Calvert VP SRI Balanced Portfolio
CALVERT VARIABLE SERIES INC
+445
New
445
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | Microsoft Corp | 594918104 | Jun 2020 | 79,093 | $16.1M | 4.48% | EC |
| 2 | Amazon.com Inc | 023135106 | Jun 2020 | 4,829 | $13.3M | 3.71% | EC |
| 3 | Apple Inc | 037833100 | Jun 2020 | 36,472 | $13.3M | 3.70% | EC |
| 4 | Alphabet Inc | 02079K107 | Jun 2020 | 7,490 | $10.6M | 2.95% | EC |
| 5 | UMBS, TBA | 01F030678 | Jun 2020 | 6,550,000 | $6.9M | 1.92% | ABS-MBS |
| 6 | CALVERT CASH RESERVES FUND CALVERT CASH RESERVES FUND | 000000000 | Jun 2020 | 6,852,566 | $6.9M | 1.91% | EC |
| 7 | Visa Inc | 92826C839 | Jun 2020 | 34,500 | $6.7M | 1.85% | EC |
| 8 | Danaher Corp | 235851102 | Jun 2020 | 31,500 | $5.6M | 1.55% | EC |
| 9 | PepsiCo Inc | 713448108 | Jun 2020 | 41,756 | $5.5M | 1.54% | EC |
| 10 | Walmart Inc | 931142103 | Jun 2020 | 43,600 | $5.2M | 1.45% | EC |
| 11 | American Tower Corp | 03027X100 | Jun 2020 | 20,000 | $5.2M | 1.44% | EC |
| 12 | United States Treasury | 912828Y38 | Jun 2020 | 4,566,686 | $5.2M | 1.43% | DBT |
| 13 | Home Depot Inc/The | 437076102 | Jun 2020 | 20,400 | $5.1M | 1.42% | EC |
| 14 | Thermo Fisher Scientific Inc | 883556102 | Jun 2020 | 13,318 | $4.8M | 1.34% | EC |
| 15 | Mondelez International Inc | 609207105 | Jun 2020 | 88,512 | $4.5M | 1.26% | EC |
| 16 | Anthem Inc | 036752103 | Jun 2020 | 16,800 | $4.4M | 1.23% | EC |
| 17 | Abbott Laboratories | 002824100 | Jun 2020 | 48,100 | $4.4M | 1.22% | EC |
| 18 | PayPal Holdings Inc | 70450Y103 | Jun 2020 | 25,000 | $4.4M | 1.21% | EC |
| 19 | Fidelity National Information Services Inc | 31620M106 | Jun 2020 | 30,700 | $4.1M | 1.15% | EC |
| 20 | AMETEK Inc | 031100100 | Jun 2020 | 45,700 | $4.1M | 1.14% | EC |
| 21 | Tradeweb Markets Inc | 892672106 | Jun 2020 | 65,003 | $3.8M | 1.05% | EC |
| 22 | AbbVie Inc | 00287Y109 | Jun 2020 | 38,100 | $3.7M | 1.04% | EC |
| 23 | Sanofi | 000000000 | Jun 2020 | 36,400 | $3.7M | 1.03% | EC |
| 24 | Electronic Arts Inc | 285512109 | Jun 2020 | 27,600 | $3.6M | 1.01% | EC |
| 25 | Texas Instruments Inc | 882508104 | Jun 2020 | 28,151 | $3.6M | 0.99% | EC |
| 26 | JPMorgan Chase & Co | 46625H100 | Jun 2020 | 37,700 | $3.5M | 0.99% | EC |
| 27 | Verizon Communications Inc | 92343V104 | Jun 2020 | 62,834 | $3.5M | 0.96% | EC |
| 28 | Bank of America Corp | 060505104 | Jun 2020 | 145,500 | $3.5M | 0.96% | EC |
| 29 | Adobe Inc | 00724F101 | Jun 2020 | 7,863 | $3.4M | 0.95% | EC |
| 30 | Fanniemae-Aces | 3136B6XJ7 | Jun 2020 | 3,100,000 | $3.4M | 0.95% | ABS-MBS |
| 31 | Cisco Systems Inc | 17275R102 | Jun 2020 | 71,400 | $3.3M | 0.93% | EC |
| 32 | Cognizant Technology Solutions Corp | 192446102 | Jun 2020 | 56,700 | $3.2M | 0.90% | EC |
| 33 | UMBS, TBA | 01F022675 | Jun 2020 | 3,050,000 | $3.2M | 0.88% | ABS-MBS |
| 34 | Steel Dynamics Inc | 858119100 | Jun 2020 | 117,000 | $3.1M | 0.85% | EC |
| 35 | Zoetis Inc | 98978V103 | Jun 2020 | 20,000 | $2.7M | 0.76% | EC |
| 36 | Travelers Cos Inc/The | 89417E109 | Jun 2020 | 24,000 | $2.7M | 0.76% | EC |
| 37 | Match Group Inc | 44919P508 | Jun 2020 | 8,400 | $2.7M | 0.76% | EC |
| 38 | Taiwan Semiconductor Manufacturing Co Ltd | 874039100 | Jun 2020 | 47,800 | $2.7M | 0.76% | EC |
| 39 | PNC Financial Services Group Inc/The | 693475105 | Jun 2020 | 25,700 | $2.7M | 0.75% | EC |
| 40 | TJX Cos Inc/The | 872540109 | Jun 2020 | 52,200 | $2.6M | 0.73% | EC |
| 41 | ICU Medical Inc | 44930G107 | Jun 2020 | 14,300 | $2.6M | 0.73% | EC |
| 42 | Stanley Black & Decker Inc | 854502101 | Jun 2020 | 18,600 | $2.6M | 0.72% | EC |
| 43 | Dollar General Corp | 256677105 | Jun 2020 | 13,600 | $2.6M | 0.72% | EC |
| 44 | Waste Management Inc | 94106L109 | Jun 2020 | 23,816 | $2.5M | 0.70% | EC |
| 45 | Boston Scientific Corp | 101137107 | Jun 2020 | 70,000 | $2.5M | 0.68% | EC |
| 46 | PNC FINANCIAL SERVICES | 693475AY1 | Jun 2020 | 2,244,000 | $2.4M | 0.66% | DBT |
| 47 | Stack Infrastructure Issuer LLC | 85236KAA0 | Jun 2020 | 2,244,667 | $2.4M | 0.66% | ABS-O |
| 48 | CMS Energy Corp | 125896100 | Jun 2020 | 39,285 | $2.3M | 0.64% | EC |
| 49 | NextEra Energy Partners LP | 65341B106 | Jun 2020 | 44,456 | $2.3M | 0.63% | EC |
| 50 | Ingersoll Rand Inc | 45687V106 | Jun 2020 | 81,000 | $2.3M | 0.63% | EC |
| 51 | Hexcel Corp | 428291108 | Jun 2020 | 49,900 | $2.3M | 0.63% | EC |
| 52 | Sempra Energy | 816851109 | Jun 2020 | 19,108 | $2.2M | 0.62% | EC |
| 53 | Union Pacific Corp | 907818108 | Jun 2020 | 13,200 | $2.2M | 0.62% | EC |
| 54 | Cboe Global Markets Inc | 12503M108 | Jun 2020 | 23,800 | $2.2M | 0.62% | EC |
| 55 | First American Financial Corp | 31847R102 | Jun 2020 | 43,801 | $2.1M | 0.59% | EC |
| 56 | Mastercard Inc | 57636Q104 | Jun 2020 | 6,900 | $2.0M | 0.57% | EC |
| 57 | Fanniemae-Aces | 3136B3DE7 | Jun 2020 | 1,680,000 | $2.0M | 0.56% | ABS-MBS |
| 58 | Intuit Inc | 461202103 | Jun 2020 | 6,452 | $1.9M | 0.53% | EC |
| 59 | Emerson Electric Co | 291011104 | Jun 2020 | 29,900 | $1.9M | 0.52% | EC |
| 60 | Baker Hughes Co | 05722G100 | Jun 2020 | 117,600 | $1.8M | 0.50% | EC |
| 61 | Intercontinental Exchange Inc | 45866F104 | Jun 2020 | 17,700 | $1.6M | 0.45% | EC |
| 62 | FHLMC Multifamily Structured Pass Through Certs. | 3137FPHR9 | Jun 2020 | 1,440,000 | $1.6M | 0.44% | ABS-MBS |
| 63 | City of San Francisco CA Public Utilities Commission Water Revenue | 79765R5A3 | Jun 2020 | 1,440,000 | $1.5M | 0.43% | DBT |
| 64 | UMBS, TBA | 01F032674 | Jun 2020 | 1,355,000 | $1.4M | 0.40% | ABS-MBS |
| 65 | INTL BK RECON & DEVELOP | 45905U6L3 | Jun 2020 | 1,200,000 | $1.4M | 0.38% | DBT |
| 66 | T-Mobile US Inc | 872590104 | Jun 2020 | 13,100 | $1.4M | 0.38% | EC |
| 67 | Citigroup Inc | 172967LD1 | Jun 2020 | 1,081,000 | $1.2M | 0.34% | DBT |
| 68 | SERVPRO MASTER ISSUER, LLC | 817743AA5 | Jun 2020 | 1,151,222 | $1.2M | 0.32% | ABS-O |
| 69 | Oportun Funding LLC | 68376VAA2 | Jun 2020 | 1,154,000 | $1.2M | 0.32% | ABS-O |
| 70 | Fannie Mae | 31418CQB3 | Jun 2020 | 1,010,023 | $1.1M | 0.30% | ABS-MBS |
| 71 | Fanniemae-Aces | 3136B75M9 | Jun 2020 | 963,000 | $1.0M | 0.29% | ABS-MBS |
| 72 | Ford Motor Credit Co LLC | 345397YQ0 | Jun 2020 | 1,070,000 | $1.0M | 0.29% | DBT |
| 73 | MORGAN STANLEY | 6174468K8 | Jun 2020 | 964,000 | $962K | 0.27% | DBT |
| 74 | NATIONAL OILWELL VARCO I | 637071AM3 | Jun 2020 | 957,000 | $940K | 0.26% | DBT |
| 75 | Fanniemae-Aces | 3136B3XY1 | Jun 2020 | 785,000 | $924K | 0.26% | ABS-MBS |
| 76 | Nvent Finance Sarl | 67078AAD5 | Jun 2020 | 855,000 | $916K | 0.25% | DBT |
| 77 | Avangrid Inc | 05351WAA1 | Jun 2020 | 827,000 | $894K | 0.25% | DBT |
| 78 | Coinstar Funding LLC Series 2017-1 | 19260MAA4 | Jun 2020 | 921,500 | $884K | 0.25% | ABS-O |
| 79 | BANK OF MONTREAL | 06367WRC9 | Jun 2020 | 822,000 | $849K | 0.24% | DBT |
| 80 | Freddie Mac - STACR | 35564TAH3 | Jun 2020 | 852,255 | $837K | 0.23% | ABS-MBS |
| 81 | Tesla Auto Lease Trust | 88165GAC4 | Jun 2020 | 815,000 | $836K | 0.23% | ABS-O |
| 82 | CHARTER COMM OPT LLC/CAP | 161175BT0 | Jun 2020 | 731,000 | $832K | 0.23% | DBT |
| 83 | Solarcity LMC Series LLC | 83417FAB5 | Jun 2020 | 853,433 | $831K | 0.23% | ABS-O |
| 84 | Fanniemae-Aces | 3136B1XJ8 | Jun 2020 | 721,000 | $817K | 0.23% | ABS-MBS |
| 85 | DISCOVERY COMMUNICATIONS | 25470DAT6 | Jun 2020 | 691,000 | $805K | 0.22% | DBT |
| 86 | retl | 74952PAG2 | Jun 2020 | 875,000 | $794K | 0.22% | ABS-MBS |
| 87 | New York City Transitional Finance Authority Future Tax Secured Revenue | 64971MZG0 | Jun 2020 | 600,000 | $793K | 0.22% | DBT |
| 88 | Mosaic Solar Loans LLC | 61945LAB9 | Jun 2020 | 870,000 | $790K | 0.22% | ABS-O |
| 89 | AT&T INC | 00206RKA9 | Jun 2020 | 751,000 | $787K | 0.22% | DBT |
| 90 | TERRAFORM POWER OPERATIN | 88104LAE3 | Jun 2020 | 743,000 | $778K | 0.22% | DBT |
| 91 | Bank of America Corp | 06051GGR4 | Jun 2020 | 690,000 | $776K | 0.22% | DBT |
| 92 | State Street Global Advisors | 857492706 | Jun 2020 | 760,498 | $760K | 0.21% | STIV |
| 93 | CITIGROUP INC | 172967MR9 | Jun 2020 | 745,000 | $760K | 0.21% | DBT |
| 94 | Fanniemae-Aces | 3136AY2C6 | Jun 2020 | 675,000 | $756K | 0.21% | ABS-MBS |
| 95 | HP INC | 40434LAC9 | Jun 2020 | 719,000 | $741K | 0.21% | DBT |
| 96 | OWENS CORNING | 690742AJ0 | Jun 2020 | 669,000 | $730K | 0.20% | DBT |
| 97 | BANK OF AMERICA CORP | 06051GJE0 | Jun 2020 | 707,000 | $729K | 0.20% | DBT |
| 98 | Bank of America NA | 06050TMJ8 | Jun 2020 | 694,000 | $725K | 0.20% | DBT |
| 99 | Bank of America Corp | 06051GHH5 | Jun 2020 | 704,000 | $721K | 0.20% | DBT |
| 100 | Oportun Funding VIII LLC | 68376HAA3 | Jun 2020 | 706,000 | $708K | 0.20% | ABS-O |
| 101 | Small Business Administration Participation Certs | 83162CYQ0 | Jun 2020 | 656,535 | $704K | 0.20% | ABS-O |
| 102 | BLUEHUB LOAN FUND | 095623AB0 | Jun 2020 | 675,000 | $692K | 0.19% | DBT |
| 103 | BANK OF AMERICA CORP | 06051GHW2 | Jun 2020 | 655,000 | $690K | 0.19% | DBT |
| 104 | SBA Tower Trust | 78403DAF7 | Jun 2020 | 660,000 | $686K | 0.19% | DBT |
| 105 | Avangrid Inc | 05351WAB9 | Jun 2020 | 590,000 | $686K | 0.19% | DBT |
| 106 | Sonic Capital LLC | 83546DAG3 | Jun 2020 | 645,840 | $681K | 0.19% | ABS-O |
| 107 | AT&T Inc | 00206RGQ9 | Jun 2020 | 577,000 | $675K | 0.19% | DBT |
| 108 | CVS HEALTH CORP | 126650DF4 | Jun 2020 | 615,000 | $673K | 0.19% | DBT |
| 109 | BX Commercial Mortgage Trust 2019-XL | 056054AA7 | Jun 2020 | 664,003 | $662K | 0.18% | ABS-MBS |
| 110 | Fannie Mae | 3140J8NG4 | Jun 2020 | 617,428 | $656K | 0.18% | ABS-MBS |
| 111 | DISCOVER FINANCIAL SVS | 254709AQ1 | Jun 2020 | 636,000 | $654K | 0.18% | DBT |
| 112 | Asian Development Bank | 045167EJ8 | Jun 2020 | 540,000 | $638K | 0.18% | DBT |
| 113 | Bank of America Corp | 06051GHF9 | Jun 2020 | 590,000 | $631K | 0.18% | DBT |
| 114 | FHLMC Multifamily Structured Pass Through Certs. | 3137FGZH1 | Jun 2020 | 530,000 | $627K | 0.17% | ABS-MBS |
| 115 | Becton Dickinson and Co | 075887CF4 | Jun 2020 | 625,000 | $625K | 0.17% | DBT |
| 116 | BANK OF NOVA SCOTIA | 064159QD1 | Jun 2020 | 600,000 | $625K | 0.17% | DBT |
| 117 | Fanniemae-Aces | 3136B9WE3 | Jun 2020 | 605,000 | $625K | 0.17% | ABS-MBS |
| 118 | Los Angeles Unified School District/CA | 544646XZ0 | Jun 2020 | 450,000 | $623K | 0.17% | DBT |
| 119 | CVS Health Corp | 126650CX6 | Jun 2020 | 524,000 | $613K | 0.17% | DBT |
| 120 | Motel 6 Trust | 61975FAJ8 | Jun 2020 | 637,946 | $608K | 0.17% | ABS-MBS |
| 121 | Jabil Inc | 466313AH6 | Jun 2020 | 565,000 | $608K | 0.17% | DBT |
| 122 | Freddie Mac - STACR | 3137G0QQ5 | Jun 2020 | 600,000 | $607K | 0.17% | ABS-MBS |
| 123 | Jabil Inc | 466313AG8 | Jun 2020 | 569,000 | $605K | 0.17% | DBT |
| 124 | AFFILIATED MANAGERS GROU | 008252AP3 | Jun 2020 | 591,000 | $603K | 0.17% | DBT |
| 125 | JABIL INC | 466313AJ2 | Jun 2020 | 574,000 | $602K | 0.17% | DBT |
| 126 | Springcastle SPV | 85022WAL8 | Jun 2020 | 587,503 | $595K | 0.17% | ABS-O |
| 127 | BANK OF AMERICA CORP | 06051GJC4 | Jun 2020 | 585,000 | $595K | 0.17% | DBT |
| 128 | City of New York NY | 64966HMV9 | Jun 2020 | 470,000 | $588K | 0.16% | DBT |
| 129 | LG Chem Ltd | 501955AA6 | Jun 2020 | 550,000 | $585K | 0.16% | DBT |
| 130 | Morgan Stanley Capital I Trust | 61769GAA5 | Jun 2020 | 650,000 | $579K | 0.16% | ABS-MBS |
| 131 | JPMorgan Chase & Co | 46647PAU0 | Jun 2020 | 530,000 | $575K | 0.16% | DBT |
| 132 | BANKUNITED INC | 06652KAB9 | Jun 2020 | 545,000 | $557K | 0.16% | DBT |
| 133 | ENEL FINANCE INTL NV | 29278GAL2 | Jun 2020 | 530,000 | $554K | 0.15% | DBT |
| 134 | Tesla Auto Lease Trust | 88161NAA7 | Jun 2020 | 537,991 | $546K | 0.15% | ABS-O |
| 135 | Fannie Mae - CAS | 30711XAF1 | Jun 2020 | 607,857 | $546K | 0.15% | ABS-MBS |
| 136 | Focus Brands Funding LLC | 34417MAA5 | Jun 2020 | 572,300 | $543K | 0.15% | ABS-O |
| 137 | Morgan Stanley Capital I Trust | 61691LAA7 | Jun 2020 | 545,000 | $542K | 0.15% | ABS-MBS |
| 138 | Solarcity LMC Series LLC | 83417FAA7 | Jun 2020 | 542,895 | $539K | 0.15% | ABS-O |
| 139 | SYNOVUS BANK GA | 87164DQS2 | Jun 2020 | 529,000 | $536K | 0.15% | DBT |
| 140 | Vantage Data Centers LLC | 92212KAA4 | Jun 2020 | 520,625 | $530K | 0.15% | ABS-O |
| 141 | Fanniemae-Aces | 3136B2GX4 | Jun 2020 | 459,231 | $526K | 0.15% | ABS-MBS |
| 142 | TRUIST FINANCIAL CORP | 89832QAF6 | Jun 2020 | 507,000 | $525K | 0.15% | DBT |
| 143 | Fannie Mae - CAS | 30711XAP9 | Jun 2020 | 502,196 | $523K | 0.15% | ABS-MBS |
| 144 | Freddie Mac - STACR | 3137G0FJ3 | Jun 2020 | 493,000 | $515K | 0.14% | ABS-MBS |
| 145 | Commonwealth of Massachusetts | 57582RJN7 | Jun 2020 | 435,000 | $505K | 0.14% | DBT |
| 146 | Planet Fitness Master Issuer LLC | 72703PAA1 | Jun 2020 | 496,162 | $501K | 0.14% | ABS-O |
| 147 | DELTA AIR LINES INC | 247361ZZ4 | Jun 2020 | 506,000 | $490K | 0.14% | DBT |
| 148 | WESTINGHOUSE AIR BRAKE | 960386AP5 | Jun 2020 | 486,000 | $486K | 0.14% | DBT |
| 149 | AUST & NZ BANKING GROUP | 052528AL0 | Jun 2020 | 458,000 | $468K | 0.13% | DBT |
| 150 | Banc of America Merrill Lynch Large Loan Inc | 05492PAJ7 | Jun 2020 | 695,000 | $465K | 0.13% | ABS-MBS |
| 151 | Driven Brands Funding, LLC | 26208LAA6 | Jun 2020 | 444,075 | $463K | 0.13% | ABS-O |
| 152 | Tapestry Inc | 189754AC8 | Jun 2020 | 473,000 | $446K | 0.12% | DBT |
| 153 | FORD FOUNDATION/THE | 34531XAB0 | Jun 2020 | 435,000 | $445K | 0.12% | DBT |
| 154 | INT DEVELOPMENT FIN CORP | 690353G50 | Jun 2020 | 399,823 | $444K | 0.12% | DBT |
| 155 | INT DEVELOPMENT FIN CORP | 6903534C8 | Jun 2020 | 385,875 | $440K | 0.12% | DBT |
| 156 | CVS Pass-Through Trust | 126650BP4 | Jun 2020 | 378,928 | $428K | 0.12% | DBT |
| 157 | BANK OF NOVA SCOTIA | 064159VK9 | Jun 2020 | 418,000 | $428K | 0.12% | DBT |
| 158 | STIFEL FINANCIAL CORP | 860630AG7 | Jun 2020 | 403,000 | $428K | 0.12% | DBT |
| 159 | Jaguar Holding Company II | 47009YAK3 | Jun 2020 | 429,820 | $424K | 0.12% | LON |
| 160 | California Health Facilities Financing Authority | 13032UVD7 | Jun 2020 | 405,000 | $420K | 0.12% | DBT |
| 161 | Jack in the Box Funding, LLC | 466365AA1 | Jun 2020 | 402,975 | $416K | 0.12% | ABS-O |
| 162 | T-MOBILE USA INC | 87264ABJ3 | Jun 2020 | 413,000 | $415K | 0.12% | DBT |
| 163 | WFLD Mortgage Trust | 92939GAJ6 | Jun 2020 | 450,000 | $415K | 0.12% | ABS-MBS |
| 164 | AMERICAN WATER CAPITAL C | 03040WAQ8 | Jun 2020 | 370,000 | $408K | 0.11% | DBT |
| 165 | Citigroup Inc | 172967LV1 | Jun 2020 | 388,000 | $401K | 0.11% | DBT |
| 166 | EPR PROPERTIES | 26884UAF6 | Jun 2020 | 450,000 | $393K | 0.11% | DBT |
| 167 | DENTSPLY SIRONA INC | 24906PAA7 | Jun 2020 | 374,000 | $393K | 0.11% | DBT |
| 168 | XYLEM INC | 98419MAL4 | Jun 2020 | 389,000 | $392K | 0.11% | DBT |
| 169 | SEAGATE HDD CAYMAN | 81180WAZ4 | Jun 2020 | 374,000 | $392K | 0.11% | DBT |
| 170 | Freddie Mac - STACR | 35565KAA6 | Jun 2020 | 386,906 | $385K | 0.11% | ABS-MBS |
| 171 | ASHTEAD CAPITAL INC | 045054AL7 | Jun 2020 | 384,000 | $385K | 0.11% | DBT |
| 172 | Citigroup Inc | 172967LG4 | Jun 2020 | 370,000 | $384K | 0.11% | DBT |
| 173 | Fannie Mae | 3138LEDP3 | Jun 2020 | 350,000 | $383K | 0.11% | ABS-MBS |
| 174 | MACYS RETAIL HLDGS INC | 55616XAH0 | Jun 2020 | 480,000 | $383K | 0.11% | DBT |
| 175 | AT&T Inc | 00206RDJ8 | Jun 2020 | 325,000 | $382K | 0.11% | DBT |
| 176 | NEXTERA ENERGY OPERATING | 65342QAC6 | Jun 2020 | 375,000 | $376K | 0.10% | DBT |
| 177 | AMER AIRLN 13-2 B PTT | 02376TAC2 | Jun 2020 | 370,870 | $373K | 0.10% | DBT |
| 178 | Conn Funding II, L.P | 20824LAA3 | Jun 2020 | 377,057 | $372K | 0.10% | ABS-O |
| 179 | California Health Facilities Financing Authority | 13032UVF2 | Jun 2020 | 360,000 | $372K | 0.10% | DBT |
| 180 | LLOYDS BANKING GROUP PLC | 539439AV1 | Jun 2020 | 356,000 | $368K | 0.10% | DBT |
| 181 | TES LLC | 88159DAA3 | Jun 2020 | 370,385 | $367K | 0.10% | ABS-O |
| 182 | MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | 62548QAD3 | Jun 2020 | 395,000 | $365K | 0.10% | ABS-MBS |
| 183 | AT&T INC | 00206RJH6 | Jun 2020 | 300,000 | $360K | 0.10% | DBT |
| 184 | Fannie Mae - CAS | 30711XAB0 | Jun 2020 | 397,056 | $360K | 0.10% | ABS-MBS |
| 185 | State of Connecticut Special Tax Revenue | 207758KM4 | Jun 2020 | 300,000 | $358K | 0.10% | DBT |
| 186 | DXC TECHNOLOGY CO | 23355LAJ5 | Jun 2020 | 340,000 | $357K | 0.10% | DBT |
| 187 | Fannie Mae - CAS | 20754CAA7 | Jun 2020 | 357,631 | $357K | 0.10% | ABS-MBS |
| 188 | Fannie Mae | 3138LECR0 | Jun 2020 | 325,859 | $357K | 0.10% | ABS-MBS |
| 189 | Freddie Mac - STACR | 3137G0TS8 | Jun 2020 | 355,973 | $355K | 0.10% | ABS-MBS |
| 190 | Element Rail Leasing LLC | 28618WAC8 | Jun 2020 | 350,000 | $353K | 0.10% | ABS-O |
| 191 | Freddie Mac - STACR | 35565AAH3 | Jun 2020 | 356,540 | $350K | 0.10% | ABS-MBS |
| 192 | ExteNet Systems | 30227XAA9 | Jun 2020 | 345,000 | $347K | 0.10% | ABS-O |
| 193 | Mosaic Solar Loans LLC | 61946CAA0 | Jun 2020 | 329,648 | $346K | 0.10% | ABS-O |
| 194 | CITIGROUP INC | 172967MQ1 | Jun 2020 | 319,000 | $343K | 0.10% | DBT |
| 195 | Vantage Data Centers Issuer LLC | 92211MAC7 | Jun 2020 | 331,090 | $341K | 0.09% | ABS-O |
| 196 | Fannie Mae - CAS | 30711XAK0 | Jun 2020 | 373,800 | $339K | 0.09% | ABS-MBS |
| 197 | ALLIANCE DATA SYSTEMS CO | 018581AK4 | Jun 2020 | 371,000 | $335K | 0.09% | DBT |
| 198 | NATIONWIDE BLDG SOCIETY | 63861VAE7 | Jun 2020 | 293,000 | $330K | 0.09% | DBT |
| 199 | Fannie Mae - CAS | 20753QAE9 | Jun 2020 | 331,814 | $329K | 0.09% | ABS-MBS |
| 200 | MidAmerican Energy Co | 595620AU9 | Jun 2020 | 250,000 | $325K | 0.09% | DBT |
| 201 | Fanniemae-Aces | 3136B4VT2 | Jun 2020 | 291,000 | $323K | 0.09% | ABS-MBS |
| 202 | DXC Technology Co | 23355LAD8 | Jun 2020 | 294,000 | $323K | 0.09% | DBT |
| 203 | Prosper Marketplace Issuance Trust | 74360PAC7 | Jun 2020 | 320,536 | $321K | 0.09% | ABS-O |
| 204 | Nordstrom Inc | 655664AR1 | Jun 2020 | 453,000 | $321K | 0.09% | DBT |
| 205 | United States Treasury | 9128282Z2 | Jun 2020 | 317,000 | $318K | 0.09% | DBT |
| 206 | United States Treasury | 912828WC0 | Jun 2020 | 316,000 | $318K | 0.09% | DBT |
| 207 | Solarcity LMC Series LLC | 83417BAA6 | Jun 2020 | 328,977 | $316K | 0.09% | ABS-O |
| 208 | City & County of San Francisco CA | 7976465P7 | Jun 2020 | 285,000 | $315K | 0.09% | DBT |
| 209 | FedEx Corp | 31428XBG0 | Jun 2020 | 290,000 | $313K | 0.09% | DBT |
| 210 | TERRAFORM POWER OPERATIN | 88104LAG8 | Jun 2020 | 308,000 | $313K | 0.09% | DBT |
| 211 | BX Commercial Mortgage Trust 2019-XL | 056054AE9 | Jun 2020 | 315,282 | $311K | 0.09% | ABS-MBS |
| 212 | CONSERVATION FUND | 20848FAA8 | Jun 2020 | 285,000 | $306K | 0.09% | DBT |
| 213 | FannieMae Grantor Trust | 3136AV6R5 | Jun 2020 | 274,235 | $303K | 0.08% | ABS-MBS |
| 214 | California Health Facilities Financing Authority | 13032UVE5 | Jun 2020 | 290,000 | $301K | 0.08% | DBT |
| 215 | Digital Realty Trust LP | 25389JAQ9 | Jun 2020 | 260,000 | $300K | 0.08% | DBT |
| 216 | PUBLIC SERVICE COLORADO | 744448CP4 | Jun 2020 | 258,000 | $300K | 0.08% | DBT |
| 217 | NATIONAL AUSTRALIA BK/NY | 63254ABA5 | Jun 2020 | 275,000 | $299K | 0.08% | DBT |
| 218 | Banc of America Merrill Lynch Large Loan Inc | 05492PAN8 | Jun 2020 | 485,000 | $299K | 0.08% | ABS-O |
| 219 | Ford Motor Credit Co LLC | 345397ZG1 | Jun 2020 | 313,000 | $297K | 0.08% | DBT |
| 220 | CAPITAL ONE FINANCIAL CO | 14040HBV6 | Jun 2020 | 300,000 | $295K | 0.08% | DBT |
| 221 | Fannie Mae | 3140JAJT6 | Jun 2020 | 278,616 | $294K | 0.08% | ABS-MBS |
| 222 | AERCAP IRELAND CAP/GLOBA | 00774MAP0 | Jun 2020 | 291,000 | $291K | 0.08% | DBT |
| 223 | DXC TECHNOLOGY CO | 23355LAK2 | Jun 2020 | 266,000 | $284K | 0.08% | DBT |
| 224 | NORDSTROM INC | 655664AT7 | Jun 2020 | 360,000 | $283K | 0.08% | DBT |
| 225 | COMMONWEALTH BANK AUST | 2027A0JR1 | Jun 2020 | 270,000 | $282K | 0.08% | DBT |
| 226 | Cushman & Wakefield U.S. Borrower, LLC | 23340DAP7 | Jun 2020 | 295,500 | $280K | 0.08% | LON |
| 227 | Valmont Industries Inc | 920253AE1 | Jun 2020 | 265,000 | $278K | 0.08% | DBT |
| 228 | Jersey Mike's Funding, LLC | 476681AA9 | Jun 2020 | 281,000 | $277K | 0.08% | ABS-O |
| 229 | SUNRUN CALLISTO ISSUER LLC | 86771YAB7 | Jun 2020 | 325,699 | $275K | 0.08% | ABS-O |
| 230 | Hardee's Funding | 411707AB8 | Jun 2020 | 270,188 | $275K | 0.08% | ABS-O |
| 231 | Discover Bank | 25466AAN1 | Jun 2020 | 270,000 | $273K | 0.08% | DBT |
| 232 | Fannie Mae - CAS | 30711XQX5 | Jun 2020 | 272,501 | $272K | 0.08% | ABS-MBS |
| 233 | LG Chem Ltd | 501955AB4 | Jun 2020 | 250,000 | $272K | 0.08% | DBT |
| 234 | JP Morgan Chase Commercial Mortgage Sec Trust | 46642MAG3 | Jun 2020 | 300,000 | $271K | 0.08% | ABS-MBS |
| 235 | MACQUARIE BANK LTD | 556079AC5 | Jun 2020 | 255,000 | $268K | 0.07% | DBT |
| 236 | CROWN CASTLE TOWERS LLC | 22822RBD1 | Jun 2020 | 250,000 | $267K | 0.07% | DBT |
| 237 | OneMain Financial Issuance Trust 2017-1 | 68267LAA6 | Jun 2020 | 265,515 | $266K | 0.07% | ABS-O |
| 238 | HOUSING URBAN DEVELOPMNT | 911759MY1 | Jun 2020 | 240,000 | $266K | 0.07% | DBT |
| 239 | Nacional Financiera SNC | 629598AS2 | Jun 2020 | 265,000 | $266K | 0.07% | DBT |
| 240 | Freddie Mac - STACR | 3137G0TH2 | Jun 2020 | 268,002 | $264K | 0.07% | ABS-MBS |
| 241 | Digital Realty Trust LP | 25389JAL0 | Jun 2020 | 248,000 | $263K | 0.07% | DBT |
| 242 | Morgan Stanley | 61746BEC6 | Jun 2020 | 260,000 | $263K | 0.07% | DBT |
| 243 | AMER AIRLN 15-2 B PTT | 02377BAC0 | Jun 2020 | 365,527 | $261K | 0.07% | DBT |
| 244 | SITE Centers Corp | 23317HAD4 | Jun 2020 | 259,000 | $261K | 0.07% | DBT |
| 245 | SMBC AVIATION CAPITAL FI | 78448TAA0 | Jun 2020 | 260,000 | $261K | 0.07% | DBT |
| 246 | HOUSING URBAN DEVELOPMNT | 911759MX3 | Jun 2020 | 240,000 | $261K | 0.07% | DBT |
| 247 | ARCH CAPITAL GROUP LTD | 03939AAA5 | Jun 2020 | 248,000 | $261K | 0.07% | DBT |
| 248 | HOUSING URBAN DEVELOPMNT | 911759NL8 | Jun 2020 | 225,000 | $261K | 0.07% | DBT |
| 249 | AG ISSUER LLC | 00119LAA9 | Jun 2020 | 279,000 | $260K | 0.07% | DBT |
| 250 | HOUSING URBAN DEVELOPMNT | 911759NH7 | Jun 2020 | 220,000 | $260K | 0.07% | DBT |
| 251 | MAGNA INTERNATIONAL INC | 559222AV6 | Jun 2020 | 250,000 | $256K | 0.07% | DBT |
| 252 | United States Treasury | 9128284H0 | Jun 2020 | 242,621 | $253K | 0.07% | DBT |
| 253 | DISCOVER BANK | 25466AAR2 | Jun 2020 | 250,000 | $252K | 0.07% | DBT |
| 254 | Seagate HDD Cayman | 81180WAT8 | Jun 2020 | 235,000 | $252K | 0.07% | DBT |
| 255 | NBCUniversal Media LLC | 63946BAJ9 | Jun 2020 | 200,000 | $252K | 0.07% | DBT |
| 256 | Fannie Mae - CAS | 30711XAM6 | Jun 2020 | 262,929 | $248K | 0.07% | ABS-MBS |
| 257 | WELLTOWER INC | 95040QAL8 | Jun 2020 | 249,000 | $248K | 0.07% | DBT |
| 258 | Toorak Mortgage Corp. | 89052WAA7 | Jun 2020 | 250,000 | $247K | 0.07% | ABS-MBS |
| 259 | Planet Fitness Master Issuer LLC | 72703PAC7 | Jun 2020 | 278,600 | $241K | 0.07% | ABS-O |
| 260 | Becton Dickinson and Co | 075887BT5 | Jun 2020 | 231,000 | $239K | 0.07% | DBT |
| 261 | Morgan Stanley | 6174468C6 | Jun 2020 | 210,000 | $238K | 0.07% | DBT |
| 262 | MIDAMERICAN ENERGY CO | 595620AV7 | Jun 2020 | 215,000 | $237K | 0.07% | DBT |
| 263 | NIAGARA MOHAWK POWER | 65364UAN6 | Jun 2020 | 233,000 | $236K | 0.07% | DBT |
| 264 | STANDARD CHARTERED PLC | 853254BT6 | Jun 2020 | 233,000 | $234K | 0.07% | DBT |
| 265 | JPMORGAN CHASE & CO | 46647PBE5 | Jun 2020 | 217,000 | $233K | 0.06% | DBT |
| 266 | BROOKFIELD PROPERTY PART | 000000000 | Jun 2020 | 14,000 | $232K | 0.06% | EP |
| 267 | California Health Facilities Financing Authority | 13032UVL9 | Jun 2020 | 220,000 | $228K | 0.06% | DBT |
| 268 | Ford Motor Credit Co LLC | 345397YP2 | Jun 2020 | 250,000 | $228K | 0.06% | DBT |
| 269 | CAPITAL ONE FINANCIAL CO | 14040HBT1 | Jun 2020 | 209,000 | $225K | 0.06% | DBT |
| 270 | MACYS RETAIL HLDGS INC | 55616XAF4 | Jun 2020 | 250,000 | $222K | 0.06% | DBT |
| 271 | COMMONWEALTH BANK AUST | 202712BK0 | Jun 2020 | 206,000 | $220K | 0.06% | DBT |
| 272 | FHLMC Multifamily Structured Pass Through Certs. | 3137FG6Q3 | Jun 2020 | 191,667 | $219K | 0.06% | ABS-MBS |
| 273 | BROOKFIELD PROPERTY PART | 000000000 | Jun 2020 | 12,000 | $218K | 0.06% | EP |
| 274 | Small Business Lending Trust | 831645AA4 | Jun 2020 | 223,335 | $217K | 0.06% | ABS-O |
| 275 | Sunrun Callisto Issuer LLC | 86772FAA9 | Jun 2020 | 217,487 | $216K | 0.06% | ABS-O |
| 276 | CENTENE CORP | 15135BAR2 | Jun 2020 | 208,000 | $215K | 0.06% | DBT |
| 277 | Bank of America Corp | 06051GHQ5 | Jun 2020 | 184,000 | $214K | 0.06% | DBT |
| 278 | Epicor Software Corporation | 29426NAE4 | Jun 2020 | 218,277 | $214K | 0.06% | LON |
| 279 | Citigroup Commercial Mortgage Trust | 125333BW3 | Jun 2020 | 235,000 | $214K | 0.06% | ABS-MBS |
| 280 | Ziggo Financing Partnership | 000000000 | Jun 2020 | 225,000 | $213K | 0.06% | LON |
| 281 | CAPITAL ONE FINANCIAL CO | 14040HBJ3 | Jun 2020 | 190,000 | $211K | 0.06% | DBT |
| 282 | Banc of America Merrill Lynch Large Loan Inc | 05492PAL2 | Jun 2020 | 325,000 | $210K | 0.06% | ABS-MBS |
| 283 | California Health Facilities Financing Authority | 13032UVG0 | Jun 2020 | 200,000 | $205K | 0.06% | DBT |
| 284 | Small Business Lending Trust | 83165WAA4 | Jun 2020 | 212,593 | $205K | 0.06% | ABS-O |
| 285 | Fannie Mae - CAS | 20753MAF5 | Jun 2020 | 206,418 | $205K | 0.06% | ABS-MBS |
| 286 | Morgan Stanley Capital I Trust | 61769GAG2 | Jun 2020 | 241,000 | $205K | 0.06% | ABS-MBS |
| 287 | NuStar Energy LP | 67058H300 | Jun 2020 | 12,563 | $204K | 0.06% | EP |
| 288 | CEMEX SAB DE CV | 151290BW2 | Jun 2020 | 200,000 | $204K | 0.06% | DBT |
| 289 | CITIZENS BANK NA/RI | 17401QAE1 | Jun 2020 | 200,000 | $203K | 0.06% | DBT |
| 290 | Hyland Software, Inc. | 44908XAT5 | Jun 2020 | 208,409 | $203K | 0.06% | LON |
| 291 | UNICREDIT SPA | 904678AS8 | Jun 2020 | 200,000 | $202K | 0.06% | DBT |
| 292 | CENTENE CORP | 15135BAV3 | Jun 2020 | 199,000 | $201K | 0.06% | DBT |
| 293 | Conn Funding II, L.P | 20827DAB6 | Jun 2020 | 204,042 | $200K | 0.06% | ABS-O |
| 294 | YARA INTERNATIONAL ASA | 984851AG0 | Jun 2020 | 191,000 | $199K | 0.06% | DBT |
| 295 | Seagate HDD Cayman | 81180WAN1 | Jun 2020 | 180,000 | $199K | 0.06% | DBT |
| 296 | Aflac Inc | 001055BJ0 | Jun 2020 | 170,000 | $199K | 0.06% | DBT |
| 297 | Banco Santander SA | 05964HAD7 | Jun 2020 | 200,000 | $197K | 0.05% | DBT |
| 298 | Ford Motor Credit Co LLC | 345397ZB2 | Jun 2020 | 200,000 | $197K | 0.05% | DBT |
| 299 | JPMORGAN CHASE & CO | 46647PBP0 | Jun 2020 | 183,000 | $195K | 0.05% | DBT |
| 300 | CON EDISON CO OF NY INC | 209111FX6 | Jun 2020 | 171,000 | $195K | 0.05% | DBT |
| 301 | SUNRUN CALLISTO ISSUER LLC | 86773PAA6 | Jun 2020 | 197,864 | $194K | 0.05% | ABS-O |
| 302 | Fannie Mae - CAS | 30711XDS0 | Jun 2020 | 185,625 | $194K | 0.05% | ABS-MBS |
| 303 | Fannie Mae - CAS | 20754HAE8 | Jun 2020 | 195,214 | $194K | 0.05% | ABS-MBS |
| 304 | Ford Motor Credit Co LLC | 345397YY3 | Jun 2020 | 200,000 | $192K | 0.05% | DBT |
| 305 | FORD MOTOR CREDIT CO LLC | 345397A29 | Jun 2020 | 200,000 | $191K | 0.05% | DBT |
| 306 | Change Healthcare Holdings LLC | 15911AAC7 | Jun 2020 | 196,107 | $189K | 0.05% | LON |
| 307 | Solarcity LMC Series LLC | 83417EAA0 | Jun 2020 | 192,993 | $189K | 0.05% | ABS-O |
| 308 | District of Columbia Water & Sewer Authority | 254845JZ4 | Jun 2020 | 130,000 | $187K | 0.05% | DBT |
| 309 | AERCAP IRELAND CAP/GLOBA | 00774MAN5 | Jun 2020 | 175,000 | $184K | 0.05% | DBT |
| 310 | Ameriprise Financial Inc | 03076CAK2 | Jun 2020 | 164,000 | $178K | 0.05% | DBT |
| 311 | Motel 6 Trust | 61975FAL3 | Jun 2020 | 188,575 | $178K | 0.05% | ABS-MBS |
| 312 | Tesla Auto Lease Trust | 88165GAD2 | Jun 2020 | 170,000 | $174K | 0.05% | ABS-O |
| 313 | Asurion LLC | 04649VAV2 | Jun 2020 | 179,056 | $174K | 0.05% | LON |
| 314 | Narragansett Bay Commission | 631060CR9 | Jun 2020 | 170,000 | $174K | 0.05% | DBT |
| 315 | Fannie Mae - CAS | 30711XNX8 | Jun 2020 | 172,448 | $172K | 0.05% | ABS-MBS |
| 316 | Stack Infrastructure Issuer LLC | 85236KAC6 | Jun 2020 | 175,000 | $172K | 0.05% | ABS-O |
| 317 | CITIZENS FINANCIAL GROUP | 174610AN5 | Jun 2020 | 170,000 | $172K | 0.05% | DBT |
| 318 | Western Digital Corp | 958102AM7 | Jun 2020 | 163,000 | $169K | 0.05% | DBT |
| 319 | ADAMS OUTDOOR ADVERTISING | 006346AS9 | Jun 2020 | 165,086 | $168K | 0.05% | ABS-O |
| 320 | MARSH & MCLENNAN COS INC | 571748BK7 | Jun 2020 | 168,000 | $168K | 0.05% | DBT |
| 321 | United States Treasury | 912810SL3 | Jun 2020 | 145,000 | $166K | 0.05% | DBT |
| 322 | Freddie Mac - STACR | 35564MAH8 | Jun 2020 | 163,778 | $161K | 0.04% | ABS-MBS |
| 323 | SEMPRA ENERGY | 816851BK4 | Jun 2020 | 160,000 | $160K | 0.04% | DBT |
| 324 | Synovus Financial Corp | 87161CAL9 | Jun 2020 | 156,000 | $158K | 0.04% | DBT |
| 325 | Tesla Auto Lease Trust | 88165GAB6 | Jun 2020 | 151,000 | $153K | 0.04% | ABS-O |
| 326 | Citigroup Inc | 172967LB5 | Jun 2020 | 150,000 | $151K | 0.04% | DBT |
| 327 | DISCOVERY COMMUNICATIONS | 25470DBJ7 | Jun 2020 | 137,000 | $150K | 0.04% | DBT |
| 328 | AMER AIRLINE 16-1 B PTT | 02376YAA5 | Jun 2020 | 225,365 | $150K | 0.04% | DBT |
| 329 | Avant Loans Funding Trust | 05352PAC1 | Jun 2020 | 150,000 | $150K | 0.04% | ABS-O |
| 330 | HOUSING URBAN DEVELOPMNT | 911759NJ3 | Jun 2020 | 125,000 | $148K | 0.04% | DBT |
| 331 | AERCAP IRELAND CAP/GLOBA | 00774MAF2 | Jun 2020 | 150,000 | $147K | 0.04% | DBT |
| 332 | Driven Brands Funding, LLC | 26208LAB4 | Jun 2020 | 144,375 | $147K | 0.04% | ABS-O |
| 333 | Fannie Mae - CAS | 30711XAH7 | Jun 2020 | 156,235 | $147K | 0.04% | ABS-MBS |
| 334 | HOUSING URBAN DEVELOPMNT | 911759MV7 | Jun 2020 | 137,000 | $143K | 0.04% | DBT |
| 335 | Narragansett Bay Commission | 631060CS7 | Jun 2020 | 140,000 | $143K | 0.04% | DBT |
| 336 | InSite Issuer LLC | 45780KAD8 | Jun 2020 | 140,000 | $142K | 0.04% | ABS-O |
| 337 | Focus Brands Funding LLC | 34417MAB3 | Jun 2020 | 174,600 | $141K | 0.04% | ABS-O |
| 338 | OneMain Financial Issuance Trust | 68268GAB4 | Jun 2020 | 139,679 | $140K | 0.04% | ABS-O |
| 339 | Narragansett Bay Commission | 631060CU2 | Jun 2020 | 135,000 | $138K | 0.04% | DBT |
| 340 | Avolon TLB Borrower 1 (US) LLC | 05400KAE0 | Jun 2020 | 147,313 | $138K | 0.04% | LON |
| 341 | Willis Engine Securitization Trust | 97064FAB1 | Jun 2020 | 247,184 | $137K | 0.04% | ABS-O |
| 342 | Owens Corning | 690742AG6 | Jun 2020 | 131,000 | $133K | 0.04% | DBT |
| 343 | Conn Funding II, L.P | 20827DAA8 | Jun 2020 | 132,912 | $131K | 0.04% | ABS-O |
| 344 | Conn Funding II, L.P | 20824LAB1 | Jun 2020 | 135,000 | $130K | 0.04% | ABS-O |
| 345 | CAPITAL ONE FINANCIAL CO | 14040HCD5 | Jun 2020 | 124,000 | $130K | 0.04% | DBT |
| 346 | Narragansett Bay Commission | 631060CT5 | Jun 2020 | 125,000 | $128K | 0.04% | DBT |
| 347 | INTL FINANCE CORP | 000000000 | Jun 2020 | 630,000 | $124K | 0.03% | DBT |
| 348 | CVS HEALTH CORP | 126650DE7 | Jun 2020 | 112,000 | $120K | 0.03% | DBT |
| 349 | Bank of America Corp | 06051GFY0 | Jun 2020 | 118,000 | $119K | 0.03% | DBT |
| 350 | Seattle Spinco, Inc. | 81271EAB7 | Jun 2020 | 125,235 | $117K | 0.03% | LON |
| 351 | MACYS RETAIL HLDGS INC | 55616XAL1 | Jun 2020 | 160,000 | $117K | 0.03% | DBT |
| 352 | retl | 74952PAA5 | Jun 2020 | 120,901 | $115K | 0.03% | ABS-MBS |
| 353 | RADIAN GROUP INC | 750236AW1 | Jun 2020 | 122,000 | $115K | 0.03% | DBT |
| 354 | United States Treasury | 912828ZQ6 | Jun 2020 | 115,000 | $115K | 0.03% | DBT |
| 355 | Fanniemae-Aces | 3136AVGY9 | Jun 2020 | 109,418 | $113K | 0.03% | ABS-MBS |
| 356 | CAPITAL ONE FINANCIAL CO | 14040HBS3 | Jun 2020 | 110,000 | $110K | 0.03% | DBT |
| 357 | HAT HOLDINGS I LLC/HAT | 418751AA1 | Jun 2020 | 102,000 | $104K | 0.03% | DBT |
| 358 | Sunnova Sol Issuer,LLC | 86745NAA6 | Jun 2020 | 104,902 | $103K | 0.03% | ABS-O |
| 359 | Freddie Mac - STACR | 35565HAA3 | Jun 2020 | 102,274 | $103K | 0.03% | ABS-MBS |
| 360 | Fannie Mae - CAS | 20753KAB8 | Jun 2020 | 103,113 | $102K | 0.03% | ABS-MBS |
| 361 | Mosaic Solar Loans LLC | 61946NAB4 | Jun 2020 | 100,000 | $101K | 0.03% | ABS-O |
| 362 | Mosaic Solar Loans LLC | 61946NAA6 | Jun 2020 | 100,000 | $101K | 0.03% | ABS-O |
| 363 | Toorak Mortgage Corp 2018-1 Ltd | 89051QAA1 | Jun 2020 | 100,000 | $100K | 0.03% | ABS-MBS |
| 364 | DISCOVER FINANCIAL SVS | 254709AK4 | Jun 2020 | 90,000 | $99K | 0.03% | DBT |
| 365 | Marlette Funding Trust | 57109FAC0 | Jun 2020 | 100,000 | $97K | 0.03% | ABS-O |
| 366 | JP Morgan Chase Commercial Mortgage Sec Trust | 46642MAA6 | Jun 2020 | 100,000 | $94K | 0.03% | ABS-MBS |
| 367 | CenturyLink, Inc. | 15669GAH7 | Jun 2020 | 99,500 | $94K | 0.03% | LON |
| 368 | DELL INT LLC / EMC CORP | 25272KAU7 | Jun 2020 | 91,000 | $91K | 0.03% | DBT |
| 369 | IRON MOUNTAIN INC | 46284VAG6 | Jun 2020 | 91,000 | $89K | 0.02% | DBT |
| 370 | DB Master Finance LLC | 233046AF8 | Jun 2020 | 83,088 | $88K | 0.02% | ABS-O |
| 371 | JP Morgan Chase Commercial Mortgage Sec Trust | 46642MAJ7 | Jun 2020 | 100,000 | $82K | 0.02% | ABS-MBS |
| 372 | Morgan Stanley Capital I Trust | 61769GAJ6 | Jun 2020 | 100,000 | $81K | 0.02% | ABS-MBS |
| 373 | WESTERN DIGITAL CORP | 958102AP0 | Jun 2020 | 84,000 | $79K | 0.02% | DBT |
| 374 | Sprint Corp | 85207UAE5 | Jun 2020 | 75,000 | $79K | 0.02% | DBT |
| 375 | Driven Brands Funding, LLC | 26208LAE8 | Jun 2020 | 74,625 | $77K | 0.02% | ABS-O |
| 376 | SolarWinds Holdings, Inc. | 83417UAH9 | Jun 2020 | 78,788 | $76K | 0.02% | LON |
| 377 | DRB Prime Student Loan Trust 2016-B | 23341BAC9 | Jun 2020 | 74,256 | $76K | 0.02% | ABS-O |
| 378 | Freddie Mac - STACR | 35564LAH0 | Jun 2020 | 76,142 | $75K | 0.02% | ABS-MBS |
| 379 | AMER AIRLN 13-1 B PASS T | 023766AD0 | Jun 2020 | 81,474 | $74K | 0.02% | DBT |
| 380 | HOUSING URBAN DEVELOPMNT | 911759MW5 | Jun 2020 | 69,000 | $74K | 0.02% | DBT |
| 381 | Jabil Inc | 466313AF0 | Jun 2020 | 70,000 | $71K | 0.02% | DBT |
| 382 | Level 3 Financing Inc. | 52729KAP1 | Jun 2020 | 74,212 | $70K | 0.02% | LON |
| 383 | MACYS RETAIL HLDGS INC | 55616XAN7 | Jun 2020 | 71,000 | $67K | 0.02% | DBT |
| 384 | Planet Fitness Master Issuer LLC | 72703PAB9 | Jun 2020 | 68,775 | $67K | 0.02% | ABS-O |
| 385 | Bombardier Recreational Products, Inc. | 000000000 | Jun 2020 | 68,950 | $66K | 0.02% | LON |
| 386 | Freddie Mac - STACR | 35564XAH4 | Jun 2020 | 65,458 | $64K | 0.02% | ABS-MBS |
| 387 | Motel 6 Trust | 61975FAN9 | Jun 2020 | 66,603 | $61K | 0.02% | ABS-MBS |
| 388 | Fannie Mae - CAS | 20754JAA2 | Jun 2020 | 60,809 | $61K | 0.02% | ABS-MBS |
| 389 | Aptiv PLC | 03835VAH9 | Jun 2020 | 58,000 | $61K | 0.02% | DBT |
| 390 | MARRIOTT INTERNATIONAL | 571903AZ6 | Jun 2020 | 60,000 | $60K | 0.02% | DBT |
| 391 | Valmont Industries Inc | 920253AF8 | Jun 2020 | 55,000 | $57K | 0.02% | DBT |
| 392 | FedEx Corp | 31428XBB1 | Jun 2020 | 56,000 | $57K | 0.02% | DBT |
| 393 | RADIAN GROUP INC | 750236AX9 | Jun 2020 | 54,000 | $55K | 0.02% | DBT |
| 394 | AP MOLLER-MAERSK A/S | 00203QAE7 | Jun 2020 | 50,000 | $54K | 0.01% | DBT |
| 395 | Owens Corning | 690742AH4 | Jun 2020 | 50,000 | $52K | 0.01% | DBT |
| 396 | Avis Budget Rental Car Funding AESOP LLC | 05377RBX1 | Jun 2020 | 50,667 | $51K | 0.01% | ABS-O |
| 397 | Multifamily Connecticut Avenue Securities | 62547NAB5 | Jun 2020 | 55,000 | $50K | 0.01% | ABS-MBS |
| 398 | Go Daddy Operating Company, LLC | 38017BAN6 | Jun 2020 | 51,841 | $50K | 0.01% | LON |
| 399 | Smithfield Foods Inc | 832248BB3 | Jun 2020 | 45,000 | $49K | 0.01% | DBT |
| 400 | CARGO AIRCRAFT MANAGEMEN | 14180LAA4 | Jun 2020 | 49,000 | $49K | 0.01% | DBT |
| 401 | Bank of Montreal | 06368BGS1 | Jun 2020 | 45,000 | $48K | 0.01% | DBT |
| 402 | Motel 6 Trust | 61975FAG4 | Jun 2020 | 48,147 | $46K | 0.01% | ABS-MBS |
| 403 | Newmark Group Inc | 65158NAB8 | Jun 2020 | 45,000 | $45K | 0.01% | DBT |
| 404 | CVS Health Corp | 126650DD9 | Jun 2020 | 44,000 | $44K | 0.01% | DBT |
| 405 | Freddie Mac - STACR | 35565JAA9 | Jun 2020 | 43,995 | $44K | 0.01% | ABS-MBS |
| 406 | Chicago Board of Trade | 000000000 | Jun 2020 | 44 | $42K | 0.01% | DIR |
| 407 | Prosper Marketplace Issuance Trust | 74360JAC1 | Jun 2020 | 40,369 | $40K | 0.01% | ABS-O |
| 408 | Consumer Loan Underlying Bond Credit Trust | 21051CAE7 | Jun 2020 | 39,979 | $40K | 0.01% | ABS-O |
| 409 | CENTENE CORP | 15135BAT8 | Jun 2020 | 36,000 | $38K | 0.01% | DBT |
| 410 | ESH Hospitality, Inc. | 26908BAK9 | Jun 2020 | 40,015 | $38K | 0.01% | LON |
| 411 | Spruce ABS Trust | 85209BAA3 | Jun 2020 | 37,161 | $38K | 0.01% | ABS-O |
| 412 | United States Treasury | 9128286B1 | Jun 2020 | 31,000 | $36K | 0.01% | DBT |
| 413 | Synovus Financial Corp | 87161CAM7 | Jun 2020 | 35,000 | $34K | 0.01% | DBT |
| 414 | RenewFund Receivables Trust | 75973JAA1 | Jun 2020 | 32,733 | $33K | 0.01% | ABS-O |
| 415 | Driven Brands Funding, LLC | 26208LAC2 | Jun 2020 | 28,420 | $30K | 0.01% | ABS-O |
| 416 | HP ENTERPRISE CO | 42824CBB4 | Jun 2020 | 30,000 | $30K | 0.01% | DBT |
| 417 | ExteNet Systems | 30227XAB7 | Jun 2020 | 30,000 | $30K | 0.01% | ABS-O |
| 418 | Fannie Mae - CAS | 30711X3H5 | Jun 2020 | 28,534 | $28K | 0.01% | ABS-MBS |
| 419 | HAT HOLDINGS I LLC/HAT | 418751AB9 | Jun 2020 | 25,000 | $26K | 0.01% | DBT |
| 420 | InSite Issuer LLC | 45780KAF3 | Jun 2020 | 25,000 | $25K | 0.01% | ABS-O |
| 421 | Element Rail Leasing LLC | 28618WAA2 | Jun 2020 | 19,555 | $20K | 0.01% | ABS-O |
| 422 | MA FinanceCo., LLC | 55280FAG6 | Jun 2020 | 18,544 | $17K | 0.00% | LON |
| 423 | OCEANEERING INTL INC | 675232AA0 | Jun 2020 | 22,000 | $17K | 0.00% | DBT |
| 424 | Conn Funding II, L.P | 20826JAA6 | Jun 2020 | 15,221 | $15K | 0.00% | ABS-O |
| 425 | Conn Funding II, L.P | 20826JAB4 | Jun 2020 | 13,456 | $13K | 0.00% | ABS-O |
| 426 | Ingram Micro Inc | 457153AG9 | Jun 2020 | 13,000 | $13K | 0.00% | DBT |
| 427 | Avant Loans Funding Trust | 05352PAB3 | Jun 2020 | 9,372 | $9K | 0.00% | ABS-O |
| 428 | Credit Acceptance Auto Loan Trust | 22533YAA3 | Jun 2020 | 5,392 | $5K | 0.00% | ABS-O |
| 429 | MACY'S INC | 55616PAA2 | Jun 2020 | 4,000 | $4K | 0.00% | DBT |
| 430 | Tesla Auto Lease Trust | 88165GAA8 | Jun 2020 | 3,854 | $4K | 0.00% | ABS-O |
| 431 | Chicago Board of Trade | 000000000 | Jun 2020 | 34 | $2K | 0.00% | DIR |
| 432 | T-Mobile US Inc | 872590112 | Jun 2020 | 10,600 | $2K | 0.00% | EC |
| 433 | AT&T INC | 00206RJX1 | Jun 2020 | 1,000 | $1K | 0.00% | DBT |
| 434 | Chicago Board of Trade | 000000000 | Jun 2020 | 1 | $350 | 0.00% | DIR |
| 435 | Consumer Loan Underlying Bond Credit Trust | 21055JAA6 | Jun 2020 | 0 | $0 | 0.00% | ABS-O |
| 436 | Avant Loans Funding Trust | 05354NAA8 | Jun 2020 | 0 | $0 | 0.00% | ABS-O |
| 437 | Consumer Loan Underlying Bond Credit Trust | 21054AAA6 | Jun 2020 | 0 | $0 | 0.00% | ABS-O |
| 438 | Avant Loans Funding Trust | 05352EAA0 | Jun 2020 | 0 | $0 | 0.00% | ABS-O |
| 439 | Enterprise Fleet Financing LLC | 29373EAB3 | Jun 2020 | 0 | $0 | 0.00% | ABS-O |
| 440 | Prestige Brands, Inc. | 74112CAT0 | Jun 2020 | 0 | $0 | 0.00% | LON |
| 441 | Avis Budget Rental Car Funding AESOP LLC | 05377RBV5 | Jun 2020 | 0 | $0 | 0.00% | ABS-O |
| 442 | Chicago Board of Trade | 000000000 | Jun 2020 | -1 | $-978 | -0.00% | DIR |
| 443 | Chicago Board of Trade | 000000000 | Jun 2020 | -41 | $-14805 | -0.00% | DIR |
| 444 | Chicago Board of Trade | 000000000 | Jun 2020 | -16 | $-26952 | -0.01% | DIR |
| 445 | Chicago Board of Trade | 000000000 | Jun 2020 | -116 | $-121532 | -0.03% | DIR |