09/30/2016)

As of Quarter Ended 09/30/2016
Economic SectorHarbor Real Return Fund %
U.S. Government Obligations104.6
Foreign Government Obligations9.6
Corporate Bonds & Notes5.5
Asset-backed Securities4.6
Mortgage Pass-through3.7
Collateralized Mortgage Obligations2.0

Maturity Profile (As of Quarter Ended 09/30/2016)

As of Quarter Ended 09/30/2016
MaturityHarbor Real Return Fund %
0-1 yr22.1
1-3 yr8.2
3-5 yr19.2
5-7 yr-16.3
7-10 yr45.9
10-20 yr7.5
20-30 yr14.0
Over 30 yr-0.7

Duration (As of Quarter Ended 09/30/2016)

As of Quarter Ended 09/30/2016
DurationHarbor Real Return Fund %
0-1 yr-0.0
1-3 yr1.6
3-5 yr0.2
5-7 yr10.0
7-10 yr45.5
10-20 yr-0.2
20-30 yr42.5
Over 30 yr0.4

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. TIPS Index is an unmanaged market index comprised of all U.S. Treasury Inflation Protected Securities rated investment grade (Baa3 or better), have at least one year to final maturity, and at least $250 million par amount outstanding.  This unmanaged index does not reflect fees and expenses and is not available for direct investment.