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Fund Holdings1,2 as of Jun 30, 2020

Holding Coupon Rate Maturity Date % of Net Assets
Ford Motor Credit Co LLC 2.98% 08/03/2022 2.16%
CALVERT CASH RESERVES FUND 0.00% 1.99%
Capital One Financial Corp 3.75% 07/28/2026 1.53%
Bank of America Corp 3.82% 01/20/2028 1.51%
Stack Infrastructure Issuer LLC 4.54% 02/25/2044 1.48%
Seagate HDD Cayman 5.75% 12/01/2034 1.46%
Citigroup Inc 3.89% 01/10/2028 1.40%
Bank of America Corp 3.59% 07/21/2028 1.33%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.84% 11/05/2032 1.18%
Morgan Stanley Capital I Trust 2019-BPR 2.28% 05/15/2036 1.17%
DXC Technology Co 4.75% 04/15/2027 1.12%
NextEra Energy Operating Partners LP 4.50% 09/15/2027 1.11%
Jabil Inc 3.95% 01/12/2028 1.08%
Discovery Communications LLC 5.20% 09/20/2047 1.05%
HP Inc 3.40% 06/17/2030 1.01%
Fannie Mae Connecticut Avenue Securities 2.38% 01/25/2030 0.97%
SERVPRO Master Issuer LLC 3.88% 10/25/2049 0.97%
Sempra Energy 4.88% 12/31/2099 0.96%
Radian Group Inc 4.88% 03/15/2027 0.94%
BBVA Bancomer SA/Texas 5.13% 01/18/2033 0.91%
Coinstar Funding LLC Series 2017-1 5.22% 04/25/2047 0.91%
BankUnited Inc 5.13% 06/11/2030 0.89%
CVS Health Corp 3.25% 08/15/2029 0.87%
EPR Properties 3.75% 08/15/2029 0.86%
nVent Finance Sarl 4.55% 04/15/2028 0.83%
Discover Financial Services 6.13% 12/31/2099 0.76%
Bank of America Corp 2.68% 06/19/2041 0.76%
Affiliated Managers Group Inc 3.30% 06/15/2030 0.75%
Macy's Retail Holdings Inc 3.63% 06/01/2024 0.75%
TerraForm Power Operating LLC 5.00% 01/31/2028 0.74%
Planet Fitness Master Issuer LLC 4.67% 09/05/2048 0.74%
Tapestry Inc 4.13% 07/15/2027 0.72%
Aptiv PLC 5.40% 03/15/2049 0.72%
Valmont Industries Inc 5.00% 10/01/2044 0.70%
Connecticut Avenue Securities Trust 2019-R02 2.48% 08/25/2031 0.69%
Charter Communications Operating LLC / Charter Communications Operating Capital 4.80% 03/01/2050 0.69%
Trimble Inc 4.90% 06/15/2028 0.68%
Truist Financial Corp 5.10% 12/31/2099 0.67%
Sonic Capital LLC 3.85% 01/20/2050 0.67%
WESTERN DIGITAL CORP COMPANY GUAR 02/24 1.5 1.50% 02/01/2024 0.67%
Brookfield Property Partners LP 6.38% 12/31/2049 0.67%
Sprint Corp 7.25% 09/15/2021 0.66%
Grupo KUO SAB De CV 5.75% 07/07/2027 0.65%
FedEx Corp 4.55% 04/01/2046 0.64%
Northern States Power Co/MN 2.60% 06/01/2051 0.63%
TerraForm Power Operating LLC 4.75% 01/15/2030 0.61%
AT&T Inc 3.65% 06/01/2051 0.61%
Engie Energia Chile SA 3.40% 01/28/2030 0.59%
DRIVEN BRANDS FUNDING LLC 6.13% 07/20/2046 0.59%
NBCUniversal Media LLC 4.45% 01/15/2043 0.58%
National Oilwell Varco Inc 3.60% 12/01/2029 0.58%
RETL 2019-RVP 1.73% 03/15/2036 0.58%
Fannie Mae Connecticut Avenue Securities 2.78% 05/25/2024 0.57%
Athene Holding Ltd 4.13% 01/12/2028 0.57%
NuStar Energy LP 7.63% 12/31/2049 0.56%
Stifel Financial Corp 4.00% 05/15/2030 0.56%
JSL Europe SA 7.75% 07/26/2024 0.55%
Owens Corning 3.95% 08/15/2029 0.54%
AP Moller - Maersk A/S 4.50% 06/20/2029 0.53%
Helios Issuer LLC 8.00% 09/20/2049 0.52%
HAT Holdings I LLC / HAT Holdings II LLC 5.25% 07/15/2024 0.51%
T-Mobile USA Inc 2.55% 02/15/2031 0.51%
JPMorgan Chase & Co 4.20% 07/23/2029 0.50%
SITE Centers Corp 3.63% 02/01/2025 0.50%
Morgan Stanley 3.59% 07/22/2028 0.49%
Connecticut Avenue Securities Trust 2019-R03 2.33% 09/25/2031 0.49%
Citigroup Inc 3.67% 07/24/2028 0.49%
Discover Bank 3.45% 07/27/2026 0.49%
Avangrid Inc 3.80% 06/01/2029 0.48%
Delta Air Lines Inc 7.38% 01/15/2026 0.48%
DENTSPLY SIRONA Inc 3.25% 06/01/2030 0.48%
Enel Finance International NV 3.63% 05/25/2027 0.48%
Brookfield Finance Inc 4.70% 09/20/2047 0.47%
Banco BTG Pactual SA/Cayman Islands 4.50% 01/10/2025 0.46%
Terraform Global Operating LLC 6.13% 03/01/2026 0.46%
DRIVEN BRANDS FUNDING LLC 5.22% 07/20/2045 0.46%
Nordstrom Inc 5.00% 01/15/2044 0.46%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.84% 11/05/2032 0.46%
Element Rail Leasing I LLC 4.41% 04/19/2044 0.46%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.50% 07/15/2025 0.45%
Citigroup Inc 4.08% 04/23/2029 0.45%
Discover Bank 4.68% 08/09/2028 0.45%
DRIVEN BRANDS FUNDING LLC 3.98% 10/20/2049 0.44%
Jack in the Box Funding LLC 3.98% 08/25/2049 0.44%
Banco Santander SA 3.80% 02/23/2028 0.44%
Owens Corning 4.30% 07/15/2047 0.44%
Asurion 3.17% 11/03/2023 0.44%
Nationwide Building Society 4.00% 09/14/2026 0.43%
Brown & Brown Inc 4.50% 03/15/2029 0.43%
Merck & Co Inc 2.45% 06/24/2050 0.42%
Alliance Data Systems Corp 4.75% 12/15/2024 0.42%
KKR Group Finance Co VI LLC 3.75% 07/01/2029 0.41%
CVS Health Corp 5.05% 03/25/2048 0.41%
Citigroup Inc 4.60% 03/09/2026 0.40%
Morgan Stanley Capital I Trust 2019-BPR 3.23% 05/15/2036 0.40%
Connecticut Avenue Securities Trust 2019-R05 2.18% 07/25/2039 0.40%
CVS Pass-Through Trust 6.04% 12/10/2028 0.40%
Freddie Mac STACR Trust 2019-DNA2 2.63% 03/25/2049 0.38%
Newmark Group Inc 6.13% 11/15/2023 0.38%
Toorak Mortgage Corp 2018-1 Ltd 4.34% 08/25/2021 0.38%
Freddie Mac STACR Trust 2019-DNA3 2.23% 07/25/2049 0.38%
Synovus Financial Corp 3.13% 11/01/2022 0.38%
Bank of Montreal 3.80% 12/15/2032 0.37%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.77% 06/10/2027 0.37%
Nordstrom Inc 4.38% 04/01/2030 0.37%
Planet Fitness Master Issuer LLC 3.86% 12/05/2049 0.36%
United States Treasury Note/Bond 0.63% 05/15/2030 0.36%
DXC Technology Co 4.13% 04/15/2025 0.36%
UniCredit SpA 5.86% 06/19/2032 0.36%
AT&T Inc 4.75% 05/15/2046 0.36%
MetLife Inc 4.05% 03/01/2045 0.36%
Synovus Bank/Columbus GA 2.29% 02/10/2023 0.36%
Arch Capital Group Ltd 3.64% 06/30/2050 0.36%
Ashtead Capital Inc 4.25% 11/01/2029 0.36%
Australia & New Zealand Banking Group Ltd 2.95% 07/22/2030 0.36%
Standard Chartered PLC 6.00% 12/31/2099 0.35%
Ellaktor Value Plc 6.38% 12/15/2024 0.35%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.50% 09/15/2023 0.34%
Commonwealth Bank of Australia 3.61% 09/12/2034 0.34%
AG Issuer LLC 6.25% 03/01/2028 0.34%
Radian Group Inc 6.63% 03/15/2025 0.34%
ExteNet LLC 2019-1 5.22% 07/26/2049 0.34%
CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 03/28 4.75 4.75% 03/15/2028 0.33%
National Oilwell Varco Inc 3.95% 12/01/2042 0.33%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand 5.95% 10/01/2028 0.33%
Hardee's Funding LLC 4.25% 06/20/2048 0.33%
Crown Castle International Corp 4.75% 05/15/2047 0.33%
Multifamily Connecticut Avenue Securities Trust 2020-01 3.93% 03/25/2050 0.33%
Cargo Aircraft Management Inc 4.75% 02/01/2028 0.31%
Magna International Inc 2.45% 06/15/2030 0.31%
Consolidated Edison Co of New York Inc 3.35% 04/01/2030 0.30%
Macquarie Bank Ltd 3.62% 06/03/2030 0.30%
Ford Motor Credit Co LLC 4.14% 02/15/2023 0.30%
PPD 3.50% 08/18/2022 0.30%
Jabil Inc 3.60% 01/15/2030 0.30%
AT&T Inc 4.90% 06/15/2042 0.29%
Smithfield Foods Inc 5.20% 04/01/2029 0.29%
Tesla Auto Lease Trust 2019-A 5.48% 05/22/2023 0.29%
AT&T Inc 5.15% 03/15/2042 0.29%
Citigroup Inc 4.13% 07/25/2028 0.29%
Ford Foundation 2.42% 06/01/2050 0.28%
Aflac Inc 3.60% 04/01/2030 0.28%
Conn's Receivables Funding 2019-A LLC 4.36% 10/16/2023 0.28%
Lloyds Banking Group PLC 2.44% 02/05/2026 0.28%
Ford Motor Credit Co LLC 1.64% 08/03/2022 0.28%
Regions Financial Corp 5.75% 12/31/2099 0.27%
Citizens Financial Group Inc 4.30% 12/03/2025 0.27%
United States Dollar 0.27%
JPMorgan Chase & Co 2.74% 10/15/2030 0.27%
Charles Schwab Corp 5.38% 12/31/2099 0.27%
Owens Corning 4.40% 01/30/2048 0.27%
TES 2017-1 LLC 4.33% 10/20/2047 0.27%
EPR Properties 4.95% 04/15/2028 0.26%
Synovus Financial Corp 5.90% 02/07/2029 0.26%
Sonic Capital LLC 4.34% 01/20/2050 0.26%
Change Healthcare 3.50% 03/01/2024 0.26%
Nationwide Building Society 4.13% 10/18/2032 0.25%
NextEra Energy Operating Partners LP 4.25% 09/15/2024 0.25%
Epicor 3.43% 06/01/2022 0.25%
Pattern Energy Group Inc 5.88% 02/01/2024 0.24%
Motel 6 Trust 2017-MTL6 3.43% 08/15/2034 0.24%
JPMorgan Chase & Co 2.96% 05/13/2031 0.24%
Vantage Data Centers Issuer LLC 3.19% 07/15/2044 0.24%
Johnson Controls International plc 4.63% 07/02/2044 0.24%
Hyland Software, Inc. 4.00% 07/01/2024 0.23%
Nacional Financiera SNC 3.38% 11/05/2020 0.23%
Aon Corp 2.80% 05/15/2030 0.23%
Motel 6 Trust 2017-MTL6 2.33% 08/15/2034 0.23%
Fannie Mae Connecticut Avenue Securities 3.18% 07/25/2024 0.23%
Synchrony Financial 4.50% 07/23/2025 0.22%
DXC Technology Co 4.00% 04/15/2023 0.22%
Azul Investments LLP 5.88% 10/26/2024 0.22%
DRIVEN BRANDS FUNDING LLC 4.74% 04/20/2048 0.21%
Centene Corp 4.63% 12/15/2029 0.21%
Yara International ASA 3.15% 06/04/2030 0.21%
Attachmate / Micro Focus 2.68% 06/21/2024 0.21%
Vantage Data Centers Issuer LLC 4.07% 02/16/2043 0.21%
Welltower Inc 2.75% 01/15/2031 0.20%
Macy's Retail Holdings Inc 3.45% 01/15/2021 0.20%
Brookfield Property Partners LP 5.75% 12/31/2049 0.20%
Centene Corp 3.38% 02/15/2030 0.20%
Toorak Mortgage Corp 2020-1 Ltd 2.73% 03/25/2023 0.19%
Cushman Wakefield 2.93% 08/21/2025 0.19%
ExteNet LLC 2019-1 4.14% 07/26/2049 0.19%
NIAGARA MOHAWK POWER SR UNSECURED 144A 06/30 1.96 1.96% 06/27/2030 0.19%
nVent Finance Sarl 3.95% 04/15/2023 0.19%
Focus Brands Funding LLC FOCUS 2017-1A 5.09% 04/30/2047 0.19%
Jersey Mike's Funding 4.43% 02/15/2050 0.18%
Raymond James Financial Inc 4.65% 04/01/2030 0.18%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.68% 03/25/2030 0.18%
SUNNOVA HELIOS II ISSUER LLC 2018-1 7.71% 07/20/2048 0.18%
Centene Corp 4.25% 12/15/2027 0.18%
SolarCity LMC Series III LLC 4.02% 07/20/2044 0.18%
Cemex SAB de CV 7.38% 06/05/2027 0.18%
Oceaneering International Inc 4.65% 11/15/2024 0.17%
California Health Facilities Financing Authority 2.98% 06/01/2033 0.17%
Fannie Mae Connecticut Avenue Securities 2.18% 03/25/2031 0.17%
Horizon Aircraft Finance II Ltd 4.70% 07/15/2039 0.17%
UniCredit SpA 5.46% 06/30/2035 0.16%
American Airlines 2015-2 Class B Pass Through Trust 4.40% 09/22/2023 0.16%
Ziggo 2.68% 04/30/2028 0.16%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.93% 06/10/2027 0.15%
American Airlines 2016-1 Class B Pass Through Trust 5.25% 01/15/2024 0.14%
Ford Motor Credit Co LLC 3.09% 01/09/2023 0.13%
American Airlines 2013-2 Class B Pass Through Trust 5.60% 07/15/2020 0.13%
PetSmart, Inc. 4.88% 03/11/2022 0.13%
Iron Mountain Inc 5.00% 07/15/2028 0.12%
California Health Facilities Financing Authority 3.03% 06/01/2034 0.12%
Ashtead Capital Inc 4.00% 05/01/2028 0.12%
InSite Issuer LLC 6.41% 11/15/2046 0.12%
Fannie Mae Connecticut Avenue Securities 2.83% 02/25/2030 0.12%
Stack Infrastructure Issuer LLC 3.08% 10/25/2044 0.12%
CenturyLink, Inc. 2.43% 03/15/2027 0.11%
Discovery Communications LLC 3.63% 05/15/2030 0.10%
FOCUS Brands Funding LLC 3.86% 04/30/2047 0.10%
Mosaic Solar Loan Trust 2020-1 6.91% 04/20/2046 0.10%
Avolon TLB Borrower 1 (US) LLC 2.50% 01/15/2025 0.10%
SolarCity LMC Series I LLC 4.80% 11/20/2038 0.10%
SS&C Technologies Inc. 1.93% 04/16/2025 0.09%
Connecticut Avenue Securities Trust 2018-R07 2.58% 04/25/2031 0.09%
Seagate HDD Cayman 4.09% 06/01/2029 0.09%
Citizens Financial Group Inc 4.15% 09/28/2022 0.09%
Sunrun Xanadu Issuer 2019-1 LLC 3.98% 06/30/2054 0.08%
LUNAR AIRCRAFT 2020-1 LTD 4.34% 02/15/2045 0.08%
Ingram Micro Inc 5.45% 12/15/2024 0.08%
Banco Mercantil del Norte SA/Grand Cayman 7.63% 12/31/2099 0.08%
Horizon Aircraft Finance III Ltd 4.46% 11/15/2039 0.07%
SolarWinds Holdings, Inc. 2.93% 02/05/2024 0.07%
Multifamily Connecticut Avenue Securities Trust 2019-01 3.43% 10/15/2049 0.07%
Willis Engine Structured Trust V 4.21% 03/15/2045 0.07%
Freddie Mac STACR 2019-HQA3 2.03% 09/25/2049 0.07%
Level 3 Financing Inc. 1.93% 03/01/2027 0.06%
SS&C Technologies Inc. 1.93% 04/16/2025 0.06%
Bombardier Recreational Products, Inc. 2.18% 05/24/2027 0.06%
SolarCity LMC Series II LLC 4.59% 04/20/2044 0.05%
Go Daddy 1.93% 02/15/2024 0.05%
Freddie Mac Structured Agency Credit Risk Debt Notes 5.27% 06/25/2050 0.04%
Extended Stay America 2.18% 09/18/2026 0.04%
Willis Engine Structured Trust V 6.66% 03/15/2045 0.04%
Mosaic Solar Loan Trust 2020-1 3.10% 04/20/2046 0.03%
HAT Holdings I LLC / HAT Holdings II LLC 6.00% 04/15/2025 0.03%
RenewFund Receivables Trust 2015-1 3.51% 04/15/2025 0.03%
Attachmate / Micro Focus 2.68% 06/21/2024 0.03%
AASET 2018-1 US Ltd 6.41% 01/16/2038 0.03%
Conn's Receivables Funding 2018-A LLC 4.65% 01/15/2023 0.03%
Macy's Inc 8.38% 06/15/2025 0.03%
LUNAR AIRCRAFT 2020-1 LTD 6.41% 02/15/2045 0.03%