Calvert Balanced Fund
CALVERT SOCIAL INVESTMENT FUND
+490
New
490
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | Microsoft Corp | 594918104 | Jun 2020 | 200,851 | $40.9M | 4.54% | EC |
| 2 | Apple Inc | 037833100 | Jun 2020 | 92,552 | $33.8M | 3.75% | EC |
| 3 | Amazon.com Inc | 023135106 | Jun 2020 | 12,066 | $33.3M | 3.70% | EC |
| 4 | Alphabet Inc | 02079K107 | Jun 2020 | 19,012 | $26.9M | 2.98% | EC |
| 5 | UMBS, TBA | 01F030678 | Jun 2020 | 16,500,000 | $17.4M | 1.93% | ABS-MBS |
| 6 | Visa Inc | 92826C839 | Jun 2020 | 87,500 | $16.9M | 1.88% | EC |
| 7 | CALVERT CASH RESERVES FUND CALVERT CASH RESERVES FUND | 000000000 | Jun 2020 | 14,622,983 | $14.6M | 1.62% | EC |
| 8 | Danaher Corp | 235851102 | Jun 2020 | 80,100 | $14.2M | 1.57% | EC |
| 9 | PepsiCo Inc | 713448108 | Jun 2020 | 105,896 | $14.0M | 1.56% | EC |
| 10 | Walmart Inc | 931142103 | Jun 2020 | 109,600 | $13.1M | 1.46% | EC |
| 11 | American Tower Corp | 03027X100 | Jun 2020 | 50,300 | $13.0M | 1.44% | EC |
| 12 | Home Depot Inc/The | 437076102 | Jun 2020 | 51,900 | $13.0M | 1.44% | EC |
| 13 | Thermo Fisher Scientific Inc | 883556102 | Jun 2020 | 33,397 | $12.1M | 1.34% | EC |
| 14 | United States Treasury | 912828Y38 | Jun 2020 | 10,297,009 | $11.6M | 1.29% | DBT |
| 15 | Mondelez International Inc | 609207105 | Jun 2020 | 224,770 | $11.5M | 1.28% | EC |
| 16 | Anthem Inc | 036752103 | Jun 2020 | 42,800 | $11.3M | 1.25% | EC |
| 17 | PayPal Holdings Inc | 70450Y103 | Jun 2020 | 63,500 | $11.1M | 1.23% | EC |
| 18 | Abbott Laboratories | 002824100 | Jun 2020 | 120,700 | $11.0M | 1.23% | EC |
| 19 | Fidelity National Information Services Inc | 31620M106 | Jun 2020 | 77,900 | $10.4M | 1.16% | EC |
| 20 | AMETEK Inc | 031100100 | Jun 2020 | 116,000 | $10.4M | 1.15% | EC |
| 21 | Tradeweb Markets Inc | 892672106 | Jun 2020 | 164,766 | $9.6M | 1.06% | EC |
| 22 | AbbVie Inc | 00287Y109 | Jun 2020 | 96,800 | $9.5M | 1.06% | EC |
| 23 | Sanofi | 000000000 | Jun 2020 | 92,300 | $9.4M | 1.05% | EC |
| 24 | Electronic Arts Inc | 285512109 | Jun 2020 | 70,200 | $9.3M | 1.03% | EC |
| 25 | Texas Instruments Inc | 882508104 | Jun 2020 | 71,296 | $9.1M | 1.01% | EC |
| 26 | JPMorgan Chase & Co | 46625H100 | Jun 2020 | 95,700 | $9.0M | 1.00% | EC |
| 27 | Verizon Communications Inc | 92343V104 | Jun 2020 | 159,308 | $8.8M | 0.98% | EC |
| 28 | Bank of America Corp | 060505104 | Jun 2020 | 369,600 | $8.8M | 0.97% | EC |
| 29 | Adobe Inc | 00724F101 | Jun 2020 | 19,824 | $8.6M | 0.96% | EC |
| 30 | Cisco Systems Inc | 17275R102 | Jun 2020 | 181,200 | $8.5M | 0.94% | EC |
| 31 | Cognizant Technology Solutions Corp | 192446102 | Jun 2020 | 144,014 | $8.2M | 0.91% | EC |
| 32 | UMBS, TBA | 01F022675 | Jun 2020 | 7,650,000 | $8.0M | 0.89% | ABS-MBS |
| 33 | Fanniemae-Aces | 3136B6XJ7 | Jun 2020 | 7,125,000 | $7.8M | 0.87% | ABS-MBS |
| 34 | Steel Dynamics Inc | 858119100 | Jun 2020 | 293,300 | $7.7M | 0.85% | EC |
| 35 | Zoetis Inc | 98978V103 | Jun 2020 | 50,600 | $6.9M | 0.77% | EC |
| 36 | Travelers Cos Inc/The | 89417E109 | Jun 2020 | 60,700 | $6.9M | 0.77% | EC |
| 37 | Match Group Inc | 44919P508 | Jun 2020 | 21,300 | $6.9M | 0.76% | EC |
| 38 | Taiwan Semiconductor Manufacturing Co Ltd | 874039100 | Jun 2020 | 121,100 | $6.9M | 0.76% | EC |
| 39 | PNC Financial Services Group Inc/The | 693475105 | Jun 2020 | 65,100 | $6.8M | 0.76% | EC |
| 40 | TJX Cos Inc/The | 872540109 | Jun 2020 | 132,400 | $6.7M | 0.74% | EC |
| 41 | ICU Medical Inc | 44930G107 | Jun 2020 | 36,300 | $6.7M | 0.74% | EC |
| 42 | Dollar General Corp | 256677105 | Jun 2020 | 34,500 | $6.6M | 0.73% | EC |
| 43 | Stanley Black & Decker Inc | 854502101 | Jun 2020 | 47,100 | $6.6M | 0.73% | EC |
| 44 | Waste Management Inc | 94106L109 | Jun 2020 | 60,225 | $6.4M | 0.71% | EC |
| 45 | United States Treasury | 912828ZA1 | Jun 2020 | 6,170,000 | $6.3M | 0.70% | DBT |
| 46 | Boston Scientific Corp | 101137107 | Jun 2020 | 175,700 | $6.2M | 0.68% | EC |
| 47 | PNC FINANCIAL SERVICES | 693475AY1 | Jun 2020 | 5,700,000 | $6.0M | 0.67% | DBT |
| 48 | CMS Energy Corp | 125896100 | Jun 2020 | 99,673 | $5.8M | 0.65% | EC |
| 49 | NextEra Energy Partners LP | 65341B106 | Jun 2020 | 113,000 | $5.8M | 0.64% | EC |
| 50 | Ingersoll Rand Inc | 45687V106 | Jun 2020 | 205,700 | $5.8M | 0.64% | EC |
| 51 | Sempra Energy | 816851109 | Jun 2020 | 48,315 | $5.7M | 0.63% | EC |
| 52 | Hexcel Corp | 428291108 | Jun 2020 | 125,200 | $5.7M | 0.63% | EC |
| 53 | Union Pacific Corp | 907818108 | Jun 2020 | 33,100 | $5.6M | 0.62% | EC |
| 54 | Cboe Global Markets Inc | 12503M108 | Jun 2020 | 59,700 | $5.6M | 0.62% | EC |
| 55 | First American Financial Corp | 31847R102 | Jun 2020 | 111,243 | $5.3M | 0.59% | EC |
| 56 | Stack Infrastructure Issuer LLC | 85236KAA0 | Jun 2020 | 5,032,000 | $5.3M | 0.59% | ABS-O |
| 57 | Mastercard Inc | 57636Q104 | Jun 2020 | 17,400 | $5.1M | 0.57% | EC |
| 58 | Intuit Inc | 461202103 | Jun 2020 | 16,267 | $4.8M | 0.53% | EC |
| 59 | Emerson Electric Co | 291011104 | Jun 2020 | 76,100 | $4.7M | 0.52% | EC |
| 60 | Baker Hughes Co | 05722G100 | Jun 2020 | 299,100 | $4.6M | 0.51% | EC |
| 61 | Fanniemae-Aces | 3136B3DE7 | Jun 2020 | 3,600,000 | $4.3M | 0.48% | ABS-MBS |
| 62 | Intercontinental Exchange Inc | 45866F104 | Jun 2020 | 44,500 | $4.1M | 0.45% | EC |
| 63 | FHLMC Multifamily Structured Pass Through Certs. | 3137FPHR9 | Jun 2020 | 3,315,000 | $3.7M | 0.41% | ABS-MBS |
| 64 | City of San Francisco CA Public Utilities Commission Water Revenue | 79765R5A3 | Jun 2020 | 3,420,000 | $3.6M | 0.41% | DBT |
| 65 | UMBS, TBA | 01F032674 | Jun 2020 | 3,400,000 | $3.6M | 0.40% | ABS-MBS |
| 66 | T-Mobile US Inc | 872590104 | Jun 2020 | 33,000 | $3.4M | 0.38% | EC |
| 67 | Citigroup Inc | 172967LD1 | Jun 2020 | 2,746,000 | $3.1M | 0.34% | DBT |
| 68 | INTL BK RECON & DEVELOP | 45905U6L3 | Jun 2020 | 2,600,000 | $3.0M | 0.33% | DBT |
| 69 | SERVPRO MASTER ISSUER, LLC | 817743AA5 | Jun 2020 | 2,591,991 | $2.6M | 0.29% | ABS-O |
| 70 | Fannie Mae | 31418CQB3 | Jun 2020 | 2,432,519 | $2.6M | 0.29% | ABS-MBS |
| 71 | CALVERT IMPACT CAPITAL NOTE 12/21 VAR | 000000000 | Jun 2020 | 2,615,531 | $2.6M | 0.29% | DBT |
| 72 | Fanniemae-Aces | 3136B75M9 | Jun 2020 | 2,322,000 | $2.5M | 0.28% | ABS-MBS |
| 73 | Ford Motor Credit Co LLC | 345397YQ0 | Jun 2020 | 2,615,000 | $2.5M | 0.28% | DBT |
| 74 | Oportun Funding LLC | 68376VAA2 | Jun 2020 | 2,486,000 | $2.5M | 0.28% | ABS-O |
| 75 | MORGAN STANLEY | 6174468K8 | Jun 2020 | 2,321,000 | $2.3M | 0.26% | DBT |
| 76 | NATIONAL OILWELL VARCO I | 637071AM3 | Jun 2020 | 2,306,000 | $2.3M | 0.25% | DBT |
| 77 | United States Treasury | 912828ZT0 | Jun 2020 | 2,150,000 | $2.1M | 0.24% | DBT |
| 78 | Avangrid Inc | 05351WAA1 | Jun 2020 | 1,956,000 | $2.1M | 0.23% | DBT |
| 79 | Nvent Finance Sarl | 67078AAD5 | Jun 2020 | 1,965,000 | $2.1M | 0.23% | DBT |
| 80 | United States Treasury | 9128284H0 | Jun 2020 | 2,002,914 | $2.1M | 0.23% | DBT |
| 81 | Tesla Auto Lease Trust | 88165GAC4 | Jun 2020 | 2,016,000 | $2.1M | 0.23% | ABS-O |
| 82 | CHARTER COMM OPT LLC/CAP | 161175BT0 | Jun 2020 | 1,816,000 | $2.1M | 0.23% | DBT |
| 83 | Coinstar Funding LLC Series 2017-1 | 19260MAA4 | Jun 2020 | 2,148,550 | $2.1M | 0.23% | ABS-O |
| 84 | Fanniemae-Aces | 3136B3XY1 | Jun 2020 | 1,700,000 | $2.0M | 0.22% | ABS-MBS |
| 85 | DISCOVERY COMMUNICATIONS | 25470DAT6 | Jun 2020 | 1,693,000 | $2.0M | 0.22% | DBT |
| 86 | BANK OF MONTREAL | 06367WRC9 | Jun 2020 | 1,898,000 | $2.0M | 0.22% | DBT |
| 87 | Freddie Mac - STACR | 35564TAH3 | Jun 2020 | 1,973,450 | $1.9M | 0.22% | ABS-MBS |
| 88 | AT&T Inc | 00206RGQ9 | Jun 2020 | 1,646,000 | $1.9M | 0.21% | DBT |
| 89 | AT&T INC | 00206RKA9 | Jun 2020 | 1,822,000 | $1.9M | 0.21% | DBT |
| 90 | Avangrid Inc | 05351WAB9 | Jun 2020 | 1,635,000 | $1.9M | 0.21% | DBT |
| 91 | CITIGROUP INC | 172967MR9 | Jun 2020 | 1,848,000 | $1.9M | 0.21% | DBT |
| 92 | Bank of America NA | 06050TMJ8 | Jun 2020 | 1,773,000 | $1.9M | 0.21% | DBT |
| 93 | OWENS CORNING | 690742AJ0 | Jun 2020 | 1,695,000 | $1.8M | 0.21% | DBT |
| 94 | JABIL INC | 466313AJ2 | Jun 2020 | 1,756,000 | $1.8M | 0.20% | DBT |
| 95 | BANK OF AMERICA CORP | 06051GJE0 | Jun 2020 | 1,781,000 | $1.8M | 0.20% | DBT |
| 96 | HP INC | 40434LAC9 | Jun 2020 | 1,747,000 | $1.8M | 0.20% | DBT |
| 97 | Fanniemae-Aces | 3136B1XJ8 | Jun 2020 | 1,572,000 | $1.8M | 0.20% | ABS-MBS |
| 98 | TERRAFORM POWER OPERATIN | 88104LAE3 | Jun 2020 | 1,696,000 | $1.8M | 0.20% | DBT |
| 99 | retl | 74952PAG2 | Jun 2020 | 1,920,000 | $1.7M | 0.19% | ABS-MBS |
| 100 | Mosaic Solar Loans LLC | 61945LAB9 | Jun 2020 | 1,910,000 | $1.7M | 0.19% | ABS-O |
| 101 | BLUEHUB LOAN FUND | 095623AB0 | Jun 2020 | 1,625,000 | $1.7M | 0.18% | DBT |
| 102 | Sonic Capital LLC | 83546DAG3 | Jun 2020 | 1,579,717 | $1.7M | 0.18% | ABS-O |
| 103 | Solarcity LMC Series LLC | 83417FAB5 | Jun 2020 | 1,706,865 | $1.7M | 0.18% | ABS-O |
| 104 | CVS Health Corp | 126650CX6 | Jun 2020 | 1,391,000 | $1.6M | 0.18% | DBT |
| 105 | City of New York NY | 64966HMV9 | Jun 2020 | 1,275,000 | $1.6M | 0.18% | DBT |
| 106 | BANK OF AMERICA CORP | 06051GHW2 | Jun 2020 | 1,512,000 | $1.6M | 0.18% | DBT |
| 107 | JPMorgan Chase & Co | 46647PAU0 | Jun 2020 | 1,465,000 | $1.6M | 0.18% | DBT |
| 108 | DISCOVER FINANCIAL SVS | 254709AQ1 | Jun 2020 | 1,541,000 | $1.6M | 0.18% | DBT |
| 109 | Bank of America Corp | 06051GGR4 | Jun 2020 | 1,400,000 | $1.6M | 0.17% | DBT |
| 110 | United States Treasury | 912810SC3 | Jun 2020 | 1,120,000 | $1.6M | 0.17% | DBT |
| 111 | Fanniemae-Aces | 3136B9WE3 | Jun 2020 | 1,505,000 | $1.6M | 0.17% | ABS-MBS |
| 112 | Vantage Data Centers LLC | 92212KAA4 | Jun 2020 | 1,522,208 | $1.6M | 0.17% | ABS-O |
| 113 | SYNOVUS BANK GA | 87164DQS2 | Jun 2020 | 1,529,000 | $1.5M | 0.17% | DBT |
| 114 | Fannie Mae | 3140J8NG4 | Jun 2020 | 1,443,058 | $1.5M | 0.17% | ABS-MBS |
| 115 | CVS HEALTH CORP | 126650DF4 | Jun 2020 | 1,400,000 | $1.5M | 0.17% | DBT |
| 116 | Oportun Funding VIII LLC | 68376HAA3 | Jun 2020 | 1,528,000 | $1.5M | 0.17% | ABS-O |
| 117 | Bank of America Corp | 06051GHH5 | Jun 2020 | 1,489,000 | $1.5M | 0.17% | DBT |
| 118 | BX Commercial Mortgage Trust 2019-XL | 056054AA7 | Jun 2020 | 1,528,641 | $1.5M | 0.17% | ABS-MBS |
| 119 | Fanniemae-Aces | 3136AY2C6 | Jun 2020 | 1,350,000 | $1.5M | 0.17% | ABS-MBS |
| 120 | LEARN CAPITAL VENTURE PARTNERS COMMON STOCK | 000000000 | Jun 2020 | 1,013,198 | $1.5M | 0.17% | EC |
| 121 | Solarcity LMC Series LLC | 83417FAA7 | Jun 2020 | 1,500,502 | $1.5M | 0.17% | ABS-O |
| 122 | State Street Global Advisors | 857492706 | Jun 2020 | 1,479,811 | $1.5M | 0.16% | STIV |
| 123 | BANK OF AMERICA CORP | 06051GJC4 | Jun 2020 | 1,447,000 | $1.5M | 0.16% | DBT |
| 124 | AFFILIATED MANAGERS GROU | 008252AP3 | Jun 2020 | 1,435,000 | $1.5M | 0.16% | DBT |
| 125 | Bank of America Corp | 06051GHF9 | Jun 2020 | 1,365,000 | $1.5M | 0.16% | DBT |
| 126 | Small Business Administration Participation Certs | 83162CYQ0 | Jun 2020 | 1,349,929 | $1.4M | 0.16% | ABS-O |
| 127 | BANK OF NOVA SCOTIA | 064159QD1 | Jun 2020 | 1,362,000 | $1.4M | 0.16% | DBT |
| 128 | Morgan Stanley Capital I Trust | 61769GAA5 | Jun 2020 | 1,585,000 | $1.4M | 0.16% | ABS-MBS |
| 129 | Asian Development Bank | 045167EJ8 | Jun 2020 | 1,160,000 | $1.4M | 0.15% | DBT |
| 130 | FHLMC Multifamily Structured Pass Through Certs. | 3137FGZH1 | Jun 2020 | 1,135,000 | $1.3M | 0.15% | ABS-MBS |
| 131 | AUST & NZ BANKING GROUP | 052528AL0 | Jun 2020 | 1,308,000 | $1.3M | 0.15% | DBT |
| 132 | LG Chem Ltd | 501955AA6 | Jun 2020 | 1,250,000 | $1.3M | 0.15% | DBT |
| 133 | BANKUNITED INC | 06652KAB9 | Jun 2020 | 1,295,000 | $1.3M | 0.15% | DBT |
| 134 | Springcastle SPV | 85022WAL8 | Jun 2020 | 1,305,563 | $1.3M | 0.15% | ABS-O |
| 135 | Becton Dickinson and Co | 075887CF4 | Jun 2020 | 1,322,000 | $1.3M | 0.15% | DBT |
| 136 | New York City Transitional Finance Authority Future Tax Secured Revenue | 64971MZG0 | Jun 2020 | 1,000,000 | $1.3M | 0.15% | DBT |
| 137 | Jabil Inc | 466313AG8 | Jun 2020 | 1,239,000 | $1.3M | 0.15% | DBT |
| 138 | ENEL FINANCE INTL NV | 29278GAL2 | Jun 2020 | 1,256,000 | $1.3M | 0.15% | DBT |
| 139 | Motel 6 Trust | 61975FAJ8 | Jun 2020 | 1,376,198 | $1.3M | 0.15% | ABS-MBS |
| 140 | TRUIST FINANCIAL CORP | 89832QAF6 | Jun 2020 | 1,220,000 | $1.3M | 0.14% | DBT |
| 141 | Jabil Inc | 466313AH6 | Jun 2020 | 1,131,000 | $1.2M | 0.14% | DBT |
| 142 | Freddie Mac - STACR | 3137G0QQ5 | Jun 2020 | 1,190,000 | $1.2M | 0.13% | ABS-MBS |
| 143 | DELTA AIR LINES INC | 247361ZZ4 | Jun 2020 | 1,238,000 | $1.2M | 0.13% | DBT |
| 144 | Tesla Auto Lease Trust | 88161NAA7 | Jun 2020 | 1,170,923 | $1.2M | 0.13% | ABS-O |
| 145 | Focus Brands Funding LLC | 34417MAA5 | Jun 2020 | 1,231,900 | $1.2M | 0.13% | ABS-O |
| 146 | SBA Tower Trust | 78403DAF7 | Jun 2020 | 1,100,000 | $1.1M | 0.13% | DBT |
| 147 | Morgan Stanley Capital I Trust | 61691LAA7 | Jun 2020 | 1,140,000 | $1.1M | 0.13% | ABS-MBS |
| 148 | Fanniemae-Aces | 3136B2GX4 | Jun 2020 | 989,231 | $1.1M | 0.13% | ABS-MBS |
| 149 | FORD FOUNDATION/THE | 34531XAB0 | Jun 2020 | 1,095,000 | $1.1M | 0.12% | DBT |
| 150 | Fannie Mae - CAS | 30711XAP9 | Jun 2020 | 1,073,145 | $1.1M | 0.12% | ABS-MBS |
| 151 | Fannie Mae - CAS | 30711XAF1 | Jun 2020 | 1,237,514 | $1.1M | 0.12% | ABS-MBS |
| 152 | Los Angeles Unified School District/CA | 544646XZ0 | Jun 2020 | 800,000 | $1.1M | 0.12% | DBT |
| 153 | United States Treasury | 912810SH2 | Jun 2020 | 815,000 | $1.1M | 0.12% | DBT |
| 154 | Planet Fitness Master Issuer LLC | 72703PAA1 | Jun 2020 | 1,070,925 | $1.1M | 0.12% | ABS-O |
| 155 | BANK OF NOVA SCOTIA | 064159VK9 | Jun 2020 | 1,053,000 | $1.1M | 0.12% | DBT |
| 156 | Banc of America Merrill Lynch Large Loan Inc | 05492PAJ7 | Jun 2020 | 1,605,000 | $1.1M | 0.12% | ABS-MBS |
| 157 | SBA Tower Trust | 78403DAH3 | Jun 2020 | 1,000,000 | $1.1M | 0.12% | ABS-O |
| 158 | T-MOBILE USA INC | 87264ABJ3 | Jun 2020 | 1,039,000 | $1.0M | 0.12% | DBT |
| 159 | WESTINGHOUSE AIR BRAKE | 960386AP5 | Jun 2020 | 1,037,000 | $1.0M | 0.12% | DBT |
| 160 | Commonwealth of Massachusetts | 57582RJN7 | Jun 2020 | 880,000 | $1.0M | 0.11% | DBT |
| 161 | STIFEL FINANCIAL CORP | 860630AG7 | Jun 2020 | 962,000 | $1.0M | 0.11% | DBT |
| 162 | Jack in the Box Funding, LLC | 466365AA1 | Jun 2020 | 975,100 | $1.0M | 0.11% | ABS-O |
| 163 | ASHTEAD CAPITAL INC | 045054AL7 | Jun 2020 | 987,000 | $989K | 0.11% | DBT |
| 164 | XYLEM INC | 98419MAL4 | Jun 2020 | 979,000 | $987K | 0.11% | DBT |
| 165 | DENTSPLY SIRONA INC | 24906PAA7 | Jun 2020 | 933,000 | $980K | 0.11% | DBT |
| 166 | United States Treasury | 912828YZ7 | Jun 2020 | 950,000 | $971K | 0.11% | DBT |
| 167 | California Health Facilities Financing Authority | 13032UVD7 | Jun 2020 | 935,000 | $970K | 0.11% | DBT |
| 168 | MidAmerican Energy Co | 595620AU9 | Jun 2020 | 735,000 | $956K | 0.11% | DBT |
| 169 | Tapestry Inc | 189754AC8 | Jun 2020 | 1,012,000 | $954K | 0.11% | DBT |
| 170 | INT DEVELOPMENT FIN CORP | 6903534C8 | Jun 2020 | 829,500 | $945K | 0.10% | DBT |
| 171 | AT&T INC | 00206RJH6 | Jun 2020 | 785,000 | $942K | 0.10% | DBT |
| 172 | SEAGATE HDD CAYMAN | 81180WAZ4 | Jun 2020 | 898,000 | $941K | 0.10% | DBT |
| 173 | MACYS RETAIL HLDGS INC | 55616XAH0 | Jun 2020 | 1,175,000 | $937K | 0.10% | DBT |
| 174 | Driven Brands Funding, LLC | 26208LAA6 | Jun 2020 | 888,150 | $927K | 0.10% | ABS-O |
| 175 | MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | 62548QAD3 | Jun 2020 | 980,000 | $905K | 0.10% | ABS-MBS |
| 176 | CITIGROUP INC | 172967MQ1 | Jun 2020 | 840,000 | $902K | 0.10% | DBT |
| 177 | Freddie Mac - STACR | 35565KAA6 | Jun 2020 | 903,251 | $900K | 0.10% | ABS-MBS |
| 178 | LLOYDS BANKING GROUP PLC | 539439AV1 | Jun 2020 | 860,000 | $889K | 0.10% | DBT |
| 179 | INT DEVELOPMENT FIN CORP | 690353G50 | Jun 2020 | 799,646 | $888K | 0.10% | DBT |
| 180 | NORDSTROM INC | 655664AT7 | Jun 2020 | 1,127,000 | $886K | 0.10% | DBT |
| 181 | Jaguar Holding Company II | 47009YAK3 | Jun 2020 | 898,715 | $886K | 0.10% | LON |
| 182 | AERCAP IRELAND CAP/GLOBA | 00774MAP0 | Jun 2020 | 876,000 | $877K | 0.10% | DBT |
| 183 | EPR PROPERTIES | 26884UAF6 | Jun 2020 | 1,000,000 | $873K | 0.10% | DBT |
| 184 | Aflac Inc | 001055BJ0 | Jun 2020 | 743,000 | $868K | 0.10% | DBT |
| 185 | Ford Motor Credit Co LLC | 345397ZG1 | Jun 2020 | 910,000 | $864K | 0.10% | DBT |
| 186 | Conn Funding II, L.P | 20824LAA3 | Jun 2020 | 875,389 | $864K | 0.10% | ABS-O |
| 187 | DXC TECHNOLOGY CO | 23355LAJ5 | Jun 2020 | 821,000 | $862K | 0.10% | DBT |
| 188 | California Health Facilities Financing Authority | 13032UVF2 | Jun 2020 | 830,000 | $857K | 0.10% | DBT |
| 189 | AMERICAN WATER CAPITAL C | 03040WAQ8 | Jun 2020 | 750,000 | $827K | 0.09% | DBT |
| 190 | Morgan Stanley | 6174468C6 | Jun 2020 | 725,000 | $823K | 0.09% | DBT |
| 191 | Freddie Mac - STACR | 35565AAH3 | Jun 2020 | 825,671 | $811K | 0.09% | ABS-MBS |
| 192 | ExteNet Systems | 30227XAA9 | Jun 2020 | 805,000 | $811K | 0.09% | ABS-O |
| 193 | Bank of America Corp | 06051GHQ5 | Jun 2020 | 695,000 | $809K | 0.09% | DBT |
| 194 | Citigroup Inc | 172967LV1 | Jun 2020 | 776,000 | $803K | 0.09% | DBT |
| 195 | NEXTERA ENERGY OPERATING | 65342QAC6 | Jun 2020 | 798,000 | $800K | 0.09% | DBT |
| 196 | CITIGROUP INC | 17308CC53 | Jun 2020 | 750,000 | $799K | 0.09% | DBT |
| 197 | Freddie Mac - STACR | 3137G0TS8 | Jun 2020 | 799,047 | $798K | 0.09% | ABS-MBS |
| 198 | CVS Pass-Through Trust | 126650BP4 | Jun 2020 | 703,723 | $796K | 0.09% | DBT |
| 199 | Digital Realty Trust LP | 25389JAL0 | Jun 2020 | 750,000 | $795K | 0.09% | DBT |
| 200 | AT&T Inc | 00206RDJ8 | Jun 2020 | 675,000 | $793K | 0.09% | DBT |
| 201 | WFLD Mortgage Trust | 92939GAJ6 | Jun 2020 | 850,000 | $784K | 0.09% | ABS-MBS |
| 202 | MACQUARIE BANK LTD | 556079AC5 | Jun 2020 | 744,000 | $781K | 0.09% | DBT |
| 203 | Fannie Mae - CAS | 20754CAA7 | Jun 2020 | 775,514 | $774K | 0.09% | ABS-MBS |
| 204 | STANDARD CHARTERED PLC | 853254BT6 | Jun 2020 | 771,000 | $773K | 0.09% | DBT |
| 205 | AMER AIRLN 13-2 B PTT | 02376TAC2 | Jun 2020 | 766,012 | $770K | 0.09% | DBT |
| 206 | ALLIANCE DATA SYSTEMS CO | 018581AK4 | Jun 2020 | 850,000 | $768K | 0.09% | DBT |
| 207 | Mosaic Solar Loans LLC | 61946CAA0 | Jun 2020 | 730,959 | $767K | 0.09% | ABS-O |
| 208 | NATIONWIDE BLDG SOCIETY | 63861VAE7 | Jun 2020 | 677,000 | $763K | 0.08% | DBT |
| 209 | Fannie Mae - CAS | 20753QAE9 | Jun 2020 | 768,757 | $763K | 0.08% | ABS-MBS |
| 210 | Citigroup Inc | 172967LG4 | Jun 2020 | 730,000 | $757K | 0.08% | DBT |
| 211 | FedEx Corp | 31428XBG0 | Jun 2020 | 700,000 | $757K | 0.08% | DBT |
| 212 | Fannie Mae - CAS | 30711XAB0 | Jun 2020 | 831,927 | $754K | 0.08% | ABS-MBS |
| 213 | TES LLC | 88159DAA3 | Jun 2020 | 760,010 | $753K | 0.08% | ABS-O |
| 214 | Freddie Mac - STACR | 3137G0FJ3 | Jun 2020 | 720,000 | $752K | 0.08% | ABS-MBS |
| 215 | United States Treasury | 912810SL3 | Jun 2020 | 650,000 | $744K | 0.08% | DBT |
| 216 | Fanniemae-Aces | 3136B4VT2 | Jun 2020 | 660,000 | $732K | 0.08% | ABS-MBS |
| 217 | Fannie Mae | 3140JAJT6 | Jun 2020 | 691,249 | $729K | 0.08% | ABS-MBS |
| 218 | DXC Technology Co | 23355LAD8 | Jun 2020 | 659,000 | $723K | 0.08% | DBT |
| 219 | Fannie Mae | 3138LEDP3 | Jun 2020 | 650,000 | $712K | 0.08% | ABS-MBS |
| 220 | Fannie Mae - CAS | 30711XAK0 | Jun 2020 | 785,254 | $711K | 0.08% | ABS-MBS |
| 221 | Valmont Industries Inc | 920253AE1 | Jun 2020 | 675,000 | $707K | 0.08% | DBT |
| 222 | Vantage Data Centers Issuer LLC | 92211MAC7 | Jun 2020 | 685,620 | $706K | 0.08% | ABS-O |
| 223 | BX Commercial Mortgage Trust 2019-XL | 056054AE9 | Jun 2020 | 716,550 | $706K | 0.08% | ABS-MBS |
| 224 | Element Rail Leasing LLC | 28618WAC8 | Jun 2020 | 700,000 | $706K | 0.08% | ABS-O |
| 225 | TERRAFORM POWER OPERATIN | 88104LAG8 | Jun 2020 | 692,000 | $704K | 0.08% | DBT |
| 226 | CONSERVATION FUND | 20848FAA8 | Jun 2020 | 655,000 | $704K | 0.08% | DBT |
| 227 | AMER AIRLINE 16-1 B PTT | 02376YAA5 | Jun 2020 | 1,053,913 | $701K | 0.08% | DBT |
| 228 | City & County of San Francisco CA | 7976465P7 | Jun 2020 | 630,000 | $697K | 0.08% | DBT |
| 229 | California Health Facilities Financing Authority | 13032UVE5 | Jun 2020 | 665,000 | $690K | 0.08% | DBT |
| 230 | Banc of America Merrill Lynch Large Loan Inc | 05492PAN8 | Jun 2020 | 1,115,000 | $687K | 0.08% | ABS-O |
| 231 | DXC TECHNOLOGY CO | 23355LAK2 | Jun 2020 | 644,000 | $686K | 0.08% | DBT |
| 232 | Nordstrom Inc | 655664AR1 | Jun 2020 | 964,000 | $683K | 0.08% | DBT |
| 233 | Prosper Marketplace Issuance Trust | 74360PAC7 | Jun 2020 | 670,211 | $672K | 0.07% | ABS-O |
| 234 | Ford Motor Credit Co LLC | 345397ZB2 | Jun 2020 | 675,000 | $664K | 0.07% | DBT |
| 235 | Fannie Mae | 3138LECR0 | Jun 2020 | 605,166 | $662K | 0.07% | ABS-MBS |
| 236 | United States Treasury | 912828WC0 | Jun 2020 | 656,000 | $659K | 0.07% | DBT |
| 237 | United States Treasury | 9128282Z2 | Jun 2020 | 656,000 | $659K | 0.07% | DBT |
| 238 | ARCH CAPITAL GROUP LTD | 03939AAA5 | Jun 2020 | 608,000 | $639K | 0.07% | DBT |
| 239 | CAPITAL ONE FINANCIAL CO | 14040HBJ3 | Jun 2020 | 575,000 | $639K | 0.07% | DBT |
| 240 | PUBLIC SERVICE COLORADO | 744448CP4 | Jun 2020 | 548,000 | $637K | 0.07% | DBT |
| 241 | MAGNA INTERNATIONAL INC | 559222AV6 | Jun 2020 | 620,000 | $635K | 0.07% | DBT |
| 242 | HOUSING URBAN DEVELOPMNT | 911759NL8 | Jun 2020 | 547,000 | $634K | 0.07% | DBT |
| 243 | Microsoft Corp | 594918BR4 | Jun 2020 | 575,000 | $628K | 0.07% | DBT |
| 244 | WELLTOWER INC | 95040QAL8 | Jun 2020 | 629,000 | $627K | 0.07% | DBT |
| 245 | LG Chem Ltd | 501955AB4 | Jun 2020 | 575,000 | $626K | 0.07% | DBT |
| 246 | Jersey Mike's Funding, LLC | 476681AA9 | Jun 2020 | 635,000 | $626K | 0.07% | ABS-O |
| 247 | AG ISSUER LLC | 00119LAA9 | Jun 2020 | 671,000 | $626K | 0.07% | DBT |
| 248 | HOUSING URBAN DEVELOPMNT | 911759NH7 | Jun 2020 | 530,000 | $625K | 0.07% | DBT |
| 249 | NATIONAL AUSTRALIA BK/NY | 63254ABA5 | Jun 2020 | 575,000 | $625K | 0.07% | DBT |
| 250 | CAPITAL ONE FINANCIAL CO | 14040HBV6 | Jun 2020 | 630,000 | $619K | 0.07% | DBT |
| 251 | Epicor Software Corporation | 29426NAE4 | Jun 2020 | 625,065 | $613K | 0.07% | LON |
| 252 | Discover Bank | 25466AAN1 | Jun 2020 | 605,000 | $611K | 0.07% | DBT |
| 253 | Digital Realty Trust LP | 25389JAQ9 | Jun 2020 | 525,000 | $606K | 0.07% | DBT |
| 254 | FannieMae Grantor Trust | 3136AV6R5 | Jun 2020 | 548,470 | $606K | 0.07% | ABS-MBS |
| 255 | NIAGARA MOHAWK POWER | 65364UAN6 | Jun 2020 | 586,000 | $593K | 0.07% | DBT |
| 256 | HOUSING URBAN DEVELOPMNT | 911759MY1 | Jun 2020 | 534,000 | $592K | 0.07% | DBT |
| 257 | HP ENTERPRISE CO | 42824CBB4 | Jun 2020 | 590,000 | $589K | 0.07% | DBT |
| 258 | HOUSING URBAN DEVELOPMNT | 911759MX3 | Jun 2020 | 534,000 | $581K | 0.06% | DBT |
| 259 | Freddie Mac - STACR | 3137G0TH2 | Jun 2020 | 588,726 | $580K | 0.06% | ABS-MBS |
| 260 | Hyland Software, Inc. | 44908XAT5 | Jun 2020 | 595,455 | $579K | 0.06% | LON |
| 261 | MACYS RETAIL HLDGS INC | 55616XAF4 | Jun 2020 | 650,000 | $577K | 0.06% | DBT |
| 262 | COMMONWEALTH BANK AUST | 2027A0JR1 | Jun 2020 | 550,000 | $574K | 0.06% | DBT |
| 263 | AMER AIRLN 15-2 B PTT | 02377BAC0 | Jun 2020 | 791,975 | $566K | 0.06% | DBT |
| 264 | BROOKFIELD PROPERTY PART | 000000000 | Jun 2020 | 34,000 | $563K | 0.06% | EP |
| 265 | Nacional Financiera SNC | 629598AS2 | Jun 2020 | 560,000 | $562K | 0.06% | DBT |
| 266 | Cushman & Wakefield U.S. Borrower, LLC | 23340DAP7 | Jun 2020 | 591,000 | $560K | 0.06% | LON |
| 267 | Morgan Stanley | 61746BEC6 | Jun 2020 | 550,000 | $556K | 0.06% | DBT |
| 268 | Hardee's Funding | 411707AB8 | Jun 2020 | 545,288 | $555K | 0.06% | ABS-O |
| 269 | MIDAMERICAN ENERGY CO | 595620AV7 | Jun 2020 | 500,000 | $552K | 0.06% | DBT |
| 270 | Fannie Mae - CAS | 30711XQX5 | Jun 2020 | 549,260 | $549K | 0.06% | ABS-MBS |
| 271 | Planet Fitness Master Issuer LLC | 72703PAC7 | Jun 2020 | 626,850 | $543K | 0.06% | ABS-O |
| 272 | SMBC AVIATION CAPITAL FI | 78448TAA0 | Jun 2020 | 540,000 | $542K | 0.06% | DBT |
| 273 | ANZ NEW ZEALAND INTL/LDN | 00182EBE8 | Jun 2020 | 542,000 | $542K | 0.06% | DBT |
| 274 | OneMain Financial Issuance Trust 2017-1 | 68267LAA6 | Jun 2020 | 540,249 | $542K | 0.06% | ABS-O |
| 275 | FORD MOTOR CREDIT CO LLC | 345397A29 | Jun 2020 | 567,000 | $540K | 0.06% | DBT |
| 276 | California Health Facilities Financing Authority | 13032UVL9 | Jun 2020 | 520,000 | $539K | 0.06% | DBT |
| 277 | SITE Centers Corp | 23317HAD4 | Jun 2020 | 517,000 | $522K | 0.06% | DBT |
| 278 | JPMORGAN CHASE & CO | 46647PBE5 | Jun 2020 | 485,000 | $521K | 0.06% | DBT |
| 279 | COMMONWEALTH BANK AUST | 202712BK0 | Jun 2020 | 487,000 | $519K | 0.06% | DBT |
| 280 | HP ENTERPRISE CO | 42824CBD0 | Jun 2020 | 516,000 | $516K | 0.06% | DBT |
| 281 | Seagate HDD Cayman | 81180WAT8 | Jun 2020 | 480,000 | $515K | 0.06% | DBT |
| 282 | NBCUniversal Media LLC | 63946BAJ9 | Jun 2020 | 405,000 | $510K | 0.06% | DBT |
| 283 | Fannie Mae - CAS | 30711XAM6 | Jun 2020 | 539,697 | $510K | 0.06% | ABS-MBS |
| 284 | BROOKFIELD PROPERTY PART | 000000000 | Jun 2020 | 28,000 | $508K | 0.06% | EP |
| 285 | JP Morgan Chase Commercial Mortgage Sec Trust | 46642MAG3 | Jun 2020 | 550,000 | $497K | 0.06% | ABS-MBS |
| 286 | YARA INTERNATIONAL ASA | 984851AG0 | Jun 2020 | 474,000 | $494K | 0.05% | DBT |
| 287 | Solarcity LMC Series LLC | 83417BAA6 | Jun 2020 | 514,027 | $494K | 0.05% | ABS-O |
| 288 | Becton Dickinson and Co | 075887BT5 | Jun 2020 | 474,000 | $491K | 0.05% | DBT |
| 289 | Sunrun Callisto Issuer LLC | 86772FAA9 | Jun 2020 | 494,288 | $490K | 0.05% | ABS-O |
| 290 | CON EDISON CO OF NY INC | 209111FX6 | Jun 2020 | 429,000 | $489K | 0.05% | DBT |
| 291 | CENTENE CORP | 15135BAR2 | Jun 2020 | 473,000 | $489K | 0.05% | DBT |
| 292 | CROWN CASTLE TOWERS LLC | 22822RBD1 | Jun 2020 | 450,000 | $481K | 0.05% | DBT |
| 293 | Ford Motor Credit Co LLC | 345397YP2 | Jun 2020 | 525,000 | $479K | 0.05% | DBT |
| 294 | CENTENE CORP | 15135BAV3 | Jun 2020 | 472,000 | $477K | 0.05% | DBT |
| 295 | State of Connecticut Special Tax Revenue | 207758KM4 | Jun 2020 | 400,000 | $477K | 0.05% | DBT |
| 296 | Fannie Mae - CAS | 20753MAF5 | Jun 2020 | 479,185 | $476K | 0.05% | ABS-MBS |
| 297 | Toorak Mortgage Corp. | 89052WAA7 | Jun 2020 | 480,000 | $475K | 0.05% | ABS-MBS |
| 298 | Small Business Lending Trust | 831645AA4 | Jun 2020 | 488,029 | $474K | 0.05% | ABS-O |
| 299 | FHLMC Multifamily Structured Pass Through Certs. | 3137FG6Q3 | Jun 2020 | 412,500 | $471K | 0.05% | ABS-MBS |
| 300 | Comcast Corp | 20030NCM1 | Jun 2020 | 350,000 | $471K | 0.05% | DBT |
| 301 | California Health Facilities Financing Authority | 13032UVG0 | Jun 2020 | 455,000 | $467K | 0.05% | DBT |
| 302 | JPMORGAN CHASE & CO | 46647PBP0 | Jun 2020 | 436,000 | $465K | 0.05% | DBT |
| 303 | NuStar Energy LP | 67058H300 | Jun 2020 | 28,581 | $464K | 0.05% | EP |
| 304 | ADAMS OUTDOOR ADVERTISING | 006346AS9 | Jun 2020 | 451,557 | $461K | 0.05% | ABS-O |
| 305 | Ameriprise Financial Inc | 03076CAK2 | Jun 2020 | 423,000 | $460K | 0.05% | DBT |
| 306 | Asurion LLC | 04649VAV2 | Jun 2020 | 467,535 | $454K | 0.05% | LON |
| 307 | CAPITAL ONE FINANCIAL CO | 14040HBT1 | Jun 2020 | 419,000 | $451K | 0.05% | DBT |
| 308 | Ziggo Financing Partnership | 000000000 | Jun 2020 | 475,000 | $450K | 0.05% | LON |
| 309 | Citigroup Commercial Mortgage Trust | 125333BW3 | Jun 2020 | 490,000 | $446K | 0.05% | ABS-MBS |
| 310 | Solarcity LMC Series LLC | 83417EAA0 | Jun 2020 | 450,317 | $440K | 0.05% | ABS-O |
| 311 | Narragansett Bay Commission | 631060CR9 | Jun 2020 | 430,000 | $439K | 0.05% | DBT |
| 312 | Banc of America Merrill Lynch Large Loan Inc | 05492PAL2 | Jun 2020 | 680,000 | $438K | 0.05% | ABS-MBS |
| 313 | Small Business Lending Trust | 83165WAA4 | Jun 2020 | 451,364 | $436K | 0.05% | ABS-O |
| 314 | AERCAP IRELAND CAP/GLOBA | 00774MAN5 | Jun 2020 | 413,000 | $433K | 0.05% | DBT |
| 315 | Impactassets Inc | 45258EAA1 | Jun 2020 | 506,000 | $433K | 0.05% | DBT |
| 316 | Fannie Mae - CAS | 20754HAE8 | Jun 2020 | 434,078 | $432K | 0.05% | ABS-MBS |
| 317 | Seagate HDD Cayman | 81180WAN1 | Jun 2020 | 390,000 | $431K | 0.05% | DBT |
| 318 | Morgan Stanley Capital I Trust | 61769GAG2 | Jun 2020 | 498,000 | $423K | 0.05% | ABS-MBS |
| 319 | SUNRUN CALLISTO ISSUER LLC | 86771YAB7 | Jun 2020 | 488,549 | $413K | 0.05% | ABS-O |
| 320 | Freddie Mac Structured Agency Credit Risk Debt Notes | 3137G0PU7 | Jun 2020 | 410,645 | $409K | 0.05% | ABS-MBS |
| 321 | CITIZENS BANK NA/RI | 17401QAE1 | Jun 2020 | 400,000 | $407K | 0.05% | DBT |
| 322 | Tesla Auto Lease Trust | 88165GAD2 | Jun 2020 | 395,000 | $404K | 0.04% | ABS-O |
| 323 | DISCOVER BANK | 25466AAR2 | Jun 2020 | 399,000 | $403K | 0.04% | DBT |
| 324 | Conn Funding II, L.P | 20827DAB6 | Jun 2020 | 408,083 | $399K | 0.04% | ABS-O |
| 325 | Stack Infrastructure Issuer LLC | 85236KAC6 | Jun 2020 | 405,000 | $399K | 0.04% | ABS-O |
| 326 | Tesla Auto Lease Trust | 88165GAB6 | Jun 2020 | 387,000 | $391K | 0.04% | ABS-O |
| 327 | District of Columbia Water & Sewer Authority | 254845JZ4 | Jun 2020 | 270,000 | $389K | 0.04% | DBT |
| 328 | Fannie Mae - CAS | 30711XDS0 | Jun 2020 | 371,249 | $388K | 0.04% | ABS-MBS |
| 329 | Change Healthcare Holdings LLC | 15911AAC7 | Jun 2020 | 399,757 | $385K | 0.04% | LON |
| 330 | MARSH & MCLENNAN COS INC | 571748BK7 | Jun 2020 | 379,000 | $379K | 0.04% | DBT |
| 331 | Impactassets Inc | 45258EAB9 | Jun 2020 | 393,000 | $379K | 0.04% | DBT |
| 332 | Mosaic Solar Loans LLC | 61945LAC7 | Jun 2020 | 500,000 | $379K | 0.04% | ABS-O |
| 333 | DISCOVERY COMMUNICATIONS | 25470DBJ7 | Jun 2020 | 341,000 | $374K | 0.04% | DBT |
| 334 | Western Digital Corp | 958102AM7 | Jun 2020 | 357,000 | $370K | 0.04% | DBT |
| 335 | Fannie Mae - CAS | 30711XNX8 | Jun 2020 | 362,141 | $362K | 0.04% | ABS-MBS |
| 336 | SUNRUN CALLISTO ISSUER LLC | 86773PAA6 | Jun 2020 | 366,318 | $360K | 0.04% | ABS-O |
| 337 | CITIZENS FINANCIAL GROUP | 174610AN5 | Jun 2020 | 355,000 | $360K | 0.04% | DBT |
| 338 | Narragansett Bay Commission | 631060CS7 | Jun 2020 | 345,000 | $352K | 0.04% | DBT |
| 339 | InSite Issuer LLC | 45780KAD8 | Jun 2020 | 345,000 | $351K | 0.04% | ABS-O |
| 340 | Freddie Mac - STACR | 35564MAH8 | Jun 2020 | 354,217 | $349K | 0.04% | ABS-MBS |
| 341 | UNICREDIT SPA | 904678AS8 | Jun 2020 | 345,000 | $348K | 0.04% | DBT |
| 342 | HOUSING URBAN DEVELOPMNT | 911759NJ3 | Jun 2020 | 295,000 | $348K | 0.04% | DBT |
| 343 | Narragansett Bay Commission | 631060CU2 | Jun 2020 | 335,000 | $343K | 0.04% | DBT |
| 344 | United States Treasury | 912810SK5 | Jun 2020 | 275,000 | $340K | 0.04% | DBT |
| 345 | SEMPRA ENERGY | 816851BK4 | Jun 2020 | 330,000 | $331K | 0.04% | DBT |
| 346 | DISCOVER FINANCIAL SVS | 254709AK4 | Jun 2020 | 300,000 | $329K | 0.04% | DBT |
| 347 | CEMEX SAB DE CV | 151290BW2 | Jun 2020 | 320,000 | $326K | 0.04% | DBT |
| 348 | Ford Motor Credit Co LLC | 345397YY3 | Jun 2020 | 335,000 | $322K | 0.04% | DBT |
| 349 | HOUSING URBAN DEVELOPMNT | 911759MV7 | Jun 2020 | 305,000 | $319K | 0.04% | DBT |
| 350 | Conn Funding II, L.P | 20827DAA8 | Jun 2020 | 321,787 | $318K | 0.04% | ABS-O |
| 351 | Synovus Financial Corp | 87161CAL9 | Jun 2020 | 311,000 | $316K | 0.04% | DBT |
| 352 | CAPITAL ONE FINANCIAL CO | 14040HCD5 | Jun 2020 | 302,000 | $316K | 0.04% | DBT |
| 353 | Motel 6 Trust | 61975FAL3 | Jun 2020 | 333,016 | $315K | 0.03% | ABS-MBS |
| 354 | Narragansett Bay Commission | 631060CT5 | Jun 2020 | 305,000 | $311K | 0.03% | DBT |
| 355 | Fannie Mae - CAS | 30711XAH7 | Jun 2020 | 330,497 | $310K | 0.03% | ABS-MBS |
| 356 | Citigroup Inc | 172967LB5 | Jun 2020 | 300,000 | $302K | 0.03% | DBT |
| 357 | Banco Santander SA | 05964HAD7 | Jun 2020 | 305,000 | $301K | 0.03% | DBT |
| 358 | Driven Brands Funding, LLC | 26208LAB4 | Jun 2020 | 288,750 | $293K | 0.03% | ABS-O |
| 359 | Avolon TLB Borrower 1 (US) LLC | 05400KAE0 | Jun 2020 | 305,148 | $285K | 0.03% | LON |
| 360 | Conn Funding II, L.P | 20824LAB1 | Jun 2020 | 295,000 | $284K | 0.03% | ABS-O |
| 361 | Focus Brands Funding LLC | 34417MAB3 | Jun 2020 | 349,200 | $283K | 0.03% | ABS-O |
| 362 | CenturyLink, Inc. | 15669GAH7 | Jun 2020 | 298,500 | $282K | 0.03% | LON |
| 363 | United States Treasury | 912828ZQ6 | Jun 2020 | 277,000 | $276K | 0.03% | DBT |
| 364 | Owens Corning | 690742AG6 | Jun 2020 | 268,000 | $273K | 0.03% | DBT |
| 365 | CVS HEALTH CORP | 126650DE7 | Jun 2020 | 255,000 | $272K | 0.03% | DBT |
| 366 | HAT HOLDINGS I LLC/HAT | 418751AA1 | Jun 2020 | 260,000 | $266K | 0.03% | DBT |
| 367 | INTL FINANCE CORP | 000000000 | Jun 2020 | 1,315,000 | $258K | 0.03% | DBT |
| 368 | retl | 74952PAA5 | Jun 2020 | 269,478 | $257K | 0.03% | ABS-MBS |
| 369 | CFBANC CORPORATION SERIES A | 000000000 | Jun 2020 | 27,000 | $257K | 0.03% | EC |
| 370 | MACYS RETAIL HLDGS INC | 55616XAL1 | Jun 2020 | 350,000 | $255K | 0.03% | DBT |
| 371 | Sunnova Sol Issuer,LLC | 86745NAA6 | Jun 2020 | 254,761 | $250K | 0.03% | ABS-O |
| 372 | Freddie Mac - STACR | 35565HAA3 | Jun 2020 | 246,202 | $247K | 0.03% | ABS-MBS |
| 373 | Bank of America Corp | 06051GFY0 | Jun 2020 | 236,000 | $238K | 0.03% | DBT |
| 374 | RADIAN GROUP INC | 750236AW1 | Jun 2020 | 250,000 | $236K | 0.03% | DBT |
| 375 | CAPITAL ONE FINANCIAL CO | 14040HBS3 | Jun 2020 | 235,000 | $235K | 0.03% | DBT |
| 376 | Seattle Spinco, Inc. | 81271EAB7 | Jun 2020 | 250,470 | $235K | 0.03% | LON |
| 377 | Fanniemae-Aces | 3136AVGY9 | Jun 2020 | 227,253 | $234K | 0.03% | ABS-MBS |
| 378 | Willis Engine Securitization Trust | 97064FAB1 | Jun 2020 | 405,382 | $225K | 0.03% | ABS-O |
| 379 | Mosaic Solar Loans LLC | 61946NAA6 | Jun 2020 | 220,000 | $222K | 0.02% | ABS-O |
| 380 | FA PRIVATE EQUITY FUND JV, LP | 000000000 | Jun 2020 | 940,000 | $217K | 0.02% | STIV |
| 381 | IRON MOUNTAIN INC | 46284VAG6 | Jun 2020 | 219,000 | $214K | 0.02% | DBT |
| 382 | Fannie Mae - CAS | 20753KAB8 | Jun 2020 | 213,100 | $211K | 0.02% | ABS-MBS |
| 383 | Azul Investments LLP | 05502FAA6 | Jun 2020 | 445,000 | $209K | 0.02% | DBT |
| 384 | ENGIE ENERGIA CHILE SA | 29287TAA7 | Jun 2020 | 200,000 | $209K | 0.02% | DBT |
| 385 | BANCO SANTANDER SA | 05971KAE9 | Jun 2020 | 200,000 | $207K | 0.02% | DBT |
| 386 | OneMain Financial Issuance Trust | 68268GAB4 | Jun 2020 | 203,976 | $204K | 0.02% | ABS-O |
| 387 | ASHTEAD CAPITAL INC | 045054AJ2 | Jun 2020 | 200,000 | $200K | 0.02% | DBT |
| 388 | JSL EUROPE | 46590PAB9 | Jun 2020 | 200,000 | $198K | 0.02% | DBT |
| 389 | BANCO BTG PACTUAL/CAYMAN | 05971AAE1 | Jun 2020 | 200,000 | $196K | 0.02% | DBT |
| 390 | SolarWinds Holdings, Inc. | 83417UAH9 | Jun 2020 | 196,970 | $191K | 0.02% | LON |
| 391 | JP Morgan Chase Commercial Mortgage Sec Trust | 46642MAA6 | Jun 2020 | 200,000 | $189K | 0.02% | ABS-MBS |
| 392 | BBVA BANCOMER SA TEXAS | 05533UAF5 | Jun 2020 | 200,000 | $187K | 0.02% | DBT |
| 393 | DELL INT LLC / EMC CORP | 25272KAU7 | Jun 2020 | 185,000 | $185K | 0.02% | DBT |
| 394 | JP Morgan Chase Commercial Mortgage Sec Trust | 46642MAJ7 | Jun 2020 | 225,000 | $185K | 0.02% | ABS-MBS |
| 395 | Grupo KUO SAB De CV | 40052CAC0 | Jun 2020 | 200,000 | $185K | 0.02% | DBT |
| 396 | KICKBOARD | 000000000 | Jun 2020 | 1,155,503 | $183K | 0.02% | EP |
| 397 | Mosaic Solar Loans LLC | 61946NAB4 | Jun 2020 | 180,000 | $182K | 0.02% | ABS-O |
| 398 | DRB Prime Student Loan Trust 2016-B | 23341BAC9 | Jun 2020 | 173,263 | $177K | 0.02% | ABS-O |
| 399 | DB Master Finance LLC | 233046AF8 | Jun 2020 | 166,175 | $176K | 0.02% | ABS-O |
| 400 | Sprint Corp | 85207UAE5 | Jun 2020 | 160,000 | $168K | 0.02% | DBT |
| 401 | Morgan Stanley Capital I Trust | 61769GAJ6 | Jun 2020 | 205,000 | $167K | 0.02% | ABS-MBS |
| 402 | Level 3 Financing Inc. | 52729KAP1 | Jun 2020 | 175,410 | $166K | 0.02% | LON |
| 403 | WESTERN DIGITAL CORP | 958102AP0 | Jun 2020 | 174,000 | $164K | 0.02% | DBT |
| 404 | Driven Brands Funding, LLC | 26208LAE8 | Jun 2020 | 159,200 | $163K | 0.02% | ABS-O |
| 405 | HOUSING URBAN DEVELOPMNT | 911759MW5 | Jun 2020 | 153,000 | $163K | 0.02% | DBT |
| 406 | Bombardier Recreational Products, Inc. | 000000000 | Jun 2020 | 167,450 | $160K | 0.02% | LON |
| 407 | Freddie Mac - STACR | 35564LAH0 | Jun 2020 | 157,948 | $157K | 0.02% | ABS-MBS |
| 408 | Jabil Inc | 466313AF0 | Jun 2020 | 150,000 | $153K | 0.02% | DBT |
| 409 | Avant Loans Funding Trust | 05352PAC1 | Jun 2020 | 150,000 | $150K | 0.02% | ABS-O |
| 410 | AERCAP IRELAND CAP/GLOBA | 00774MAF2 | Jun 2020 | 150,000 | $147K | 0.02% | DBT |
| 411 | Marlette Funding Trust | 57109FAC0 | Jun 2020 | 150,000 | $146K | 0.02% | ABS-O |
| 412 | LUNAR AIRCRAFT 2020-1 LIMITED | 55037LAB0 | Jun 2020 | 243,333 | $145K | 0.02% | ABS-O |
| 413 | Freddie Mac - STACR | 35564XAH4 | Jun 2020 | 147,280 | $143K | 0.02% | ABS-MBS |
| 414 | Fannie Mae - CAS | 20754JAA2 | Jun 2020 | 140,537 | $141K | 0.02% | ABS-MBS |
| 415 | Toorak Mortgage Corp 2018-1 Ltd | 89051QAA1 | Jun 2020 | 140,000 | $141K | 0.02% | ABS-MBS |
| 416 | AMER AIRLN 13-1 B PASS T | 023766AD0 | Jun 2020 | 155,207 | $140K | 0.02% | DBT |
| 417 | Planet Fitness Master Issuer LLC | 72703PAB9 | Jun 2020 | 142,462 | $139K | 0.02% | ABS-O |
| 418 | MACYS RETAIL HLDGS INC | 55616XAN7 | Jun 2020 | 142,000 | $135K | 0.01% | DBT |
| 419 | Motel 6 Trust | 61975FAG4 | Jun 2020 | 136,416 | $131K | 0.01% | ABS-MBS |
| 420 | MARRIOTT INTERNATIONAL | 571903AZ6 | Jun 2020 | 125,000 | $124K | 0.01% | DBT |
| 421 | ELLAKTOR VALUE PLC | 000000000 | Jun 2020 | 130,000 | $123K | 0.01% | DBT |
| 422 | Aptiv PLC | 03835VAH9 | Jun 2020 | 115,000 | $121K | 0.01% | DBT |
| 423 | FedEx Corp | 31428XBB1 | Jun 2020 | 117,000 | $119K | 0.01% | DBT |
| 424 | Multifamily Connecticut Avenue Securities | 62547NAB5 | Jun 2020 | 130,000 | $119K | 0.01% | ABS-MBS |
| 425 | Avis Budget Rental Car Funding AESOP LLC | 05377RBX1 | Jun 2020 | 117,000 | $117K | 0.01% | ABS-O |
| 426 | RADIAN GROUP INC | 750236AX9 | Jun 2020 | 113,000 | $116K | 0.01% | DBT |
| 427 | Valmont Industries Inc | 920253AF8 | Jun 2020 | 110,000 | $115K | 0.01% | DBT |
| 428 | Go Daddy Operating Company, LLC | 38017BAN6 | Jun 2020 | 118,494 | $114K | 0.01% | LON |
| 429 | AP MOLLER-MAERSK A/S | 00203QAE7 | Jun 2020 | 105,000 | $113K | 0.01% | DBT |
| 430 | Freddie Mac - STACR | 35565JAA9 | Jun 2020 | 106,586 | $107K | 0.01% | ABS-MBS |
| 431 | Owens Corning | 690742AH4 | Jun 2020 | 100,000 | $104K | 0.01% | DBT |
| 432 | CARGO AIRCRAFT MANAGEMEN | 14180LAA4 | Jun 2020 | 102,000 | $101K | 0.01% | DBT |
| 433 | Willis Engine Securitization Trust | 97064FAC9 | Jun 2020 | 242,188 | $100K | 0.01% | ABS-O |
| 434 | LUMNI | 000000000 | Jun 2020 | 17,265 | $99K | 0.01% | EP |
| 435 | Smithfield Foods Inc | 832248BB3 | Jun 2020 | 90,000 | $97K | 0.01% | DBT |
| 436 | Newmark Group Inc | 65158NAB8 | Jun 2020 | 97,000 | $97K | 0.01% | DBT |
| 437 | Bank of Montreal | 06368BGS1 | Jun 2020 | 90,000 | $97K | 0.01% | DBT |
| 438 | ESH Hospitality, Inc. | 26908BAK9 | Jun 2020 | 97,180 | $93K | 0.01% | LON |
| 439 | Motel 6 Trust | 61975FAN9 | Jun 2020 | 98,701 | $91K | 0.01% | ABS-MBS |
| 440 | CVS Health Corp | 126650DD9 | Jun 2020 | 88,000 | $88K | 0.01% | DBT |
| 441 | Chicago Board of Trade | 000000000 | Jun 2020 | 91 | $85K | 0.01% | DIR |
| 442 | Prosper Marketplace Issuance Trust | 74360JAC1 | Jun 2020 | 83,555 | $83K | 0.01% | ABS-O |
| 443 | ExteNet Systems | 30227XAB7 | Jun 2020 | 80,000 | $79K | 0.01% | ABS-O |
| 444 | CENTENE CORP | 15135BAT8 | Jun 2020 | 74,000 | $79K | 0.01% | DBT |
| 445 | Consumer Loan Underlying Bond Credit Trust | 21051CAE7 | Jun 2020 | 77,651 | $78K | 0.01% | ABS-O |
| 446 | Spruce ABS Trust | 85209BAA3 | Jun 2020 | 75,649 | $77K | 0.01% | ABS-O |
| 447 | KICKBOARD | 000000000 | Jun 2020 | 404,973 | $70K | 0.01% | EC |
| 448 | Synovus Financial Corp | 87161CAM7 | Jun 2020 | 71,000 | $70K | 0.01% | DBT |
| 449 | RenewFund Receivables Trust | 75973JAA1 | Jun 2020 | 65,466 | $66K | 0.01% | ABS-O |
| 450 | HAT HOLDINGS I LLC/HAT | 418751AB9 | Jun 2020 | 60,000 | $63K | 0.01% | DBT |
| 451 | Driven Brands Funding, LLC | 26208LAC2 | Jun 2020 | 58,800 | $62K | 0.01% | ABS-O |
| 452 | Fannie Mae - CAS | 30711X3H5 | Jun 2020 | 59,155 | $59K | 0.01% | ABS-MBS |
| 453 | Thunderbolt Aircraft Lease Ltd | 88606WAC6 | Jun 2020 | 133,968 | $57K | 0.01% | ABS-O |
| 454 | OCEANEERING INTL INC | 675232AA0 | Jun 2020 | 72,000 | $55K | 0.01% | DBT |
| 455 | InSite Issuer LLC | 45780KAF3 | Jun 2020 | 50,000 | $50K | 0.01% | ABS-O |
| 456 | Conn Funding II, L.P | 20826JAA6 | Jun 2020 | 39,292 | $39K | 0.00% | ABS-O |
| 457 | GLOBAL ENVR EMRG MKTS FD SEALED ENVELOPE CUSIP | 000000000 | Jun 2020 | 744,500 | $35K | 0.00% | EC |
| 458 | MA FinanceCo., LLC | 55280FAG6 | Jun 2020 | 37,089 | $35K | 0.00% | LON |
| 459 | Element Rail Leasing LLC | 28618WAA2 | Jun 2020 | 29,332 | $29K | 0.00% | ABS-O |
| 460 | Ingram Micro Inc | 457153AG9 | Jun 2020 | 27,000 | $27K | 0.00% | DBT |
| 461 | KICKBOARD | 000000000 | Jun 2020 | 41,000 | $26K | 0.00% | DBT |
| 462 | SOLTICE CAPITAL SEALED ENVELOP | 000000000 | Jun 2020 | 500,000 | $24K | 0.00% | EC |
| 463 | Avant Loans Funding Trust | 05352PAB3 | Jun 2020 | 20,763 | $21K | 0.00% | ABS-O |
| 464 | COMMON CAPITAL LP SPECIAL EQUITY | 000000000 | Jun 2020 | 500,000 | $18K | 0.00% | EC |
| 465 | Conn Funding II, L.P | 20826JAB4 | Jun 2020 | 17,493 | $17K | 0.00% | ABS-O |
| 466 | GEEME PARTNERS LP | 000000000 | Jun 2020 | 255,500 | $13K | 0.00% | EC |
| 467 | Credit Acceptance Auto Loan Trust | 22533YAA3 | Jun 2020 | 11,896 | $12K | 0.00% | ABS-O |
| 468 | MACY'S INC | 55616PAA2 | Jun 2020 | 9,000 | $9K | 0.00% | DBT |
| 469 | Tesla Auto Lease Trust | 88165GAA8 | Jun 2020 | 8,962 | $9K | 0.00% | ABS-O |
| 470 | Neighborhood Bancorp | 000000000 | Jun 2020 | 10,000 | $8K | 0.00% | EC |
| 471 | Consensus Orthopedics Inc | 000000000 | Jun 2020 | 601,710 | $7K | 0.00% | EP |
| 472 | LEARNZILLION | 000000000 | Jun 2020 | 169,492 | $5K | 0.00% | EP |
| 473 | T-Mobile US Inc | 872590112 | Jun 2020 | 26,900 | $5K | 0.00% | EC |
| 474 | Consensus Orthopedics Inc | 000000000 | Jun 2020 | 420,683 | $5K | 0.00% | EP |
| 475 | Consensus Orthopedics Inc | 000000000 | Jun 2020 | 348,940 | $4K | 0.00% | EP |
| 476 | LEARNZILLION | 000000000 | Jun 2020 | 108,678 | $3K | 0.00% | EP |
| 477 | KICKBOARD | 000000000 | Jun 2020 | 169,932 | $2K | 0.00% | EC |
| 478 | Chicago Board of Trade | 000000000 | Jun 2020 | 33 | $2K | 0.00% | DIR |
| 479 | AT&T INC | 00206RJX1 | Jun 2020 | 1,000 | $1K | 0.00% | DBT |
| 480 | Consensus Orthopedics Inc | 000000000 | Jun 2020 | 180,877 | $145 | 0.00% | EC |
| 481 | Consumer Loan Underlying Bond Credit Trust | 21054PAB1 | Jun 2020 | 0 | $0 | 0.00% | ABS-O |
| 482 | Avant Loans Funding Trust | 05354NAA8 | Jun 2020 | 0 | $0 | 0.00% | ABS-O |
| 483 | Consumer Loan Underlying Bond Credit Trust | 21054AAA6 | Jun 2020 | 0 | $0 | 0.00% | ABS-O |
| 484 | Prestige Brands, Inc. | 74112CAT0 | Jun 2020 | 0 | $0 | 0.00% | LON |
| 485 | Wind Harvest Co | 000000000 | Jun 2020 | 8,696 | $0 | 0.00% | EC |
| 486 | State Street Bank and Trust Company | 000000000 | Jun 2020 | 1 | $-3138 | -0.00% | DFE |
| 487 | Chicago Board of Trade | 000000000 | Jun 2020 | -47 | $-16972 | -0.00% | DIR |
| 488 | Chicago Board of Trade | 000000000 | Jun 2020 | -5 | $-18736 | -0.00% | DIR |
| 489 | Chicago Board of Trade | 000000000 | Jun 2020 | -34 | $-61153 | -0.01% | DIR |
| 490 | Chicago Board of Trade | 000000000 | Jun 2020 | -251 | $-260235 | -0.03% | DIR |