Calvert Bond Fund — BullishAgent

#	Name	Ticker	Since	Shares	Value	% Port	Cat
1	UMBS, TBA	01F030678	Jun 2020	98,475,000	$103.7M	5.63%	ABS-MBS
2	United States Treasury	912828Y38	Jun 2020	58,207,369	$65.7M	3.57%	DBT
3	UMBS, TBA	01F022675	Jun 2020	45,715,000	$47.6M	2.59%	ABS-MBS
4	Fanniemae-Aces	3136B6XJ7	Jun 2020	43,238,000	$47.4M	2.58%	ABS-MBS
5	CALVERT CASH RESERVES FUND CALVERT CASH RESERVES FUND	000000000	Jun 2020	37,810,249	$37.8M	2.05%	EC
6	PNC FINANCIAL SERVICES	693475AY1	Jun 2020	34,340,000	$36.4M	1.98%	DBT
7	Stack Infrastructure Issuer LLC	85236KAA0	Jun 2020	27,049,467	$28.4M	1.54%	ABS-O
8	FHLMC Multifamily Structured Pass Through Certs.	3137FPHR9	Jun 2020	19,890,000	$21.9M	1.19%	ABS-MBS
9	UMBS, TBA	01F032674	Jun 2020	20,340,000	$21.4M	1.16%	ABS-MBS
10	City of San Francisco CA Public Utilities Commission Water Revenue	79765R5A3	Jun 2020	19,705,000	$21.0M	1.14%	DBT
11	Fanniemae-Aces	3136B3DE7	Jun 2020	17,300,000	$20.8M	1.13%	ABS-MBS
12	United States Treasury	912810SK5	Jun 2020	16,850,000	$20.8M	1.13%	DBT
13	United States Treasury	912810SJ8	Jun 2020	17,265,000	$20.8M	1.13%	DBT
14	Citigroup Inc	172967LD1	Jun 2020	16,815,000	$19.0M	1.03%	DBT
15	Fanniemae-Aces	3136B3XY1	Jun 2020	15,102,000	$17.8M	0.97%	ABS-MBS
16	Fannie Mae	31418CQB3	Jun 2020	14,067,398	$15.0M	0.81%	ABS-MBS
17	Fanniemae-Aces	3136B75M9	Jun 2020	13,443,000	$14.6M	0.79%	ABS-MBS
18	INTL BK RECON & DEVELOP	45905U6L3	Jun 2020	12,050,000	$13.7M	0.75%	DBT
19	SERVPRO MASTER ISSUER, LLC	817743AA5	Jun 2020	13,272,388	$13.4M	0.73%	ABS-O
20	MORGAN STANLEY	6174468K8	Jun 2020	13,439,000	$13.4M	0.73%	DBT
21	Oportun Funding LLC	68376VAA2	Jun 2020	12,777,000	$12.9M	0.70%	ABS-O
22	OWENS CORNING	690742AJ0	Jun 2020	11,701,000	$12.8M	0.69%	DBT
23	Ford Motor Credit Co LLC	345397YQ0	Jun 2020	13,035,000	$12.5M	0.68%	DBT
24	United States Treasury	912810SH2	Jun 2020	9,180,000	$12.4M	0.67%	DBT
25	Mosaic Solar Loans LLC	61945LAB9	Jun 2020	13,360,000	$12.1M	0.66%	ABS-O
26	Tesla Auto Lease Trust	88165GAC4	Jun 2020	11,727,000	$12.0M	0.65%	ABS-O
27	Solarcity LMC Series LLC	83417FAA7	Jun 2020	12,064,341	$12.0M	0.65%	ABS-O
28	Becton Dickinson and Co	075887CF4	Jun 2020	11,961,000	$12.0M	0.65%	DBT
29	Bank of America NA	06050TMJ8	Jun 2020	11,436,000	$11.9M	0.65%	DBT
30	NATIONAL OILWELL VARCO I	637071AM3	Jun 2020	11,969,000	$11.8M	0.64%	DBT
31	BANK OF MONTREAL	06367WRC9	Jun 2020	11,317,000	$11.7M	0.64%	DBT
32	Nvent Finance Sarl	67078AAD5	Jun 2020	10,846,000	$11.6M	0.63%	DBT
33	CITIGROUP INC	172967MR9	Jun 2020	11,282,000	$11.5M	0.63%	DBT
34	Avangrid Inc	05351WAA1	Jun 2020	10,620,000	$11.5M	0.62%	DBT
35	CHARTER COMM OPT LLC/CAP	161175BT0	Jun 2020	9,802,000	$11.2M	0.61%	DBT
36	BANK OF AMERICA CORP	06051GJE0	Jun 2020	10,633,000	$11.0M	0.60%	DBT
37	Fannie Mae - CAS	30711XAP9	Jun 2020	10,461,307	$10.9M	0.59%	ABS-MBS
38	DISCOVERY COMMUNICATIONS	25470DAT6	Jun 2020	9,090,000	$10.6M	0.58%	DBT
39	AT&T INC	00206RKA9	Jun 2020	9,856,000	$10.3M	0.56%	DBT
40	Fanniemae-Aces	3136B1XJ8	Jun 2020	8,534,000	$9.7M	0.53%	ABS-MBS
41	HP INC	40434LAC9	Jun 2020	9,372,000	$9.7M	0.52%	DBT
42	BLUEHUB LOAN FUND	095623AB0	Jun 2020	9,400,000	$9.6M	0.52%	DBT
43	BANK OF AMERICA CORP	06051GHW2	Jun 2020	9,093,000	$9.6M	0.52%	DBT
44	Fanniemae-Aces	3136B9WE3	Jun 2020	9,220,000	$9.5M	0.52%	ABS-MBS
45	SYNOVUS BANK GA	87164DQS2	Jun 2020	9,250,000	$9.4M	0.51%	DBT
46	BX Commercial Mortgage Trust 2019-XL	056054AA7	Jun 2020	9,296,047	$9.3M	0.50%	ABS-MBS
47	TERRAFORM POWER OPERATIN	88104LAE3	Jun 2020	8,737,000	$9.2M	0.50%	DBT
48	Coinstar Funding LLC Series 2017-1	19260MAA4	Jun 2020	9,510,850	$9.1M	0.50%	ABS-O
49	CVS HEALTH CORP	126650DF4	Jun 2020	8,284,000	$9.1M	0.49%	DBT
50	Oportun Funding VIII LLC	68376HAA3	Jun 2020	9,016,000	$9.0M	0.49%	ABS-O
51	CVS Health Corp	126650CX6	Jun 2020	7,696,000	$9.0M	0.49%	DBT
52	BANK OF AMERICA CORP	06051GJC4	Jun 2020	8,851,000	$9.0M	0.49%	DBT
53	United States Treasury	9128284H0	Jun 2020	8,517,548	$8.9M	0.48%	DBT
54	Fannie Mae	3140J8NG4	Jun 2020	8,293,351	$8.8M	0.48%	ABS-MBS
55	Morgan Stanley Capital I Trust	61769GAA5	Jun 2020	9,890,000	$8.8M	0.48%	ABS-MBS
56	Bank of America Corp	06051GHF9	Jun 2020	8,200,000	$8.8M	0.48%	DBT
57	Freddie Mac - STACR	35564TAH3	Jun 2020	8,819,212	$8.7M	0.47%	ABS-MBS
58	Avangrid Inc	05351WAB9	Jun 2020	7,100,000	$8.3M	0.45%	DBT
59	Planet Fitness Master Issuer LLC	72703PAA1	Jun 2020	8,159,662	$8.2M	0.45%	ABS-O
60	BANK OF NOVA SCOTIA	064159QD1	Jun 2020	7,809,000	$8.1M	0.44%	DBT
61	GOLDMAN SACHS GROUP INC	38141GWJ9	Jun 2020	7,700,000	$8.0M	0.43%	DBT
62	Sonic Capital LLC	83546DAG3	Jun 2020	7,571,677	$8.0M	0.43%	ABS-O
63	Oportun Funding VIII LLC	68376HAB1	Jun 2020	8,135,000	$7.9M	0.43%	ABS-O
64	retl	74952PAG2	Jun 2020	8,685,000	$7.9M	0.43%	ABS-MBS
65	KKR GRP FIN CO VI LLC	48252AAA9	Jun 2020	6,840,000	$7.9M	0.43%	DBT
66	AFFILIATED MANAGERS GROU	008252AP3	Jun 2020	7,698,000	$7.9M	0.43%	DBT
67	ENEL FINANCE INTL NV	29278GAL2	Jun 2020	7,485,000	$7.8M	0.43%	DBT
68	Freddie Mac - STACR	3137G0QQ5	Jun 2020	7,670,000	$7.8M	0.42%	ABS-MBS
69	DISCOVER FINANCIAL SVS	254709AQ1	Jun 2020	7,527,000	$7.7M	0.42%	DBT
70	Jabil Inc	466313AH6	Jun 2020	7,131,000	$7.7M	0.42%	DBT
71	Fanniemae-Aces	3136AY2C6	Jun 2020	6,508,000	$7.3M	0.40%	ABS-MBS
72	Bank of America Corp	06051GGR4	Jun 2020	6,450,000	$7.3M	0.39%	DBT
73	JPMorgan Chase & Co	46647PAU0	Jun 2020	6,500,000	$7.1M	0.38%	DBT
74	Jabil Inc	466313AG8	Jun 2020	6,613,000	$7.0M	0.38%	DBT
75	Bank of America Corp	06051GHH5	Jun 2020	6,741,000	$6.9M	0.38%	DBT
76	Bank of America Corp	06051GGF0	Jun 2020	6,032,000	$6.9M	0.37%	DBT
77	LG Chem Ltd	501955AA6	Jun 2020	6,400,000	$6.8M	0.37%	DBT
78	EPR PROPERTIES	26884UAF6	Jun 2020	7,750,000	$6.8M	0.37%	DBT
79	FORD FOUNDATION/THE	34531XAB0	Jun 2020	6,560,000	$6.7M	0.36%	DBT
80	FedEx Corp	31428XBG0	Jun 2020	6,160,000	$6.7M	0.36%	DBT
81	Asian Development Bank	045167EJ8	Jun 2020	5,500,000	$6.5M	0.35%	DBT
82	INT DEVELOPMENT FIN CORP	6903534C8	Jun 2020	5,698,000	$6.5M	0.35%	DBT
83	AUST & NZ BANKING GROUP	052528AL0	Jun 2020	6,352,000	$6.5M	0.35%	DBT
84	Banc of America Merrill Lynch Large Loan Inc	05492PAJ7	Jun 2020	9,685,000	$6.5M	0.35%	ABS-MBS
85	VERIZON COMMUNICATIONS	92343VES9	Jun 2020	5,457,000	$6.5M	0.35%	DBT
86	Morgan Stanley	6174468C6	Jun 2020	5,700,000	$6.5M	0.35%	DBT
87	JABIL INC	466313AJ2	Jun 2020	6,161,000	$6.5M	0.35%	DBT
88	BANK OF NOVA SCOTIA	064159VK9	Jun 2020	6,295,000	$6.4M	0.35%	DBT
89	BANKUNITED INC	06652KAB9	Jun 2020	6,275,000	$6.4M	0.35%	DBT
90	AT&T Inc	00206RGQ9	Jun 2020	5,457,000	$6.4M	0.35%	DBT
91	Apple Inc	037833CX6	Jun 2020	5,686,000	$6.4M	0.35%	DBT
92	FHLMC Multifamily Structured Pass Through Certs.	3137FGZH1	Jun 2020	5,335,000	$6.3M	0.34%	ABS-MBS
93	T-MOBILE USA INC	87264ABJ3	Jun 2020	6,240,000	$6.3M	0.34%	DBT
94	MidAmerican Energy Co	595620AU9	Jun 2020	4,815,000	$6.3M	0.34%	DBT
95	DELTA AIR LINES INC	247361ZZ4	Jun 2020	6,458,000	$6.3M	0.34%	DBT
96	TRUIST FINANCIAL CORP	89832QAF6	Jun 2020	6,010,000	$6.2M	0.34%	DBT
97	CITIGROUP INC	17308CC53	Jun 2020	5,823,000	$6.2M	0.34%	DBT
98	Vantage Data Centers LLC	92212KAA4	Jun 2020	5,940,083	$6.1M	0.33%	ABS-O
99	Ford Motor Credit Co LLC	345397YP2	Jun 2020	6,600,000	$6.0M	0.33%	DBT
100	Tapestry Inc	189754AC8	Jun 2020	6,356,000	$6.0M	0.33%	DBT
101	Bank of America Corp	06051GHD4	Jun 2020	5,369,000	$6.0M	0.33%	DBT
102	Springcastle SPV	85022WAL8	Jun 2020	5,900,419	$6.0M	0.32%	ABS-O
103	XYLEM INC	98419MAL4	Jun 2020	5,896,000	$5.9M	0.32%	DBT
104	Driven Brands Funding, LLC	26208LAC2	Jun 2020	5,511,520	$5.9M	0.32%	ABS-O
105	AT&T Inc	00206RDJ8	Jun 2020	4,957,000	$5.8M	0.32%	DBT
106	California Health Facilities Financing Authority	13032UVD7	Jun 2020	5,565,000	$5.8M	0.31%	DBT
107	Tesla Auto Lease Trust	88161NAA7	Jun 2020	5,569,794	$5.7M	0.31%	ABS-O
108	Commonwealth of Massachusetts	57582RJN7	Jun 2020	4,770,000	$5.5M	0.30%	DBT
109	Epicor Software Corporation	29426NAE4	Jun 2020	5,635,509	$5.5M	0.30%	LON
110	Motel 6 Trust	61975FAJ8	Jun 2020	5,789,661	$5.5M	0.30%	ABS-MBS
111	Focus Brands Funding LLC	34417MAA5	Jun 2020	5,737,550	$5.4M	0.30%	ABS-O
112	MACYS RETAIL HLDGS INC	55616XAH0	Jun 2020	6,787,000	$5.4M	0.29%	DBT
113	Solarcity LMC Series LLC	83417FAB5	Jun 2020	5,547,311	$5.4M	0.29%	ABS-O
114	Fanniemae-Aces	3136B2GX4	Jun 2020	4,628,461	$5.3M	0.29%	ABS-MBS
115	Vantage Data Centers Issuer LLC	92211MAC7	Jun 2020	5,110,897	$5.3M	0.29%	ABS-O
116	Ford Motor Credit Co LLC	345397ZG1	Jun 2020	5,522,000	$5.2M	0.28%	DBT
117	PNC Bank NA	69349LAG3	Jun 2020	5,000,000	$5.2M	0.28%	DBT
118	CALVERT IMPACT CAPITAL NOTE 12/21 VAR	000000000	Jun 2020	5,291,992	$5.2M	0.28%	DBT
119	Freddie Mac - STACR	35565KAA6	Jun 2020	5,229,347	$5.2M	0.28%	ABS-MBS
120	Los Angeles Unified School District/CA	544646XZ0	Jun 2020	3,750,000	$5.2M	0.28%	DBT
121	ASHTEAD CAPITAL INC	045054AL7	Jun 2020	5,174,000	$5.2M	0.28%	DBT
122	Hyland Software, Inc.	44908XAT5	Jun 2020	5,329,318	$5.2M	0.28%	LON
123	LLOYDS BANKING GROUP PLC	539439AV1	Jun 2020	5,017,000	$5.2M	0.28%	DBT
124	Small Business Administration Participation Certs	83162CYQ0	Jun 2020	4,814,592	$5.2M	0.28%	ABS-O
125	CAPITAL ONE FINANCIAL CO	14040HBT1	Jun 2020	4,779,000	$5.1M	0.28%	DBT
126	California Health Facilities Financing Authority	13032UVF2	Jun 2020	4,980,000	$5.1M	0.28%	DBT
127	Morgan Stanley Capital I Trust	61691LAA7	Jun 2020	5,165,000	$5.1M	0.28%	ABS-MBS
128	Conn Funding II, L.P	20824LAA3	Jun 2020	5,175,159	$5.1M	0.28%	ABS-O
129	Fannie Mae - CAS	30711XAK0	Jun 2020	5,634,383	$5.1M	0.28%	ABS-MBS
130	Jack in the Box Funding, LLC	466365AA1	Jun 2020	4,940,175	$5.1M	0.28%	ABS-O
131	STIFEL FINANCIAL CORP	860630AG7	Jun 2020	4,782,000	$5.1M	0.28%	DBT
132	CITIGROUP INC	172967MQ1	Jun 2020	4,706,000	$5.1M	0.27%	DBT
133	Aflac Inc	001055BJ0	Jun 2020	4,301,000	$5.0M	0.27%	DBT
134	JPMORGAN CHASE & CO	46647PBE5	Jun 2020	4,603,000	$4.9M	0.27%	DBT
135	Discover Bank	25466AAN1	Jun 2020	4,790,000	$4.8M	0.26%	DBT
136	SITE Centers Corp	23317HAD4	Jun 2020	4,767,000	$4.8M	0.26%	DBT
137	AERCAP IRELAND CAP/GLOBA	00774MAP0	Jun 2020	4,780,000	$4.8M	0.26%	DBT
138	AT&T INC	00206RJJ2	Jun 2020	3,750,000	$4.7M	0.26%	DBT
139	Fannie Mae - CAS	20754CAA7	Jun 2020	4,688,159	$4.7M	0.25%	ABS-MBS
140	New York City Transitional Finance Authority Future Tax Secured Revenue	64971MZG0	Jun 2020	3,540,000	$4.7M	0.25%	DBT
141	ExteNet Systems	30227XAA9	Jun 2020	4,625,000	$4.7M	0.25%	ABS-O
142	DXC Technology Co	23355LAD8	Jun 2020	4,231,000	$4.6M	0.25%	DBT
143	NORDSTROM INC	655664AT7	Jun 2020	5,866,000	$4.6M	0.25%	DBT
144	MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01	62548QAD3	Jun 2020	4,944,000	$4.6M	0.25%	ABS-MBS
145	WESTINGHOUSE AIR BRAKE	960386AP5	Jun 2020	4,566,000	$4.6M	0.25%	DBT
146	KAISER FOUNDATION HOSPIT	48305QAC7	Jun 2020	4,091,000	$4.5M	0.25%	DBT
147	State of Connecticut Special Tax Revenue	207758KM4	Jun 2020	3,800,000	$4.5M	0.25%	DBT
148	NATIONWIDE BLDG SOCIETY	63861VAE7	Jun 2020	3,845,000	$4.3M	0.24%	DBT
149	SBA Tower Trust	78403DAF7	Jun 2020	4,150,000	$4.3M	0.23%	DBT
150	Comcast Corp	20030NCM1	Jun 2020	3,180,000	$4.3M	0.23%	DBT
151	CONSERVATION FUND	20848FAA8	Jun 2020	3,965,000	$4.3M	0.23%	DBT
152	Fannie Mae	3140JAJT6	Jun 2020	4,002,898	$4.2M	0.23%	ABS-MBS
153	Fanniemae-Aces	3136B4VT2	Jun 2020	3,798,779	$4.2M	0.23%	ABS-MBS
154	California Health Facilities Financing Authority	13032UVE5	Jun 2020	3,980,000	$4.1M	0.22%	DBT
155	DXC TECHNOLOGY CO	23355LAJ5	Jun 2020	3,926,000	$4.1M	0.22%	DBT
156	United States Treasury	912828ZQ6	Jun 2020	4,084,000	$4.1M	0.22%	DBT
157	Asurion LLC	04649VAV2	Jun 2020	4,158,079	$4.0M	0.22%	LON
158	Nordstrom Inc	655664AR1	Jun 2020	5,689,000	$4.0M	0.22%	DBT
159	Valmont Industries Inc	920253AE1	Jun 2020	3,846,000	$4.0M	0.22%	DBT
160	AMERICAN WATER CAPITAL C	03040WAQ8	Jun 2020	3,590,000	$4.0M	0.22%	DBT
161	MAGNA INTERNATIONAL INC	559222AV6	Jun 2020	3,814,000	$3.9M	0.21%	DBT
162	Freddie Mac - STACR	3137G0TS8	Jun 2020	3,900,559	$3.9M	0.21%	ABS-MBS
163	Freddie Mac - STACR	35565AAH3	Jun 2020	3,931,318	$3.9M	0.21%	ABS-MBS
164	BROOKFIELD PROPERTY PART	000000000	Jun 2020	211,400	$3.8M	0.21%	EP
165	Jaguar Holding Company II	47009YAK3	Jun 2020	3,887,918	$3.8M	0.21%	LON
166	AMER AIRLN 15-2 B PTT	02377BAC0	Jun 2020	5,348,877	$3.8M	0.21%	DBT
167	GOLDMAN SACHS GROUP INC	38141GWM2	Jun 2020	3,656,000	$3.8M	0.21%	DBT
168	Fannie Mae - CAS	30711XAF1	Jun 2020	4,192,119	$3.8M	0.20%	ABS-MBS
169	Mosaic Solar Loans LLC	61946CAA0	Jun 2020	3,583,134	$3.8M	0.20%	ABS-O
170	WELLTOWER INC	95040QAL8	Jun 2020	3,755,000	$3.7M	0.20%	DBT
171	TES LLC	88159DAA3	Jun 2020	3,776,963	$3.7M	0.20%	ABS-O
172	HOUSING URBAN DEVELOPMNT	911759NL8	Jun 2020	3,170,000	$3.7M	0.20%	DBT
173	LG Chem Ltd	501955AB4	Jun 2020	3,325,000	$3.6M	0.20%	DBT
174	HOUSING URBAN DEVELOPMNT	911759NH7	Jun 2020	3,060,000	$3.6M	0.20%	DBT
175	AT&T INC	00206RJH6	Jun 2020	3,000,000	$3.6M	0.20%	DBT
176	NEXTERA ENERGY OPERATING	65342QAC6	Jun 2020	3,561,000	$3.6M	0.19%	DBT
177	NIAGARA MOHAWK POWER	65364UAN6	Jun 2020	3,518,000	$3.6M	0.19%	DBT
178	Jersey Mike's Funding, LLC	476681AA9	Jun 2020	3,578,000	$3.5M	0.19%	ABS-O
179	MACQUARIE BANK LTD	556079AC5	Jun 2020	3,355,000	$3.5M	0.19%	DBT
180	ALLIANCE DATA SYSTEMS CO	018581AK4	Jun 2020	3,899,000	$3.5M	0.19%	DBT
181	Fannie Mae - CAS	20753QAE9	Jun 2020	3,538,252	$3.5M	0.19%	ABS-MBS
182	Driven Brands Funding, LLC	26208LAA6	Jun 2020	3,361,600	$3.5M	0.19%	ABS-O
183	SBA Tower Trust	78403DAH3	Jun 2020	3,300,000	$3.5M	0.19%	ABS-O
184	Western Digital Corp	958102AM7	Jun 2020	3,373,000	$3.5M	0.19%	DBT
185	Nacional Financiera SNC	629598AS2	Jun 2020	3,450,000	$3.5M	0.19%	DBT
186	Citigroup Inc	172967KB6	Jun 2020	3,435,000	$3.5M	0.19%	DBT
187	Citigroup Inc	172967LV1	Jun 2020	3,330,000	$3.4M	0.19%	DBT
188	HP ENTERPRISE CO	42824CBB4	Jun 2020	3,449,000	$3.4M	0.19%	DBT
189	City & County of San Francisco CA	7976465P7	Jun 2020	3,085,000	$3.4M	0.19%	DBT
190	DXC TECHNOLOGY CO	23355LAK2	Jun 2020	3,167,000	$3.4M	0.18%	DBT
191	OneMain Financial Issuance Trust 2017-1	68267LAA6	Jun 2020	3,350,282	$3.4M	0.18%	ABS-O
192	Hardee's Funding	411707AB8	Jun 2020	3,291,375	$3.3M	0.18%	ABS-O
193	TERRAFORM POWER OPERATIN	88104LAG8	Jun 2020	3,260,000	$3.3M	0.18%	DBT
194	MIDAMERICAN ENERGY CO	595620AV7	Jun 2020	2,990,000	$3.3M	0.18%	DBT
195	Digital Realty Trust LP	25389JAL0	Jun 2020	3,100,000	$3.3M	0.18%	DBT
196	Fannie Mae	3138LEDP3	Jun 2020	3,000,000	$3.3M	0.18%	ABS-MBS
197	SMBC AVIATION CAPITAL FI	78448TAE2	Jun 2020	3,200,000	$3.3M	0.18%	DBT
198	STANDARD CHARTERED PLC	853254BT6	Jun 2020	3,251,000	$3.3M	0.18%	DBT
199	Fannie Mae - CAS	30711XAB0	Jun 2020	3,535,691	$3.2M	0.17%	ABS-MBS
200	California Health Facilities Financing Authority	13032UVL9	Jun 2020	3,060,000	$3.2M	0.17%	DBT
201	MICROSOFT CORP	594918CC6	Jun 2020	3,050,000	$3.2M	0.17%	DBT
202	HOME DEPOT INC	437076CB6	Jun 2020	2,866,000	$3.2M	0.17%	DBT
203	COMMONWEALTH BANK AUST	202712BK0	Jun 2020	2,947,000	$3.1M	0.17%	DBT
204	Tesla Auto Lease Trust	88161NAC3	Jun 2020	3,075,000	$3.1M	0.17%	ABS-O
205	ARCH CAPITAL GROUP LTD	03939AAA5	Jun 2020	2,950,000	$3.1M	0.17%	DBT
206	Fannie Mae	3138LECR0	Jun 2020	2,793,076	$3.1M	0.17%	ABS-MBS
207	YARA INTERNATIONAL ASA	984851AG0	Jun 2020	2,914,000	$3.0M	0.16%	DBT
208	HP ENTERPRISE CO	42824CBD0	Jun 2020	3,026,000	$3.0M	0.16%	DBT
209	HOUSING URBAN DEVELOPMNT	911759MY1	Jun 2020	2,726,000	$3.0M	0.16%	DBT
210	PUBLIC SERVICE COLORADO	744448CP4	Jun 2020	2,581,000	$3.0M	0.16%	DBT
211	BX Commercial Mortgage Trust 2019-XL	056054AE9	Jun 2020	3,023,843	$3.0M	0.16%	ABS-MBS
212	AG ISSUER LLC	00119LAA9	Jun 2020	3,187,000	$3.0M	0.16%	DBT
213	HOUSING URBAN DEVELOPMNT	911759MX3	Jun 2020	2,726,000	$3.0M	0.16%	DBT
214	Banc of America Merrill Lynch Large Loan Inc	05492PAN8	Jun 2020	4,805,000	$3.0M	0.16%	ABS-O
215	CON EDISON CO OF NY INC	209111FX6	Jun 2020	2,571,000	$2.9M	0.16%	DBT
216	Small Business Lending Trust	83165WAA4	Jun 2020	3,007,240	$2.9M	0.16%	ABS-O
217	Sunrun Callisto Issuer LLC	86772FAA9	Jun 2020	2,916,298	$2.9M	0.16%	ABS-O
218	NATIONAL AUSTRALIA BK/NY	63254ABA5	Jun 2020	2,650,000	$2.9M	0.16%	DBT
219	INT DEVELOPMENT FIN CORP	690353G50	Jun 2020	2,532,211	$2.8M	0.15%	DBT
220	California Health Facilities Financing Authority	13032UVG0	Jun 2020	2,715,000	$2.8M	0.15%	DBT
221	Planet Fitness Master Issuer LLC	72703PAC7	Jun 2020	3,149,175	$2.7M	0.15%	ABS-O
222	Citigroup Inc	172967LG4	Jun 2020	2,600,000	$2.7M	0.15%	DBT
223	Ameriprise Financial Inc	03076CAK2	Jun 2020	2,471,000	$2.7M	0.15%	DBT
224	AERCAP IRELAND CAP/GLOBA	00774MAN5	Jun 2020	2,542,000	$2.7M	0.14%	DBT
225	Narragansett Bay Commission	631060CR9	Jun 2020	2,495,000	$2.5M	0.14%	DBT
226	CENTENE CORP	15135BAR2	Jun 2020	2,443,000	$2.5M	0.14%	DBT
227	Seagate HDD Cayman	81180WAN1	Jun 2020	2,275,000	$2.5M	0.14%	DBT
228	WFLD Mortgage Trust	92939GAJ6	Jun 2020	2,700,000	$2.5M	0.14%	ABS-MBS
229	Cushman & Wakefield U.S. Borrower, LLC	23340DAP7	Jun 2020	2,610,250	$2.5M	0.13%	LON
230	CenturyLink, Inc.	15669GAH7	Jun 2020	2,611,875	$2.5M	0.13%	LON
231	CENTENE CORP	15135BAV3	Jun 2020	2,435,000	$2.5M	0.13%	DBT
232	Tesla Auto Lease Trust	88165GAD2	Jun 2020	2,355,000	$2.4M	0.13%	ABS-O
233	Digital Realty Trust LP	25389JAQ9	Jun 2020	2,035,000	$2.4M	0.13%	DBT
234	CAPITAL ONE FINANCIAL CO	14040HBJ3	Jun 2020	2,100,000	$2.3M	0.13%	DBT
235	JPMORGAN CHASE & CO	46647PBP0	Jun 2020	2,188,000	$2.3M	0.13%	DBT
236	DISCOVER BANK	25466AAR2	Jun 2020	2,285,000	$2.3M	0.13%	DBT
237	Tesla Auto Lease Trust	88165GAB6	Jun 2020	2,278,000	$2.3M	0.13%	ABS-O
238	Seagate HDD Cayman	81180WAT8	Jun 2020	2,145,000	$2.3M	0.13%	DBT
239	Bank of America Corp	06051GHQ5	Jun 2020	1,960,000	$2.3M	0.12%	DBT
240	California Health Facilities Financing Authority	13032UVM7	Jun 2020	2,195,000	$2.3M	0.12%	DBT
241	Fannie Mae - CAS	20753MAF5	Jun 2020	2,274,288	$2.3M	0.12%	ABS-MBS
242	Morgan Stanley	6174824M3	Jun 2020	2,075,000	$2.3M	0.12%	DBT
243	CROWN CASTLE TOWERS LLC	22822RBD1	Jun 2020	2,100,000	$2.2M	0.12%	DBT
244	Vantage Data Centers LLC	92211MAE3	Jun 2020	2,165,167	$2.2M	0.12%	ABS-O
245	Element Rail Leasing LLC	28618WAC8	Jun 2020	2,200,000	$2.2M	0.12%	ABS-O
246	Morgan Stanley	61746BEC6	Jun 2020	2,190,000	$2.2M	0.12%	DBT
247	COMMONWEALTH BANK AUST	2027A0JR1	Jun 2020	2,120,000	$2.2M	0.12%	DBT
248	Toorak Mortgage Corp.	89052WAA7	Jun 2020	2,220,000	$2.2M	0.12%	ABS-MBS
249	Fannie Mae - CAS	30711XAM6	Jun 2020	2,319,685	$2.2M	0.12%	ABS-MBS
250	MACYS RETAIL HLDGS INC	55616XAF4	Jun 2020	2,465,000	$2.2M	0.12%	DBT
251	Small Business Lending Trust	831645AA4	Jun 2020	2,249,897	$2.2M	0.12%	ABS-O
252	Stack Infrastructure Issuer LLC	85236KAC6	Jun 2020	2,210,000	$2.2M	0.12%	ABS-O
253	Bank of America Corp	06051GFY0	Jun 2020	2,155,000	$2.2M	0.12%	DBT
254	FHLMC Multifamily Structured Pass Through Certs.	3137FG6Q3	Jun 2020	1,895,833	$2.2M	0.12%	ABS-MBS
255	FannieMae Grantor Trust	3136AV6R5	Jun 2020	1,954,547	$2.2M	0.12%	ABS-MBS
256	Fannie Mae - CAS	30711XQX5	Jun 2020	2,145,947	$2.1M	0.12%	ABS-MBS
257	UNICREDIT SPA	904678AS8	Jun 2020	2,117,000	$2.1M	0.12%	DBT
258	JP Morgan Chase Commercial Mortgage Sec Trust	46642MAG3	Jun 2020	2,335,000	$2.1M	0.11%	ABS-MBS
259	FORD MOTOR CREDIT CO LLC	345397A29	Jun 2020	2,205,000	$2.1M	0.11%	DBT
260	CEMEX SAB DE CV	151290BW2	Jun 2020	2,015,000	$2.1M	0.11%	DBT
261	SMBC AVIATION CAPITAL FI	78448TAA0	Jun 2020	2,040,000	$2.0M	0.11%	DBT
262	ANZ NEW ZEALAND INTL/LDN	00182EBE8	Jun 2020	2,032,000	$2.0M	0.11%	DBT
263	HOUSING URBAN DEVELOPMNT	911759NJ3	Jun 2020	1,720,000	$2.0M	0.11%	DBT
264	Narragansett Bay Commission	631060CS7	Jun 2020	1,985,000	$2.0M	0.11%	DBT
265	DISCOVERY COMMUNICATIONS	25470DBJ7	Jun 2020	1,843,000	$2.0M	0.11%	DBT
266	InSite Issuer LLC	45780KAD8	Jun 2020	1,985,000	$2.0M	0.11%	ABS-O
267	Ziggo Financing Partnership	000000000	Jun 2020	2,100,000	$2.0M	0.11%	LON
268	Narragansett Bay Commission	631060CU2	Jun 2020	1,945,000	$2.0M	0.11%	DBT
269	Solarcity LMC Series LLC	83417BAA6	Jun 2020	2,056,108	$2.0M	0.11%	ABS-O
270	DENTSPLY SIRONA INC	24906PAA7	Jun 2020	1,880,000	$2.0M	0.11%	DBT
271	Fannie Mae - CAS	20754HAE8	Jun 2020	1,941,223	$1.9M	0.10%	ABS-MBS
272	CAPITAL ONE FINANCIAL CO	14040HCD5	Jun 2020	1,845,000	$1.9M	0.10%	DBT
273	CAPITAL ONE FINANCIAL CO	14040HBS3	Jun 2020	1,925,000	$1.9M	0.10%	DBT
274	Discover Bank	25466AAJ0	Jun 2020	1,750,000	$1.9M	0.10%	DBT
275	NBCUniversal Media LLC	63946BAJ9	Jun 2020	1,500,000	$1.9M	0.10%	DBT
276	INT DEVELOPMENT FIN CORP	90376PAD3	Jun 2020	1,812,000	$1.9M	0.10%	DBT
277	Helios Issuer, LLC	86746CAA9	Jun 2020	1,865,000	$1.9M	0.10%	ABS-O
278	BANCO SANTANDER SA	05971KAE9	Jun 2020	1,800,000	$1.9M	0.10%	DBT
279	CVS Pass-Through Trust	126650BP4	Jun 2020	1,623,976	$1.8M	0.10%	DBT
280	Narragansett Bay Commission	631060CT5	Jun 2020	1,780,000	$1.8M	0.10%	DBT
281	Freddie Mac - STACR	3137G0TH2	Jun 2020	1,805,718	$1.8M	0.10%	ABS-MBS
282	MARSH & MCLENNAN COS INC	571748BK7	Jun 2020	1,779,000	$1.8M	0.10%	DBT
283	SMBC AVIATION CAPITAL FI	78448TAB8	Jun 2020	1,750,000	$1.8M	0.10%	DBT
284	Ford Motor Credit Co LLC	345397ZB2	Jun 2020	1,770,000	$1.7M	0.09%	DBT
285	Becton Dickinson and Co	075887BT5	Jun 2020	1,667,000	$1.7M	0.09%	DBT
286	District of Columbia Water & Sewer Authority	254845JZ4	Jun 2020	1,170,000	$1.7M	0.09%	DBT
287	Change Healthcare Holdings LLC	15911AAC7	Jun 2020	1,749,879	$1.7M	0.09%	LON
288	SEAGATE HDD CAYMAN	81180WAZ4	Jun 2020	1,587,000	$1.7M	0.09%	DBT
289	Freddie Mac - STACR	35564MAH8	Jun 2020	1,687,293	$1.7M	0.09%	ABS-MBS
290	BROOKFIELD PROPERTY PART	000000000	Jun 2020	100,000	$1.7M	0.09%	EP
291	MACYS RETAIL HLDGS INC	55616XAK3	Jun 2020	2,221,000	$1.7M	0.09%	DBT
292	ADAMS OUTDOOR ADVERTISING	006346AS9	Jun 2020	1,621,722	$1.7M	0.09%	ABS-O
293	BROADRIDGE FINANCIAL SOL	11133TAB9	Jun 2020	1,645,000	$1.7M	0.09%	DBT
294	DISCOVER FINANCIAL SVS	254709AK4	Jun 2020	1,500,000	$1.6M	0.09%	DBT
295	HOUSING URBAN DEVELOPMNT	911759MV7	Jun 2020	1,558,000	$1.6M	0.09%	DBT
296	SUNRUN CALLISTO ISSUER LLC	86773PAA6	Jun 2020	1,641,474	$1.6M	0.09%	ABS-O
297	CVS HEALTH CORP	126650DE7	Jun 2020	1,508,000	$1.6M	0.09%	DBT
298	INT DEVELOPMENT FIN CORP	6903536P7	Jun 2020	1,500,000	$1.6M	0.09%	DBT
299	HAT HOLDINGS I LLC/HAT	418751AA1	Jun 2020	1,568,000	$1.6M	0.09%	DBT
300	AMER AIRLINE 16-1 B PTT	02376YAA5	Jun 2020	2,406,104	$1.6M	0.09%	DBT
301	NuStar Energy LP	67058H300	Jun 2020	96,673	$1.6M	0.09%	EP
302	Fannie Mae - CAS	30711XDS0	Jun 2020	1,484,997	$1.6M	0.08%	ABS-MBS
303	CITIZENS FINANCIAL GROUP	174610AN5	Jun 2020	1,475,000	$1.5M	0.08%	DBT
304	Freddie Mac Structured Agency Credit Risk Debt Notes	3137G0PU7	Jun 2020	1,477,379	$1.5M	0.08%	ABS-MBS
305	State Street Global Advisors	857492706	Jun 2020	1,465,660	$1.5M	0.08%	STIV
306	Sunnova Sol Issuer,LLC	86745NAA6	Jun 2020	1,473,617	$1.4M	0.08%	ABS-O
307	retl	74952PAA5	Jun 2020	1,509,077	$1.4M	0.08%	ABS-MBS
308	CITIZENS BANK NA/RI	17401QAE1	Jun 2020	1,400,000	$1.4M	0.08%	DBT
309	Fannie Mae - CAS	30711XAH7	Jun 2020	1,514,277	$1.4M	0.08%	ABS-MBS
310	Freddie Mac - STACR	35565HAA3	Jun 2020	1,415,106	$1.4M	0.08%	ABS-MBS
311	Ford Motor Credit Co LLC	345397YY3	Jun 2020	1,460,000	$1.4M	0.08%	DBT
312	Mosaic Solar Loans LLC	61946NAA6	Jun 2020	1,355,000	$1.4M	0.07%	ABS-O
313	Willis Engine Securitization Trust	97064FAB1	Jun 2020	2,392,743	$1.3M	0.07%	ABS-O
314	City of New York NY	64966HMV9	Jun 2020	1,030,000	$1.3M	0.07%	DBT
315	Synovus Financial Corp	87161CAL9	Jun 2020	1,267,000	$1.3M	0.07%	DBT
316	Regions Financial Corp	7591EPAM2	Jun 2020	1,198,000	$1.2M	0.07%	DBT
317	Avolon TLB Borrower 1 (US) LLC	05400KAE0	Jun 2020	1,329,325	$1.2M	0.07%	LON
318	PRES & FELLOWS OF HARVAR	740816AL7	Jun 2020	1,000,000	$1.2M	0.07%	DBT
319	Mosaic Solar Loans LLC	61946NAB4	Jun 2020	1,135,000	$1.1M	0.06%	ABS-O
320	Hertz Fleet Lease Funding LP	428041AX5	Jun 2020	1,145,488	$1.1M	0.06%	ABS-O
321	Mosaic Solar Loans LLC	61945LAC7	Jun 2020	1,495,000	$1.1M	0.06%	ABS-O
322	HOUSING URBAN DEVELOPMNT	911759NK0	Jun 2020	929,000	$1.1M	0.06%	DBT
323	LUNAR AIRCRAFT 2020-1 LIMITED	55037LAB0	Jun 2020	1,800,667	$1.1M	0.06%	ABS-O
324	Commonwealth of Massachusetts	57582PUE8	Jun 2020	750,000	$1.1M	0.06%	DBT
325	Fanniemae-Aces	3136AVGY9	Jun 2020	1,010,013	$1.0M	0.06%	ABS-MBS
326	Seattle Spinco, Inc.	81271EAB7	Jun 2020	1,106,244	$1.0M	0.06%	LON
327	IRON MOUNTAIN INC	46284VAG6	Jun 2020	1,050,000	$1.0M	0.06%	DBT
328	ASHTEAD CAPITAL INC	045054AJ2	Jun 2020	1,014,000	$1.0M	0.05%	DBT
329	Focus Brands Funding LLC	34417MAB3	Jun 2020	1,207,650	$978K	0.05%	ABS-O
330	WFLD Mortgage Trust	92939GAG2	Jun 2020	1,000,000	$952K	0.05%	ABS-MBS
331	DXC Technology Co	23355LAC0	Jun 2020	879,000	$946K	0.05%	DBT
332	Fannie Mae - CAS	20754JAA2	Jun 2020	902,004	$905K	0.05%	ABS-MBS
333	SolarWinds Holdings, Inc.	83417UAH9	Jun 2020	906,061	$879K	0.05%	LON
334	Motel 6 Trust	61975FAL3	Jun 2020	906,766	$857K	0.05%	ABS-MBS
335	HOUSING URBAN DEVELOPMNT	911759MW5	Jun 2020	778,000	$830K	0.05%	DBT
336	Level 3 Financing Inc.	52729KAP1	Jun 2020	810,849	$768K	0.04%	LON
337	HOUSING URBAN DEVELOPMNT	911759NM6	Jun 2020	657,000	$762K	0.04%	DBT
338	Bombardier Recreational Products, Inc.	000000000	Jun 2020	796,372	$761K	0.04%	LON
339	CITIZENS FINANCIAL GROUP	75524RAA7	Jun 2020	702,000	$740K	0.04%	DBT
340	DB Master Finance LLC	233046AF8	Jun 2020	674,475	$715K	0.04%	ABS-O
341	Azul Investments LLP	05502FAA6	Jun 2020	1,490,000	$701K	0.04%	DBT
342	Freddie Mac - STACR	35564XAH4	Jun 2020	707,764	$687K	0.04%	ABS-MBS
343	Avis Budget Rental Car Funding AESOP LLC	05377RBX1	Jun 2020	671,667	$671K	0.04%	ABS-O
344	AMER AIRLN 13-1 B PASS T	023766AD0	Jun 2020	703,117	$636K	0.03%	DBT
345	Freddie Mac - STACR	35565JAA9	Jun 2020	614,570	$616K	0.03%	ABS-MBS
346	DRB Prime Student Loan Trust 2016-B	23341BAC9	Jun 2020	544,542	$556K	0.03%	ABS-O
347	Go Daddy Operating Company, LLC	38017BAN6	Jun 2020	570,254	$551K	0.03%	LON
348	Impactassets Inc	45258EAA1	Jun 2020	631,000	$540K	0.03%	DBT
349	Impactassets Inc	45258EAB9	Jun 2020	490,000	$472K	0.03%	DBT
350	Conn Funding II, L.P	20827DAA8	Jun 2020	470,244	$465K	0.03%	ABS-O
351	Willis Engine Securitization Trust	97064FAC9	Jun 2020	1,118,906	$463K	0.03%	ABS-O
352	Multifamily Connecticut Avenue Securities	62547NAB5	Jun 2020	505,000	$463K	0.03%	ABS-MBS
353	ESH Hospitality, Inc.	26908BAK9	Jun 2020	473,136	$451K	0.02%	LON
354	Credit Acceptance Auto Loan Trust	22534UAA0	Jun 2020	442,571	$444K	0.02%	ABS-O
355	JP Morgan Chase Commercial Mortgage Sec Trust	46642MAJ7	Jun 2020	385,000	$317K	0.02%	ABS-MBS
356	HAT HOLDINGS I LLC/HAT	418751AB9	Jun 2020	296,000	$311K	0.02%	DBT
357	Chicago Board of Trade	000000000	Jun 2020	323	$307K	0.02%	DIR
358	Spruce ABS Trust	85209BAA3	Jun 2020	285,344	$292K	0.02%	ABS-O
359	LUNAR AIRCRAFT 2020-1 LIMITED	55037LAC8	Jun 2020	590,595	$247K	0.01%	ABS-O
360	RenewFund Receivables Trust	75973JAA1	Jun 2020	245,498	$246K	0.01%	ABS-O
361	AMER AIRLN 13-2 B PTT	02376TAC2	Jun 2020	214,169	$215K	0.01%	DBT
362	Mosaic Solar Loans LLC	61946EAA6	Jun 2020	210,307	$215K	0.01%	ABS-O
363	MA FinanceCo., LLC	55280FAG6	Jun 2020	163,809	$154K	0.01%	LON
364	Conn Funding II, L.P	20826JAA6	Jun 2020	152,565	$152K	0.01%	ABS-O
365	Element Rail Leasing LLC	28618WAA2	Jun 2020	107,551	$108K	0.01%	ABS-O
366	Avant Loans Funding Trust	05352PAB3	Jun 2020	102,429	$102K	0.01%	ABS-O
367	Credit Acceptance Auto Loan Trust	22533YAA3	Jun 2020	64,107	$64K	0.00%	ABS-O
368	Tesla Auto Lease Trust	88165GAA8	Jun 2020	53,309	$53K	0.00%	ABS-O
369	Chicago Board of Trade	000000000	Jun 2020	557	$35K	0.00%	DIR
370	Avant Loans Funding Trust	05354NAA8	Jun 2020	0	$0	0.00%	ABS-O
371	Consumer Loan Underlying Bond Credit Trust	21054AAA6	Jun 2020	0	$0	0.00%	ABS-O
372	Enterprise Fleet Financing LLC	29373EAB3	Jun 2020	0	$0	0.00%	ABS-O
373	Prestige Brands, Inc.	74112CAT0	Jun 2020	0	$0	0.00%	LON
374	CON EDISON CO OF NY INC	209111EZ2	Jun 2020	0	$0	0.00%	DBT
375	Chicago Board of Trade	000000000	Jun 2020	-254	$-91718	-0.00%	DIR
376	Chicago Board of Trade	000000000	Jun 2020	-178	$-333135	-0.02%	DIR
377	Chicago Board of Trade	000000000	Jun 2020	-1,375	$-1335085	-0.07%	DIR

1

UMBS, TBA

01F030678

Jun 2020

98,475,000

$103.7M

5.63%

ABS-MBS

2

United States Treasury

912828Y38

Jun 2020

58,207,369

$65.7M

3.57%

DBT

3

UMBS, TBA

01F022675

Jun 2020

45,715,000

$47.6M

2.59%

ABS-MBS

4

Fanniemae-Aces

3136B6XJ7

Jun 2020

43,238,000

$47.4M

2.58%

ABS-MBS

5

CALVERT CASH RESERVES FUND CALVERT CASH RESERVES FUND

000000000

Jun 2020

37,810,249

$37.8M

2.05%

EC

6

PNC FINANCIAL SERVICES

693475AY1

Jun 2020

34,340,000

$36.4M

1.98%

DBT

7

Stack Infrastructure Issuer LLC

85236KAA0

Jun 2020

27,049,467

$28.4M

1.54%

ABS-O

8

FHLMC Multifamily Structured Pass Through Certs.

3137FPHR9

Jun 2020

19,890,000

$21.9M

1.19%

ABS-MBS

9

UMBS, TBA

01F032674

Jun 2020

20,340,000

$21.4M

1.16%

ABS-MBS

10

City of San Francisco CA Public Utilities Commission Water Revenue

79765R5A3

Jun 2020

19,705,000

$21.0M

1.14%

DBT

11

Fanniemae-Aces

3136B3DE7

Jun 2020

17,300,000

$20.8M

1.13%

ABS-MBS

12

United States Treasury

912810SK5

Jun 2020

16,850,000

$20.8M

1.13%

DBT

13

United States Treasury

912810SJ8

Jun 2020

17,265,000

$20.8M

1.13%

DBT

14

Citigroup Inc

172967LD1

Jun 2020

16,815,000

$19.0M

1.03%

DBT

15

Fanniemae-Aces

3136B3XY1

Jun 2020

15,102,000

$17.8M

0.97%

ABS-MBS

16

Fannie Mae

31418CQB3

Jun 2020

14,067,398

$15.0M

0.81%

ABS-MBS

17

Fanniemae-Aces

3136B75M9

Jun 2020

13,443,000

$14.6M

0.79%

ABS-MBS

18

INTL BK RECON & DEVELOP

45905U6L3

Jun 2020

12,050,000

$13.7M

0.75%

DBT

19

SERVPRO MASTER ISSUER, LLC

817743AA5

Jun 2020

13,272,388

$13.4M

0.73%

ABS-O

20

MORGAN STANLEY

6174468K8

Jun 2020

13,439,000

$13.4M

0.73%

DBT

21

Oportun Funding LLC

68376VAA2

Jun 2020

12,777,000

$12.9M

0.70%

ABS-O

22

OWENS CORNING

690742AJ0

Jun 2020

11,701,000

$12.8M

0.69%

DBT

23

Ford Motor Credit Co LLC

345397YQ0

Jun 2020

13,035,000

$12.5M

0.68%

DBT

24

United States Treasury

912810SH2

Jun 2020

9,180,000

$12.4M

0.67%

DBT

25

Mosaic Solar Loans LLC

61945LAB9

Jun 2020

13,360,000

$12.1M

0.66%

ABS-O

26

Tesla Auto Lease Trust

88165GAC4

Jun 2020

11,727,000

$12.0M

0.65%

ABS-O

27

Solarcity LMC Series LLC

83417FAA7

Jun 2020

12,064,341

$12.0M

0.65%

ABS-O

28

Becton Dickinson and Co

075887CF4

Jun 2020

11,961,000

$12.0M

0.65%

DBT

29

Bank of America NA

06050TMJ8

Jun 2020

11,436,000

$11.9M

0.65%

DBT

30

NATIONAL OILWELL VARCO I

637071AM3

Jun 2020

11,969,000

$11.8M

0.64%

DBT

31

BANK OF MONTREAL

06367WRC9

Jun 2020

11,317,000

$11.7M

0.64%

DBT

32

Nvent Finance Sarl

67078AAD5

Jun 2020

10,846,000

$11.6M

0.63%

DBT

33

CITIGROUP INC

172967MR9

Jun 2020

11,282,000

$11.5M

0.63%

DBT

34

Avangrid Inc

05351WAA1

Jun 2020

10,620,000

$11.5M

0.62%

DBT

35

CHARTER COMM OPT LLC/CAP

161175BT0

Jun 2020

9,802,000

$11.2M

0.61%

DBT

36

BANK OF AMERICA CORP

06051GJE0

Jun 2020

10,633,000

$11.0M

0.60%

DBT

37

Fannie Mae - CAS

30711XAP9

Jun 2020

10,461,307

$10.9M

0.59%

ABS-MBS

38

DISCOVERY COMMUNICATIONS

25470DAT6

Jun 2020

9,090,000

$10.6M

0.58%

DBT

39

AT&T INC

00206RKA9

Jun 2020

9,856,000

$10.3M

0.56%

DBT

40

Fanniemae-Aces

3136B1XJ8

Jun 2020

8,534,000

$9.7M

0.53%

ABS-MBS

41

HP INC

40434LAC9

Jun 2020

9,372,000

$9.7M

0.52%

DBT

42

BLUEHUB LOAN FUND

095623AB0

Jun 2020

9,400,000

$9.6M

0.52%

DBT

43

BANK OF AMERICA CORP

06051GHW2

Jun 2020

9,093,000

$9.6M

0.52%

DBT

44

Fanniemae-Aces

3136B9WE3

Jun 2020

9,220,000

$9.5M

0.52%

ABS-MBS

45

SYNOVUS BANK GA

87164DQS2

Jun 2020

9,250,000

$9.4M

0.51%

DBT

46

BX Commercial Mortgage Trust 2019-XL

056054AA7

Jun 2020

9,296,047

$9.3M

0.50%

ABS-MBS

47

TERRAFORM POWER OPERATIN

88104LAE3

Jun 2020

8,737,000

$9.2M

0.50%

DBT

48

Coinstar Funding LLC Series 2017-1

19260MAA4

Jun 2020

9,510,850

$9.1M

0.50%

ABS-O

49

CVS HEALTH CORP

126650DF4

Jun 2020

8,284,000

$9.1M

0.49%

DBT

50

Oportun Funding VIII LLC

68376HAA3

Jun 2020

9,016,000

$9.0M

0.49%

ABS-O

51

CVS Health Corp

126650CX6

Jun 2020

7,696,000

$9.0M

0.49%

DBT

52

BANK OF AMERICA CORP

06051GJC4

Jun 2020

8,851,000

$9.0M

0.49%

DBT

53

United States Treasury

9128284H0

Jun 2020

8,517,548

$8.9M

0.48%

DBT

54

Fannie Mae

3140J8NG4

Jun 2020

8,293,351

$8.8M

0.48%

ABS-MBS

55

Morgan Stanley Capital I Trust

61769GAA5

Jun 2020

9,890,000

$8.8M

0.48%

ABS-MBS

56

Bank of America Corp

06051GHF9

Jun 2020

8,200,000

$8.8M

0.48%

DBT

57

Freddie Mac - STACR

35564TAH3

Jun 2020

8,819,212

$8.7M

0.47%

ABS-MBS

58

Avangrid Inc

05351WAB9

Jun 2020

7,100,000

$8.3M

0.45%

DBT

59

Planet Fitness Master Issuer LLC

72703PAA1

Jun 2020

8,159,662

$8.2M

0.45%

ABS-O

60

BANK OF NOVA SCOTIA

064159QD1

Jun 2020

7,809,000

$8.1M

0.44%

DBT

61

GOLDMAN SACHS GROUP INC

38141GWJ9

Jun 2020

7,700,000

$8.0M

0.43%

DBT

62

Sonic Capital LLC

83546DAG3

Jun 2020

7,571,677

$8.0M

0.43%

ABS-O

63

Oportun Funding VIII LLC

68376HAB1

Jun 2020

8,135,000

$7.9M

0.43%

ABS-O

64

retl

74952PAG2

Jun 2020

8,685,000

$7.9M

0.43%

ABS-MBS

65

KKR GRP FIN CO VI LLC

48252AAA9

Jun 2020

6,840,000

$7.9M

0.43%

DBT

66

AFFILIATED MANAGERS GROU

008252AP3

Jun 2020

7,698,000

$7.9M

0.43%

DBT

67

ENEL FINANCE INTL NV

29278GAL2

Jun 2020

7,485,000

$7.8M

0.43%

DBT

68

Freddie Mac - STACR

3137G0QQ5

Jun 2020

7,670,000

$7.8M

0.42%

ABS-MBS

69

DISCOVER FINANCIAL SVS

254709AQ1

Jun 2020

7,527,000

$7.7M

0.42%

DBT

70

Jabil Inc

466313AH6

Jun 2020

7,131,000

$7.7M

0.42%

DBT

71

Fanniemae-Aces

3136AY2C6

Jun 2020

6,508,000

$7.3M

0.40%

ABS-MBS

72

Bank of America Corp

06051GGR4

Jun 2020

6,450,000

$7.3M

0.39%

DBT

73

JPMorgan Chase & Co

46647PAU0

Jun 2020

6,500,000

$7.1M

0.38%

DBT

74

Jabil Inc

466313AG8

Jun 2020

6,613,000

$7.0M

0.38%

DBT

75

Bank of America Corp

06051GHH5

Jun 2020

6,741,000

$6.9M

0.38%

DBT

76

Bank of America Corp

06051GGF0

Jun 2020

6,032,000

$6.9M

0.37%

DBT

77

LG Chem Ltd

501955AA6

Jun 2020

6,400,000

$6.8M

0.37%

DBT

78

EPR PROPERTIES

26884UAF6

Jun 2020

7,750,000

$6.8M

0.37%

DBT

79

FORD FOUNDATION/THE

34531XAB0

Jun 2020

6,560,000

$6.7M

0.36%

DBT

80

FedEx Corp

31428XBG0

Jun 2020

6,160,000

$6.7M

0.36%

DBT

81

Asian Development Bank

045167EJ8

Jun 2020

5,500,000

$6.5M

0.35%

DBT

82

INT DEVELOPMENT FIN CORP

6903534C8

Jun 2020

5,698,000

$6.5M

0.35%

DBT

83

AUST & NZ BANKING GROUP

052528AL0

Jun 2020

6,352,000

$6.5M

0.35%

DBT

84

Banc of America Merrill Lynch Large Loan Inc

05492PAJ7

Jun 2020

9,685,000

$6.5M

0.35%

ABS-MBS

85

VERIZON COMMUNICATIONS

92343VES9

Jun 2020

5,457,000

$6.5M

0.35%

DBT

86

Morgan Stanley

6174468C6

Jun 2020

5,700,000

$6.5M

0.35%

DBT

87

JABIL INC

466313AJ2

Jun 2020

6,161,000

$6.5M

0.35%

DBT

88

BANK OF NOVA SCOTIA

064159VK9

Jun 2020

6,295,000

$6.4M

0.35%

DBT

89

BANKUNITED INC

06652KAB9

Jun 2020

6,275,000

$6.4M

0.35%

DBT

90

AT&T Inc

00206RGQ9

Jun 2020

5,457,000

$6.4M

0.35%

DBT

91

Apple Inc

037833CX6

Jun 2020

5,686,000

$6.4M

0.35%

DBT

92

FHLMC Multifamily Structured Pass Through Certs.

3137FGZH1

Jun 2020

5,335,000

$6.3M

0.34%

ABS-MBS

93

T-MOBILE USA INC

87264ABJ3

Jun 2020

6,240,000

$6.3M

0.34%

DBT

94

MidAmerican Energy Co

595620AU9

Jun 2020

4,815,000

$6.3M

0.34%

DBT

95

DELTA AIR LINES INC

247361ZZ4

Jun 2020

6,458,000

$6.3M

0.34%

DBT

96

TRUIST FINANCIAL CORP

89832QAF6

Jun 2020

6,010,000

$6.2M

0.34%

DBT

97

CITIGROUP INC

17308CC53

Jun 2020

5,823,000

$6.2M

0.34%

DBT

98

Vantage Data Centers LLC

92212KAA4

Jun 2020

5,940,083

$6.1M

0.33%

ABS-O

99

Ford Motor Credit Co LLC

345397YP2

Jun 2020

6,600,000

$6.0M

0.33%

DBT

100

Tapestry Inc

189754AC8

Jun 2020

6,356,000

$6.0M

0.33%

DBT

101

Bank of America Corp

06051GHD4

Jun 2020

5,369,000

$6.0M

0.33%

DBT

102

Springcastle SPV

85022WAL8

Jun 2020

5,900,419

$6.0M

0.32%

ABS-O

103

XYLEM INC

98419MAL4

Jun 2020

5,896,000

$5.9M

0.32%

DBT

104

Driven Brands Funding, LLC

26208LAC2

Jun 2020

5,511,520

$5.9M

0.32%

ABS-O

105

AT&T Inc

00206RDJ8

Jun 2020

4,957,000

$5.8M

0.32%

DBT

106

California Health Facilities Financing Authority

13032UVD7

Jun 2020

5,565,000

$5.8M

0.31%

DBT

107

Tesla Auto Lease Trust

88161NAA7

Jun 2020

5,569,794

$5.7M

0.31%

ABS-O

108

Commonwealth of Massachusetts

57582RJN7

Jun 2020

4,770,000

$5.5M

0.30%

DBT

109

Epicor Software Corporation

29426NAE4

Jun 2020

5,635,509

$5.5M

0.30%

LON

110

Motel 6 Trust

61975FAJ8

Jun 2020

5,789,661

$5.5M

0.30%

ABS-MBS

111

Focus Brands Funding LLC

34417MAA5

Jun 2020

5,737,550

$5.4M

0.30%

ABS-O

112

MACYS RETAIL HLDGS INC

55616XAH0

Jun 2020

6,787,000

$5.4M

0.29%

DBT

113

Solarcity LMC Series LLC

83417FAB5

Jun 2020

5,547,311

$5.4M

0.29%

ABS-O

114

Fanniemae-Aces

3136B2GX4

Jun 2020

4,628,461

$5.3M

0.29%

ABS-MBS

115

Vantage Data Centers Issuer LLC

92211MAC7

Jun 2020

5,110,897

$5.3M

0.29%

ABS-O

116

Ford Motor Credit Co LLC

345397ZG1

Jun 2020

5,522,000

$5.2M

0.28%

DBT

117

PNC Bank NA

69349LAG3

Jun 2020

5,000,000

$5.2M

0.28%

DBT

118

CALVERT IMPACT CAPITAL NOTE 12/21 VAR

000000000

Jun 2020

5,291,992

$5.2M

0.28%

DBT

119

Freddie Mac - STACR

35565KAA6

Jun 2020

5,229,347

$5.2M

0.28%

ABS-MBS

120

Los Angeles Unified School District/CA

544646XZ0

Jun 2020

3,750,000

$5.2M

0.28%

DBT

121

ASHTEAD CAPITAL INC

045054AL7

Jun 2020

5,174,000

$5.2M

0.28%

DBT

122

Hyland Software, Inc.

44908XAT5

Jun 2020

5,329,318

$5.2M

0.28%

LON

123

LLOYDS BANKING GROUP PLC

539439AV1

Jun 2020

5,017,000

$5.2M

0.28%

DBT

124

Small Business Administration Participation Certs

83162CYQ0

Jun 2020

4,814,592

$5.2M

0.28%

ABS-O

125

CAPITAL ONE FINANCIAL CO

14040HBT1

Jun 2020

4,779,000

$5.1M

0.28%

DBT

126

California Health Facilities Financing Authority

13032UVF2

Jun 2020

4,980,000

$5.1M

0.28%

DBT

127

Morgan Stanley Capital I Trust

61691LAA7

Jun 2020

5,165,000

$5.1M

0.28%

ABS-MBS

128

Conn Funding II, L.P

20824LAA3

Jun 2020

5,175,159

$5.1M

0.28%

ABS-O

129

Fannie Mae - CAS

30711XAK0

Jun 2020

5,634,383

$5.1M

0.28%

ABS-MBS

130

Jack in the Box Funding, LLC

466365AA1

Jun 2020

4,940,175

$5.1M

0.28%

ABS-O

131

STIFEL FINANCIAL CORP

860630AG7

Jun 2020

4,782,000

$5.1M

0.28%

DBT

132

CITIGROUP INC

172967MQ1

Jun 2020

4,706,000

$5.1M

0.27%

DBT

133

Aflac Inc

001055BJ0

Jun 2020

4,301,000

$5.0M

0.27%

DBT

134

JPMORGAN CHASE & CO

46647PBE5

Jun 2020

4,603,000

$4.9M

0.27%

DBT

135

Discover Bank

25466AAN1

Jun 2020

4,790,000

$4.8M

0.26%

DBT

136

SITE Centers Corp

23317HAD4

Jun 2020

4,767,000

$4.8M

0.26%

DBT

137

AERCAP IRELAND CAP/GLOBA

00774MAP0

Jun 2020

4,780,000

$4.8M

0.26%

DBT

138

AT&T INC

00206RJJ2

Jun 2020

3,750,000

$4.7M

0.26%

DBT

139

Fannie Mae - CAS

20754CAA7

Jun 2020

4,688,159

$4.7M

0.25%

ABS-MBS

140

New York City Transitional Finance Authority Future Tax Secured Revenue

64971MZG0

Jun 2020

3,540,000

$4.7M

0.25%

DBT

141

ExteNet Systems

30227XAA9

Jun 2020

4,625,000

$4.7M

0.25%

ABS-O

142

DXC Technology Co

23355LAD8

Jun 2020

4,231,000

$4.6M

0.25%

DBT

143

NORDSTROM INC

655664AT7

Jun 2020

5,866,000

$4.6M

0.25%

DBT

144

MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01

62548QAD3

Jun 2020

4,944,000

$4.6M

0.25%

ABS-MBS

145

WESTINGHOUSE AIR BRAKE

960386AP5

Jun 2020

4,566,000

$4.6M

0.25%

DBT

146

KAISER FOUNDATION HOSPIT

48305QAC7

Jun 2020

4,091,000

$4.5M

0.25%

DBT

147

State of Connecticut Special Tax Revenue

207758KM4

Jun 2020

3,800,000

$4.5M

0.25%

DBT

148

NATIONWIDE BLDG SOCIETY

63861VAE7

Jun 2020

3,845,000

$4.3M

0.24%

DBT

149

SBA Tower Trust

78403DAF7

Jun 2020

4,150,000

$4.3M

0.23%

DBT

150

Comcast Corp

20030NCM1

Jun 2020

3,180,000

$4.3M

0.23%

DBT

151

CONSERVATION FUND

20848FAA8

Jun 2020

3,965,000

$4.3M

0.23%

DBT

152

Fannie Mae

3140JAJT6

Jun 2020

4,002,898

$4.2M

0.23%

ABS-MBS

153

Fanniemae-Aces

3136B4VT2

Jun 2020

3,798,779

$4.2M

0.23%

ABS-MBS

154

California Health Facilities Financing Authority

13032UVE5

Jun 2020

3,980,000

$4.1M

0.22%

DBT

155

DXC TECHNOLOGY CO

23355LAJ5

Jun 2020

3,926,000

$4.1M

0.22%

DBT

156

United States Treasury

912828ZQ6

Jun 2020

4,084,000

$4.1M

0.22%

DBT

157

Asurion LLC

04649VAV2

Jun 2020

4,158,079

$4.0M

0.22%

LON

158

Nordstrom Inc

655664AR1

Jun 2020

5,689,000

$4.0M

0.22%

DBT

159

Valmont Industries Inc

920253AE1

Jun 2020

3,846,000

$4.0M

0.22%

DBT

160

AMERICAN WATER CAPITAL C

03040WAQ8

Jun 2020

3,590,000

$4.0M

0.22%

DBT

161

MAGNA INTERNATIONAL INC

559222AV6

Jun 2020

3,814,000

$3.9M

0.21%

DBT

162

Freddie Mac - STACR

3137G0TS8

Jun 2020

3,900,559

$3.9M

0.21%

ABS-MBS

163

Freddie Mac - STACR

35565AAH3

Jun 2020

3,931,318

$3.9M

0.21%

ABS-MBS

164

BROOKFIELD PROPERTY PART

000000000

Jun 2020

211,400

$3.8M

0.21%

EP

165

Jaguar Holding Company II

47009YAK3

Jun 2020

3,887,918

$3.8M

0.21%

LON

166

AMER AIRLN 15-2 B PTT

02377BAC0

Jun 2020

5,348,877

$3.8M

0.21%

DBT

167

GOLDMAN SACHS GROUP INC

38141GWM2

Jun 2020

3,656,000

$3.8M

0.21%

DBT

168

Fannie Mae - CAS

30711XAF1

Jun 2020

4,192,119

$3.8M

0.20%

ABS-MBS

169

Mosaic Solar Loans LLC

61946CAA0

Jun 2020

3,583,134

$3.8M

0.20%

ABS-O

170

WELLTOWER INC

95040QAL8

Jun 2020

3,755,000

$3.7M

0.20%

DBT

171

TES LLC

88159DAA3

Jun 2020

3,776,963

$3.7M

0.20%

ABS-O

172

HOUSING URBAN DEVELOPMNT

911759NL8

Jun 2020

3,170,000

$3.7M

0.20%

DBT

173

LG Chem Ltd

501955AB4

Jun 2020

3,325,000

$3.6M

0.20%

DBT

174

HOUSING URBAN DEVELOPMNT

911759NH7

Jun 2020

3,060,000

$3.6M

0.20%

DBT

175

AT&T INC

00206RJH6

Jun 2020

3,000,000

$3.6M

0.20%

DBT

176

NEXTERA ENERGY OPERATING

65342QAC6

Jun 2020

3,561,000

$3.6M

0.19%

DBT

177

NIAGARA MOHAWK POWER

65364UAN6

Jun 2020

3,518,000

$3.6M

0.19%

DBT

178

Jersey Mike's Funding, LLC

476681AA9

Jun 2020

3,578,000

$3.5M

0.19%

ABS-O

179

MACQUARIE BANK LTD

556079AC5

Jun 2020

3,355,000

$3.5M

0.19%

DBT

180

ALLIANCE DATA SYSTEMS CO

018581AK4

Jun 2020

3,899,000

$3.5M

0.19%

DBT

181

Fannie Mae - CAS

20753QAE9

Jun 2020

3,538,252

$3.5M

0.19%

ABS-MBS

182

Driven Brands Funding, LLC

26208LAA6

Jun 2020

3,361,600

$3.5M

0.19%

ABS-O

183

SBA Tower Trust

78403DAH3

Jun 2020

3,300,000

$3.5M

0.19%

ABS-O

184

Western Digital Corp

958102AM7

Jun 2020

3,373,000

$3.5M

0.19%

DBT

185

Nacional Financiera SNC

629598AS2

Jun 2020

3,450,000

$3.5M

0.19%

DBT

186

Citigroup Inc

172967KB6

Jun 2020

3,435,000

$3.5M

0.19%

DBT

187

Citigroup Inc

172967LV1

Jun 2020

3,330,000

$3.4M

0.19%

DBT

188

HP ENTERPRISE CO

42824CBB4

Jun 2020

3,449,000

$3.4M

0.19%

DBT

189

City & County of San Francisco CA

7976465P7

Jun 2020

3,085,000

$3.4M

0.19%

DBT

190

DXC TECHNOLOGY CO

23355LAK2

Jun 2020

3,167,000

$3.4M

0.18%

DBT

191

OneMain Financial Issuance Trust 2017-1

68267LAA6

Jun 2020

3,350,282

$3.4M

0.18%

ABS-O

192

Hardee's Funding

411707AB8

Jun 2020

3,291,375

$3.3M

0.18%

ABS-O

193

TERRAFORM POWER OPERATIN

88104LAG8

Jun 2020

3,260,000

$3.3M

0.18%

DBT

194

MIDAMERICAN ENERGY CO

595620AV7

Jun 2020

2,990,000

$3.3M

0.18%

DBT

195

Digital Realty Trust LP

25389JAL0

Jun 2020

3,100,000

$3.3M

0.18%

DBT

196

Fannie Mae

3138LEDP3

Jun 2020

3,000,000

$3.3M

0.18%

ABS-MBS

197

SMBC AVIATION CAPITAL FI

78448TAE2

Jun 2020

3,200,000

$3.3M

0.18%

DBT

198

STANDARD CHARTERED PLC

853254BT6

Jun 2020

3,251,000

$3.3M

0.18%

DBT

199

Fannie Mae - CAS

30711XAB0

Jun 2020

3,535,691

$3.2M

0.17%

ABS-MBS

200

California Health Facilities Financing Authority

13032UVL9

Jun 2020

3,060,000

$3.2M

0.17%

DBT

201

MICROSOFT CORP

594918CC6

Jun 2020

3,050,000

$3.2M

0.17%

DBT

202

HOME DEPOT INC

437076CB6

Jun 2020

2,866,000

$3.2M

0.17%

DBT

203

COMMONWEALTH BANK AUST

202712BK0

Jun 2020

2,947,000

$3.1M

0.17%

DBT

204

Tesla Auto Lease Trust

88161NAC3

Jun 2020

3,075,000

$3.1M

0.17%

ABS-O

205

ARCH CAPITAL GROUP LTD

03939AAA5

Jun 2020

2,950,000

$3.1M

0.17%

DBT

206

Fannie Mae

3138LECR0

Jun 2020

2,793,076

$3.1M

0.17%

ABS-MBS

207

YARA INTERNATIONAL ASA

984851AG0

Jun 2020

2,914,000

$3.0M

0.16%

DBT

208

HP ENTERPRISE CO

42824CBD0

Jun 2020

3,026,000

$3.0M

0.16%

DBT

209

HOUSING URBAN DEVELOPMNT

911759MY1

Jun 2020

2,726,000

$3.0M

0.16%

DBT

210

PUBLIC SERVICE COLORADO

744448CP4

Jun 2020

2,581,000

$3.0M

0.16%

DBT

211

BX Commercial Mortgage Trust 2019-XL

056054AE9

Jun 2020

3,023,843

$3.0M

0.16%

ABS-MBS

212

AG ISSUER LLC

00119LAA9

Jun 2020

3,187,000

$3.0M

0.16%

DBT

213

HOUSING URBAN DEVELOPMNT

911759MX3

Jun 2020

2,726,000

$3.0M

0.16%

DBT

214

Banc of America Merrill Lynch Large Loan Inc

05492PAN8

Jun 2020

4,805,000

$3.0M

0.16%

ABS-O

215

CON EDISON CO OF NY INC

209111FX6

Jun 2020

2,571,000

$2.9M

0.16%

DBT

216

Small Business Lending Trust

83165WAA4

Jun 2020

3,007,240

$2.9M

0.16%

ABS-O

217

Sunrun Callisto Issuer LLC

86772FAA9

Jun 2020

2,916,298

$2.9M

0.16%

ABS-O

218

NATIONAL AUSTRALIA BK/NY

63254ABA5

Jun 2020

2,650,000

$2.9M

0.16%

DBT

219

INT DEVELOPMENT FIN CORP

690353G50

Jun 2020

2,532,211

$2.8M

0.15%

DBT

220

California Health Facilities Financing Authority

13032UVG0

Jun 2020

2,715,000

$2.8M

0.15%

DBT

221

Planet Fitness Master Issuer LLC

72703PAC7

Jun 2020

3,149,175

$2.7M

0.15%

ABS-O

222

Citigroup Inc

172967LG4

Jun 2020

2,600,000

$2.7M

0.15%

DBT

223

Ameriprise Financial Inc

03076CAK2

Jun 2020

2,471,000

$2.7M

0.15%

DBT

224

AERCAP IRELAND CAP/GLOBA

00774MAN5

Jun 2020

2,542,000

$2.7M

0.14%

DBT

225

Narragansett Bay Commission

631060CR9

Jun 2020

2,495,000

$2.5M

0.14%

DBT

226

CENTENE CORP

15135BAR2

Jun 2020

2,443,000

$2.5M

0.14%

DBT

227

Seagate HDD Cayman

81180WAN1

Jun 2020

2,275,000

$2.5M

0.14%

DBT

228

WFLD Mortgage Trust

92939GAJ6

Jun 2020

2,700,000

$2.5M

0.14%

ABS-MBS

229

Cushman & Wakefield U.S. Borrower, LLC

23340DAP7

Jun 2020

2,610,250

$2.5M

0.13%

LON

230

CenturyLink, Inc.

15669GAH7

Jun 2020

2,611,875

$2.5M

0.13%

LON

231

CENTENE CORP

15135BAV3

Jun 2020

2,435,000

$2.5M

0.13%

DBT

232

Tesla Auto Lease Trust

88165GAD2

Jun 2020

2,355,000

$2.4M

0.13%

ABS-O

233

Digital Realty Trust LP

25389JAQ9

Jun 2020

2,035,000

$2.4M

0.13%

DBT

234

CAPITAL ONE FINANCIAL CO

14040HBJ3

Jun 2020

2,100,000

$2.3M

0.13%

DBT

235

JPMORGAN CHASE & CO

46647PBP0

Jun 2020

2,188,000

$2.3M

0.13%

DBT

236

DISCOVER BANK

25466AAR2

Jun 2020

2,285,000

$2.3M

0.13%

DBT

237

Tesla Auto Lease Trust

88165GAB6

Jun 2020

2,278,000

$2.3M

0.13%

ABS-O

238

Seagate HDD Cayman

81180WAT8

Jun 2020

2,145,000

$2.3M

0.13%

DBT

239

Bank of America Corp

06051GHQ5

Jun 2020

1,960,000

$2.3M

0.12%

DBT

240

California Health Facilities Financing Authority

13032UVM7

Jun 2020

2,195,000

$2.3M

0.12%

DBT

241

Fannie Mae - CAS

20753MAF5

Jun 2020

2,274,288

$2.3M

0.12%

ABS-MBS

242

Morgan Stanley

6174824M3

Jun 2020

2,075,000

$2.3M

0.12%

DBT

243

CROWN CASTLE TOWERS LLC

22822RBD1

Jun 2020

2,100,000

$2.2M

0.12%

DBT

244

Vantage Data Centers LLC

92211MAE3

Jun 2020

2,165,167

$2.2M

0.12%

ABS-O

245

Element Rail Leasing LLC

28618WAC8

Jun 2020

2,200,000

$2.2M

0.12%

ABS-O

246

Morgan Stanley

61746BEC6

Jun 2020

2,190,000

$2.2M

0.12%

DBT

247

COMMONWEALTH BANK AUST

2027A0JR1

Jun 2020

2,120,000

$2.2M

0.12%

DBT

248

Toorak Mortgage Corp.

89052WAA7

Jun 2020

2,220,000

$2.2M

0.12%

ABS-MBS

249

Fannie Mae - CAS

30711XAM6

Jun 2020

2,319,685

$2.2M

0.12%

ABS-MBS

250

MACYS RETAIL HLDGS INC

55616XAF4

Jun 2020

2,465,000

$2.2M

0.12%

DBT

251

Small Business Lending Trust

831645AA4

Jun 2020

2,249,897

$2.2M

0.12%

ABS-O

252

Stack Infrastructure Issuer LLC

85236KAC6

Jun 2020

2,210,000

$2.2M

0.12%

ABS-O

253

Bank of America Corp

06051GFY0

Jun 2020

2,155,000

$2.2M

0.12%

DBT

254

FHLMC Multifamily Structured Pass Through Certs.

3137FG6Q3

Jun 2020

1,895,833

$2.2M

0.12%

ABS-MBS

255

FannieMae Grantor Trust

3136AV6R5

Jun 2020

1,954,547

$2.2M

0.12%

ABS-MBS

256

Fannie Mae - CAS

30711XQX5

Jun 2020

2,145,947

$2.1M

0.12%

ABS-MBS

257

UNICREDIT SPA

904678AS8

Jun 2020

2,117,000

$2.1M

0.12%

DBT

258

JP Morgan Chase Commercial Mortgage Sec Trust

46642MAG3

Jun 2020

2,335,000

$2.1M

0.11%

ABS-MBS

259

FORD MOTOR CREDIT CO LLC

345397A29

Jun 2020

2,205,000

$2.1M

0.11%

DBT

260

CEMEX SAB DE CV

151290BW2

Jun 2020

2,015,000

$2.1M

0.11%

DBT

261

SMBC AVIATION CAPITAL FI

78448TAA0

Jun 2020

2,040,000

$2.0M

0.11%

DBT

262

ANZ NEW ZEALAND INTL/LDN

00182EBE8

Jun 2020

2,032,000

$2.0M

0.11%

DBT

263

HOUSING URBAN DEVELOPMNT

911759NJ3

Jun 2020

1,720,000

$2.0M

0.11%

DBT

264

Narragansett Bay Commission

631060CS7

Jun 2020

1,985,000

$2.0M

0.11%

DBT

265

DISCOVERY COMMUNICATIONS

25470DBJ7

Jun 2020

1,843,000

$2.0M

0.11%

DBT

266

InSite Issuer LLC

45780KAD8

Jun 2020

1,985,000

$2.0M

0.11%

ABS-O

267

Ziggo Financing Partnership

000000000

Jun 2020

2,100,000

$2.0M

0.11%

LON

268

Narragansett Bay Commission

631060CU2

Jun 2020

1,945,000

$2.0M

0.11%

DBT

269

Solarcity LMC Series LLC

83417BAA6

Jun 2020

2,056,108

$2.0M

0.11%

ABS-O

270

DENTSPLY SIRONA INC

24906PAA7

Jun 2020

1,880,000

$2.0M

0.11%

DBT

271

Fannie Mae - CAS

20754HAE8

Jun 2020

1,941,223

$1.9M

0.10%

ABS-MBS

272

CAPITAL ONE FINANCIAL CO

14040HCD5

Jun 2020

1,845,000

$1.9M

0.10%

DBT

273

CAPITAL ONE FINANCIAL CO

14040HBS3

Jun 2020

1,925,000

$1.9M

0.10%

DBT

274

Discover Bank

25466AAJ0

Jun 2020

1,750,000

$1.9M

0.10%

DBT

275

NBCUniversal Media LLC

63946BAJ9

Jun 2020

1,500,000

$1.9M

0.10%

DBT

276

INT DEVELOPMENT FIN CORP

90376PAD3

Jun 2020

1,812,000

$1.9M

0.10%

DBT

277

Helios Issuer, LLC

86746CAA9

Jun 2020

1,865,000

$1.9M

0.10%

ABS-O

278

BANCO SANTANDER SA

05971KAE9

Jun 2020

1,800,000

$1.9M

0.10%

DBT

279

CVS Pass-Through Trust

126650BP4

Jun 2020

1,623,976

$1.8M

0.10%

DBT

280

Narragansett Bay Commission

631060CT5

Jun 2020

1,780,000

$1.8M

0.10%

DBT

281

Freddie Mac - STACR

3137G0TH2

Jun 2020

1,805,718

$1.8M

0.10%

ABS-MBS

282

MARSH & MCLENNAN COS INC

571748BK7

Jun 2020

1,779,000

$1.8M

0.10%

DBT

283

SMBC AVIATION CAPITAL FI

78448TAB8

Jun 2020

1,750,000

$1.8M

0.10%

DBT

284

Ford Motor Credit Co LLC

345397ZB2

Jun 2020

1,770,000

$1.7M

0.09%

DBT

285

Becton Dickinson and Co

075887BT5

Jun 2020

1,667,000

$1.7M

0.09%

DBT

286

District of Columbia Water & Sewer Authority

254845JZ4

Jun 2020

1,170,000

$1.7M

0.09%

DBT

287

Change Healthcare Holdings LLC

15911AAC7

Jun 2020

1,749,879

$1.7M

0.09%

LON

288

SEAGATE HDD CAYMAN

81180WAZ4

Jun 2020

1,587,000

$1.7M

0.09%

DBT

289

Freddie Mac - STACR

35564MAH8

Jun 2020

1,687,293

$1.7M

0.09%

ABS-MBS

290

BROOKFIELD PROPERTY PART

000000000

Jun 2020

100,000

$1.7M

0.09%

EP

291

MACYS RETAIL HLDGS INC

55616XAK3

Jun 2020

2,221,000

$1.7M

0.09%

DBT

292

ADAMS OUTDOOR ADVERTISING

006346AS9

Jun 2020

1,621,722

$1.7M

0.09%

ABS-O

293

BROADRIDGE FINANCIAL SOL

11133TAB9

Jun 2020

1,645,000

$1.7M

0.09%

DBT

294

DISCOVER FINANCIAL SVS

254709AK4

Jun 2020

1,500,000

$1.6M

0.09%

DBT

295

HOUSING URBAN DEVELOPMNT

911759MV7

Jun 2020

1,558,000

$1.6M

0.09%

DBT

296

SUNRUN CALLISTO ISSUER LLC

86773PAA6

Jun 2020

1,641,474

$1.6M

0.09%

ABS-O

297

CVS HEALTH CORP

126650DE7

Jun 2020

1,508,000

$1.6M

0.09%

DBT

298

INT DEVELOPMENT FIN CORP

6903536P7

Jun 2020

1,500,000

$1.6M

0.09%

DBT

299

HAT HOLDINGS I LLC/HAT

418751AA1

Jun 2020

1,568,000

$1.6M

0.09%

DBT

300

AMER AIRLINE 16-1 B PTT

02376YAA5

Jun 2020

2,406,104

$1.6M

0.09%

DBT

301

NuStar Energy LP

67058H300

Jun 2020

96,673

$1.6M

0.09%

EP

302

Fannie Mae - CAS

30711XDS0

Jun 2020

1,484,997

$1.6M

0.08%

ABS-MBS

303

CITIZENS FINANCIAL GROUP

174610AN5

Jun 2020

1,475,000

$1.5M

0.08%

DBT

304

Freddie Mac Structured Agency Credit Risk Debt Notes

3137G0PU7

Jun 2020

1,477,379

$1.5M

0.08%

ABS-MBS

305

State Street Global Advisors

857492706

Jun 2020

1,465,660

$1.5M

0.08%

STIV

306

Sunnova Sol Issuer,LLC

86745NAA6

Jun 2020

1,473,617

$1.4M

0.08%

ABS-O

307

retl

74952PAA5

Jun 2020

1,509,077

$1.4M

0.08%

ABS-MBS

308

CITIZENS BANK NA/RI

17401QAE1

Jun 2020

1,400,000

$1.4M

0.08%

DBT

309

Fannie Mae - CAS

30711XAH7

Jun 2020

1,514,277

$1.4M

0.08%

ABS-MBS

310

Freddie Mac - STACR

35565HAA3

Jun 2020

1,415,106

$1.4M

0.08%

ABS-MBS

311

Ford Motor Credit Co LLC

345397YY3

Jun 2020

1,460,000

$1.4M

0.08%

DBT

312

Mosaic Solar Loans LLC

61946NAA6

Jun 2020

1,355,000

$1.4M

0.07%

ABS-O

313

Willis Engine Securitization Trust

97064FAB1

Jun 2020

2,392,743

$1.3M

0.07%

ABS-O

314

City of New York NY

64966HMV9

Jun 2020

1,030,000

$1.3M

0.07%

DBT

315

Synovus Financial Corp

87161CAL9

Jun 2020

1,267,000

$1.3M

0.07%

DBT

316

Regions Financial Corp

7591EPAM2

Jun 2020

1,198,000

$1.2M

0.07%

DBT

317

Avolon TLB Borrower 1 (US) LLC

05400KAE0

Jun 2020

1,329,325

$1.2M

0.07%

LON

318

PRES & FELLOWS OF HARVAR

740816AL7

Jun 2020

1,000,000

$1.2M

0.07%

DBT

319

Mosaic Solar Loans LLC

61946NAB4

Jun 2020

1,135,000

$1.1M

0.06%

ABS-O

320

Hertz Fleet Lease Funding LP

428041AX5

Jun 2020

1,145,488

$1.1M

0.06%

ABS-O

321

Mosaic Solar Loans LLC

61945LAC7

Jun 2020

1,495,000

$1.1M

0.06%

ABS-O

322

HOUSING URBAN DEVELOPMNT

911759NK0

Jun 2020

929,000

$1.1M

0.06%

DBT

323

LUNAR AIRCRAFT 2020-1 LIMITED

55037LAB0

Jun 2020

1,800,667

$1.1M

0.06%

ABS-O

324

Commonwealth of Massachusetts

57582PUE8

Jun 2020

750,000

$1.1M

0.06%

DBT

325

Fanniemae-Aces

3136AVGY9

Jun 2020

1,010,013

$1.0M

0.06%

ABS-MBS

326

Seattle Spinco, Inc.

81271EAB7

Jun 2020

1,106,244

$1.0M

0.06%

LON

327

IRON MOUNTAIN INC

46284VAG6

Jun 2020

1,050,000

$1.0M

0.06%

DBT

328

ASHTEAD CAPITAL INC

045054AJ2

Jun 2020

1,014,000

$1.0M

0.05%

DBT

329

Focus Brands Funding LLC

34417MAB3

Jun 2020

1,207,650

$978K

0.05%

ABS-O

330

WFLD Mortgage Trust

92939GAG2

Jun 2020

1,000,000

$952K

0.05%

ABS-MBS

331

DXC Technology Co

23355LAC0

Jun 2020

879,000

$946K

0.05%

DBT

332

Fannie Mae - CAS

20754JAA2

Jun 2020

902,004

$905K

0.05%

ABS-MBS

333

SolarWinds Holdings, Inc.

83417UAH9

Jun 2020

906,061

$879K

0.05%

LON

334

Motel 6 Trust

61975FAL3

Jun 2020

906,766

$857K

0.05%

ABS-MBS

335

HOUSING URBAN DEVELOPMNT

911759MW5

Jun 2020

778,000

$830K

0.05%

DBT

336

Level 3 Financing Inc.

52729KAP1

Jun 2020

810,849

$768K

0.04%

LON

337

HOUSING URBAN DEVELOPMNT

911759NM6

Jun 2020

657,000

$762K

0.04%

DBT

338

Bombardier Recreational Products, Inc.

000000000

Jun 2020

796,372

$761K

0.04%

LON

339

CITIZENS FINANCIAL GROUP

75524RAA7

Jun 2020

702,000

$740K

0.04%

DBT

340

DB Master Finance LLC

233046AF8

Jun 2020

674,475

$715K

0.04%

ABS-O

341

Azul Investments LLP

05502FAA6

Jun 2020

1,490,000

$701K

0.04%

DBT

342

Freddie Mac - STACR

35564XAH4

Jun 2020

707,764

$687K

0.04%

ABS-MBS

343

Avis Budget Rental Car Funding AESOP LLC

05377RBX1

Jun 2020

671,667

$671K

0.04%

ABS-O

344

AMER AIRLN 13-1 B PASS T

023766AD0

Jun 2020

703,117

$636K

0.03%

DBT

345

Freddie Mac - STACR

35565JAA9

Jun 2020

614,570

$616K

0.03%

ABS-MBS

346

DRB Prime Student Loan Trust 2016-B

23341BAC9

Jun 2020

544,542

$556K

0.03%

ABS-O

347

Go Daddy Operating Company, LLC

38017BAN6

Jun 2020

570,254

$551K

0.03%

LON

348

Impactassets Inc

45258EAA1

Jun 2020

631,000

$540K

0.03%

DBT

349

Impactassets Inc

45258EAB9

Jun 2020

490,000

$472K

0.03%

DBT

350

Conn Funding II, L.P

20827DAA8

Jun 2020

470,244

$465K

0.03%

ABS-O

351

Willis Engine Securitization Trust

97064FAC9

Jun 2020

1,118,906

$463K

0.03%

ABS-O

352

Multifamily Connecticut Avenue Securities

62547NAB5

Jun 2020

505,000

$463K

0.03%

ABS-MBS

353

ESH Hospitality, Inc.

26908BAK9

Jun 2020

473,136

$451K

0.02%

LON

354

Credit Acceptance Auto Loan Trust

22534UAA0

Jun 2020

442,571

$444K

0.02%

ABS-O

355

JP Morgan Chase Commercial Mortgage Sec Trust

46642MAJ7

Jun 2020

385,000

$317K

0.02%

ABS-MBS

356

HAT HOLDINGS I LLC/HAT

418751AB9

Jun 2020

296,000

$311K

0.02%

DBT

357

Chicago Board of Trade

000000000

Jun 2020

323

$307K

0.02%

DIR

358

Spruce ABS Trust

85209BAA3

Jun 2020

285,344

$292K

0.02%

ABS-O

359

LUNAR AIRCRAFT 2020-1 LIMITED

55037LAC8

Jun 2020

590,595

$247K

0.01%

ABS-O

360

RenewFund Receivables Trust

75973JAA1

Jun 2020

245,498

$246K

0.01%

ABS-O

361

AMER AIRLN 13-2 B PTT

02376TAC2

Jun 2020

214,169

$215K

0.01%

DBT

362

Mosaic Solar Loans LLC

61946EAA6

Jun 2020

210,307

$215K

0.01%

ABS-O

363

MA FinanceCo., LLC

55280FAG6

Jun 2020

163,809

$154K

0.01%

LON

364

Conn Funding II, L.P

20826JAA6

Jun 2020

152,565

$152K

0.01%

ABS-O

365

Element Rail Leasing LLC

28618WAA2

Jun 2020

107,551

$108K

0.01%

ABS-O

366

Avant Loans Funding Trust

05352PAB3

Jun 2020

102,429

$102K

0.01%

ABS-O

367

Credit Acceptance Auto Loan Trust

22533YAA3

Jun 2020

64,107

$64K

0.00%

ABS-O

368

Tesla Auto Lease Trust

88165GAA8

Jun 2020

53,309

$53K

0.00%

ABS-O

369

Chicago Board of Trade

000000000

Jun 2020

557

$35K

0.00%

DIR

370

Avant Loans Funding Trust

05354NAA8

Jun 2020

0

$0

0.00%

ABS-O

371

Consumer Loan Underlying Bond Credit Trust

21054AAA6

Jun 2020

0

$0

0.00%

ABS-O

372

Enterprise Fleet Financing LLC

29373EAB3

Jun 2020

0

$0

0.00%

ABS-O

373

Prestige Brands, Inc.

74112CAT0

Jun 2020

0

$0

0.00%

LON

374

CON EDISON CO OF NY INC

209111EZ2

Jun 2020

0

$0

0.00%

DBT

375

Chicago Board of Trade

000000000

Jun 2020

-254

$-91718

-0.00%

DIR

376

Chicago Board of Trade

000000000

Jun 2020

-178

$-333135

-0.02%

DIR

377

Chicago Board of Trade

000000000

Jun 2020

-1,375

$-1335085

-0.07%

DIR