Harbor Bond Fund Institutional Class (HABDX)

Portfolio Characteristics (As of Quarter Ended 03/31/2019)

Harbor Bond FundBloomberg Barclays U.S. Aggregate Bond Index
Number of Issues91610,374
Average Market Coupon (%)3.283.28
Yield to Maturity (%)3.492.94
Weighted Avg. Maturity (yrs)3.478.07
Weighted Avg. Duration (yrs)3.615.82
Beta vs. Fund Benchmark0.88-

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

Top Ten Holdings (As of Quarter Ended 03/31/2019)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Federal National Mortgage Association TBA05/13/20494.0246,69412.9
Federal National Mortgage Association TBA05/13/20493.5243,16912.7
Federal National Mortgage Association TBA05/13/20493.0145,2417.6
Federal National Mortgage Association TBA04/10/20494.0106,6815.6
Federal National Mortgage Association REMIC10/25/20413.573,2983.8
Japan Treasury Discount Bill06/03/20190.058,3063.1
U.S. Treasury Bonds08/15/20443.156,0002.9
Federal National Mortgage Association TBA05/13/20494.555,1872.9
Japan Treasury Discount Bill05/13/20190.054,8762.9
U.S. Treasury Notes08/15/20272.250,0712.6
% of Total Holdings:1,089,52357.0

Full Holdings (As of Quarter Ended 03/31/2019)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Federal National Mortgage Association TBA05/13/20494.0246,69412.9
Federal National Mortgage Association TBA05/13/20493.5243,16912.7
Federal National Mortgage Association TBA05/13/20493.0145,2417.6
Federal National Mortgage Association TBA04/10/20494.0106,6815.6
Federal National Mortgage Association REMIC10/25/20413.573,2983.8
Japan Treasury Discount Bill06/03/20190.058,3063.1
U.S. Treasury Bonds08/15/20443.156,0002.9
Federal National Mortgage Association TBA05/13/20494.555,1872.9
Japan Treasury Discount Bill05/13/20190.054,8762.9
U.S. Treasury Notes08/15/20272.250,0712.6
Japan Treasury Discount Bill05/20/20190.049,1892.6
U.S. Treasury Notes08/31/20212.044,2382.3
U.S. Treasury Notes12/31/20212.041,4652.2
Federal Home Loan Mortgage Corp. TBA04/10/20493.538,5522.0
Japan Treasury Discount Bill05/09/20190.031,2251.6
Federal Home Loan Mortgage Corp. TBA04/10/20494.030,8881.6
U.S. Treasury Bonds02/15/20452.530,7411.6
U.S. Treasury Inflation Indexed Bonds01/15/20290.929,8651.6
U.S. Treasury Inflation Indexed Bonds07/15/20280.829,0361.5
U.S. Treasury Notes02/15/20292.628,4471.5
U.S. Treasury Notes07/31/20221.924,8201.3
Government National Mortgage Association04/17/20495.024,5211.3
Federal Home Loan Mortgage Corp. TBA04/10/20493.022,9101.2
U.S. Treasury Notes09/30/20221.820,6681.1
Government National Mortgage Association TBA04/17/20495.018,4931.0
U.S. Treasury Notes11/15/20242.217,6760.9
U.S. Treasury Bonds05/15/20432.917,0990.9
U.S. Treasury Notes03/31/20201.416,6310.9
Government National Mortgage Association TBA04/17/20494.016,5270.9
Brazil Letras Do Tesouro Nacional01/01/20200.016,4330.9
U.S. Treasury Bonds02/15/20404.615,7890.8
Structured Asset Securities Co.01/25/20372.715,6910.8
Federal Home Loan Mortgage Corp. TBA04/10/20494.515,6570.8
Deutsche Bank AG MTN05/10/20192.913,6940.7
U.S. Treasury Bonds05/15/20404.413,3880.7
Brazil Letras Do Tesouro Nacional10/01/20190.013,1910.7
Verizon Communications Inc.02/15/20253.412,8830.7
U.S. Treasury Bonds02/15/20423.112,6770.7
U.S. Treasury Bonds08/15/20462.212,5170.7
U.S. Treasury Inflation Indexed Bonds07/15/20270.411,8550.6
Unicredit SpA MTN12/04/20237.811,8140.6
IndyMac INDX Mortgage Loan Trust07/25/20373.511,7290.6
AerCap Ireland Capital DAC / Aercap Global Aviation Trust01/16/20244.911,4460.6
U.S. Treasury Bonds02/15/20483.011,3070.6
Federal National Mortgage Association TBA04/15/20343.511,2540.6
Province of Quebec Canada12/01/20214.211,0730.6
Ford Motor Credit Co. LLC01/15/20208.110,4180.5
U.S. Treasury Inflation Indexed Bonds02/15/20481.010,0310.5
JPMorgan Chase Bank NA04/26/20213.19,9980.5
Towd Point Mortgage Funding10/20/20511.99,7710.5
Government National Mortgage Association TBA04/17/20493.59,1990.5
Credit Suisse Group Funding Guernsey Ltd.03/26/20253.88,9820.5
Federal National Mortgage Association TBA06/13/20493.08,9460.5
U.S. Treasury Inflation Indexed Bonds01/15/20260.68,6830.5
Nextera Energy Capital Holdings Inc.09/03/20192.98,6030.5
UBS Group Funding Jersey Ltd.04/15/20213.08,5010.4
Wells Fargo & Co.06/15/20196.48,2620.4
Government National Mortgage Association TBA05/21/20495.08,2460.4
Trillium Credit Card Trust II02/27/20232.78,1030.4
UBS AG06/08/20203.28,0330.4
Blackstone CQP Holdco LP03/20/20216.58,0000.4
U.S. Treasury Notes10/31/20212.07,7540.4
Goldman Sachs Group Inc.10/31/20223.57,6710.4
General Motors Financial Co. Inc.11/06/20203.37,6250.4
Residential Asset Securitization Trust08/25/20376.27,5280.4
Westlake Automobile Receivables Trust01/18/20223.07,1090.4
Sumitomo Mitsui Financial Group Inc.03/09/20214.37,0490.4
Rio Oil Finance Trust01/06/20279.87,0210.4
GS Mortgage Securities Corp. Trust02/10/20293.26,9330.4
Telos CLO Ltd.01/17/20274.06,8980.4
Lloyds Bank plc12/16/202412.06,8580.4
Japan International Cooperation Agency04/27/20272.86,8470.4
Arbor Realty Commercial Real Estate Notes Ltd.04/15/20273.86,8080.4
Japan Finance Organization For Municipalities MTN04/20/20222.66,7920.4
Citigroup Inc.04/25/20222.86,7770.4
Allergan Funding SCS03/12/20203.06,6980.4
General Motors Financial Co. Inc.11/06/20202.56,5240.3
Nissan Master Owner Trust Receivables06/15/20213.16,5050.3
BGC Partners Inc.07/24/20235.46,5050.3
American Express Co.02/27/20233.46,5040.3
Banque Federative DU Credit Mutuel SA07/20/20233.86,4630.3
Aig Global Funding06/25/20213.46,4420.3
Barclays plc08/10/20214.86,4330.3
Capital One Multi-Asset Execution Trust06/15/20222.86,4060.3
Capital One Multi-Asset Execution Trust02/15/20222.96,4010.3
Jackson National Life Global Funding06/11/20213.36,3690.3
US Bank NA04/26/20213.16,3620.3
Bayer US Finance II LLC12/15/20233.96,3540.3
Credit Acceptance Auto Loan Trust05/17/20273.56,3510.3
Aviation Capital Group LLC08/01/20254.16,2890.3
AT&T Inc.06/01/20213.46,2280.3
BCAP LLC Trust05/25/20472.76,2190.3
Securitized Asset Backed Receivables LLC Trust08/25/20353.16,1620.3
Deutsche Telekom International Finance BV01/19/20222.86,0660.3
Mountain View CLO Ltd.10/15/20263.66,0640.3
Morgan Stanley Bank of America Merrill Lynch Trust04/15/20483.06,0490.3
Wells Fargo Bank NA10/22/20213.66,0140.3
Toronto-Dominion Bank10/22/20213.46,0120.3
Simon Property Group LP09/01/20202.55,9910.3
Federal National Mortgage Association09/01/20272.95,9870.3
Park Place Securities Inc.08/25/20353.05,9800.3
Deutsche Bank AG/New York01/22/20213.15,9130.3
Aia Group Ltd.09/20/20213.25,9040.3
CVS Health Corp.03/09/20233.75,8960.3
Hewlett Packard Enterprise Co.10/05/20213.55,8800.3
Tralee CLO V Ltd.10/20/20283.95,8600.3
Mylan NV11/22/20242.25,8440.3
ZF North America Capital Inc.04/29/20224.55,8260.3
Cantor Fitzgerald LP06/17/20226.55,7910.3
JPMorgan Chase & Co.06/18/20223.55,7820.3
Digital Realty Trust LP07/15/20284.55,7550.3
Crown Point CLO Ltd.07/17/20283.75,6540.3
John Deere Capital Corp. MTN06/07/20233.25,5990.3
ING Bank NV03/16/20202.55,5860.3
Svenska Handelsbanken AB MTN05/24/20213.45,5650.3
Qatar Government International Bond03/14/20243.45,5620.3
Synchrony Bank05/24/20213.65,5540.3
U.S. Treasury Bonds02/15/20433.15,5220.3
Goldman Sachs Group Inc.02/23/20233.25,5130.3
Lloyds Banking Group plc05/08/20254.55,5090.3
Capital One Financial Corp.10/30/20203.25,5030.3
Crown Castle International Corp.06/15/20263.75,4920.3
Rockwell Collins Inc.03/15/20222.85,4910.3
Lloyds Banking Group plc06/27/20197.05,4840.3
Citibank NA07/23/20213.45,4730.3
Dryden XXV Senior Loan Fund10/15/20273.75,4710.3
Credit Agricole SA/London MTN04/24/20233.85,4650.3
JPMorgan Chase & Co.06/07/20212.45,4620.3
OneMain Financial Issuance Trust09/14/20322.45,4590.3
Washington Prime Group LP08/15/20246.05,4440.3
Deutsche Bank AG/New York07/13/20202.75,4420.3
Virgin Media Receivables Financing Notes I Dac09/15/20245.55,4280.3
Daimler Finance North America LLC05/04/20233.75,4140.3
Nationwide Building Society08/01/20244.45,3900.3
Thermo Fisher Scientific Inc.02/15/20223.35,3720.3
Capital One Financial Corp.10/30/20202.45,3720.3
Venture Xvi CLO Ltd.01/15/20283.65,3600.3
Skandinaviska Enskilda Banken AB05/17/20213.25,3500.3
Daimler Finance North America LLC05/04/20213.45,3350.3
American Express Co.08/03/20233.75,3340.3
Aviation Capital Group LLC05/01/20233.95,3220.3
Federal Home Loan Mortgage Corp. REMIC06/15/20412.95,3070.3
Skandinaviska Enskilda Banken AB05/17/20213.15,3020.3
Duke Energy Corp.05/14/20213.25,2990.3
Harley-Davidson Financial Services Inc.05/21/20213.55,2910.3
Ford Motor Credit Co. LLC11/02/20202.35,2880.3
Barclays MTN02/12/20273.25,2810.3
American Express Co.05/17/20213.45,2690.3
Federal National Mortgage Association08/01/20222.35,2680.3
U.S. Treasury Bonds05/15/20394.25,2630.3
Australia & New Zealand Banking Group Ltd.05/17/20213.35,2570.3
Morgan Stanley01/20/20223.95,2540.3
Wynn Las Vegas LLC03/01/20255.55,2470.3
Asset Backed Securities Corp. Home Equity Loan Trust08/15/20333.75,2250.3
AT&T Inc.01/15/20203.45,2180.3
Loancore Ltd.05/15/20283.65,2030.3
Ally Auto Receivables Trust05/17/20212.75,1980.3
Barclays plc01/10/20233.75,1970.3
Toyota Motor Credit Corp.09/28/20203.45,1920.3
Cent CLO Ltd.10/15/20263.95,1770.3
Government National Mortgage Association TBA04/17/20494.05,1650.3
Goldman Sachs Group Inc. MTN03/03/20244.05,1560.3
Sempra Energy03/15/20213.15,1540.3
Wynn Las Vegas LLC05/30/20234.25,1290.3
Australia & New Zealand Banking Group Ltd.05/17/20213.15,1090.3
E*Trade Financial Corp.08/24/20223.05,0930.3
Standard Chartered plc01/20/20234.25,0880.3
Barclays Bank plc06/15/201914.05,0740.3
HSBC Holdings plc05/18/20243.75,0610.3
Societe Generale SA MTN09/14/20234.25,0310.3
AT&T Inc.06/30/20223.05,0260.3
Federal National Mortgage Association REMIC06/25/20552.85,0200.3
Credit Suisse Group AG12/14/20233.05,0160.3
Mondelez International Inc.05/07/20203.05,0150.3
JPMorgan Chase & Co.06/23/20202.85,0040.3
B.A.T Capital Corp.08/15/20222.84,9810.3
Charter Communications Operating LLC / Charter Communications Operating Capital07/23/20224.54,9700.3
AT&T Inc.06/12/20243.84,9620.3
Volkswagen Group of America Finance LLC11/13/20234.24,9510.3
Bank of America Corp. MTN03/05/20243.44,9460.3
Lloyds Bank plc05/07/20213.34,9410.3
Credit Suisse Group Funding Guernsey Ltd.09/15/20223.84,9400.3
Zimmer Biomet Holdings Inc.04/01/20202.74,8890.3
Broadcom Inc.10/15/20223.14,8780.3
CBL & Associates LP12/15/20266.04,8510.3
Volkswagen Group of America Finance LLC11/13/20284.84,8470.3
Nextera Energy Capital Holdings Inc.02/25/20223.24,8460.3
Volkswagen Group of America Finance LLC11/13/20203.54,8160.3
Federal National Mortgage Association08/01/20375.54,7940.3
Bacardi Ltd.05/15/20254.54,7450.2
COX Communications Inc.12/15/20223.24,7370.2
Duke Energy Corp.04/15/20243.84,6820.2
Deutsche Alt-A Securities Inc. Mortgage Loan Trust03/25/20372.64,6820.2
Barclays plc09/15/20196.54,6480.2
Bancorp Commercial Mortgage Trust09/15/20353.44,6360.2
B.A.T Capital Corp.08/15/20223.64,6260.2
Morgan Stanley MTN09/23/20195.64,5670.2
Syngenta Finance NV04/23/20213.94,5230.2
JPMorgan Chase Bank NA04/26/20213.14,5130.2
GSMPS Mortgage Loan Trust04/25/20362.94,5030.2
McCormick & Co. Inc.08/15/20222.74,3800.2
HSBC Bank plc08/12/20204.14,3790.2
Royal Bank of Scotland Group plc05/18/20294.94,3670.2
Pernod Ricard SA01/15/20224.54,3660.2
Province of Ontario Canada06/02/20223.14,3560.2
Royal Bank of Canada03/22/20212.34,2790.2
Dell International LLC06/15/20235.54,2650.2
Monarch Grove CLO01/25/20283.74,2650.2
Sofi Professional Loan Program Trust08/25/20472.64,2600.2
HCA Inc.09/01/20265.44,2200.2
ERP Operating LP06/01/20253.44,1680.2
Oversea-Chinese Banking Corp. Ltd.05/17/20213.14,1570.2
Sasol Financing USA LLC03/27/20245.94,1390.2
Small Business Administration Participation Certificates08/01/20286.04,1340.2
Takeda Pharmaceutical Co. Ltd.11/26/20234.44,1030.2
Guardian Life Global Funding04/25/20233.44,0880.2
Citigroup Inc.09/01/20234.14,0680.2
Clark County, NV07/01/20296.34,0390.2
Federal National Mortgage Association05/01/20345.54,0150.2
Blackstone CQP Holdco LP08/18/20216.04,0000.2
Discovery Communications LLC09/20/20192.23,9840.2
Mitsubishi UFJ Financial Group Inc.03/02/20233.53,9570.2
HSBC Holdings plc09/28/20265.93,9440.2
Hellenic Republic Government Bond04/17/20194.83,9340.2
GE Capital UK Funding Unlimited Co. MTN11/04/20205.93,9250.2
OMEGA Healthcare Investors Inc.08/01/20234.43,8810.2
Citigroup Inc.07/24/20232.93,8780.2
Barclays Bank plc02/15/20234.63,7830.2
Deutsche Bank AG/New York02/27/20234.03,7530.2
Penske Truck Leasing Co. LP / Ptl Finance Corp.03/14/20232.73,7170.2
Air Lease Corp. MTN02/01/20244.23,6930.2
Broadcom Corp.01/15/20273.93,6360.2
GPT Mortgage Trust06/15/20353.53,6130.2
Homebanc Mortgage Trust12/25/20362.73,5890.2
EMC Corp.06/01/20202.63,5740.2
Sprint Capital Corp.05/01/20196.93,5180.2
Tesco Property Finance 5 plc10/13/20415.73,4930.2
Deutsche Bank AG/New York07/13/20203.83,4890.2
Epr Properties06/01/20274.53,4320.2
UBS AG/London12/01/20202.53,3820.2
Ford Motor Credit Co. LLC06/12/20202.43,3560.2
Option One Mortgage Loan Trust07/25/20372.73,3530.2
Reckitt Benckiser Treasury Services plc06/24/20222.43,3510.2
Banco Do Nordeste Do Brasil SA05/03/20194.43,2930.2
AXA Equitable Holdings Inc.04/20/20233.93,2810.2
Countrywide Asset-Backed Certificates05/25/20362.73,2680.2
Alba plc03/17/20391.03,2670.2
Deutsche Bank AG/New York10/14/20214.23,2180.2
MASTR Asset Backed Securities Trust06/25/20362.73,1960.2
CRH America Finance Inc.04/04/20284.03,1620.2
Wells Fargo & Co.10/31/20234.03,1510.2
Barclays plc09/15/20197.03,1450.2
Mplx LP04/15/20584.93,1160.2
AvalonBay Communities Inc. MTN06/01/20253.53,0590.2
Teva Pharmaceutical Finance Netherlands III BV03/01/20286.83,0290.2
Delta Air Lines Inc.04/19/20213.43,0140.2
Province of Quebec Canada12/01/20223.53,0070.2
Depository Trust & Clearing Corp.06/15/20204.93,0030.2
CRH America Finance Inc.04/04/20484.52,9750.2
Countrywide Alternative Loan Trust05/25/20362.92,9710.2
Citigroup Inc.08/02/20212.42,9670.2
Platin 1426 GMBH06/15/20236.92,9580.2
Enbridge Inc.01/10/20203.22,8990.2
Springleaf Finance Corp.03/15/20256.92,8980.2
Kraft Heinz Foods Co.02/10/20205.42,8580.1
Allegro CLO I Ltd.01/30/20264.02,8360.1
Bayer US Finance II LLC12/15/20254.22,8340.1
Eurohome UK Mortgages plc06/15/20441.02,8070.1
General Motors Financial Co. Inc.01/15/20203.12,8040.1
Banco Bilbao Vizcaya Argentaria SA02/18/20206.82,7660.1
Allergan Funding SCS03/15/20223.52,7250.1
UBS AG/London12/01/20203.12,7040.1
JPMorgan Mortgage Acquisition Corp.01/25/20363.12,6680.1
Wells Fargo Mortgage Backed Securities Trust07/25/20364.72,6440.1
Rio Oil Finance Trust07/06/20249.22,6220.1
Erac USA Finance LLC10/15/20223.32,6130.1
General Motors Financial Co. Inc.07/13/20203.22,6070.1
Toyota Motor Credit Corp. MTN05/17/20223.12,5980.1
Federal National Mortgage Association TBA04/15/20344.02,5750.1
BX Trust07/15/20343.42,5650.1
Nissan Motor Acceptance Corp.03/08/20212.52,5600.1
Air Lease Corp.04/01/20213.92,5370.1
Nordea Bank Abp08/30/20233.82,5220.1
Countrywide Alternative Loan Trust02/25/20364.02,4030.1
Provident Funding Mortgage Loan Trust10/25/20354.52,3880.1
Argent Securities Inc.05/25/20362.62,3810.1
GSAA Trust12/25/20462.72,3340.1
IXIS Real Estate Capital Trust06/25/20353.52,3000.1
Volkswagen International Finance NV11/16/20241.22,2650.1
JP Morgan Mortgage Trust10/25/20364.22,2610.1
Altice Financing SA02/15/20236.62,2550.1
Cnh Industrial Capital LLC11/06/20204.42,2440.1
Volkswagen Bank GMBH MTN06/15/20210.12,2310.1
U.S. Treasury Bonds05/15/20423.02,1900.1
RMAC Securities plc06/12/20441.02,1340.1
Imperial Brands Finance plc07/21/20223.82,1300.1
AmeriCredit Automobile Receivables Trust07/19/20212.72,1230.1
American Tower Corp.02/15/20213.32,1200.1
Arrow Electronics Inc.04/01/20223.52,1140.1
Small Business Administration Participation Certificates01/01/20295.72,1070.1
DSLA Mortgage Loan Trust03/19/20463.32,0970.1
U.S. Treasury Bonds02/15/20443.62,0750.1
BCAP LLC Trust08/26/20375.22,0540.1
Federal National Mortgage Association05/01/20385.52,0460.1
Countrywide Alternative Loan Trust07/25/20355.52,0390.1
Odebrecht Drilling Norbe VIII/IX Ltd.12/01/20267.32,0250.1
Government National Mortgage Association TBA04/17/20493.02,0120.1
Aercap Ireland Capital DAC05/26/20223.52,0020.1
HSI Asset Securitization Corp. Trust12/25/20362.71,9980.1
Structured Adjustable Rate Mortgage Loan Trust02/25/20372.61,9920.1
Washington Mutual Mortgage Pass Through Certificates Trust09/25/20463.31,9850.1
Federal National Mortgage Association12/01/20355.51,9720.1
CBL & Associates LP10/15/20244.61,9640.1
Residential Accredit Loans Inc.03/25/20376.01,9070.1
Nxp BV / Nxp Funding LLC06/15/20224.61,8670.1
Telefonica Emisiones Sau04/27/20205.11,8420.1
Charter Communications Operating LLC / Charter Communications Operating Capital07/23/20203.61,8140.1
UBS AG MTN06/01/20203.51,8120.1
Argent Securities Inc.10/25/20352.81,7880.1
Atlas Senior Loan Fund IV Ltd.02/17/20263.41,7670.1
IndyMac Imsc Mortgage Loan Trust07/25/20376.51,7660.1
Rio Oil Finance Trust07/06/20249.21,7220.1
Tech Data Corp.02/15/20223.71,7120.1
BCAP LLC Trust02/26/20365.21,6760.1
Adjustable Rate Mortgage Trust08/25/20362.61,6590.1
Walgreens Boots Alliance Inc.11/18/20213.31,6190.1
Navient Student Loan Trust07/26/20662.81,6190.1
U.S. Treasury Bonds02/15/20462.51,6030.1
Royal Bank of Scotland Group plc08/15/20218.61,6010.1
Chase Mortgage Finance Corp.09/25/20364.11,5890.1
Student Loan Marketing Association06/17/20301.91,5830.1
Equities Midstream Partners LP07/15/20234.81,5820.1
Federal National Mortgage Association04/01/20386.01,5730.1
Countrywide Asset-Backed Certificates05/25/20372.61,5630.1
Baxalta Inc.06/23/20202.91,5470.1
Ford Motor Credit Co. LLC01/15/20213.21,5290.1
Morgan Stanley ABS Capital I Inc. Trust11/25/20362.61,5080.1
B.A.T Capital Corp.08/14/20203.31,4970.1
Federal National Mortgage Association11/01/20385.51,4810.1
Specialty Underwriting & Residential Finance Trust09/25/20372.61,4580.1
Sprint Communications Inc.08/15/20207.01,4490.1
Federal National Mortgage Association05/01/20244.01,4140.1
Royal Bank of Scotland Group plc MTN03/04/20252.01,3750.1
Gsaa Trust08/25/20476.01,3720.1
Odebrecht Drilling Norbe VIII/IX Ltd.12/01/20216.31,3630.1
British Telecommunications plc12/04/20234.51,3610.1
People's Financial Realty Mortgage Securities Trust09/25/20362.61,3490.1
Federal National Mortgage Association11/01/20395.51,3470.1
Mansard Mortgages plc12/15/20491.51,3450.1
BM & FBovespa SA07/16/20205.51,3300.1
Flagship VII Ltd.01/20/20263.91,3200.1
Ford Motor Credit Co. LLC03/27/20202.51,2900.1
Bank of America Corp. MTN11/09/20202.21,2870.1
BBVA Bancomer SA/Texas03/10/20216.51,2540.1
Government National Mortgage Association01/20/20495.01,2520.1
Federal National Mortgage Association01/01/20396.01,1890.1
Banco Espirito Santo SA MTN01/15/20494.81,1840.1
Countrywide Asset-Backed Certificates06/25/20362.91,1830.1
Federal National Mortgage Association07/01/20264.51,1700.1
Mid-State Trust08/15/20376.01,1660.1
Federal National Mortgage Association10/01/20314.01,1660.1
First Horizon Asset Securities Inc.02/25/20364.61,1460.1
Federal National Mortgage Association04/01/20244.01,1310.1
Energy Transfer Partners LP10/01/20204.21,1180.1
FirstEnergy Corp.07/15/20222.91,0930.1
Barclays plc12/15/20208.01,0890.1
Tyson Foods Inc.08/23/20212.21,0840.1
CVS Health Corp.07/20/20202.81,0720.1
Federal National Mortgage Association04/10/20495.51,0680.1
IndyMac INDX Mortgage Loan Trust01/25/20363.91,0550.1
Federal National Mortgage Association04/01/20345.51,0410.1
Abbvie Inc.11/06/20223.21,0100.1
American Electric Power Co. Inc.11/13/20202.19910.1
Altice France SA05/01/20267.49830.1
Federal Home Loan Mortgage Corp.12/01/20376.09600.1
Federal National Mortgage Association07/01/20415.59580.1
Argent Securities Inc.11/25/20343.69380.0
AMBAC Lsni LLC02/12/20237.69100.0
Banc of America Funding Corp.05/20/20472.89060.0
International Lease Finance Corp.12/15/20208.29050.0
Southern California Gas Co.06/15/20253.28990.0
Government National Mortgage Association12/15/20385.08910.0
City of Chicago Il01/01/20427.88830.0
Federal National Mortgage Association01/01/20395.58820.0
Federal National Mortgage Association09/01/20276.08710.0
Countrywide Home Loan Mortgage Pass Through Trust09/25/20474.58630.0
Countrywide Alternative Loan Trust12/25/20365.88630.0
Federal National Mortgage Association06/01/20355.58620.0
Federal Home Loan Mortgage Corp.04/01/20376.08590.0
Goldman Sachs Group Inc.01/24/20225.88590.0
Odebrecht Offshore Drilling Finance Ltd.12/01/20267.78340.0
Federal National Mortgage Association06/01/20354.48300.0
Odebrecht Offshore Drilling Finance Ltd.12/01/20226.77980.0
Japan Tobacco Inc. MTN04/13/20212.07850.0
Government National Mortgage Association03/20/20495.07350.0
Federal National Mortgage Association03/01/20385.57230.0
Nxp BV / Nxp Funding LLC06/01/20214.17150.0
Delta Air Lines Inc.03/15/20223.67050.0
Harborview Mortgage Loan Trust11/19/20343.37040.0
Royal Bank of Scotland Group plc05/15/20234.26980.0
JPMorgan Mortgage Acquisition Trust05/25/20354.26960.0
JP Morgan Mortgage Trust04/25/20365.56920.0
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates08/25/20221.36590.0
Federal National Mortgage Association09/01/20386.06560.0
Morgan Stanley Dean Witter Capital I07/25/20323.46410.0
Epr Properties04/15/20285.06250.0
Government National Mortgage Association05/15/20395.06180.0
CVS Pass-Through Trust01/10/20306.96160.0
Government National Mortgage Association04/15/20415.06100.0
Suntrust Adjustable Rate Mortgage Loan Trust01/25/20374.65960.0
Federal National Mortgage Association03/01/20355.55850.0
Government National Mortgage Association06/15/20405.05700.0
Federal National Mortgage Association08/01/20354.45610.0
Federal National Mortgage Association REMIC04/25/20335.05390.0
Federal National Mortgage Association06/01/20385.55340.0
BCAP LLC Trust03/26/20374.95230.0
Centene Corp.06/01/20265.45230.0
GSR Mortgage Loan Trust05/25/20354.35140.0
U.S. Treasury Bonds11/15/20483.45120.0
Federal Home Loan Mortgage Corp.11/01/20376.05110.0
Structured Adjustable Rate Mortgage Loan Trust04/25/20354.55070.0
CNH Industrial Capital LLC10/15/20213.95070.0
Federal National Mortgage Association09/01/20415.55010.0
Federal National Mortgage Association01/01/20255.54970.0
Moody's Corp.09/01/20224.54860.0
Federal National Mortgage Association05/01/20415.04850.0
Federal National Mortgage Association02/01/20355.54850.0
Federal National Mortgage Association05/01/20365.54790.0
Federal Home Loan Mortgage Corp.02/01/20385.54680.0
Federal National Mortgage Association01/01/20375.54540.0
Merrill Lynch Alternative Note Asset Trust03/25/20376.04530.0
Bear Stearns Adjustable Rate Mortgage Trust10/25/20364.74480.0
Washington Mutual Mortgage Pass Through Certificates Trust04/25/20452.94430.0
Government National Mortgage Association12/20/20485.04400.0
Federal National Mortgage Association11/01/20213.34370.0
Federal National Mortgage Association08/01/20355.54270.0
Soundview Home Loan Trust12/25/20362.64230.0
RAMP Trust08/25/20343.44150.0
Federal National Mortgage Association05/01/20414.54150.0
Structured Asset Mortgage Investments Inc.07/19/20352.74130.0
Federal National Mortgage Association10/01/20366.04090.0
Citibank Collateral12/31/20302.74050.0
Kraft Heinz Foods Co.02/10/20213.33990.0
Mitsubishi Corp. MTN07/14/20222.63970.0
Federal Home Loan Mortgage Corp.07/01/20385.53880.0
Federal National Mortgage Association05/01/20394.53830.0
Federal National Mortgage Association01/01/20366.03780.0
Federal National Mortgage Association06/01/20414.53680.0
Federal National Mortgage Association06/01/20285.03590.0
Federal National Mortgage Association12/01/20295.03530.0
Federal National Mortgage Association07/01/20264.03460.0
Federal National Mortgage Association05/01/20254.53430.0
Federal National Mortgage Association04/01/20355.53360.0
Federal National Mortgage Association06/01/20376.03170.0
Federal National Mortgage Association04/01/20244.03160.0
Federal National Mortgage Association01/01/20386.03140.0
Bear Stearns Adjustable Rate Mortgage Trust04/25/20344.73120.0
Federal Home Loan Mortgage Corp.02/01/20376.03050.0
Owens Corning12/01/20244.23030.0
Federal National Mortgage Association02/01/20305.02970.0
Moody's Corp.01/15/20232.62960.0
Federal National Mortgage Association03/01/20345.52860.0
Federal Home Loan Mortgage Corp.02/01/20346.02850.0
Credit Suisse First Boston Mortgage Securities Corp.11/25/20356.02820.0
Residential Funding Mortgage Securities I02/25/20365.12820.0
Federal National Mortgage Association11/01/20345.52780.0
Home Equity Asset Trust07/25/20353.52780.0
Federal National Mortgage Association04/01/20395.02770.0
GSR Mortgage Loan Trust11/25/20354.52740.0
Government National Mortgage Association II02/20/20323.42730.0
Federal National Mortgage Association08/01/20414.52720.0
Federal National Mortgage Association04/01/20254.52650.0
Federal National Mortgage Association05/01/20385.52600.0
Federal National Mortgage Association08/01/20385.52580.0
Federal National Mortgage Association08/01/20355.52560.0
Federal National Mortgage Association09/01/20213.02540.0
Federal National Mortgage Association08/01/20244.02510.0
TTX Co. MTN06/15/20202.62490.0
Federal National Mortgage Association01/01/20415.02470.0
Federal National Mortgage Association06/01/20445.02450.0
First Franklin Mortgage Loan Trust07/25/20362.62390.0
Residential Funding Mortgage Securities I02/25/20374.72370.0
Federal National Mortgage Association08/01/20254.52340.0
Federal National Mortgage Association07/01/20415.02320.0
Chicago Transit Authority12/01/20216.32310.0
Federal National Mortgage Association10/01/20414.52280.0
Federal National Mortgage Association06/01/20406.02230.0
Washington Mutual Mortgage Pass Through Certificates Trust10/25/20452.82130.0
Ally Financial Inc.09/15/20207.52130.0
Federal National Mortgage Association07/01/20264.52120.0
Federal National Mortgage Association10/01/20403.82120.0
Federal National Mortgage Association03/01/20375.52100.0
Federal Home Loan Mortgage Corp.04/01/20385.52080.0
Viterra Inc.08/01/20206.02070.0
HCA Inc.02/15/20206.52060.0
Federal National Mortgage Association10/01/20315.02040.0
Federal National Mortgage Association08/01/20254.52030.0
Federal National Mortgage Association02/01/20244.02030.0
Federal Home Loan Mortgage Corp.05/01/20406.02030.0
Federal Home Loan Mortgage Corp.10/01/20386.02030.0
Ally Financial Inc.03/30/20204.12020.0
Federal National Mortgage Association02/01/20254.51960.0
Federal Home Loan Mortgage Corp.10/01/20376.01950.0
Government National Mortgage Association04/15/20395.01940.0
Federal National Mortgage Association05/01/20396.01940.0
Federal National Mortgage Association10/01/20355.51930.0
Federal National Mortgage Association09/01/20484.01890.0
Federal Home Loan Mortgage Corp.09/01/20414.51840.0
Federal Home Loan Mortgage Corp.10/01/20376.01830.0
Federal National Mortgage Association08/01/20366.01830.0
Federal National Mortgage Association09/01/20366.01830.0
Federal Home Loan Mortgage Corp.12/01/20404.51790.0
Federal National Mortgage Association REMIC12/25/20425.41780.0
Federal National Mortgage Association05/01/20264.51770.0
Federal National Mortgage Association05/01/20234.51740.0
Federal National Mortgage Association01/01/20366.01710.0
Federal National Mortgage Association09/01/20405.51680.0
Federal National Mortgage Association06/01/20405.51670.0
Federal National Mortgage Association05/01/20234.51640.0
Federal National Mortgage Association08/01/20244.51590.0
Federal National Mortgage Association07/01/20414.51580.0
Federal National Mortgage Association09/01/20386.01510.0
Federal National Mortgage Association07/01/20366.01510.0
Federal National Mortgage Association06/01/20414.51480.0
Federal National Mortgage Association06/01/20414.51470.0
Government National Mortgage Association10/15/20385.01460.0
Federal National Mortgage Association01/01/20254.51450.0
Federal National Mortgage Association03/01/20385.01450.0
Federal National Mortgage Association01/01/20365.51430.0
Federal National Mortgage Association03/01/20285.01430.0
Government National Mortgage Association02/20/20495.01420.0
Federal National Mortgage Association02/01/20264.01410.0
Bear Stearns Alt-A Trust07/25/20352.91400.0
Federal National Mortgage Association04/01/20355.51290.0
Federal National Mortgage Association07/01/20264.51280.0
Federal National Mortgage Association06/01/20415.01270.0
Federal National Mortgage Association06/01/20375.01270.0
Federal National Mortgage Association11/01/20395.01200.0
Federal National Mortgage Association03/01/20394.51180.0
Federal National Mortgage Association09/01/20414.51180.0
Government National Mortgage Association12/15/20385.01160.0
Federal National Mortgage Association01/01/20415.01160.0
Westlake Automobile Receivables Trust09/16/20192.51120.0
Federal National Mortgage Association11/01/20365.51110.0
Federal National Mortgage Association06/01/20366.01110.0
Federal National Mortgage Association03/01/20264.51110.0
Federal National Mortgage Association10/01/20484.01090.0
HCA Inc.02/01/20295.91080.0
Federal National Mortgage Association09/01/20405.01060.0
Navient Corp. MTN03/25/20208.01040.0
Federal National Mortgage Association02/01/20396.01040.0
Federal National Mortgage Association08/01/20414.51040.0
Federal National Mortgage Association02/01/20275.01040.0
Federal National Mortgage Association10/01/20255.01020.0
Citibank Collateral12/31/20302.71020.0
Federal National Mortgage Association11/01/20346.01010.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities02/25/20453.41000.0
Federal National Mortgage Association07/01/20244.5990.0
Federal National Mortgage Association03/01/20264.0990.0
Federal National Mortgage Association12/01/20275.5980.0
Federal National Mortgage Association09/01/20255.0890.0
Federal National Mortgage Association08/01/20294.0880.0
Federal National Mortgage Association01/01/20406.0880.0
Federal National Mortgage Association12/01/20404.5870.0
Federal National Mortgage Association08/01/20414.5860.0
Federal National Mortgage Association07/01/20275.0850.0
Federal National Mortgage Association07/01/20335.0850.0
Federal National Mortgage Association10/01/20304.0840.0
Federal National Mortgage Association03/01/20296.0830.0
Federal National Mortgage Association02/01/20376.0830.0
Federal National Mortgage Association07/01/20264.0830.0
Federal National Mortgage Association08/01/20213.0810.0
Federal National Mortgage Association07/01/20285.5810.0
Federal National Mortgage Association04/01/20254.5810.0
Federal National Mortgage Association07/01/20245.0800.0
Federal National Mortgage Association01/01/20264.0800.0
Government National Mortgage Association03/15/20385.0800.0
Federal National Mortgage Association01/01/20365.5790.0
Federal National Mortgage Association12/01/20404.5780.0
Federal National Mortgage Association05/01/20254.0750.0
Federal National Mortgage Association11/01/20376.0750.0
Federal National Mortgage Association11/01/20285.0740.0
Federal National Mortgage Association11/01/20335.5730.0
Federal National Mortgage Association06/01/20415.0730.0
Federal National Mortgage Association03/01/20275.5710.0
Federal National Mortgage Association08/01/20386.0710.0
Federal National Mortgage Association10/01/20244.5700.0
Federal National Mortgage Association08/01/20366.0700.0
Federal National Mortgage Association03/01/20366.0690.0
Federal National Mortgage Association10/01/20244.5690.0
Federal National Mortgage Association06/01/20254.5680.0
Federal National Mortgage Association08/01/20366.0670.0
Federal National Mortgage Association06/01/20405.0670.0
Federal National Mortgage Association07/01/20345.5670.0
Government National Mortgage Association09/15/20395.0670.0
Federal National Mortgage Association REMIC05/25/20354.4670.0
Federal National Mortgage Association11/01/20254.5670.0
GSAMP Trust12/25/20362.6660.0
Federal National Mortgage Association05/01/20396.0650.0
Federal National Mortgage Association06/01/20405.0640.0
Federal National Mortgage Association03/01/20254.5640.0
Federal National Mortgage Association04/01/20275.5640.0
Federal National Mortgage Association05/01/20345.5630.0
Federal National Mortgage Association11/01/20365.5630.0
Federal National Mortgage Association07/01/20424.5630.0
Federal National Mortgage Association02/01/20254.5620.0
Federal National Mortgage Association06/01/20223.0620.0
Federal National Mortgage Association02/01/20394.5620.0
Government National Mortgage Association04/15/20385.0620.0
Federal National Mortgage Association06/01/20254.0620.0
Federal National Mortgage Association03/01/20254.5620.0
Federal National Mortgage Association06/01/20234.5600.0
Government National Mortgage Association II11/20/20294.1600.0
Federal National Mortgage Association10/01/20366.0590.0
Federal National Mortgage Association03/01/20394.5590.0
Federal National Mortgage Association05/01/20354.3580.0
Federal National Mortgage Association10/01/20414.5580.0
Government National Mortgage Association02/15/20395.0580.0
Government National Mortgage Association01/15/20395.0570.0
Federal National Mortgage Association03/01/20366.0570.0
Federal National Mortgage Association04/01/20366.0560.0
Federal National Mortgage Association04/01/20234.5550.0
Federal National Mortgage Association06/01/20366.0550.0
Federal National Mortgage Association10/01/20254.0540.0
Federal National Mortgage Association03/01/20395.0540.0
Federal National Mortgage Association08/01/20375.5540.0
Federal National Mortgage Association07/01/20415.0540.0
Federal National Mortgage Association04/01/20213.0530.0
Federal National Mortgage Association11/01/20366.0520.0
Government National Mortgage Association05/15/20385.0510.0
Federal National Mortgage Association05/01/20273.5510.0
Government National Mortgage Association05/15/20385.0510.0
Federal Home Loan Mortgage Corp.05/01/20356.0510.0
Federal National Mortgage Association02/01/20365.5500.0
Federal National Mortgage Association11/01/20365.5490.0
Federal National Mortgage Association02/01/20335.5480.0
Federal National Mortgage Association03/01/20264.5480.0
Government National Mortgage Association04/15/20395.0470.0
Federal National Mortgage Association06/01/20285.0470.0
Federal National Mortgage Association12/01/20254.5450.0
Federal National Mortgage Association09/01/20366.0450.0
Government National Mortgage Association03/15/20385.0450.0
Federal National Mortgage Association08/01/20365.5450.0
Federal National Mortgage Association04/01/20273.5440.0
Federal National Mortgage Association12/01/20385.5440.0
Federal National Mortgage Association02/01/20386.0430.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities08/15/20323.9430.0
Small Business Administration Participation Certificates09/01/20235.1430.0
JP Morgan Re-REMIC09/27/20364.1420.0
Government National Mortgage Association12/15/20385.0420.0
Federal National Mortgage Association10/01/20346.0410.0
Federal National Mortgage Association02/01/20385.0400.0
Government National Mortgage Association II07/20/20273.8390.0
Federal Home Loan Mortgage Corp. REMIC08/15/20228.0390.0
Federal Home Loan Mortgage Corp.09/01/20386.0390.0
Federal National Mortgage Association11/01/20396.0390.0
Federal National Mortgage Association06/01/20376.0390.0
Small Business Administration Participation Certificates01/01/20216.3380.0
Federal National Mortgage Association11/01/20335.5380.0
Federal National Mortgage Association09/01/20365.5370.0
Government National Mortgage Association II09/20/20243.8370.0
Federal Home Loan Mortgage Corp.08/01/20354.5370.0
Federal National Mortgage Association04/01/20345.5370.0
Federal National Mortgage Association05/01/20244.0360.0
Government National Mortgage Association04/15/20385.0350.0
Federal National Mortgage Association07/01/20405.0350.0
Federal National Mortgage Association12/01/20355.5340.0
Federal National Mortgage Association10/01/20244.5340.0
Federal National Mortgage Association08/01/20376.0330.0
Federal National Mortgage Association10/01/20345.0330.0
Federal National Mortgage Association02/01/20285.0330.0
Federal National Mortgage Association08/01/20414.5320.0
Federal National Mortgage Association04/01/20375.5320.0
Odebrecht Oil & Gas Finance Ltd.05/10/20190.0310.0
Bear Stearns Adjustable Rate Mortgage Trust01/25/20354.2300.0
Federal National Mortgage Association10/01/20366.0300.0
Federal National Mortgage Association12/01/20204.5300.0
Federal National Mortgage Association10/01/20304.0290.0
Federal National Mortgage Association11/01/20385.5290.0
Federal National Mortgage Association10/01/20376.0290.0
Government National Mortgage Association10/15/20395.0290.0
Merrill Lynch Mortgage Investors Inc.11/25/20352.7280.0
Federal National Mortgage Association03/01/20263.5280.0
Federal National Mortgage Association12/01/20376.0270.0
Federal National Mortgage Association12/01/20213.0260.0
Federal National Mortgage Association10/01/20213.0260.0
Federal National Mortgage Association05/01/20275.0260.0
Federal National Mortgage Association09/01/20335.5260.0
Federal National Mortgage Association08/01/20375.5250.0
Federal National Mortgage Association02/01/20385.5250.0
Federal National Mortgage Association10/01/20356.0250.0
Federal National Mortgage Association09/01/20395.0250.0
Federal National Mortgage Association07/01/20264.5250.0
Federal National Mortgage Association12/01/20244.5250.0
Federal National Mortgage Association06/01/20314.0250.0
Federal National Mortgage Association01/01/20355.5250.0
Federal National Mortgage Association06/01/20366.0250.0
Federal National Mortgage Association10/01/20386.0240.0
Government National Mortgage Association II08/20/20223.8230.0
Federal National Mortgage Association10/01/20386.0230.0
Interest Rate Swap Option 30 year12/12/20192.9220.0
Government National Mortgage Association II05/20/20243.6220.0
Federal National Mortgage Association05/01/20246.0220.0
Federal National Mortgage Association03/01/20345.5210.0
Federal National Mortgage Association09/01/20285.5210.0
Federal National Mortgage Association08/01/20404.5210.0
Government National Mortgage Association06/15/20415.0210.0
Federal National Mortgage Association02/01/20345.5210.0
Federal National Mortgage Association01/01/20254.5210.0
Federal National Mortgage Association03/01/20254.5210.0
Federal National Mortgage Association02/01/20345.5210.0
Federal National Mortgage Association12/01/20235.0210.0
Federal National Mortgage Association01/01/20345.5200.0
Federal National Mortgage Association05/01/20345.5200.0
Federal National Mortgage Association09/01/20234.0200.0
Federal National Mortgage Association06/01/20286.0200.0
Federal National Mortgage Association05/01/20385.5200.0
Federal National Mortgage Association01/01/20355.5200.0
Federal National Mortgage Association07/01/20366.0200.0
Federal National Mortgage Association09/01/20415.0200.0
Government National Mortgage Association II11/20/20254.1200.0
Federal National Mortgage Association07/01/20414.5200.0
Government National Mortgage Association II12/20/20244.1190.0
Federal National Mortgage Association02/01/20396.0190.0
Federal National Mortgage Association03/01/20255.0190.0
Federal National Mortgage Association10/01/20244.5180.0
Government National Mortgage Association03/15/20395.0180.0
Government National Mortgage Association05/15/20385.0180.0
Federal Home Loan Mortgage Corp. REMIC11/15/20302.9180.0
Federal National Mortgage Association01/01/20345.5180.0
Federal National Mortgage Association09/01/20316.0180.0
Federal National Mortgage Association12/01/20244.5170.0
Federal National Mortgage Association12/01/20335.5170.0
Federal National Mortgage Association09/01/20345.5170.0
Federal National Mortgage Association04/01/20264.0170.0
Federal National Mortgage Association10/01/20264.0170.0
Federal National Mortgage Association01/01/20396.0170.0
Federal National Mortgage Association02/01/20376.0170.0
Federal National Mortgage Association02/01/20345.5170.0
Federal National Mortgage Association07/01/20405.0170.0
Government National Mortgage Association01/15/20385.0170.0
Bear Stearns Adjustable Rate Mortgage Trust11/25/20302.8170.0
Government National Mortgage Association II01/20/20253.4160.0
Federal National Mortgage Association02/01/20295.5160.0
Federal National Mortgage Association02/01/20345.5160.0
Federal National Mortgage Association09/01/20304.5160.0
Federal National Mortgage Association07/01/20355.5160.0
Federal National Mortgage Association06/01/20213.0160.0
Federal National Mortgage Association06/01/20335.5150.0
Federal National Mortgage Association08/01/20386.0150.0
Federal National Mortgage Association02/01/20345.0150.0
Federal National Mortgage Association03/01/20345.5150.0
Federal National Mortgage Association04/01/20414.5150.0
Federal National Mortgage Association12/01/20404.5140.0
Federal National Mortgage Association05/01/20424.5140.0
Federal National Mortgage Association09/01/20356.0140.0
Federal National Mortgage Association08/01/20236.0140.0
Government National Mortgage Association II09/20/20233.8130.0
Federal National Mortgage Association03/01/20345.5130.0
Federal National Mortgage Association01/01/20376.0130.0
Federal National Mortgage Association12/01/20285.5130.0
Federal National Mortgage Association12/01/20345.5130.0
Federal National Mortgage Association09/01/20213.0130.0
Federal National Mortgage Association05/01/20254.0120.0
Federal National Mortgage Association03/01/20335.5120.0
Federal National Mortgage Association03/01/20264.0120.0
Federal National Mortgage Association05/01/20244.5120.0
Federal National Mortgage Association06/01/20276.0120.0
Federal National Mortgage Association05/01/20314.5110.0
Federal National Mortgage Association04/01/20355.5110.0
Federal National Mortgage Association11/01/20224.5110.0
Federal National Mortgage Association09/01/20345.5110.0
Federal National Mortgage Association08/01/20366.0110.0
Federal National Mortgage Association10/01/20424.5110.0
Federal National Mortgage Association02/01/20246.0100.0
US 10yr Fut Optn Jun19c 138 Exp 05/24/201905/24/20190.0100.0
Federal National Mortgage Association03/01/20345.5100.0
Federal National Mortgage Association10/01/20264.0100.0
Federal National Mortgage Association12/01/20366.0100.0
Federal Home Loan Mortgage Corp.05/01/20316.0100.0
Federal National Mortgage Association08/01/20376.090.0
Federal National Mortgage Association09/01/20366.090.0
Federal National Mortgage Association09/01/20414.590.0
Federal National Mortgage Association05/01/20355.590.0
Federal National Mortgage Association02/01/20346.090.0
Federal National Mortgage Association07/01/20356.090.0
Federal National Mortgage Association12/01/20254.090.0
Federal National Mortgage Association01/01/20355.590.0
Euro-OAT Futures Option05/24/2019175.090.0
Federal National Mortgage Association09/01/20414.590.0
Federal National Mortgage Association07/01/20204.580.0
Federal National Mortgage Association05/01/20394.580.0
Federal National Mortgage Association11/01/20253.080.0
Federal National Mortgage Association07/01/20213.080.0
Federal Home Loan Mortgage Corp.08/01/20386.080.0
Federal National Mortgage Association06/01/20355.580.0
Federal National Mortgage Association09/01/20415.580.0
Federal National Mortgage Association04/01/20345.570.0
Federal National Mortgage Association04/01/20386.070.0
Federal National Mortgage Association01/01/20365.570.0
Federal National Mortgage Association05/01/20405.070.0
Government National Mortgage Association04/15/20395.070.0
Federal National Mortgage Association08/01/20244.570.0
Federal National Mortgage Association09/01/20366.060.0
Federal National Mortgage Association02/01/20264.560.0
Federal National Mortgage Association08/01/20355.560.0
Federal National Mortgage Association02/01/20355.560.0
Federal National Mortgage Association11/01/20395.060.0
Indymac ARM Trust01/25/20323.960.0
Federal Home Loan Mortgage Corp.02/01/20336.060.0
Federal National Mortgage Association11/01/20376.060.0
Federal National Mortgage Association07/01/20264.560.0
Federal Home Loan Mortgage Corp.06/01/20244.650.0
Federal National Mortgage Association03/01/20244.550.0
Federal National Mortgage Association06/01/20366.050.0
Government National Mortgage Association II12/20/20264.150.0
Federal National Mortgage Association05/01/20365.550.0
Federal National Mortgage Association03/01/20405.050.0
Government National Mortgage Association II10/20/20254.150.0
Federal National Mortgage Association08/01/20355.550.0
Federal National Mortgage Association11/01/20355.550.0
Federal National Mortgage Association01/01/20224.550.0
Government National Mortgage Association10/15/20385.050.0
Federal National Mortgage Association01/01/20395.550.0
Federal National Mortgage Association07/01/20366.050.0
Federal National Mortgage Association11/01/20244.550.0
Federal National Mortgage Association04/01/20345.550.0
Government National Mortgage Association12/15/20355.050.0
Federal National Mortgage Association09/01/20365.540.0
Federal National Mortgage Association08/01/20244.540.0
Federal National Mortgage Association10/01/20355.540.0
Federal National Mortgage Association11/01/20355.540.0
Federal National Mortgage Association03/01/20385.540.0
Federal National Mortgage Association07/01/20254.540.0
Federal National Mortgage Association10/01/20386.040.0
Federal National Mortgage Association12/01/20355.540.0
Federal National Mortgage Association03/01/20345.040.0
Federal National Mortgage Association04/01/20345.540.0
Federal National Mortgage Association07/01/20295.040.0
Federal National Mortgage Association09/01/20366.040.0
Federal National Mortgage Association01/01/20365.540.0
Federal National Mortgage Association01/01/20375.540.0
Federal National Mortgage Association12/01/20345.540.0
Federal National Mortgage Association05/01/20335.530.0
Federal Home Loan Mortgage Corp.05/01/20336.030.0
Federal National Mortgage Association03/01/20406.030.0
Federal National Mortgage Association11/01/20335.530.0
Federal National Mortgage Association09/01/20244.530.0
Federal National Mortgage Association08/01/20213.030.0
Government National Mortgage Association II10/20/20254.130.0
Federal National Mortgage Association02/01/20254.030.0
Federal National Mortgage Association05/01/20336.030.0
Federal National Mortgage Association05/01/20404.530.0
Federal National Mortgage Association12/01/20365.530.0
Federal National Mortgage Association09/01/20244.530.0
Federal Home Loan Mortgage Corp. REMIC12/15/20209.030.0
Federal National Mortgage Association12/01/20335.530.0
Government National Mortgage Association05/15/20395.020.0
Federal National Mortgage Association09/01/20385.520.0
Federal National Mortgage Association07/01/20365.520.0
US 5yr Futr Optn Jun19p 108.2 Exp 05/24/201905/24/20190.020.0
Federal National Mortgage Association09/01/20386.020.0
Federal National Mortgage Association08/01/20236.020.0
Federal National Mortgage Association11/01/20244.520.0
Federal National Mortgage Association06/01/20254.520.0
Federal National Mortgage Association10/01/20366.020.0
Federal National Mortgage Association10/01/20335.520.0
Federal National Mortgage Association02/01/20254.520.0
Federal National Mortgage Association02/01/20213.020.0
Federal National Mortgage Association09/01/20366.020.0
Federal National Mortgage Association04/01/20385.520.0
Federal National Mortgage Association05/01/20244.520.0
Federal National Mortgage Association10/01/20355.520.0
Federal National Mortgage Association05/01/20246.020.0
Government National Mortgage Association11/15/20385.020.0
Government National Mortgage Association04/15/20355.010.0
Federal National Mortgage Association06/01/20366.010.0
Federal National Mortgage Association10/01/20345.510.0
Federal National Mortgage Association01/01/20254.510.0
Federal Home Loan Mortgage Corp.01/01/20296.010.0
Federal National Mortgage Association06/01/20355.510.0
US 5yr Futr Optn Jun19p 108.5 Exp 05/24/201905/24/20190.010.0
Federal National Mortgage Association07/01/20385.510.0
Federal National Mortgage Association07/01/20376.010.0
Federal Home Loan Mortgage Corp.10/01/20376.010.0
Federal National Mortgage Association12/01/20244.510.0
Federal National Mortgage Association08/01/20366.010.0
Federal National Mortgage Association09/01/20376.010.0
Federal National Mortgage Association10/01/20345.510.0
Federal National Mortgage Association09/01/20355.510.0
Federal National Mortgage Association12/01/20376.010.0
Federal National Mortgage Association04/01/20355.510.0
Federal National Mortgage Association12/01/20355.510.0
Federal National Mortgage Association12/01/20366.010.0
Government National Mortgage Association08/15/20335.010.0
Federal National Mortgage Association07/01/20236.010.0
Federal National Mortgage Association02/01/20345.510.0
Federal National Mortgage Association10/01/20366.010.0
Federal National Mortgage Association12/01/20335.510.0
Government National Mortgage Association II07/20/20243.810.0
Federal National Mortgage Association10/01/20345.510.0
US Bond Futr Optn Jun19c 191 Exp 05/24/201905/24/20190.000.0
First Nationwide Trust08/21/20316.800.0
US Bond Futr Optn Jun19c 190 Exp 05/24/201905/24/20190.000.0
Federal Housing Authority Project02/01/20217.400.0
US 5yr Futr Optn Jun19p 108.7 Exp 05/24/201905/24/20190.000.0
Federal National Mortgage Association06/01/20194.500.0
US 5yr Futr Optn Jun19p 107 Exp 05/24/201905/24/20190.000.0
US Bond Futr Optn Jun19c 189 Exp 05/24/201905/24/20190.000.0
US 10yr Fut Optn Jun19c 141 Exp 05/24/201905/24/20190.000.0
3175418l7 Otc Eput Fn 3.5 5 49 May19 70 Put05/06/20190.000.0
US 10yr Fut Optn Jun19c 140.5 Exp 05/24/201905/24/20190.000.0
317534v44 Otc Eput Fn 3.0 5 49 May19 69 Put05/06/20190.000.0
317554ff5 Otc Eput Fn 4.0 5 49 May19 78 Put05/06/20190.000.0
317563jf2 Otc Eput Fn 4.5 5 49 May19 72 Put05/06/20190.000.0
General Motors Co. Escrow03/06/20495.200.0
Total3,270,528169.7
Cash and Other Assets Less Liabilities-69.7
Total Net Assets100%

Sector Allocation (As of Quarter Ended 03/31/2019)

As of Quarter Ended 03/31/2019
Economic SectorHarbor Bond Fund %
Mortgage Pass-through62.1
Corporate Bonds & Notes50.4
U.S. Government Obligations27.7
Foreign Government Obligations13.9
Asset-backed Securities10.5
Collateralized Mortgage Obligations6.3
Financials0.3
Municipal Bonds0.3
Cash Collaterals0.0
Purchased Options0.0
Futures Contracts0.0
Consumer Discretionary0.0

Maturity Profile (As of Quarter Ended 03/31/2019)

As of Quarter Ended 03/31/2019
MaturityHarbor Bond Fund %Bloomberg Barclays U.S. Aggregate Bond Index %
0-1 yr0.00.0
1-3 yr32.922.2
3-5 yr63.322.1
5-7 yr4.220.8
7-10 yr-4.418.5
10-20 yr3.33.8
20-30 yr1.512.1
Over 30 yr-0.80.6

Duration (As of Quarter Ended 03/31/2019)

As of Quarter Ended 03/31/2019
DurationHarbor Bond Fund %Bloomberg Barclays U.S. Aggregate Bond Index %
0-1 yr2.81.3
1-3 yr33.533.0
3-5 yr75.531.9
5-7 yr-0.711.5
7-10 yr-5.37.3
10-20 yr4.914.3
20-30 yr-10.70.8
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 Bloomberg 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.