Harbor Bond Fund Institutional Class (HABDX)

Portfolio Characteristics (As of Quarter Ended 09/30/2018)

Harbor Bond FundBloomberg Barclays U.S. Aggregate Bond Index
Number of Issues92910,133
Average Market Coupon (%)3.233.22
Yield to Maturity (%)5.533.46
Weighted Avg. Maturity (yrs)5.078.42
Weighted Avg. Duration (yrs)4.726.03

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

Top Ten Holdings (As of Quarter Ended 12/31/2018)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Federal National Mortgage Association TBA02/13/20493.5242,79112.7
Federal National Mortgage Association TBA02/13/20494.0219,06911.5
Federal National Mortgage Association TBA01/14/20494.0189,3749.9
Federal National Mortgage Association TBA01/14/20493.0173,7099.1
Federal National Mortgage Association TBA01/14/20493.571,1153.7
Federal National Mortgage Association REMIC10/25/20413.570,7833.7
Japan Treasury Discount Bill02/25/20190.058,9543.1
Japan Treasury Discount Bill02/04/20190.055,4892.9
U.S. Treasury Bonds08/15/20443.153,9102.8
Japan Treasury Discount Bill02/12/20190.049,7332.6
% of Total Holdings:1,184,92762.0

Full Holdings (As of Quarter Ended 12/31/2018)

Issuer NameMaturity DateCoupon Rate (%)Market Value ($000's)% of Net Assets
Federal National Mortgage Association TBA02/13/20493.5242,79112.7
Federal National Mortgage Association TBA02/13/20494.0219,06911.5
Federal National Mortgage Association TBA01/14/20494.0189,3749.9
Federal National Mortgage Association TBA01/14/20493.0173,7099.1
Federal National Mortgage Association TBA01/14/20493.571,1153.7
Federal National Mortgage Association REMIC10/25/20413.570,7833.7
Japan Treasury Discount Bill02/25/20190.058,9543.1
Japan Treasury Discount Bill02/04/20190.055,4892.9
U.S. Treasury Bonds08/15/20443.153,9102.8
Japan Treasury Discount Bill02/12/20190.049,7332.6
U.S. Treasury Notes08/15/20272.248,9242.6
U.S. Treasury Notes08/31/20212.043,9532.3
U.S. Treasury Notes12/31/20212.041,1382.2
Federal Home Loan Mortgage Corp. TBA01/14/20493.537,9912.0
Federal National Mortgage Association TBA01/14/20494.534,1931.8
U.S. Treasury Notes05/15/20272.432,6371.7
Japan Treasury Discount Bill01/28/20190.031,5721.7
Federal Home Loan Mortgage Corp. TBA01/14/20494.030,5851.6
U.S. Treasury Bonds02/15/20452.529,5191.5
Brazil Letras Do Tesouro Nacional04/01/20190.029,3751.5
U.S. Treasury Notes07/31/20221.924,5851.3
Government National Mortgage Association01/23/20495.024,4291.3
U.S. Treasury Inflation Indexed Bonds07/15/20280.823,0911.2
Japan Treasury Discount Bill01/15/20190.022,6281.2
Federal Home Loan Mortgage Corp. TBA01/14/20493.022,4191.2
Federal National Mortgage Association TBA02/13/20494.520,7041.1
U.S. Treasury Notes09/30/20221.820,4511.1
U.S. Treasury Notes11/15/20242.217,4020.9
U.S. Treasury Notes03/31/20201.416,5550.9
U.S. Treasury Bonds05/15/20432.916,4370.9
Government National Mortgage Association TBA01/23/20494.016,3860.9
Structured Asset Securities Co.01/25/20372.715,8580.8
Federal Home Loan Mortgage Corp. TBA01/14/20494.515,5330.8
U.S. Treasury Bonds02/15/20404.615,2360.8
Deutsche Bank AG MTN05/10/20192.913,6190.7
U.S. Treasury Bonds05/15/20404.412,9140.7
Verizon Communications Inc.02/15/20253.412,3330.6
U.S. Treasury Bonds02/15/20423.112,2080.6
U.S. Treasury Bonds08/15/20462.211,9920.6
IndyMac INDX Mortgage Loan Trust07/25/20373.511,6940.6
Federal National Mortgage Association TBA01/17/20343.511,1350.6
Unicredit SpA MTN12/04/20237.811,1000.6
U.S. Treasury Bonds02/15/20483.010,8640.6
Province of Quebec Canada12/01/20214.210,7630.6
Ford Motor Credit Co. LLC01/15/20208.110,4350.5
JPMorgan Chase Bank NA04/26/20212.89,9110.5
Government National Mortgage Association TBA01/23/20493.59,0620.5
Morgan Stanley MTN09/23/20195.68,6360.5
Nextera Energy Capital Holdings Inc.09/03/20193.18,5910.5
Lloyds Bank plc12/16/202412.08,5740.4
Credit Suisse Group Funding Guernsey Ltd.03/26/20253.88,5260.4
UBS Group Funding Jersey Ltd.04/15/20213.08,4370.4
U.S. Treasury Inflation Indexed Bonds01/15/20260.68,3970.4
Wells Fargo & Co.03/15/20196.68,1590.4
Residential Asset Securitization Trust08/25/20376.28,1510.4
Trillium Credit Card Trust II02/27/20232.88,0860.4
Blackstone CQP Holdco LP03/20/20216.58,0600.4
UBS AG06/08/20203.37,9990.4
Government National Mortgage Association02/21/20495.07,7970.4
U.S. Treasury Notes10/31/20212.07,7010.4
General Motors Financial Co. Inc.11/06/20203.17,5630.4
Goldman Sachs Group Inc.10/31/20223.37,5070.4
Leaseplan Corp. NV01/22/20192.97,2970.4
Westlake Automobile Receivables Trust01/18/20223.07,0980.4
Sumitomo Mitsui Financial Group Inc.03/09/20214.47,0350.4
Rio Oil Finance Trust01/06/20279.86,9530.4
Telos CLO Ltd.01/17/20273.76,9000.4
GS Mortgage Securities Corp. Trust02/10/20293.26,8880.4
Arbor Realty Commercial Real Estate Notes Ltd.04/15/20273.86,8160.4
Japan Finance Organization For Municipalities MTN04/20/20222.66,7180.4
Japan International Cooperation Agency04/27/20272.86,6870.4
Japan Bank For International Cooperation07/21/20222.46,6860.4
Allergan Funding SCS03/12/20203.06,6750.3
Citigroup Inc.04/25/20222.86,5980.3
Nissan Master Owner Trust Receivables06/15/20213.16,5060.3
Securitized Asset Backed Receivables LLC Trust08/25/20353.26,4660.3
BCAP LLC Trust05/25/20472.76,4340.3
General Motors Financial Co. Inc.11/06/20202.56,4130.3
Capital One Multi-Asset Execution Trust06/15/20222.86,4060.3
Capital One Multi Asset Execution Trust02/15/20222.96,4060.3
BGC Partners Inc.07/24/20235.46,3980.3
JPMorgan Chase Bank NA02/13/20202.96,3930.3
Park Place Securities Inc.08/25/20353.06,3780.3
Aig Global Funding06/25/20213.46,3770.3
Barclays plc08/10/20214.76,3540.3
American Express Co.02/27/20233.46,3460.3
US Bank NA04/26/20213.16,3080.3
Jackson National Life Global Funding06/11/20213.36,2990.3
Banque Federative DU Credit Mutuel SA07/20/20233.86,2920.3
Credit Acceptance Auto Loan Trust05/17/20273.56,2910.3
Ally Auto Receivables Trust05/17/20212.76,2910.3
Mountain View CLO Ltd.10/15/20263.26,2890.3
Bayer US Finance II LLC12/15/20233.96,1920.3
AT&T Inc.06/01/20213.56,1620.3
Aviation Capital Group LLC08/01/20254.16,1250.3
Southern Co.02/14/20203.16,0910.3
Mizuho Financial Group Inc.09/11/20243.96,0670.3
Province of Ontario Canada09/27/20191.66,0530.3
Morgan Stanley Bank of America Merrill Lynch Trust04/15/20483.05,9850.3
Toronto-Dominion Bank10/22/20213.45,9640.3
Deutsche Telekom International Finance BV01/19/20222.85,9500.3
Wells Fargo Bank NA10/22/20213.65,9370.3
Simon Property Group LP09/01/20202.55,9360.3
Aia Group Ltd.09/20/20213.35,8890.3
Hewlett Packard Enterprise Co.10/05/20213.15,8510.3
Federal National Mortgage Association09/01/20272.95,8500.3
Tralee CLO V Ltd.10/20/20283.95,8450.3
Mylan NV11/22/20242.25,8440.3
Deutsche Bank AG/New York01/22/20213.15,8010.3
CVS Health Corp.03/09/20233.75,7430.3
Cantor Fitzgerald LP06/17/20226.55,7300.3
JPMorgan Chase & Co.06/18/20223.55,7150.3
Crown Point CLO Ltd.07/17/20283.45,6800.3
ZF North America Capital Inc.04/29/20224.55,6700.3
Federal Home Loan Mortgage Corp. REMIC06/15/20412.95,5690.3
ING Bank NV03/16/20202.55,5470.3
John Deere Capital Corp. MTN06/07/20233.35,5120.3
Svenska Handelsbanken AB MTN05/24/20213.45,4990.3
Digital Realty Trust LP07/15/20284.55,4900.3
Capital One Financial Corp.10/30/20203.05,4620.3
Dryden XXV Senior Loan Fund10/15/20273.35,4600.3
OneMain Financial Issuance Trust09/14/20322.45,4170.3
ERP Operating LP06/01/20253.45,4110.3
Citibank NA07/23/20213.45,4090.3
Westpac Banking Corp.05/15/20203.05,4040.3
Synchrony Bank05/24/20213.65,3840.3
JPMorgan Chase & Co.06/07/20212.45,3810.3
Hellenic Republic Treasury Bill03/15/20190.05,3710.3
Sumitomo Mitsui Banking Corp.01/17/20202.55,3600.3
Lloyds Banking Group plc06/27/20197.05,3600.3
Federal National Mortgage Association REMIC06/25/20552.65,3580.3
Venture Xvi CLO Ltd.01/15/20283.35,3520.3
Deutsche Bank AG/New York07/13/20202.75,3510.3
Rockwell Collins Inc.03/15/20222.85,3500.3
Goldman Sachs Group Inc.02/23/20233.25,3400.3
U.S. Treasury Bonds02/15/20433.15,3160.3
Harley-Davidson Financial Services Inc.05/21/20213.55,3130.3
Asset Backed Securities Corp. Home Equity Loan Trust08/15/20333.75,3050.3
Skandinaviska Enskilda Banken AB05/17/20213.25,2960.3
Credit Agricole SA/London MTN04/24/20233.85,2890.3
Capital One Financial Corp.10/30/20202.45,2880.3
Daimler Finance North America LLC05/04/20213.45,2850.3
Thermo Fisher Scientific Inc.02/15/20223.35,2810.3
Daimler Finance North America LLC05/04/20233.75,2790.3
Duke Energy Corp.05/14/20213.15,2770.3
Lloyds Banking Group plc05/08/20254.55,2720.3
Skandinaviska Enskilda Banken AB05/17/20213.15,2670.3
Crown Castle International Corp.06/15/20263.75,2580.3
Sands China Ltd.08/08/20255.15,2420.3
Federal National Mortgage Association08/01/20222.35,2200.3
American Express Co.08/03/20233.75,2200.3
American Express Co.05/17/20213.45,2110.3
Nationwide Building Society08/01/20244.45,1980.3
Aviation Capital Group LLC05/01/20233.95,1970.3
GPT 2018-Gpp Mortgage Trust06/15/20353.55,1970.3
Ford Motor Credit Co. LLC11/02/20202.35,1970.3
Australia & New Zealand Banking Group Ltd.05/17/20213.35,1960.3
Loancore Ltd.05/15/20283.65,1940.3
AT&T Inc.01/15/20203.15,1920.3
Toyota Motor Credit Corporation09/28/20203.05,1880.3
Morgan Stanley01/20/20223.65,1840.3
Cent CLO Ltd.10/15/20263.55,1570.3
City of Chicago, IL01/01/20427.85,1440.3
Government National Mortgage Association TBA01/23/20494.05,1220.3
Citigroup Inc.06/01/20243.85,0970.3
Sempra Energy03/15/20213.25,0960.3
Washington Prime Group LP08/15/20246.05,0940.3
Australia & New Zealand Banking Group Ltd.05/17/20213.15,0880.3
Barclays Bank plc06/15/201914.05,0810.3
U.S. Treasury Bonds05/15/20394.25,0760.3
CBL & Associates LP12/15/20266.05,0660.3
Virgin Media Receivables Financing Notes I Dac09/15/20245.55,0640.3
Barclays plc01/10/20233.75,0010.3
Mondelez International Inc.05/07/20203.04,9820.3
JPMorgan Chase & Co.06/23/20202.84,9720.3
HSBC Holdings plc05/18/20243.64,9700.3
Standard Chartered plc01/20/20234.24,9570.3
Wynn Las Vegas LLC03/01/20255.54,9560.3
E*Trade Financial Corp.08/24/20223.04,9520.3
Goldman Sachs Group Inc. MTN03/03/20244.04,9370.3
Barclays02/12/20273.24,9090.3
Wynn Las Vegas LLC05/30/20234.24,9080.3
Lloyds Bank plc05/07/20213.34,8870.3
Federal National Mortgage Association08/01/20375.54,8820.3
AT&T Inc.06/30/20223.04,8800.3
Societe Generale SA MTN09/14/20234.24,8710.3
Boston Scientific Corp.05/15/20202.94,8690.3
Deutsche Alt-A Securities Inc. Mortgage Loan Trust03/25/20372.74,8640.3
BX Trust07/15/20343.44,8600.3
Credit Suisse Group AG12/14/20233.04,8570.3
Sofi Professional Loan Program Trust08/25/20472.64,8540.3
Zimmer Biomet Holdings Inc.04/01/20202.74,8540.3
AT&T Inc.06/12/20244.04,8530.3
Charter Communications Operating LLC / Charter Communications Operating Capital07/23/20224.54,8500.3
Bank of America Corp. MTN03/05/20243.54,8230.3
Credit Suisse Group Funding Guernsey Ltd.09/15/20223.84,8140.3
Goldman Sachs Group Inc.05/15/20263.84,8030.3
B.A.T Capital Corp.08/15/20222.84,7840.3
Volkswagen Group of America Finance LLC11/13/20203.44,7690.2
Volkswagen Group of America Finance LLC11/13/20234.24,7660.2
Bancorp Commercial Mortgage Trust09/15/20353.44,7610.2
Volkswagen Group of America Finance LLC11/13/20284.84,6610.2
Small Business Administration Participation Certificates08/01/20286.04,6340.2
COX Communications Inc.12/15/20223.24,5950.2
GSMPS Mortgage Loan Trust04/25/20362.94,5580.2
B.A.T Capital Corp.08/15/20223.54,5530.2
Duke Energy Corp.04/15/20243.84,5480.2
JPMorgan Chase Bank NA04/26/20213.14,4820.2
Syngenta Finance NV04/23/20213.94,4410.2
HSBC Bank plc08/12/20204.14,3510.2
AvalonBay Communities Inc. MTN06/01/20253.54,3330.2
Pernod Ricard SA01/15/20224.54,2870.2
McCormick & Co. Inc.08/15/20222.74,2700.2
Monarch Grove CLO01/25/20283.44,2560.2
Royal Bank of Canada03/22/20212.34,2420.2
Province of Ontario Canada06/02/20223.14,2120.2
Oversea-Chinese Banking Corp. Ltd.05/17/20213.14,1980.2
Bacardi Ltd.05/15/20254.54,1510.2
Federal National Mortgage Association05/01/20345.54,0900.2
Dell International LLC06/15/20235.54,0740.2
Clark County, NV07/01/20296.34,0720.2
Hellenic Republic Government Bond04/17/20194.84,0560.2
Blackstone CQP Holdco LP08/18/20216.04,0260.2
Royal Bank of Scotland Group plc05/18/20294.94,0190.2
Citigroup Inc.09/01/20234.24,0040.2
Guardian Life Global Funding04/25/20233.43,9870.2
Discovery Communications LLC09/20/20192.23,9590.2
Takeda Pharmaceutical Co. Ltd.11/26/20234.43,9470.2
Homebanc Mortgage Trust12/25/20362.73,9430.2
HCA Inc.09/01/20265.43,9000.2
Banco Bilbao Vizcaya Argentaria SA02/19/20207.03,8930.2
Sasol Financing USA LLC03/27/20245.93,8810.2
Mitsubishi UFJ Financial Group Inc.03/02/20233.53,8780.2
Province of Ontario Canada10/07/20194.03,8340.2
OMEGA Healthcare Investors Inc.08/01/20234.43,8200.2
Centene Corp.06/01/20265.43,8030.2
Citigroup Inc.07/24/20232.93,7760.2
HSBC Holdings plc09/28/20265.93,6670.2
Penske Truck Leasing Co. LP / Ptl Finance Corp.03/14/20232.73,6290.2
Capital One Multi-Asset Execution Trust01/18/20222.83,6000.2
Deutsche Bank AG/New York02/27/20234.03,5910.2
Allegro CLO I Ltd.01/30/20263.73,5480.2
Sprint Capital Corp.05/01/20196.93,5310.2
EMC Corp.06/01/20202.63,4580.2
Broadcom Corp.01/15/20273.93,4170.2
Deutsche Bank AG/New York07/13/20203.43,4090.2
UBS AG/London12/01/20202.53,3390.2
Ford Motor Credit Co. LLC06/12/20202.43,3110.2
Banco Do Nordeste Do Brasil SA05/03/20194.43,3030.2
Epr Properties06/01/20274.53,2840.2
Option One Mortgage Loan Trust07/25/20372.83,2690.2
Alba plc03/17/20391.13,2680.2
Reckitt Benckiser Treasury Services plc06/24/20222.43,2670.2
Countrywide Asset-Backed Certificates05/25/20362.73,2530.2
MASTR Asset Backed Securities Trust06/25/20362.73,2490.2
Argentina Bonar Bonds04/03/202251.53,2330.2
Tesco Property Finance 5 plc10/13/20415.73,2120.2
AXA Equitable Holdings Inc.04/20/20233.93,1630.2
Deutsche Bank AG/New York10/14/20214.23,1310.2
Mplx LP04/15/20584.93,1070.2
Wells Fargo & Co.10/31/20233.83,0920.2
Countrywide Alternative Loan Trust05/25/20362.93,0720.2
CRH America Finance Inc.04/04/20284.03,0520.2
Barclays plc09/15/20197.02,9990.2
Platin 1426 GMBH06/15/20236.92,9860.2
Delta Air Lines Inc.04/19/20213.42,9760.2
Depository Trust & Clearing Corp.06/15/20204.92,9630.2
AmeriCredit Automobile Receivables Trust07/19/20212.72,9200.2
Citigroup Inc.08/02/20212.42,9160.2
Teva Pharmaceutical Finance Netherlands III BV03/01/20286.82,9130.2
Lloyds Banking Group plc09/27/20257.52,9030.2
Province of Quebec Canada12/01/20223.52,9030.2
Enbridge Inc.01/10/20202.82,8910.2
Eurohome UK Mortgages plc06/15/20441.12,8700.2
Kraft Heinz Foods Co.02/10/20205.42,8640.2
CRH America Finance Inc.04/04/20484.52,8590.1
General Motors Financial Co. Inc.01/15/20203.12,7840.1
Wells Fargo Mortgage Backed Securities Trust07/25/20364.32,7530.1
Bayer US Finance II LLC12/15/20254.22,7300.1
Banco Bilbao Vizcaya Argentaria SA02/18/20206.82,7240.1
UBS AG/London12/01/20203.22,6880.1
JPMorgan Mortgage Acquisition Corp.01/25/20363.12,6820.1
Allergan Funding SCS03/15/20223.52,6610.1
Rio Oil Finance Trust Series 2014-107/06/20249.22,6550.1
Barclays plc09/15/20196.52,5750.1
Toyota Motor Credit Corp. MTN05/17/20223.02,5720.1
General Motors Financial Co. Inc.07/13/20203.22,5680.1
Federal National Mortgage Association TBA01/17/20344.02,5580.1
Erac USA Finance LLC10/15/20223.32,5470.1
Small Business Administration Participation Certificates01/01/20295.72,4950.1
IXIS Real Estate Capital Trust06/25/20353.62,4810.1
Nordea Bank Abp08/30/20233.82,4680.1
Countrywide Alternative Loan Trust02/25/20363.72,4620.1
GSAA Trust12/25/20462.72,4560.1
Provident Funding Mortgage Loan Trust10/25/20354.52,4050.1
Student Loan Marketing Association06/17/20301.92,3530.1
Province of Ontario Canada04/14/20204.42,3490.1
JP Morgan Mortgage Trust10/25/20364.22,3450.1
Genesis Energy LP06/15/20245.62,3290.1
Argent Securities Inc.05/25/20362.72,2660.1
Volkswagen Bank GMBH MTN06/15/20210.12,2510.1
Navient Student Loan Trust07/26/20662.82,2290.1
Cnh Industrial Capital LLC11/06/20204.42,2180.1
DSLA Mortgage Loan Trust03/19/20463.12,2130.1
BCAP LLC Trust08/26/20375.22,1860.1
RMAC Securities plc06/12/20441.12,1770.1
Atlas Senior Loan Fund IV Ltd.02/17/20263.32,1710.1
General Electric Co.01/21/20215.02,1460.1
Altice Financing SA02/15/20236.62,1180.1
Federal National Mortgage Association05/01/20385.52,1090.1
U.S. Treasury Bonds05/15/20423.02,1070.1
Countrywide Alternative Loan Trust07/25/20355.52,0960.1
American Tower Corp.02/15/20213.32,0880.1
Imperial Brands Finance plc07/21/20223.82,0850.1
Flagship VII Ltd.01/20/20263.62,0790.1
Structured Adjustable Rate Mortgage Loan Trust02/25/20372.72,0350.1
CBL & Associates LP10/15/20244.62,0320.1
Washington Mutual Mortgage Pass Through Certificates Trust09/25/20463.12,0270.1
Federal National Mortgage Association12/01/20355.52,0120.1
U.S. Treasury Bonds02/15/20443.61,9980.1
Government National Mortgage Association TBA01/23/20493.01,9710.1
HSI Asset Securitization Corp. Trust12/25/20362.71,9520.1
Aercap Ireland Capital DAC05/26/20223.51,9410.1
Residential Accredit Loans Inc.03/25/20376.01,9390.1
Argent Securities Inc.10/25/20352.91,9160.1
Odebrecht Drilling Norbe VIII/IX Ltd.12/01/20267.31,8440.1
Telefonica Emisiones Sau04/27/20205.11,8370.1
UBS AG MTN06/01/20203.61,8080.1
Charter Communications Operating LLC07/23/20203.61,7980.1
IndyMac Imsc Mortgage Loan Trust07/25/20376.51,7470.1
Rio Oil Finance Trust07/06/20249.21,7440.1
BCAP LLC Trust02/26/20365.21,7260.1
Adjustable Rate Mortgage Trust08/25/20362.61,6870.1
Tech Data Corp.02/15/20223.71,6690.1
Countrywide Asset-Backed Certificates05/25/20372.71,6590.1
Chase Mortgage Finance Corp.09/25/20364.21,6570.1
Westlake Automobile Receivables Trust09/16/20192.51,6410.1
Federal National Mortgage Association04/01/20386.01,6070.1
Walgreens Boots Alliance Inc.11/18/20213.31,5940.1
Equities Midstream Partners LP07/15/20234.81,5440.1
U.S. Treasury Bonds02/15/20462.51,5380.1
Baxalta Inc.06/23/20202.91,5340.1
Morgan Stanley ABS Capital I Inc. Trust11/25/20362.71,5280.1
Federal National Mortgage Association11/01/20385.51,5230.1
Federal National Mortgage Association05/01/20244.01,5160.1
Ford Motor Credit Co. LLC01/15/20213.21,5030.1
Specialty Underwriting & Residential Finance Trust09/25/20372.61,4940.1
Gsaa Trust08/25/20476.01,4910.1
B.A.T Capital Corp.08/14/20203.21,4860.1
Odebrecht Drilling Norbe VIII/IX Ltd.12/01/20216.31,4760.1
Sprint Communications Inc.08/15/20207.01,4370.1
Argentina Treasury Bill04/12/20190.01,4350.1
Federal National Mortgage Association11/01/20395.51,3840.1
Arrow Electronics Inc.04/01/20223.51,3820.1
People's Financial Realty Mortgage Securities Trust09/25/20362.61,3640.1
Mansard Mortgages plc12/15/20491.61,3530.1
Royal Bank of Scotland Group plc MTN03/04/20252.01,3500.1
BM & FBovespa SA07/16/20205.51,3290.1
British Telecommunications plc12/04/20234.51,3190.1
Bank of America Corp. MTN11/09/20202.21,2770.1
Ford Motor Credit Co. LLC03/27/20202.51,2730.1
Federal National Mortgage Association07/01/20264.51,2490.1
Federal National Mortgage Association01/01/20396.01,2430.1
BBVA Bancomer SA03/10/20216.51,2410.1
Federal National Mortgage Association04/01/20244.01,2210.1
Mid-State Trust08/15/20376.01,2190.1
Banco Espirito Santo SA MTN01/15/20494.81,1870.1
Countrywide Asset-Backed Certificates06/25/20362.91,1770.1
Federal National Mortgage Association10/01/20314.01,1700.1
First Horizon Asset Securities Inc.02/25/20364.51,1500.1
Energy Transfer Partners LP10/01/20204.21,1070.1
Barclays plc12/15/20208.01,0950.1
FirstEnergy Corp.07/15/20222.91,0730.1
Tyson Foods Inc.08/23/20212.21,0660.1
CVS Health Corp.07/20/20202.81,0640.1
Federal National Mortgage Association04/01/20345.51,0620.1
Federal National Mortgage Association TBA02/13/20495.51,0580.1
IndyMac INDX Mortgage Loan Trust01/25/20363.81,0560.1
Royal Bank of Scotland Group plc08/15/20218.61,0380.1
Federal Home Loan Mortgage Corp.12/01/20376.01,0310.1
Federal National Mortgage Association07/01/20415.59880.1
Abbvie Inc.11/06/20223.29860.1
American Electric Power Co. Inc.11/13/20202.19800.1
Government National Mortgage Association12/15/20385.09490.0
Federal Home Loan Mortgage Corp.04/01/20376.09470.0
National Australia Bank Ltd.03/16/20212.29370.0
Banc of America Funding Corp.05/20/20472.89350.0
Argent Securities Inc.11/25/20343.69310.0
Altice France SA05/01/20267.49200.0
Province of Quebec Canada07/29/20203.59120.0
AMBAC Lsni LLC02/12/20237.89050.0
Federal National Mortgage Association01/01/20395.59030.0
Federal National Mortgage Association09/01/20276.09020.0
International Lease Finance Corp.12/15/20208.29010.0
Federal National Mortgage Association06/01/20355.58960.0
Southern California Gas Co.06/15/20253.28940.0
Countrywide Home Loan Mortgage Pass Through Trust09/25/20474.58790.0
Countrywide Alternative Loan Trust12/25/20365.88680.0
Odebrecht Offshore Drilling Finance Ltd.12/01/20267.78540.0
Federal National Mortgage Association06/01/20354.48460.0
Goldman Sachs Group Inc.01/24/20225.88380.0
Bayview Opportunity Master Fund IIIA Trust11/28/20323.48300.0
Odebrecht Offshore Drilling Finance Ltd.12/01/20226.78000.0
Japan Tobacco Inc. MTN04/13/20212.07770.0
Federal National Mortgage Association03/01/20385.57400.0
JP Morgan Mortgage Trust04/25/20365.57330.0
Harborview Mortgage Loan Trust11/19/20343.37110.0
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates08/25/20221.37080.0
Springleaf Finance Corp.12/15/20195.27030.0
JPMorgan Mortgage Acquisition Trust05/25/20354.36940.0
Delta Air Lines Inc.03/15/20223.66850.0
Federal National Mortgage Association09/01/20386.06840.0
Morgan Stanley Dean Witter Capital I07/25/20323.46830.0
Royal Bank of Scotland Group plc05/15/20234.16790.0
Home Equity Asset Trust07/25/20353.66620.0
Suntrust Adjustable Rate Mortgage Loan Trust01/25/20374.56530.0
Government National Mortgage Association05/15/20395.06430.0
Government National Mortgage Association04/15/20415.06380.0
Argentina Treasury Bill03/29/20190.06370.0
CVS Pass-Through Trust01/10/20306.96090.0
Epr Properties04/15/20285.05950.0
Federal National Mortgage Association08/01/20354.45840.0
Federal National Mortgage Association03/01/20355.55790.0
Soundview Home Loan Trust12/25/20362.65710.0
Government National Mortgage Association06/15/20405.05690.0
Federal National Mortgage Association REMIC04/25/20335.05560.0
Federal National Mortgage Association01/01/20255.55460.0
BCAP LLC Trust03/26/20374.95350.0
Federal National Mortgage Association06/01/20385.55300.0
Bear Stearns Adjustable Rate Mortgage Trust10/25/20364.55270.0
Structured Adjustable Rate Mortgage Loan Trust04/25/20354.35260.0
Federal Home Loan Mortgage Corp.11/01/20376.05220.0
Federal National Mortgage Association09/01/20415.55200.0
GSR Mortgage Loan Trust05/25/20354.25190.0
CNH Industrial Capital LLC10/15/20213.94980.0
Federal National Mortgage Association02/01/20355.54920.0
RAMP Trust08/25/20343.44900.0
Federal National Mortgage Association05/01/20415.04810.0
Federal Home Loan Mortgage Corp.02/01/20385.54780.0
Moody's Corp.09/01/20224.54760.0
Federal National Mortgage Association05/01/20365.54740.0
Merrill Lynch Alternative Note Asset Trust03/25/20376.04700.0
Federal National Mortgage Association01/01/20375.54670.0
Washington Mutual Mortgage Pass Through Certificates Trust04/25/20453.04610.0
Federal National Mortgage Association01/01/20366.04510.0
Federal National Mortgage Association11/01/20213.34400.0
Federal National Mortgage Association10/01/20366.04230.0
Federal National Mortgage Association08/01/20355.54230.0
Structured Asset Mortgage Investments Inc.07/19/20352.74220.0
Federal National Mortgage Association05/01/20414.54100.0
Federal Home Loan Mortgage Corp.07/01/20385.53960.0
Mitsubishi Corp. MTN07/14/20222.63910.0
Federal National Mortgage Association05/01/20394.53830.0
Federal National Mortgage Association06/01/20376.03830.0
Federal National Mortgage Association06/01/20285.03690.0
Federal National Mortgage Association06/01/20414.53690.0
Federal National Mortgage Association05/01/20254.53670.0
Federal National Mortgage Association12/01/20295.03660.0
Federal National Mortgage Association07/01/20264.03540.0
Federal National Mortgage Association04/01/20244.03400.0
Bear Stearns Adjustable Rate Mortgage Trust04/25/20344.03400.0
Federal National Mortgage Association01/01/20386.03350.0
Federal National Mortgage Association04/01/20355.53330.0
Federal Home Loan Mortgage Corp.02/01/20376.03050.0
Federal National Mortgage Association02/01/20305.03030.0
Federal National Mortgage Association09/01/20484.03010.0
Owens Corning12/01/20244.22980.0
GSR Mortgage Loan Trust11/25/20354.52980.0
Federal Home Loan Mortgage Corp.02/01/20346.02970.0
Federal National Mortgage Association09/01/20213.02950.0
Federal National Mortgage Association03/01/20345.52930.0
First Franklin Mortgage Loan Trust07/25/20362.72870.0
Moody's Corp.01/15/20232.62870.0
Federal National Mortgage Association04/01/20254.52850.0
Credit Suisse First Boston Mortgage Securities Corp.11/25/20356.02840.0
Federal National Mortgage Association11/01/20345.52830.0
Residential Funding Mortgage Securities I02/25/20364.92810.0
Government National Mortgage Association II02/20/20323.42790.0
Federal National Mortgage Association04/01/20395.02750.0
Federal National Mortgage Association08/01/20414.52710.0
Federal National Mortgage Association08/01/20244.02660.0
Federal National Mortgage Association08/01/20385.52640.0
Federal National Mortgage Association05/01/20385.52590.0
Federal National Mortgage Association08/01/20355.52530.0
TTX Co. MTN06/15/20202.62470.0
Federal National Mortgage Association01/01/20415.02450.0
Federal National Mortgage Association08/01/20254.52440.0
Federal National Mortgage Association06/01/20445.02430.0
Residential Funding Mortgage Securities I02/25/20374.42380.0
Federal National Mortgage Association07/01/20415.02320.0
Federal National Mortgage Association10/01/20414.52310.0
Federal National Mortgage Association07/01/20264.52300.0
Federal National Mortgage Association06/01/20406.02280.0
Federal National Mortgage Association08/01/20254.52270.0
Federal National Mortgage Association07/01/20414.52240.0
Washington Mutual Mortgage Pass Through Certificates Trust10/25/20452.82230.0
Federal National Mortgage Association02/01/20244.02200.0
Federal National Mortgage Association10/01/20403.62170.0
Federal National Mortgage Association03/01/20375.52150.0
Federal Home Loan Mortgage Corp.04/01/20385.52120.0
Federal Home Loan Mortgage Corp.10/01/20386.02120.0
Federal National Mortgage Association02/01/20254.52100.0
Federal Home Loan Mortgage Corp.05/01/20406.02090.0
Ally Financial Inc.09/15/20207.52080.0
Government National Mortgage Association04/15/20395.02080.0
Federal National Mortgage Association10/01/20315.02070.0
Viterra Inc.08/01/20206.02060.0
HCA Inc.02/15/20206.52060.0
Federal Home Loan Mortgage Corp.10/01/20376.02010.0
Ally Financial Inc.03/30/20204.11980.0
Federal National Mortgage Association05/01/20234.51970.0
Federal National Mortgage Association05/01/20396.01950.0
Federal Home Loan Mortgage Corp.10/01/20376.01900.0
Federal National Mortgage Association10/01/20355.51900.0
Federal National Mortgage Association05/01/20264.51840.0
Federal Home Loan Mortgage Corp.09/01/20414.51840.0
Federal National Mortgage Association08/01/20366.01830.0
Federal National Mortgage Association09/01/20366.01820.0
Federal National Mortgage Association05/01/20234.51820.0
Federal National Mortgage Association REMIC12/25/20425.41800.0
GM Financial Consumer Automobiles Receivables Trust03/16/20201.51790.0
Federal Home Loan Mortgage Corp.12/01/20404.51780.0
Federal National Mortgage Association08/01/20244.51770.0
Federal National Mortgage Association09/01/20405.51720.0
Federal National Mortgage Association01/01/20366.01690.0
Federal National Mortgage Association06/01/20405.51670.0
Government National Mortgage Association10/15/20385.01570.0
Bear Stearns Alt-A Trust07/25/20352.91560.0
Federal National Mortgage Association01/01/20254.51560.0
Federal National Mortgage Association07/01/20366.01510.0
Federal National Mortgage Association03/01/20285.01500.0
Federal National Mortgage Association06/01/20414.51500.0
Federal National Mortgage Association09/01/20386.01480.0
Federal National Mortgage Association06/01/20414.51470.0
Federal National Mortgage Association02/01/20264.01450.0
Federal National Mortgage Association03/01/20385.01430.0
Federal National Mortgage Association01/01/20365.51430.0
Chicago Transit Authority12/01/20216.31370.0
Federal National Mortgage Association04/01/20355.51330.0
Federal National Mortgage Association07/01/20264.51330.0
Federal National Mortgage Association06/01/20415.01270.0
Federal National Mortgage Association06/01/20375.01270.0
Federal National Mortgage Association11/01/20395.01210.0
Federal National Mortgage Association09/01/20414.51210.0
Federal National Mortgage Association03/01/20264.51190.0
Federal National Mortgage Association03/01/20394.51180.0
Government National Mortgage Association12/15/20385.01180.0
Federal National Mortgage Association01/01/20415.01150.0
Federal National Mortgage Association11/01/20365.51130.0
Federal National Mortgage Association06/01/20366.01110.0
Federal National Mortgage Association02/01/20275.01090.0
Federal National Mortgage Association10/01/20255.01070.0
Federal National Mortgage Association07/01/20244.51060.0
Federal National Mortgage Association09/01/20405.01040.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities02/25/20453.11040.0
Federal National Mortgage Association02/01/20396.01040.0
Federal National Mortgage Association08/01/20414.51040.0
Federal National Mortgage Association11/01/20346.01020.0
Federal National Mortgage Association03/01/20264.01020.0
Navient Corp. MTN03/25/20208.01020.0
Federal National Mortgage Association12/01/20275.51020.0
Federal National Mortgage Association08/01/20213.0950.0
Federal National Mortgage Association09/01/20255.0950.0
Federal National Mortgage Association07/01/20275.0940.0
Federal National Mortgage Association12/01/20404.5920.0
Federal National Mortgage Association08/01/20294.0910.0
Federal National Mortgage Association07/01/20335.0910.0
Federal National Mortgage Association01/01/20406.0890.0
Federal National Mortgage Association04/01/20254.5880.0
Federal National Mortgage Association01/01/20264.0880.0
Federal National Mortgage Association03/01/20296.0880.0
Government National Mortgage Association04/15/20385.0880.0
Federal National Mortgage Association12/01/20404.5870.0
Federal National Mortgage Association08/01/20414.5860.0
Federal National Mortgage Association10/01/20304.0860.0
Federal National Mortgage Association07/01/20245.0850.0
Federal National Mortgage Association07/01/20264.0850.0
Federal National Mortgage Association07/01/20285.5850.0
Federal National Mortgage Association02/01/20376.0830.0
Federal National Mortgage Association10/01/20244.5830.0
Federal National Mortgage Association01/01/20365.5810.0
Government National Mortgage Association03/15/20385.0800.0
Federal National Mortgage Association05/01/20254.0780.0
Federal National Mortgage Association11/01/20285.0750.0
Federal National Mortgage Association11/01/20335.5750.0
Federal National Mortgage Association11/01/20376.0750.0
Federal National Mortgage Association06/01/20415.0730.0
Federal National Mortgage Association10/01/20244.5730.0
Government National Mortgage Association09/15/20395.0730.0
Federal National Mortgage Association03/01/20275.5730.0
Federal National Mortgage Association06/01/20254.5720.0
Federal National Mortgage Association REMIC05/25/20354.1710.0
Federal National Mortgage Association08/01/20386.0710.0
Federal National Mortgage Association06/01/20223.0700.0
Federal National Mortgage Association11/01/20254.5700.0
Federal National Mortgage Association08/01/20366.0700.0
Federal National Mortgage Association03/01/20366.0690.0
Federal National Mortgage Association07/01/20345.5690.0
GSAMP Trust12/25/20362.6690.0
Federal National Mortgage Association06/01/20234.5680.0
Federal National Mortgage Association06/01/20405.0680.0
Federal National Mortgage Association03/01/20254.5670.0
Federal National Mortgage Association08/01/20366.0670.0
Federal National Mortgage Association05/01/20396.0670.0
Federal National Mortgage Association03/01/20254.5660.0
Federal National Mortgage Association06/01/20405.0660.0
Federal National Mortgage Association07/01/20424.5660.0
Federal National Mortgage Association02/01/20254.5650.0
Federal National Mortgage Association04/01/20275.5650.0
Federal National Mortgage Association06/01/20254.0650.0
Federal National Mortgage Association05/01/20345.5630.0
Federal National Mortgage Association11/01/20365.5630.0
Federal National Mortgage Association04/01/20213.0630.0
Federal National Mortgage Association02/01/20394.5620.0
Government National Mortgage Association II11/20/20293.1610.0
Federal National Mortgage Association10/01/20366.0590.0
Federal National Mortgage Association04/01/20234.5590.0
Federal National Mortgage Association03/01/20394.5590.0
Government National Mortgage Association01/15/20395.0590.0
Federal National Mortgage Association05/01/20354.3590.0
Federal National Mortgage Association10/01/20414.5580.0
Government National Mortgage Association02/15/20395.0580.0
Federal National Mortgage Association03/01/20366.0570.0
Federal National Mortgage Association06/01/20366.0560.0
Federal National Mortgage Association10/01/20254.0560.0
Federal National Mortgage Association05/01/20273.5560.0
Federal National Mortgage Association04/01/20366.0560.0
Federal National Mortgage Association08/01/20375.5550.0
Federal National Mortgage Association07/01/20415.0540.0
Federal National Mortgage Association03/01/20395.0540.0
Small Business Administration Participation Certificates09/01/20235.1520.0
Federal National Mortgage Association11/01/20366.0520.0
Federal National Mortgage Association11/01/20365.5520.0
Federal National Mortgage Association02/01/20365.5520.0
Federal Home Loan Mortgage Corp.05/01/20356.0520.0
Government National Mortgage Association05/15/20385.0510.0
Government National Mortgage Association05/15/20385.0500.0
Federal National Mortgage Association02/01/20335.5500.0
Small Business Administration Participation Certificates01/01/20216.3500.0
Federal National Mortgage Association03/01/20264.5490.0
JP Morgan Re-REMIC09/27/20364.1490.0
Federal National Mortgage Association06/01/20285.0480.0
Federal Home Loan Mortgage Corp. Structured Pass Through Securities08/15/20323.9470.0
Government National Mortgage Association04/15/20395.0470.0
Federal National Mortgage Association12/01/20254.5470.0
Federal National Mortgage Association02/01/20386.0460.0
Federal National Mortgage Association09/01/20366.0450.0
Federal National Mortgage Association04/01/20273.5450.0
Government National Mortgage Association03/15/20385.0450.0
Government National Mortgage Association04/15/20385.0450.0
Federal National Mortgage Association08/01/20365.5450.0
Federal Home Loan Mortgage Corp. REMIC08/15/20228.0440.0
Federal National Mortgage Association12/01/20385.5440.0
Federal National Mortgage Association12/01/20204.5440.0
Government National Mortgage Association II07/20/20273.8430.0
Government National Mortgage Association12/15/20385.0420.0
Federal National Mortgage Association10/01/20346.0410.0
Federal National Mortgage Association11/01/20396.0400.0
Federal Home Loan Mortgage Corp.09/01/20386.0390.0
Federal National Mortgage Association02/01/20385.0390.0
Government National Mortgage Association II09/20/20243.8390.0
Federal National Mortgage Association05/01/20244.0390.0
Federal National Mortgage Association11/01/20335.5380.0
Federal National Mortgage Association09/01/20365.5380.0
Federal National Mortgage Association06/01/20376.0380.0
Federal Home Loan Mortgage Corp.08/01/20354.4370.0
Federal National Mortgage Association12/01/20355.5370.0
Federal National Mortgage Association04/01/20345.5360.0
Federal National Mortgage Association10/01/20386.0360.0
Federal National Mortgage Association10/01/20244.5360.0
Federal National Mortgage Association07/01/20405.0340.0
Federal National Mortgage Association02/01/20285.0340.0
Federal National Mortgage Association04/01/20375.5330.0
Federal National Mortgage Association10/01/20345.0330.0
Odebrecht Oil & Gas Finance Ltd.02/11/20190.0330.0
Federal National Mortgage Association08/01/20376.0320.0
Federal National Mortgage Association08/01/20414.5320.0
Federal National Mortgage Association10/01/20376.0310.0
Bear Stearns Adjustable Rate Mortgage Trust01/25/20354.1310.0
Federal National Mortgage Association10/01/20304.0310.0
Federal National Mortgage Association12/01/20213.0300.0
Federal National Mortgage Association10/01/20213.0300.0
Government National Mortgage Association10/15/20395.0300.0
Federal National Mortgage Association10/01/20366.0300.0
Federal National Mortgage Association02/01/20385.5290.0
Merrill Lynch Mortgage Investors Inc.11/25/20352.8290.0
Federal National Mortgage Association11/01/20385.5290.0
Federal National Mortgage Association03/01/20263.5280.0
Federal National Mortgage Association12/01/20244.5280.0
Federal National Mortgage Association12/01/20376.0270.0
Federal National Mortgage Association05/01/20275.0270.0
Federal National Mortgage Association09/01/20335.5260.0
Federal National Mortgage Association08/01/20375.5260.0
Federal National Mortgage Association01/01/20345.5260.0
Federal National Mortgage Association07/01/20264.5260.0
Federal National Mortgage Association06/01/20314.0260.0
Government National Mortgage Association II08/20/20223.8250.0
Federal National Mortgage Association10/01/20356.0250.0
Federal National Mortgage Association09/01/20395.0250.0
Federal National Mortgage Association10/01/20386.0250.0
Federal National Mortgage Association06/01/20366.0250.0
Federal National Mortgage Association01/01/20355.5240.0
Government National Mortgage Association II05/20/20243.6230.0
Federal National Mortgage Association05/01/20246.0230.0
Federal National Mortgage Association12/01/20235.0220.0
Federal National Mortgage Association03/01/20254.5220.0
Federal National Mortgage Association01/01/20254.5220.0
Federal National Mortgage Association09/01/20285.5220.0
Federal National Mortgage Association03/01/20345.5210.0
Government National Mortgage Association06/15/20415.0210.0
Federal National Mortgage Association08/01/20404.5210.0
Federal National Mortgage Association09/01/20234.0210.0
Federal National Mortgage Association02/01/20345.5210.0
Federal National Mortgage Association06/01/20286.0210.0
Federal National Mortgage Association01/01/20355.5210.0
Government National Mortgage Association II11/20/20253.1210.0
Federal National Mortgage Association05/01/20345.5210.0
Federal National Mortgage Association02/01/20345.5210.0
Federal National Mortgage Association05/01/20385.5210.0
Federal National Mortgage Association07/01/20366.0200.0
Federal National Mortgage Association10/01/20244.5200.0
Federal National Mortgage Association03/01/20255.0200.0
Federal National Mortgage Association09/01/20415.0200.0
Government National Mortgage Association II12/20/20243.1200.0
Federal National Mortgage Association07/01/20414.5200.0
Federal National Mortgage Association02/01/20396.0190.0
Government National Mortgage Association03/15/20395.0190.0
Federal National Mortgage Association10/01/20264.0180.0
Federal National Mortgage Association04/01/20264.0180.0
Federal Home Loan Mortgage Corp. REMIC11/15/20302.9180.0
Federal National Mortgage Association12/01/20244.5180.0
Federal National Mortgage Association06/01/20213.0180.0
Federal National Mortgage Association01/01/20345.5180.0
Federal National Mortgage Association12/01/20335.5180.0
Federal National Mortgage Association09/01/20316.0180.0
Government National Mortgage Association05/15/20385.0180.0
Federal National Mortgage Association06/01/20335.5180.0
Government National Mortgage Association II01/20/20253.4180.0
Federal National Mortgage Association02/01/20376.0180.0
Federal National Mortgage Association09/01/20345.5170.0
Federal National Mortgage Association02/01/20345.5170.0
Federal National Mortgage Association02/01/20345.5170.0
Federal National Mortgage Association01/01/20396.0170.0
Bear Stearns Adjustable Rate Mortgage Trust11/25/20302.8170.0
Government National Mortgage Association01/15/20385.0170.0
Federal National Mortgage Association07/01/20405.0170.0
Federal National Mortgage Association04/01/20414.5170.0
Federal National Mortgage Association02/01/20345.0170.0
Federal National Mortgage Association02/01/20295.5160.0
Federal National Mortgage Association09/01/20304.5160.0
Federal National Mortgage Association03/01/20264.0160.0
Federal National Mortgage Association07/01/20355.5150.0
Federal National Mortgage Association08/01/20386.0150.0
Government National Mortgage Association II09/20/20233.8150.0
Federal National Mortgage Association05/01/20424.5150.0
Federal National Mortgage Association03/01/20345.5150.0
Federal National Mortgage Association08/01/20236.0150.0
Federal National Mortgage Association09/01/20213.0150.0
Federal National Mortgage Association12/01/20404.5140.0
Federal National Mortgage Association09/01/20356.0140.0
Federal National Mortgage Association12/01/20285.5140.0
Federal National Mortgage Association01/01/20376.0140.0
Federal National Mortgage Association03/01/20345.5130.0
Federal National Mortgage Association05/01/20244.5130.0
Federal National Mortgage Association05/01/20254.0130.0
Federal National Mortgage Association07/01/20204.5130.0
Federal National Mortgage Association12/01/20345.5130.0
Federal National Mortgage Association06/01/20276.0120.0
Federal National Mortgage Association03/01/20335.5120.0
Federal National Mortgage Association11/01/20224.5120.0
Federal National Mortgage Association05/01/20314.5110.0
Federal National Mortgage Association02/01/20246.0110.0
Federal National Mortgage Association09/01/20345.5110.0
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 Association03/01/20345.5100.0
Federal National Mortgage Association10/01/20264.0100.0
Federal Home Loan Mortgage Corp.05/01/20316.0100.0
Federal National Mortgage Association12/01/20366.0100.0
Federal National Mortgage Association03/01/20406.090.0
Federal National Mortgage Association05/01/20355.590.0
Federal National Mortgage Association07/01/20213.090.0
Federal National Mortgage Association08/01/20376.090.0
Federal National Mortgage Association02/01/20346.090.0
Federal National Mortgage Association09/01/20366.090.0
Federal National Mortgage Association12/01/20254.090.0
Federal National Mortgage Association07/01/20356.090.0
Federal National Mortgage Association09/01/20414.590.0
Federal National Mortgage Association01/01/20355.590.0
Federal National Mortgage Association11/01/20253.090.0
Federal National Mortgage Association09/01/20414.590.0
Federal National Mortgage Association05/01/20394.580.0
Federal Home Loan Mortgage Corp.08/01/20386.080.0
Federal National Mortgage Association09/01/20415.580.0
Federal National Mortgage Association06/01/20355.580.0
Federal National Mortgage Association04/01/20386.070.0
Federal National Mortgage Association08/01/20244.570.0
Federal National Mortgage Association01/01/20365.570.0
Federal National Mortgage Association04/01/20345.570.0
Government National Mortgage Association10/15/20385.070.0
Government National Mortgage Association04/15/20395.070.0
Federal National Mortgage Association05/01/20405.070.0
Federal National Mortgage Association09/01/20366.060.0
Federal National Mortgage Association01/01/20224.560.0
Federal National Mortgage Association02/01/20264.560.0
Federal National Mortgage Association11/01/20395.060.0
Federal National Mortgage Association02/01/20355.560.0
Federal National Mortgage Association08/01/20355.560.0
Federal National Mortgage Association03/01/20244.560.0
Federal Home Loan Mortgage Corp.06/01/20244.560.0
Federal Home Loan Mortgage Corp.02/01/20336.060.0
Indymac ARM Trust01/25/20323.960.0
Federal National Mortgage Association07/01/20264.560.0
Federal National Mortgage Association11/01/20376.060.0
Federal National Mortgage Association06/01/20366.060.0
Government National Mortgage Association II12/20/20263.160.0
Government National Mortgage Association II10/20/20253.160.0
Federal National Mortgage Association05/01/20365.550.0
Federal National Mortgage Association11/01/20355.550.0
Federal National Mortgage Association03/01/20405.050.0
Federal National Mortgage Association01/01/20395.550.0
Federal National Mortgage Association11/01/20244.550.0
Federal National Mortgage Association08/01/20355.550.0
Federal National Mortgage Association07/01/20366.050.0
Federal National Mortgage Association04/01/20345.550.0
Government National Mortgage Association12/15/20355.050.0
Federal National Mortgage Association08/01/20244.550.0
Federal National Mortgage Association11/01/20355.550.0
Federal National Mortgage Association09/01/20365.550.0
Federal National Mortgage Association07/01/20254.540.0
Federal National Mortgage Association10/01/20355.540.0
Federal National Mortgage Association03/01/20385.540.0
Federal National Mortgage Association12/01/20355.540.0
Federal National Mortgage Association10/01/20386.040.0
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 Association08/01/20213.040.0
Federal National Mortgage Association09/01/20366.040.0
Federal National Mortgage Association01/01/20375.540.0
Federal National Mortgage Association01/01/20365.540.0
Federal National Mortgage Association05/01/20335.540.0
Federal National Mortgage Association09/01/20244.530.0
Federal National Mortgage Association12/01/20345.530.0
Federal Home Loan Mortgage Corp.05/01/20336.030.0
Federal National Mortgage Association11/01/20335.530.0
Government National Mortgage Association II10/20/20253.130.0
Federal Home Loan Mortgage Corp. REMIC12/15/20209.030.0
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 National Mortgage Association12/01/20335.530.0
Federal National Mortgage Association09/01/20385.530.0
Federal National Mortgage Association08/01/20236.020.0
Federal National Mortgage Association07/01/20365.520.0
Government National Mortgage Association05/15/20395.020.0
Federal National Mortgage Association09/01/20386.020.0
Federal National Mortgage Association02/01/20213.020.0
Federal National Mortgage Association06/01/20254.520.0
Federal National Mortgage Association11/01/20244.520.0
Federal National Mortgage Association02/01/20254.520.0
Federal National Mortgage Association10/01/20366.020.0
Federal National Mortgage Association10/01/20335.520.0
Federal National Mortgage Association05/01/20244.520.0
Federal National Mortgage Association09/01/20366.020.0
Federal National Mortgage Association04/01/20385.520.0
Federal National Mortgage Association05/01/20246.020.0
Federal National Mortgage Association10/01/20355.520.0
Government National Mortgage Association11/15/20385.020.0
Federal National Mortgage Association12/01/20335.520.0
Government National Mortgage Association04/15/20355.020.0
Federal Home Loan Mortgage Corp.01/01/20296.010.0
Federal National Mortgage Association06/01/20366.010.0
Federal National Mortgage Association10/01/20345.510.0
Federal National Mortgage Association06/01/20355.510.0
Federal National Mortgage Association01/01/20254.510.0
Federal National Mortgage Association07/01/20376.010.0
Federal National Mortgage Association07/01/20385.510.0
Federal National Mortgage Association12/01/20244.510.0
Federal Home Loan Mortgage Corp.10/01/20376.010.0
Federal National Mortgage Association10/01/20345.510.0
Federal National Mortgage Association08/01/20366.010.0
Federal National Mortgage Association09/01/20376.010.0
Federal National Mortgage Association09/01/20355.510.0
Government National Mortgage Association08/15/20335.010.0
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
Federal National Mortgage Association07/01/20236.010.0
Federal National Mortgage Association10/01/20366.010.0
Federal National Mortgage Association02/01/20345.510.0
Government National Mortgage Association II07/20/20243.810.0
Federal National Mortgage Association10/01/20345.510.0
Federal Housing Authority Project02/01/20217.410.0
First Nationwide Trust08/21/20316.800.0
Federal National Mortgage Association06/01/20194.500.0
General Motors Co. Escrow03/06/20495.200.0
Total3,406,364177.2
Cash and Other Assets Less Liabilities-77.2
Total Net Assets100%

Sector Allocation (As of Quarter Ended 12/31/2018)

As of Quarter Ended 12/31/2018
Economic SectorHarbor Bond Fund %
Mortgage Pass-through68.5
Corporate Bonds & Notes51.1
U.S. Government Obligations24.3
Foreign Government Obligations16.4
Asset-backed Securities11.3
Collateralized Mortgage Obligations6.1
Municipal Bonds0.5
Financials0.3
Consumer Discretionary0.0

Maturity Profile (As of Quarter Ended 09/30/2018)

As of Quarter Ended 09/30/2018
MaturityHarbor Bond Fund %
0-1 yr0.0
1-3 yr5.5
3-5 yr78.2
5-7 yr23.6
7-10 yr-16.5
10-20 yr7.7
20-30 yr2.1
Over 30 yr-0.6

Duration (As of Quarter Ended 09/30/2018)

As of Quarter Ended 09/30/2018
DurationHarbor Bond Fund %
0-1 yr1.5
1-3 yr17.5
3-5 yr83.8
5-7 yr1.6
7-10 yr-8.5
10-20 yr15.7
20-30 yr-11.5
Over 30 yr0.0

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.