Harbor Bond Fund Institutional Class (HABDX)

Portfolio Characteristics (As of Quarter Ended 09/30/2019)

Harbor Bond FundBloomberg Barclays U.S. Aggregate Bond Index
Number of Issues92010,793
Average Market Coupon (%)3.273.27
Yield to Maturity (%)2.702.27
Weighted Avg. Maturity (yrs)7.037.86
Weighted Avg. Duration (yrs)5.745.73

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

Top Ten Holdings (As of Quarter Ended 09/30/2019)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Government National Mortgage Association II TBA11/21/20464.0138,2897.0
Federal National Mortgage Association TBA11/13/20483.098,6285.0
U.S. Treasury Bonds08/15/20443.183,9544.2
Federal National Mortgage Association REMIC10/25/20413.578,2463.9
Government National Mortgage Association II TBA11/19/20483.570,6353.6
Federal National Mortgage Association TBA12/13/20483.566,6993.4
Federal National Mortgage Association TBA11/13/20483.562,1903.1
U.S. Treasury Notes08/15/20272.252,8062.7
Federal National Mortgage Association TBA12/13/20483.043,5902.2
U.S. Treasury Notes12/31/20212.042,0462.1
% of Total Holdings:737,08337.2

Full Holdings (As of Quarter Ended 09/30/2019)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Government National Mortgage Association II TBA11/21/20464.0138,2897.0
Federal National Mortgage Association TBA11/13/20493.098,6285.0
U.S. Treasury Bonds08/15/20443.183,9544.2
Federal National Mortgage Association REMIC10/25/20413.578,2463.9
Government National Mortgage Association II TBA11/19/20483.570,6353.6
Federal National Mortgage Association TBA12/12/20493.566,6993.4
Federal National Mortgage Association TBA11/13/20493.562,1903.1
U.S. Treasury Notes08/15/20272.252,8062.7
Federal National Mortgage Association TBA12/12/20493.043,5902.2
U.S. Treasury Notes12/31/20212.042,0462.1
Federal National Mortgage Association TBA11/13/20494.041,5362.1
U.S. Treasury Notes08/31/20212.041,2592.1
U.S. Treasury Inflation Indexed Bonds01/15/20290.938,9042.0
U.S. Treasury Inflation Indexed Bonds07/15/20280.836,3391.8
Government National Mortgage Association II TBA11/20/20494.533,4201.7
Brazil Letras Do Tesouro Nacional04/01/20200.031,7291.6
U.S. Treasury Notes02/15/20292.630,2091.5
U.S. Treasury Bonds05/15/20492.929,5381.5
Government National Mortgage Association II TBA10/18/20484.027,9781.4
Government National Mortgage Association II TBA11/20/20495.026,6471.3
Government National Mortgage Association II TBA10/21/20494.525,4011.3
U.S. Treasury Notes07/31/20221.925,2941.3
Government National Mortgage Association TBA10/18/20485.025,1271.3
Hawksmoor Mortgages05/25/20531.823,1581.2
U.S. Treasury Notes09/30/20221.821,1101.1
U.S. Treasury Bonds02/15/20452.519,2811.0
U.S. Treasury Bonds05/15/20432.919,2801.0
U.S. Treasury Inflation Indexed Bonds04/15/20230.618,8610.9
U.S. Treasury Inflation Indexed Bonds01/15/20260.618,2920.9
U.S. Treasury Notes11/15/20242.218,2880.9
U.S. Treasury Bonds02/15/20404.617,3850.9
U.S. Treasury Notes06/30/20241.815,3330.8
Structured Asset Securities Co.01/25/20372.215,2700.8
U.S. Treasury Notes03/31/20201.415,1640.8
U.S. Treasury Bonds05/15/20404.414,7820.7
Spain Government Bond MTN10/31/20290.614,4760.7
U.S. Treasury Bonds08/15/20462.214,3710.7
U.S. Treasury Bonds02/15/20423.114,2010.7
Verizon Communications Inc.02/15/20253.413,4170.7
U.S. Treasury Bonds02/15/20483.012,9550.7
Brazil Letras Do Tesouro Nacional01/01/20200.012,8350.6
Unicredit SpA MTN12/04/20237.812,4360.6
U.S. Treasury Inflation Indexed Bonds07/15/20270.412,3790.6
Spain Government Bond07/30/20281.411,6960.6
Federal National Mortgage Association TBA10/17/20343.511,3780.6
IndyMac INDX Mortgage Loan Trust07/25/20373.611,3260.6
U.S. Treasury Inflation Indexed Bonds02/15/20481.011,2350.6
Province of Quebec Canada12/01/20214.211,0490.6
U.S. Treasury Inflation Indexed Bonds02/15/20420.810,9510.6
Federal National Mortgage Association06/01/20494.010,3460.5
Ford Motor Credit Co. LLC01/15/20208.110,2170.5
JPMorgan Chase Bank NA04/26/20212.610,0060.5
Credit Suisse Group Funding Guernsey Ltd.03/26/20253.89,3590.5
Towd Point Mortgage Funding10/20/20511.88,7290.4
UBS Group Funding Jersey Ltd.04/15/20213.08,6040.4
U.S. Treasury Bonds05/15/20443.48,4780.4
U.S. Treasury Inflation Indexed Bonds07/15/20250.48,4520.4
Trillium Credit Card Trust II02/27/20232.38,1060.4
Charter Communications Operating LLC07/23/20224.58,0040.4
U.S. Treasury Notes10/31/20212.07,8560.4
Goldman Sachs Group Inc.10/31/20223.07,7250.4
General Motors Financial Co. Inc.11/06/20202.87,6790.4
Residential Asset Securitization Trust08/25/20376.27,3020.4
Japan International Cooperation Agency04/27/20272.87,2110.4
Japan Government Twenty Year Bond06/20/20390.37,1630.4
Sumitomo Mitsui Financial Group Inc.03/09/20213.87,0270.4
GS Mortgage Securities Corp. Trust02/10/20293.26,9500.3
Rio Oil Finance Trust01/06/20279.86,9180.3
Japan Finance Organization For Municipalities MTN04/20/20222.66,9150.3
Citigroup Inc.04/25/20222.86,9040.3
Arbor Realty Commercial Real Estate Notes Ltd.04/15/20273.36,8040.3
BGC Partners Inc.07/24/20235.46,7340.3
Allergan Funding SCS03/12/20203.06,7200.3
American Express Co.02/27/20233.46,6500.3
Banque Federative DU Credit Mutuel SA07/20/20233.86,6350.3
Spain Government Bond04/30/20291.46,6340.3
General Motors Financial Co. Inc.11/06/20202.56,5980.3
Bayer US Finance II LLC12/15/20233.96,5860.3
Aig Global Funding06/25/20213.46,5240.3
Barclays plc08/10/20214.36,4280.3
Jackson National Life Global Funding06/11/20213.36,4240.3
US Bank NA04/26/20213.16,4050.3
Credit Acceptance Auto Loan Trust05/17/20273.56,3930.3
Federal National Mortgage Association09/01/20272.96,3300.3
AT&T Inc.06/01/20213.06,2320.3
U.S. Treasury Bonds02/15/20433.16,2080.3
Morgan Stanley Bank of America Merrill Lynch Trust04/15/20483.06,1560.3
Deutsche Telekom International Finance BV01/19/20222.86,1540.3
Telos CLO Ltd.01/17/20273.66,1340.3
Digital Realty Trust LP07/15/20284.56,0870.3
Toronto-Dominion Bank10/22/20213.46,0740.3
Wells Fargo Bank NA10/22/20213.66,0720.3
CVS Health Corp.03/09/20233.76,0410.3
Lloyds Banking Group plc03/17/20232.96,0210.3
Simon Property Group LP09/01/20202.56,0210.3
Government National Mortgage Association II06/20/20474.05,9920.3
Deutsche Bank AG/New York01/22/20213.15,9880.3
Federal Home Loan Mortgage Corp.08/01/20232.75,9850.3
Evergreen Credit Card Trust09/15/20241.95,9760.3
AerCap Ireland Capital DAC / Aercap Global Aviation Trust01/16/20244.95,9430.3
ZF North America Capital Inc.04/29/20224.55,9370.3
Daimler Finance North America LLC08/15/20222.55,9250.3
Mylan NV11/22/20242.25,9190.3
Tralee CLO V Ltd.10/20/20283.45,9010.3
Hewlett Packard Enterprise Co.10/05/20213.05,9010.3
Lloyds Bank plc08/14/20222.25,8960.3
Aia Group Ltd.09/20/20212.75,8940.3
JPMorgan Chase & Co.06/18/20223.55,8350.3
Cantor Fitzgerald LP06/17/20226.55,8270.3
U.S. Treasury Bonds05/15/20394.25,7900.3
Qatar Government International Bond03/14/20243.45,7680.3
Lloyds Banking Group plc05/08/20254.55,7090.3
Washington Prime Group LP08/15/20246.55,7000.3
Crown Point CLO Ltd.07/17/20283.25,6850.3
Securitized Asset Backed Receivables LLC Trust08/25/20352.75,6830.3
Imperial Brands Finance plc07/26/20293.95,6560.3
Goldman Sachs Group Inc.02/23/20233.25,6520.3
John Deere Capital Corp. MTN06/07/20232.75,6200.3
Mountain View CLO Ltd.10/15/20263.15,6150.3
Svenska Handelsbanken AB MTN05/24/20213.45,6120.3
ING Bank NV03/16/20202.55,6110.3
Synchrony Bank05/24/20213.65,6070.3
Rockwell Collins Inc.03/15/20222.85,5930.3
Nationwide Building Society08/01/20244.45,5700.3
Daimler Finance North America LLC05/04/20233.75,5380.3
Aviation Capital Group LLC08/01/20254.15,5340.3
JPMorgan Chase & Co.06/07/20212.45,5330.3
Citibank NA07/23/20213.45,5330.3
Federal National Mortgage Association09/01/20484.05,5180.3
Capital One Financial Corp.10/30/20202.75,5090.3
Dryden XXV Senior Loan Fund10/15/20273.25,4970.3
OneMain Financial Issuance Trust09/14/20322.45,4970.3
Deutsche Bank AG/New York07/13/20202.75,4900.3
BCAP LLC Trust05/25/20472.25,4880.3
American Express Co.08/03/20233.75,4820.3
Thermo Fisher Scientific Inc.02/15/20223.35,4710.3
Capital One Financial Corp.10/30/20202.45,4160.3
Skandinaviska Enskilda Banken AB05/17/20213.25,3920.3
Venture Xvi CLO Ltd.01/15/20283.25,3910.3
Daimler Finance North America LLC05/04/20213.45,3890.3
Harley-Davidson Financial Services Inc.05/21/20213.55,3830.3
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.05/30/20234.25,3630.3
Volkswagen Group of America Finance LLC11/13/20284.85,3460.3
Federal National Mortgage Association08/01/20222.35,3410.3
Goldman Sachs Group Inc. MTN03/03/20244.05,3390.3
Duke Energy Corp.05/14/20212.75,3230.3
Skandinaviska Enskilda Banken AB05/17/20212.65,3160.3
Australia & New Zealand Banking Group Ltd.05/17/20213.35,3080.3
American Express Co.05/17/20213.45,3050.3
Federal National Mortgage Association02/01/20484.05,2670.3
Morgan Stanley01/20/20223.55,2510.3
Government National Mortgage Association TBA11/20/20474.05,2320.3
AT&T Inc.01/15/20203.05,2080.3
Loancore Ltd.05/15/20283.25,2060.3
Societe Generale SA MTN09/14/20234.25,2030.3
Cent CLO Ltd.10/15/20263.45,2000.3
Toyota Motor Credit Corp.09/28/20202.75,1970.3
Park Place Securities Inc.08/25/20352.55,1850.3
Sempra Energy03/15/20212.65,1850.3
E*Trade Financial Corp.08/24/20223.05,1830.3
Standard Chartered plc01/20/20234.25,1740.3
Credit Suisse Group AG12/14/20233.05,1510.3
Barclays MTN02/12/20273.25,1310.3
Credit Agricole SA/London MTN04/24/20233.85,1250.3
Australia & New Zealand Banking Group Ltd.05/17/20213.35,1230.3
Volkswagen Group of America Finance LLC11/13/20234.25,1180.3
BAT Capital Corp.08/15/20222.85,1100.3
AT&T Inc.06/30/20223.05,1080.3
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.03/01/20255.55,0520.3
Credit Suisse Group Funding Guernsey Ltd.09/15/20223.85,0360.3
Bacardi Ltd.05/15/20254.55,0310.3
Paypal Holdings Inc.10/01/20292.95,0270.3
Mondelez International Inc.05/07/20203.05,0260.3
Anheuser-Busch InBev Finance Inc.02/01/20243.75,0260.3
Asset Backed Securities Corp. Home Equity Loan Trust08/15/20333.35,0150.3
Interstate Power & Light Co.12/01/20243.25,0100.3
Standard Chartered plc09/10/20222.75,0070.3
Evergy Inc.09/15/20242.54,9970.3
Lloyds Bank plc05/07/20213.34,9860.3
Intesa Sanpaolo SpA09/23/20294.04,9850.3
Bank of America Corp. MTN03/05/20242.94,9710.2
U.S. Treasury Inflation Indexed Bonds02/15/20491.04,9670.2
Broadcom Inc.10/15/20223.14,9630.2
Boston Properties LP10/01/20262.84,9540.2
Nextera Energy Capital Holdings Inc.02/25/20223.24,9100.2
Zimmer Biomet Holdings Inc.04/01/20202.74,9090.2
BMW Finance NV08/12/20222.24,9060.2
Greenko Solar Mauritius Ltd.01/29/20255.54,8940.2
Mizuho Financial Group Inc.09/13/20252.64,8900.2
Service Properties Trust10/01/20244.34,8630.2
Daimler Finance North America LLC10/30/20212.24,8510.2
Federal Home Loan Mortgage Corp. REMIC06/15/20412.44,8440.2
Mitsubishi UFJ Financial Group Inc.07/18/20222.64,8410.2
Jackson National Life Global Funding09/15/20222.44,8290.2
COX Communications Inc.12/15/20223.24,8240.2
Volkswagen Group of America Finance LLC11/13/20202.94,8170.2
Duke Energy Corp.04/15/20243.84,8120.2
GE Capital UK Funding Unlimited Co. MTN11/04/20205.94,7990.2
Fortune Brands Home & Security Inc.09/15/20293.24,6890.2
CBL & Associates LP12/15/20266.04,6700.2
Spirit Realty LP01/15/20303.44,6690.2
Government National Mortgage Association II04/20/20494.54,6670.2
Welltower Inc.01/15/20303.14,6090.2
Syngenta Finance NV04/23/20213.94,5840.2
GLP Capital LP01/15/20304.04,5450.2
Federal Home Loan Mortgage Corp.01/01/20494.04,5360.2
JPMorgan Chase Bank NA04/26/20213.14,5240.2
Federal National Mortgage Association08/01/20375.54,5150.2
Deutsche Alt-A Securities Inc. Mortgage Loan Trust03/25/20372.24,5120.2
Bancorp Commercial Mortgage Trust09/15/20352.94,5110.2
Wells Fargo & Co.09/15/20195.94,4690.2
McCormick & Co. Inc.08/15/20222.74,4590.2
Banco Bilbao Vizcaya Argentaria SA02/18/20206.84,4490.2
Government National Mortgage Association II06/20/20484.54,4370.2
Pernod Ricard SA01/15/20224.54,4080.2
HCA Inc.09/01/20265.44,4050.2
Province of Ontario Canada06/02/20223.14,3800.2
HSBC Bank plc08/12/20204.14,3780.2
Dell International LLC06/15/20235.54,3580.2
ERP Operating LP06/01/20253.44,3370.2
Royal Bank of Canada03/22/20212.34,3230.2
Federal National Mortgage Association REMIC06/25/20552.54,3140.2
Spain Government Bond07/30/20351.94,2930.2
Monarch Grove CLO01/25/20283.24,2840.2
Barclays plc01/10/20233.74,2730.2
Crown Castle International Corp.06/15/20263.74,2420.2
Sasol Financing USA LLC03/27/20245.94,2150.2
Oversea-Chinese Banking Corp. Ltd.05/17/20212.64,2070.2
Takeda Pharmaceutical Co. Ltd.11/26/20234.44,2030.2
Royal Bank of Scotland Group plc05/18/20294.94,1840.2
Guardian Life Global Funding04/25/20233.44,1770.2
GSMPS Mortgage Loan Trust04/25/20362.44,1700.2
Air Canada 2017-1 Class Aa Pass-Through Trust07/15/20313.34,1250.2
Federal National Mortgage Association04/01/20453.54,1060.2
Citigroup Inc.09/01/20233.64,0710.2
Westlake Automobile Receivables Trust01/18/20223.04,0580.2
Mitsubishi UFJ Financial Group Inc.03/02/20233.54,0390.2
Citigroup Inc.07/24/20232.93,9550.2
Occidental Petroleum Corp.08/15/20242.93,9340.2
Aviation Capital Group LLC01/20/20222.93,9170.2
Deutsche Bank AG/New York02/27/20234.03,8570.2
Barclays Bank plc02/15/20234.63,8460.2
Broadcom Corp. / Broadcom Cayman Finance Ltd.01/15/20223.03,8380.2
Penske Truck Leasing Co. LP03/14/20232.73,8330.2
Broadcom Corp. / Broadcom Cayman Finance Ltd.01/15/20273.93,8230.2
Air Lease Corp. MTN02/01/20244.23,8160.2
Federal National Mortgage Association05/01/20345.53,7620.2
Reynolds American Inc.06/12/20224.03,7520.2
Federal National Mortgage Association TBA10/10/20494.53,6860.2
BAT International Finance plc06/07/20223.23,6790.2
EMC Corp.06/01/20202.63,6020.2
Tesco Property Finance 5 plc10/13/20415.73,5980.2
Small Business Administration Participation Certificates08/01/20286.03,5950.2
AT&T Inc.06/12/20242.93,5660.2
Countrywide Asset-Backed Certificates05/25/20362.33,5040.2
Deutsche Bank AG/New York07/13/20203.33,4920.2
CRH America Finance Inc.04/04/20484.53,4510.2
CRH America Finance Inc.04/04/20284.03,4250.2
Reckitt Benckiser Treasury Services plc06/24/20222.43,4220.2
Aviation Capital Group LLC05/01/20233.93,4150.2
UBS AG/London12/01/20202.53,4140.2
Ford Motor Credit Co. LLC06/12/20202.43,3920.2
Mplx LP04/15/20584.93,3810.2
Ford Motor Credit Co. LLC11/02/20202.33,3810.2
Federal Home Loan Mortgage Corp.11/01/20484.03,3740.2
AXA Equitable Holdings Inc.04/20/20233.93,3480.2
Federal National Mortgage Association10/01/20484.03,3190.2
Option One Mortgage Loan Trust07/25/20372.33,2710.2
Deutsche Bank AG/New York10/14/20214.23,2470.2
MASTR Asset Backed Securities Trust06/25/20362.33,2440.2
Federal National Mortgage Association11/01/20484.53,2430.2
AvalonBay Communities Inc. MTN06/01/20253.53,1740.2
Wells Fargo & Co.10/31/20233.53,1480.2
U.S. Treasury Inflation Indexed Bonds02/15/20470.93,1240.2
Springleaf Finance Corp.03/15/20256.93,0920.2
Avolon Holdings Funding Ltd.10/01/20235.13,0880.2
Delta Air Lines Inc.04/19/20213.43,0430.2
U.S. Treasury Inflation Indexed Bonds02/15/20441.43,0400.2
Depository Trust & Clearing Corp.06/15/20204.93,0310.2
Province of Quebec Canada12/01/20223.53,0190.2
Citigroup Inc.08/02/20212.43,0150.2
Bayer US Finance II LLC12/15/20254.22,9920.2
Mitsubishi UFJ Lease & Finance Co. Ltd. MTN09/07/20212.22,9870.2
Homebanc Mortgage Trust12/25/20362.22,9310.1
Alba plc03/17/20391.02,9230.1
Enbridge Inc.01/10/20202.72,9010.1
Government National Mortgage Association II01/20/20495.02,9000.1
Platin 1426 GMBH06/15/20236.92,8800.1
Bbva USA08/27/20242.52,8770.1
Volkswagen Bank GMBH MTN01/31/20241.92,8760.1
Sofi Professional Loan Program Trust08/25/20472.62,8710.1
Federal Home Loan Mortgage Corp.04/01/20484.02,8390.1
General Motors Financial Co. Inc.01/15/20203.12,8040.1
UBS AG/London12/01/20202.62,7080.1
Countrywide Alternative Loan Trust05/25/20362.42,6990.1
Royal Bank of Scotland Group plc08/15/20218.62,6830.1
U.S. Treasury Inflation Indexed Bonds04/15/20240.52,6800.1
Erac USA Finance LLC10/15/20223.32,6740.1
Nordea Bank Abp08/30/20233.82,6220.1
General Motors Financial Co. Inc.07/13/20203.22,6150.1
Toyota Motor Credit Corp. MTN05/17/20222.52,6030.1
Nissan Motor Acceptance Corp.03/08/20212.52,6030.1
Federal National Mortgage Association TBA11/18/20344.02,6010.1
Air Lease Corp.04/01/20213.92,5540.1
Rio Oil Finance Trust07/06/20249.22,5190.1
Petroleos Mexicanos01/23/20306.82,4860.1
Teva Pharmaceutical Finance Netherlands III BV03/01/20286.82,4710.1
U.S. Treasury Bonds05/15/20423.02,4580.1
Eurohome UK Mortgages plc06/15/20440.92,4320.1
Argent Securities Inc.05/25/20362.22,4270.1
OMEGA Healthcare Investors Inc.08/01/20234.42,4260.1
JPMorgan Mortgage Acquisition Corp.01/25/20362.62,4170.1
Barclays plc12/15/20208.02,3360.1
U.S. Treasury Bonds02/15/20443.62,3290.1
Altice Financing SA02/15/20236.62,2630.1
Allergan Funding SCS03/15/20223.52,2560.1
Cnh Industrial Capital LLC11/06/20204.42,2440.1
Volkswagen International Finance NV11/16/20241.12,2440.1
Teva Pharmaceutical Finance Netherlands II BV04/15/20223.22,2370.1
GSAA Trust12/25/20462.22,1840.1
Volkswagen Bank GMBH MTN06/15/20210.12,1810.1
Imperial Brands Finance plc07/21/20223.82,1630.1
Arrow Electronics Inc.04/01/20223.52,1440.1
American Tower Corp.02/15/20213.32,1290.1
Countrywide Alternative Loan Trust02/25/20363.72,1070.1
IXIS Real Estate Capital Trust06/25/20353.12,1000.1
Government National Mortgage Association II05/20/20495.02,0830.1
Alexandria Real Estate Equities Inc.12/15/20292.82,0730.1
Government National Mortgage Association TBA10/28/20483.02,0540.1
AerCap Ireland Capital DAC / Aercap Global Aviation Trust05/26/20223.52,0520.1
Epr Properties06/01/20274.52,0190.1
JP Morgan Mortgage Trust10/25/20364.12,0040.1
HSI Asset Securitization Corp. Trust12/25/20362.21,9910.1
Federal National Mortgage Association05/01/20385.51,9720.1
Odebrecht Drilling Norbe VIII/IX Ltd.12/01/20267.31,9540.1
RMAC Securities plc06/12/20440.91,9290.1
Countrywide Alternative Loan Trust07/25/20355.51,9210.1
DSLA Mortgage Loan Trust03/19/20463.41,9180.1
Small Business Administration Participation Certificates01/01/20295.71,9050.1
NXP BV06/15/20224.61,8870.1
Ally Auto Receivables Trust05/17/20212.71,8730.1
Federal National Mortgage Association12/01/20355.51,8500.1
Washington Mutual Mortgage Pass Through Certificates Trust09/25/20463.41,8340.1
U.S. Treasury Bonds02/15/20462.51,8320.1
Telefonica Emisiones Sau04/27/20205.11,8290.1
Provident Funding Mortgage Loan Trust10/25/20354.71,8270.1
Charter Communications Operating LLC07/23/20203.61,8160.1
Residential Accredit Loans Inc.03/25/20376.01,8090.1
Federal Home Loan Mortgage Corp.10/01/20484.01,8060.1
Structured Adjustable Rate Mortgage Loan Trust02/25/20372.21,7980.1
CBL & Associates LP10/15/20244.61,7960.1
Government National Mortgage Association II04/20/20495.01,7540.1
IndyMac Imsc Mortgage Loan Trust07/25/20376.51,7520.1
Federal Home Loan Mortgage Corp.09/01/20484.01,7330.1
Allegro CLO I Ltd.01/30/20263.51,6640.1
BCAP LLC Trust08/26/20375.21,6640.1
Rio Oil Finance Trust07/06/20249.21,6540.1
Nextera Energy Capital Holdings Inc.01/15/20232.81,6520.1
Walgreens Boots Alliance Inc.11/18/20213.31,6380.1
Government National Mortgage Association II02/20/20495.01,6290.1
Adjustable Rate Mortgage Trust08/25/20362.11,5660.1
BCAP LLC Trust02/26/20365.21,5570.1
Equities Midstream Partners LP07/15/20234.81,5570.1
Argent Securities Inc.10/25/20352.41,5530.1
Ford Motor Credit Co. LLC01/15/20213.21,5520.1
Specialty Underwriting & Residential Finance Trust09/25/20372.11,5100.1
BAT Capital Corp.08/14/20202.81,5030.1
Federal National Mortgage Association04/01/20386.01,5000.1
Morgan Stanley ABS Capital I Inc. Trust11/25/20362.21,4920.1
Sprint Corp.09/15/20217.21,4870.1
Physicians Realty LP01/15/20284.01,4680.1
Sprint Communications Inc.08/15/20207.01,4490.1
British Telecommunications plc12/04/20234.51,3990.1
Chase Mortgage Finance Corp.09/25/20364.01,3920.1
Federal National Mortgage Association11/01/20385.51,3870.1
BM & FBovespa SA07/16/20205.51,3290.1
Countrywide Asset-Backed Certificates05/25/20372.21,3090.1
Federal National Mortgage Association11/01/20395.51,3080.1
People's Financial Realty Mortgage Securities Trust09/25/20362.11,3050.1
Bank of America Corp. MTN11/09/20202.21,3000.1
Ford Motor Credit Co. LLC03/27/20202.51,2990.1
Gsaa Trust08/25/20476.01,2130.1
Mansard Mortgages plc12/15/20491.41,2010.1
Federal National Mortgage Association05/01/20244.01,1970.1
Countrywide Asset-Backed Certificates06/25/20362.41,1920.1
Central Nippon Expressway Co. Ltd.03/03/20222.81,1650.1
Federal National Mortgage Association01/01/20396.01,1390.1
Virginia Electric & Power Co.01/15/20223.01,1180.1
FirstEnergy Corp.07/15/20222.91,1170.1
Energy Transfer Partners LP10/01/20204.21,1170.1
Odebrecht Drilling Norbe VIII/IX Ltd.12/01/20216.31,1160.1
Tyson Foods Inc.08/23/20212.21,1020.1
Federal National Mortgage Association TBA10/10/20495.51,0830.1
CVS Health Corp.07/20/20202.81,0780.1
Altice France SA05/01/20267.41,0760.1
Federal National Mortgage Association10/01/20314.01,0730.1
Mid-State Trust08/15/20376.01,0560.1
First Horizon Asset Securities Inc.02/25/20364.61,0530.1
BAT Capital Corp.08/15/20223.01,0460.1
Banco Espirito Santo SA MTN01/15/20494.81,0320.1
Abbvie Inc.11/06/20223.21,0260.1
IndyMac INDX Mortgage Loan Trust01/25/20363.91,0250.1
Federal National Mortgage Association07/01/20264.51,0070.1
American Electric Power Co. Inc.11/13/20202.11,0010.1
BMW US Capital LLC09/15/20211.99960.1
Federal National Mortgage Association04/01/20345.59880.0
Argent Securities Inc.11/25/20343.19480.0
City of Chicago, IL01/01/20427.89400.0
Southern California Gas Co.06/15/20253.29320.0
U.S. Treasury Inflation Indexed Bonds02/15/20450.89180.0
Federal National Mortgage Association07/01/20415.59140.0
Federal Home Loan Mortgage Corp.12/01/20376.09060.0
Federal National Mortgage Association04/01/20244.08990.0
AMBAC Lsni LLC02/12/20237.18980.0
International Lease Finance Corp.12/15/20208.28960.0
Government National Mortgage Association12/15/20385.08880.0
Odebrecht Offshore Drilling Finance Ltd.12/01/20267.78830.0
Goldman Sachs Group Inc.01/24/20225.88620.0
Federal Home Loan Mortgage Corp.04/01/20376.08530.0
Sprint Communications Inc.11/15/20226.08520.0
Banc of America Funding Corp.05/20/20472.38500.0
Federal National Mortgage Association01/01/20395.58300.0
Federal National Mortgage Association06/01/20355.58250.0
Federal National Mortgage Association09/01/20276.08150.0
Countrywide Alternative Loan Trust12/25/20365.88110.0
Japan Tobacco Inc. MTN04/13/20212.07950.0
Odebrecht Offshore Drilling Finance Ltd.12/01/20226.77780.0
Federal National Mortgage Association06/01/20354.67720.0
Countrywide Home Loan Mortgage Pass Through Trust09/25/20474.47640.0
Delta Air Lines Inc.03/15/20223.67190.0
NXP BV06/01/20214.17180.0
Government National Mortgage Association II03/20/20495.07170.0
Royal Bank of Scotland Group plc05/15/20233.67010.0
JPMorgan Mortgage Acquisition Trust05/25/20354.26970.0
Royal Bank of Scotland Group plc MTN03/04/20252.06870.0
Navient Student Loan Trust07/26/20662.36860.0
Federal National Mortgage Association09/01/20386.06720.0
Federal National Mortgage Association03/01/20385.56690.0
Epr Properties04/15/20285.06540.0
AmeriCredit Automobile Receivables Trust07/19/20212.56510.0
Federal Home Loan Mortgage Corp.12/01/20474.06430.0
Federal National Mortgage Association10/01/20474.06260.0
Harborview Mortgage Loan Trust11/19/20342.96200.0
JP Morgan Mortgage Trust04/25/20365.56200.0
CVS Pass-Through Trust01/10/20306.96180.0
Government National Mortgage Association II TBA11/20/20493.06150.0
Government National Mortgage Association05/15/20395.06140.0
U.S. Treasury Bonds11/15/20483.45850.0
Government National Mortgage Association06/15/20405.05850.0
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates08/25/20221.45750.0
Government National Mortgage Association04/15/20415.05740.0
Federal National Mortgage Association03/01/20355.55590.0
Suntrust Adjustable Rate Mortgage Loan Trust01/25/20374.85570.0
Federal National Mortgage Association06/01/20385.55460.0
Centene Corp.06/01/20265.45250.0
CNH Industrial Capital LLC10/15/20213.95140.0
Flagship VII Ltd.01/20/20263.45140.0
Federal National Mortgage Association REMIC04/25/20335.05110.0
Federal Home Loan Mortgage Corp.11/01/20376.05050.0
Federal National Mortgage Association09/01/20415.54940.0
Moody's Corp.09/01/20224.54910.0
Federal National Mortgage Association05/01/20365.54830.0
Federal National Mortgage Association08/01/20354.44720.0
BCAP LLC Trust03/26/20374.94710.0
Federal National Mortgage Association02/01/20355.54590.0
Morgan Stanley Dean Witter Capital I07/25/20322.94390.0
Federal Home Loan Mortgage Corp.02/01/20385.54390.0
Federal National Mortgage Association11/01/20213.34350.0
Structured Adjustable Rate Mortgage Loan Trust04/25/20354.44310.0
GSR Mortgage Loan Trust05/25/20354.64270.0
GPT Mortgage Trust06/15/20353.04250.0
Federal National Mortgage Association01/01/20375.54220.0
Federal National Mortgage Association05/01/20414.54070.0
Federal National Mortgage Association08/01/20355.54060.0
Merrill Lynch Alternative Note Asset Trust03/25/20376.04050.0
Mitsubishi Corp. MTN07/14/20222.64030.0
Federal National Mortgage Association01/01/20255.54010.0
Kraft Heinz Foods Co.02/10/20212.83990.0
Washington Mutual Mortgage Pass Through Certificates Trust04/25/20452.53930.0
Structured Asset Mortgage Investments Inc.07/19/20352.33830.0
RAMP Trust08/25/20343.23800.0
Federal National Mortgage Association06/01/20414.53680.0
Federal Home Loan Mortgage Corp.07/01/20385.53650.0
Federal National Mortgage Association05/01/20394.53540.0
Federal National Mortgage Association01/01/20366.03480.0
Federal National Mortgage Association10/01/20366.03440.0
Federal National Mortgage Association06/01/20376.03300.0
Federal National Mortgage Association07/01/20264.03290.0
Federal National Mortgage Association01/01/20386.03210.0
Owens Corning12/01/20244.23160.0
Federal Home Loan Mortgage Corp.02/01/20376.03130.0
Bear Stearns Adjustable Rate Mortgage Trust04/25/20344.73100.0
Bear Stearns Adjustable Rate Mortgage Trust10/25/20364.73060.0
Moody's Corp.01/15/20232.63030.0
BBVA Bancomer SA/Texas03/10/20216.53030.0
Federal National Mortgage Association05/01/20254.52920.0
Federal National Mortgage Association04/01/20355.52920.0
Credit Suisse First Boston Mortgage Securities Corp.11/25/20356.02820.0
Federal Home Loan Mortgage Corp.02/01/20346.02790.0
Federal National Mortgage Association08/01/20414.52740.0
Federal National Mortgage Association04/01/20395.02720.0
Federal National Mortgage Association03/01/20345.52700.0
Residential Funding Mortgage Securities I02/25/20365.12660.0
Federal National Mortgage Association11/01/20345.52610.0
GSR Mortgage Loan Trust11/25/20354.32540.0
TTX Co. MTN06/15/20202.62510.0
Federal National Mortgage Association04/01/20244.02510.0
Federal National Mortgage Association06/01/20445.02460.0
Federal National Mortgage Association08/01/20385.52440.0
Federal National Mortgage Association05/01/20415.02440.0
Federal National Mortgage Association05/01/20385.52410.0
Government National Mortgage Association II02/20/20324.02360.0
Federal National Mortgage Association04/01/20254.52320.0
Federal National Mortgage Association07/01/20415.02310.0
Chicago Transit Authority12/01/20216.32300.0
Federal National Mortgage Association01/01/20415.02290.0
Federal National Mortgage Association08/01/20355.52260.0
Federal National Mortgage Association08/01/20254.52140.0
Federal National Mortgage Association06/01/20406.02120.0
Federal National Mortgage Association10/01/20414.52110.0
Ally Financial Inc.09/15/20207.52100.0
Residential Funding Mortgage Securities I02/25/20374.72060.0
Viterra Inc.08/01/20206.02060.0
Federal National Mortgage Association10/01/20403.82020.0
Ally Financial Inc.03/30/20204.12020.0
Federal National Mortgage Association03/01/20375.51990.0
Federal National Mortgage Association05/01/20396.01960.0
Federal Home Loan Mortgage Corp.04/01/20385.51940.0
Federal National Mortgage Association07/01/20264.51930.0
Federal Home Loan Mortgage Corp.05/01/20406.01910.0
Washington Mutual Mortgage Pass Through Certificates Trust10/25/20452.31890.0
Federal National Mortgage Association08/01/20244.01890.0
Federal National Mortgage Association09/01/20366.01880.0
Federal Home Loan Mortgage Corp.10/01/20386.01850.0
Federal Home Loan Mortgage Corp.10/01/20376.01790.0
Government National Mortgage Association04/15/20395.01780.0
Federal Home Loan Mortgage Corp.10/01/20376.01750.0
Federal National Mortgage Association01/01/20366.01750.0
Federal Home Loan Mortgage Corp.09/01/20414.51740.0
Federal National Mortgage Association09/01/20213.01740.0
Federal Home Loan Mortgage Corp.12/01/20404.51730.0
Federal National Mortgage Association REMIC12/25/20425.31720.0
Federal National Mortgage Association08/01/20254.51710.0
Federal National Mortgage Association02/01/20244.01670.0
Federal National Mortgage Association08/01/20366.01660.0
Federal National Mortgage Association09/01/20484.01660.0
Federal National Mortgage Association10/01/20355.51660.0
Federal National Mortgage Association06/01/20405.51650.0
Federal National Mortgage Association10/01/20315.01650.0
Federal National Mortgage Association02/01/20254.51640.0
Federal National Mortgage Association05/01/20264.51640.0
Federal National Mortgage Association09/01/20405.51590.0
Federal National Mortgage Association07/01/20414.51570.0
Federal National Mortgage Association07/01/20366.01520.0
Federal National Mortgage Association09/01/20386.01490.0
Federal National Mortgage Association06/01/20414.51490.0
Federal National Mortgage Association08/01/20244.51450.0
Government National Mortgage Association10/15/20385.01370.0
Federal National Mortgage Association06/01/20414.51370.0
Federal National Mortgage Association05/01/20234.51330.0
Federal National Mortgage Association03/01/20385.01290.0
Federal National Mortgage Association06/01/20415.01280.0
Federal National Mortgage Association02/01/20264.01270.0
First Franklin Mortgage Loan Trust07/25/20362.21260.0
Federal National Mortgage Association06/01/20375.01260.0
Federal National Mortgage Association01/01/20254.51240.0
Student Loan Marketing Association06/17/20301.91210.0
Federal National Mortgage Association04/01/20355.51210.0
Federal National Mortgage Association11/01/20395.01180.0
Federal National Mortgage Association03/01/20394.51180.0
Federal National Mortgage Association05/01/20234.51130.0
Government National Mortgage Association12/15/20385.01120.0
HCA Inc.02/01/20295.91120.0
Federal National Mortgage Association09/01/20414.51120.0
Federal National Mortgage Association07/01/20264.51080.0
Bear Stearns Alt-A Trust07/25/20352.51070.0
Federal National Mortgage Association08/01/20414.51060.0
Federal National Mortgage Association02/01/20396.01050.0
Federal National Mortgage Association11/01/20365.51040.0
Navient Corp. MTN03/25/20208.01020.0
Federal National Mortgage Association03/01/20264.51010.0
Federal National Mortgage Association11/01/20346.01000.0
Federal National Mortgage Association06/01/20366.0920.0
Federal National Mortgage Association03/01/20264.0920.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities02/25/20453.5910.0
Federal National Mortgage Association12/01/20275.5860.0
Federal National Mortgage Association07/01/20244.5860.0
Federal National Mortgage Association08/01/20414.5860.0
Federal National Mortgage Association01/01/20406.0850.0
Federal National Mortgage Association02/01/20376.0840.0
Federal National Mortgage Association07/01/20335.0830.0
Federal National Mortgage Association08/01/20294.0810.0
Government National Mortgage Association03/15/20385.0810.0
Federal National Mortgage Association01/01/20415.0800.0
Federal National Mortgage Association12/01/20404.5780.0
Federal National Mortgage Association10/01/20304.0780.0
Federal National Mortgage Association01/01/20365.5760.0
Federal National Mortgage Association04/01/20254.5750.0
Federal National Mortgage Association12/01/20404.5740.0
Federal National Mortgage Association01/01/20365.5740.0
Federal National Mortgage Association03/01/20296.0740.0
Federal National Mortgage Association11/01/20335.5730.0
Federal National Mortgage Association06/01/20415.0720.0
Federal National Mortgage Association08/01/20366.0710.0
Federal National Mortgage Association09/01/20405.0710.0
Federal National Mortgage Association07/01/20285.5700.0
Federal National Mortgage Association08/01/20366.0690.0
Government National Mortgage Association09/15/20395.0690.0
Federal National Mortgage Association03/01/20275.5680.0
Federal National Mortgage Association01/01/20264.0680.0
GSAMP Trust12/25/20362.1660.0
Federal National Mortgage Association08/01/20386.0660.0
Federal National Mortgage Association11/01/20376.0650.0
Federal National Mortgage Association11/01/20365.5630.0
Federal National Mortgage Association07/01/20345.5630.0
Federal National Mortgage Association05/01/20345.5630.0
Federal National Mortgage Association07/01/20424.5630.0
Government National Mortgage Association04/15/20385.0620.0
Federal National Mortgage Association05/01/20396.0620.0
Federal National Mortgage Association02/01/20394.5620.0
Federal National Mortgage Association06/01/20405.0610.0
Federal National Mortgage Association06/01/20405.0610.0
Federal National Mortgage Association04/01/20275.5610.0
Federal National Mortgage Association10/01/20244.5600.0
Soundview Home Loan Trust12/25/20362.1600.0
Federal National Mortgage Association10/01/20366.0600.0
Government National Mortgage Association02/15/20395.0580.0
Federal National Mortgage Association10/01/20244.5580.0
Federal National Mortgage Association03/01/20254.5580.0
Federal National Mortgage Association10/01/20414.5580.0
Federal National Mortgage Association04/01/20366.0570.0
Federal National Mortgage Association REMIC05/25/20354.4570.0
Federal National Mortgage Association05/01/20354.4570.0
Federal National Mortgage Association03/01/20366.0570.0
Federal National Mortgage Association11/01/20254.5570.0
Government National Mortgage Association II11/20/20294.1570.0
Wells Fargo Mortgage Backed Securities Trust07/25/20365.9560.0
Federal National Mortgage Association08/01/20213.0550.0
Federal National Mortgage Association06/01/20254.0550.0
Government National Mortgage Association01/15/20395.0550.0
Federal National Mortgage Association07/01/20264.0550.0
Federal National Mortgage Association03/01/20395.0540.0
Federal National Mortgage Association02/01/20254.5530.0
Federal National Mortgage Association06/01/20366.0530.0
Federal National Mortgage Association03/01/20394.5520.0
Federal National Mortgage Association03/01/20254.5520.0
Federal National Mortgage Association07/01/20415.0500.0
Federal National Mortgage Association10/01/20254.0500.0
Federal National Mortgage Association08/01/20375.5500.0
Government National Mortgage Association05/15/20385.0490.0
Federal Home Loan Mortgage Corp.05/01/20356.0490.0
Federal National Mortgage Association06/01/20234.5490.0
Government National Mortgage Association04/15/20395.0490.0
Federal National Mortgage Association02/01/20365.5480.0
Federal National Mortgage Association02/01/20335.5480.0
Federal National Mortgage Association06/01/20223.0470.0
Federal National Mortgage Association11/01/20365.5470.0
Federal National Mortgage Association03/01/20366.0470.0
Federal National Mortgage Association06/01/20254.5470.0
Federal National Mortgage Association04/01/20234.5460.0
Federal National Mortgage Association03/01/20264.5450.0
Government National Mortgage Association03/15/20385.0450.0
Federal National Mortgage Association09/01/20366.0450.0
Federal National Mortgage Association12/01/20385.5440.0
Government National Mortgage Association05/15/20385.0440.0
Federal National Mortgage Association08/01/20365.5430.0
Government National Mortgage Association12/15/20385.0430.0
Federal National Mortgage Association02/01/20386.0430.0
Federal National Mortgage Association12/01/20254.5420.0
Federal National Mortgage Association10/01/20346.0420.0
Federal National Mortgage Association02/01/20385.0380.0
Federal National Mortgage Association06/01/20376.0380.0
Federal National Mortgage Association11/01/20396.0370.0
Government National Mortgage Association II07/20/20273.8370.0
Federal National Mortgage Association11/01/20366.0360.0
Federal Home Loan Mortgage Corp.09/01/20386.0360.0
Argentina Treasury Bill02/26/20200.0360.0
Federal National Mortgage Association12/01/20355.5350.0
Federal National Mortgage Association09/01/20365.5340.0
Small Business Administration Participation Certificates09/01/20235.1340.0
Federal National Mortgage Association08/01/20376.0330.0
Federal National Mortgage Association04/01/20213.0330.0
JP Morgan Re-REMIC09/27/20364.0330.0
Federal National Mortgage Association05/01/20254.0320.0
Federal National Mortgage Association08/01/20414.5320.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities08/15/20324.0320.0
Federal National Mortgage Association11/01/20335.5320.0
Federal Home Loan Mortgage Corp. REMIC08/15/20228.0320.0
Government National Mortgage Association II09/20/20243.8310.0
Federal National Mortgage Association05/01/20244.0310.0
Federal National Mortgage Association04/01/20345.5310.0
Federal National Mortgage Association10/01/20366.0300.0
Federal National Mortgage Association10/01/20376.0300.0
Federal National Mortgage Association10/01/20244.5290.0
Federal National Mortgage Association07/01/20405.0290.0
Small Business Administration Participation Certificates01/01/20216.3280.0
Federal National Mortgage Association11/01/20385.5280.0
Federal Home Loan Mortgage Corp.08/01/20354.4280.0
Government National Mortgage Association10/15/20395.0280.0
Bear Stearns Adjustable Rate Mortgage Trust01/25/20354.2270.0
Federal National Mortgage Association04/01/20375.5270.0
Federal National Mortgage Association02/01/20385.5260.0
Federal National Mortgage Association09/01/20335.5260.0
Federal National Mortgage Association12/01/20376.0260.0
Federal National Mortgage Association10/01/20304.0250.0
Federal National Mortgage Association10/01/20356.0250.0
Federal National Mortgage Association09/01/20395.0250.0
Federal National Mortgage Association06/01/20366.0250.0
Federal National Mortgage Association08/01/20375.5240.0
Federal National Mortgage Association10/01/20345.0240.0
Federal National Mortgage Association10/01/20386.0240.0
Federal National Mortgage Association06/01/20314.0230.0
Federal National Mortgage Association10/01/20386.0230.0
Federal National Mortgage Association12/01/20244.5230.0
Odebrecht Oil & Gas Finance Ltd.09/12/20190.0220.0
Federal National Mortgage Association07/01/20264.5220.0
Government National Mortgage Association06/15/20415.0220.0
Federal National Mortgage Association08/01/20404.5210.0
Federal National Mortgage Association01/01/20355.5200.0
Federal National Mortgage Association03/01/20345.5200.0
Federal National Mortgage Association05/01/20246.0200.0
Government National Mortgage Association II05/20/20243.9200.0
Federal National Mortgage Association07/01/20366.0200.0
Federal National Mortgage Association02/01/20345.5200.0
Federal National Mortgage Association01/01/20345.5200.0
Federal National Mortgage Association09/01/20415.0200.0
Federal National Mortgage Association02/01/20396.0190.0
Federal National Mortgage Association09/01/20285.5190.0
Federal National Mortgage Association12/01/20213.0190.0
Federal National Mortgage Association05/01/20385.5190.0
Federal National Mortgage Association03/01/20254.5190.0
Federal National Mortgage Association10/01/20213.0190.0
Government National Mortgage Association03/15/20395.0180.0
Government National Mortgage Association II08/20/20223.8180.0
Government National Mortgage Association II11/20/20254.1180.0
Government National Mortgage Association04/15/20385.0180.0
Federal National Mortgage Association12/01/20335.5180.0
Government National Mortgage Association II12/20/20244.1180.0
Federal National Mortgage Association01/01/20396.0170.0
Federal Home Loan Mortgage Corp. REMIC11/15/20302.5170.0
Federal National Mortgage Association09/01/20345.5170.0
Federal National Mortgage Association06/01/20286.0170.0
Federal National Mortgage Association09/01/20316.0170.0
Government National Mortgage Association01/15/20385.0170.0
Federal National Mortgage Association01/01/20254.5170.0
Federal National Mortgage Association02/01/20376.0160.0
Federal National Mortgage Association12/01/20244.5160.0
Federal National Mortgage Association02/01/20345.5160.0
Federal National Mortgage Association07/01/20405.0160.0
Bear Stearns Adjustable Rate Mortgage Trust11/25/20302.8160.0
Federal National Mortgage Association01/01/20355.5160.0
Federal National Mortgage Association01/01/20345.5160.0
Federal National Mortgage Association08/01/20386.0160.0
Federal National Mortgage Association02/01/20295.5160.0
Federal National Mortgage Association06/01/20335.5150.0
Federal National Mortgage Association10/01/20244.5150.0
Federal National Mortgage Association04/01/20264.0150.0
Federal National Mortgage Association07/01/20355.5140.0
Government National Mortgage Association05/15/20385.0140.0
Federal National Mortgage Association09/01/20304.5140.0
Federal National Mortgage Association12/01/20404.5140.0
Government National Mortgage Association II01/20/20254.0140.0
Federal National Mortgage Association10/01/20264.0140.0
Federal National Mortgage Association02/01/20345.5140.0
Federal National Mortgage Association02/01/20345.0140.0
Federal National Mortgage Association05/01/20345.5140.0
Federal National Mortgage Association09/01/20356.0130.0
Federal National Mortgage Association03/01/20345.5130.0
Federal National Mortgage Association12/01/20345.5130.0
Federal National Mortgage Association07/01/20414.5120.0
Federal National Mortgage Association04/01/20414.5120.0
Federal National Mortgage Association01/01/20376.0120.0
Federal National Mortgage Association09/01/20234.0120.0
Federal National Mortgage Association03/01/20345.5120.0
Federal National Mortgage Association03/01/20335.5120.0
Federal National Mortgage Association02/01/20345.5120.0
Federal National Mortgage Association08/01/20236.0120.0
Federal National Mortgage Association03/01/20264.0110.0
Federal National Mortgage Association05/01/20424.5110.0
Federal National Mortgage Association12/01/20285.5110.0
Government National Mortgage Association II09/20/20233.8110.0
Federal National Mortgage Association06/01/20276.0110.0
Federal National Mortgage Association04/01/20355.5110.0
Federal National Mortgage Association08/01/20366.0110.0
Federal National Mortgage Association10/01/20424.5110.0
Federal National Mortgage Association06/01/20213.0100.0
Federal National Mortgage Association05/01/20254.0100.0
Federal National Mortgage Association05/01/20314.5100.0
Federal National Mortgage Association09/01/20345.5100.0
Federal National Mortgage Association05/01/20244.590.0
Federal National Mortgage Association02/01/20246.090.0
Federal National Mortgage Association03/01/20345.590.0
Federal Home Loan Mortgage Corp.05/01/20316.090.0
Federal National Mortgage Association09/01/20414.590.0
Federal National Mortgage Association11/01/20224.590.0
Federal National Mortgage Association12/01/20204.590.0
Federal National Mortgage Association09/01/20213.090.0
Federal National Mortgage Association08/01/20376.090.0
Federal National Mortgage Association02/01/20346.080.0
Federal National Mortgage Association09/01/20414.580.0
Federal National Mortgage Association05/01/20355.580.0
Federal National Mortgage Association09/01/20366.080.0
Federal National Mortgage Association01/01/20355.580.0
Federal National Mortgage Association05/01/20394.580.0
Federal National Mortgage Association06/01/20355.580.0
Federal National Mortgage Association07/01/20356.070.0
Federal National Mortgage Association11/01/20253.070.0
Federal National Mortgage Association09/01/20415.570.0
Federal National Mortgage Association04/01/20345.570.0
Federal Home Loan Mortgage Corp.08/01/20386.070.0
Federal National Mortgage Association04/01/20386.070.0
Federal National Mortgage Association09/01/20366.070.0
Government National Mortgage Association04/15/20395.070.0
Federal National Mortgage Association05/01/20405.060.0
Federal National Mortgage Association01/01/20365.560.0
Federal National Mortgage Association08/01/20355.560.0
Federal National Mortgage Association11/01/20376.060.0
Federal National Mortgage Association11/01/20395.060.0
Federal National Mortgage Association02/01/20264.560.0
Federal National Mortgage Association02/01/20355.560.0
Federal National Mortgage Association07/01/20213.050.0
Federal National Mortgage Association08/01/20244.550.0
Government National Mortgage Association10/15/20385.050.0
Federal National Mortgage Association06/01/20366.050.0
Federal Home Loan Mortgage Corp.02/01/20336.050.0
Federal National Mortgage Association12/01/20254.050.0
Federal National Mortgage Association07/01/20264.550.0
Federal National Mortgage Association07/01/20366.050.0
Federal National Mortgage Association03/01/20405.050.0
Federal National Mortgage Association05/01/20365.550.0
Odebrecht Drilling Norbe VIII/IX Ltd.12/01/20267.350.0
Federal National Mortgage Association07/01/20204.550.0
Federal National Mortgage Association01/01/20395.550.0
Merrill Lynch Mortgage Investors Inc.11/25/20352.550.0
Government National Mortgage Association II10/20/20254.150.0
Government National Mortgage Association II12/20/20264.150.0
Federal National Mortgage Association08/01/20355.550.0
Federal National Mortgage Association11/01/20355.550.0
Federal National Mortgage Association04/01/20345.550.0
Government National Mortgage Association12/15/20355.050.0
Federal National Mortgage Association03/01/20244.540.0
Federal National Mortgage Association10/01/20264.040.0
Federal National Mortgage Association11/01/20244.540.0
Federal National Mortgage Association10/01/20355.540.0
Federal National Mortgage Association09/01/20365.540.0
Federal National Mortgage Association11/01/20355.540.0
Federal National Mortgage Association03/01/20345.040.0
Federal Home Loan Mortgage Corp.06/01/20244.640.0
Federal National Mortgage Association10/01/20386.040.0
Federal National Mortgage Association08/01/20244.540.0
Federal National Mortgage Association03/01/20385.540.0
Federal National Mortgage Association12/01/20355.540.0
Indymac ARM Trust01/25/20323.740.0
Federal National Mortgage Association04/01/20345.540.0
Federal National Mortgage Association09/01/20366.030.0
Federal National Mortgage Association01/01/20375.530.0
Federal National Mortgage Association07/01/20254.530.0
Federal National Mortgage Association01/01/20365.530.0
Federal National Mortgage Association03/01/20406.030.0
Federal National Mortgage Association11/01/20335.530.0
Federal National Mortgage Association12/01/20345.530.0
Federal National Mortgage Association05/01/20335.530.0
Federal National Mortgage Association02/01/20254.030.0
Federal National Mortgage Association09/01/20244.530.0
Federal National Mortgage Association05/01/20404.530.0
Federal National Mortgage Association12/01/20365.530.0
Federal National Mortgage Association01/01/20224.530.0
Federal Home Loan Mortgage Corp.05/01/20336.030.0
Federal National Mortgage Association05/01/20336.030.0
Government National Mortgage Association II10/20/20254.130.0
Government National Mortgage Association05/15/20395.020.0
Federal National Mortgage Association12/01/20335.520.0
Federal National Mortgage Association09/01/20386.020.0
Federal National Mortgage Association09/01/20385.520.0
Federal National Mortgage Association07/01/20365.520.0
Federal National Mortgage Association10/01/20366.020.0
Federal National Mortgage Association09/01/20244.520.0
Federal National Mortgage Association08/01/20213.020.0
Federal National Mortgage Association11/01/20244.520.0
Provincia de Buenos Aires/Government Bonds04/12/202558.120.0
Federal National Mortgage Association08/01/20236.020.0
Federal National Mortgage Association09/01/20366.020.0
Federal National Mortgage Association06/01/20254.520.0
Federal National Mortgage Association10/01/20335.520.0
Federal National Mortgage Association02/01/20254.520.0
Federal National Mortgage Association10/01/20355.520.0
Federal National Mortgage Association04/01/20385.520.0
Federal Home Loan Mortgage Corp. REMIC12/15/20209.020.0
Government National Mortgage Association11/15/20385.010.0
Federal National Mortgage Association06/01/20366.010.0
Government National Mortgage Association04/15/20355.010.0
Federal National Mortgage Association06/01/20355.510.0
Federal National Mortgage Association10/01/20345.510.0
Federal National Mortgage Association02/01/20213.010.0
Federal Home Loan Mortgage Corp.01/01/20296.010.0
Federal National Mortgage Association01/01/20254.510.0
Federal National Mortgage Association05/01/20244.510.0
Federal National Mortgage Association05/01/20246.010.0
Federal Home Loan Mortgage Corp.10/01/20376.010.0
Federal National Mortgage Association08/01/20366.010.0
Federal National Mortgage Association09/01/20376.010.0
Federal National Mortgage Association07/01/20385.510.0
Federal National Mortgage Association07/01/20376.010.0
Federal National Mortgage Association09/01/20355.510.0
Federal National Mortgage Association12/01/20244.510.0
Federal National Mortgage Association10/01/20345.510.0
Federal National Mortgage Association12/01/20376.010.0
Federal National Mortgage Association12/01/20355.510.0
Federal National Mortgage Association04/01/20355.510.0
Government National Mortgage Association08/15/20335.010.0
Federal National Mortgage Association02/01/20345.510.0
Federal National Mortgage Association10/01/20366.010.0
Federal National Mortgage Association07/01/20236.010.0
Federal National Mortgage Association12/01/20335.510.0
Government National Mortgage Association II07/20/20243.810.0
Federal National Mortgage Association12/01/20366.000.0
Federal National Mortgage Association10/01/20345.500.0
First Nationwide Trust08/21/20316.800.0
Federal Housing Authority Project02/01/20217.400.0
General Motors Co. Escrow03/06/20495.200.0
Total3,054,116152.2
Cash and Other Assets Less Liabilities-52.2
Total Net Assets100%

Sector Allocation (As of Quarter Ended 09/30/2019)

As of Quarter Ended 09/30/2019
Economic SectorHarbor Bond Fund %
Corporate Bonds & Notes45.5
Mortgage Pass-through41.3
U.S. Government Obligations34.8
Asset-backed Securities8.0
Collateralized Mortgage Obligations6.4
Foreign Government Obligations5.7
Bank Loan Obligations0.3
Municipal Bonds0.1
Consumer Discretionary0.0

Maturity Profile (As of Quarter Ended 09/30/2019)

As of Quarter Ended 09/30/2019
MaturityHarbor Bond Fund %Bloomberg Barclays U.S. Aggregate Bond Index %
0-1 yr-13.50.0
1-3 yr29.826.0
3-5 yr60.730.9
5-7 yr-0.515.9
7-10 yr11.79.2
10-20 yr0.34.0
20-30 yr12.613.2
Over 30 yr-1.20.6

Duration (As of Quarter Ended 09/30/2019)

As of Quarter Ended 09/30/2019
DurationHarbor Bond Fund %Bloomberg Barclays U.S. Aggregate Bond Index %
0-1 yr-2.33.0
1-3 yr18.739.2
3-5 yr34.622.6
5-7 yr1.911.3
7-10 yr13.37.1
10-20 yr26.713.8
20-30 yr7.12.9
Over 30 yr0.00.0

This information should not be considered as a recommendation to purchase or sell a particular security and the holdings, sectors or countries mentioned may change at any time and may not represent current or future investments.

The 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.