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Fund Holdings1,2 as of Jun 30, 2020

Holding Coupon Rate Maturity Date % of Net Assets
Microsoft Corp 0.80% 4.47%
Amazon.com Inc 0.00% 3.71%
Apple Inc 0.00% 3.70%
Alphabet Inc - CL C 0.00% 2.95%
Fannie Mae or Freddie Mac 3.00% 07/01/2049 1.92%
CALVERT CASH RESERVES FUND 0.00% 1.91%
Visa Inc 0.60% 1.75%
Danaher Corp 0.10% 1.55%
PepsiCo Inc 2.06% 1.54%
Walmart Inc 1.46% 1.45%
American Tower Corp 0.00% 1.44%
United States Treasury Inflation Indexed Bonds 0.75% 07/15/2028 1.44%
Home Depot Inc 1.00% 1.42%
Thermo Fisher Scientific Inc 0.00% 1.34%
Mondelez International Inc 0.00% 1.26%
Anthem Inc 1.00% 1.23%
Abbott Laboratories 1.92% 1.22%
PayPal Holdings Inc 0.00% 1.21%
Fidelity National Information Services Inc 0.00% 1.15%
AMETEK Inc 0.24% 1.14%
Tradeweb Markets Inc 0.00% 1.05%
AbbVie Inc 0.00% 1.04%
Sanofi 0.00% 1.03%
Electronic Arts Inc 0.00% 1.01%
Texas Instruments Inc 0.68% 0.99%
JPMorgan Chase & Co 1.00% 0.99%
Verizon Communications Inc 2.00% 0.96%
Bank of America Corp 0.04% 0.96%
Adobe Inc 0.00% 0.95%
Fannie Mae-Aces 2.52% 08/25/2029 0.95%
Cisco Systems Inc 0.24% 0.93%
Cognizant Technology Solutions Corp 0.00% 0.90%
Fannie Mae or Freddie Mac 2.50% 07/01/2049 0.89%
Steel Dynamics Inc 0.40% 0.79%
Zoetis Inc 0.00% 0.76%
Travelers Cos Inc 1.64% 0.76%
Taiwan Semiconductor Manufacturing Co Ltd 0.42% 0.76%
PNC Financial Services Group Inc 1.40% 0.75%
TJX Cos Inc 0.76% 0.73%
ICU Medical Inc 0.00% 0.73%
Dollar General Corp 0.00% 0.72%
Waste Management Inc 1.36% 0.70%
Boston Scientific Corp 0.00% 0.68%
IAC/interactivecorp 0.00% 0.67%
PNC Financial Services Group Inc 2.20% 11/01/2024 0.67%
Stanley Black & Decker Inc 1.64% 0.66%
Stack Infrastructure Issuer LLC 4.54% 02/25/2044 0.66%
CMS Energy Corp 0.84% 0.64%
NextEra Energy Partners LP 0.00% 0.63%
Ingersoll Rand Inc 0.00% 0.63%
Sempra Energy 1.92% 0.62%
Union Pacific Corp 1.90% 0.62%
Cboe Global Markets Inc 0.00% 0.62%
First American Financial Corp 0.24% 0.59%
Hexcel Corp 0.00% 0.59%
Mastercard Inc 0.60% 0.57%
Fannie Mae-Aces 3.82% 09/25/2030 0.56%
Intuit Inc 0.60% 0.53%
Intercontinental Exchange Inc 0.00% 0.52%
Emerson Electric Co 1.38% 0.52%
Baker Hughes Co 0.00% 0.50%
T-Mobile US Inc 0.00% 0.44%
Freddie Mac Multifamily Structured Pass Through Certificates 2.41% 08/25/2029 0.44%
City of San Francisco CA Public Utilities Commission Water Revenue 3.30% 11/01/2039 0.43%
Fannie Mae or Freddie Mac 3.50% 07/01/2049 0.40%
International Bank for Reconstruction & Development 3.13% 11/20/2025 0.38%
Citigroup Inc 3.89% 01/10/2028 0.34%
SERVPRO Master Issuer LLC 3.88% 10/25/2049 0.33%
Oportun Funding IX LLC 3.91% 07/08/2024 0.32%
Fannie Mae Pool - MA3149 4.00% 10/01/2047 0.30%
Fannie Mae-Aces 2.44% 10/25/2029 0.29%
Ford Motor Credit Co LLC 2.98% 08/03/2022 0.29%
Morgan Stanley 0.76% 01/20/2023 0.27%
National Oilwell Varco Inc 3.60% 12/01/2029 0.26%
Fannie Mae-Aces 3.67% 09/25/2028 0.26%
nVent Finance Sarl 4.55% 04/15/2028 0.26%
Avangrid Inc 3.15% 12/01/2024 0.25%
Coinstar Funding LLC Series 2017-1 5.22% 04/25/2047 0.25%
Bank of Montreal 2.05% 11/01/2022 0.24%
SolarCity LMC Series III LLC 5.44% 07/20/2044 0.24%
Charter Communications Operating LLC / Charter Communications Operating Capital 4.80% 03/01/2050 0.23%
Freddie Mac STACR Trust 2019-DNA3 2.23% 07/25/2049 0.23%
Tesla Auto Lease Trust 2019-A 2.16% 10/20/2022 0.23%
Fannie Mae-Aces 3.15% 03/25/2028 0.23%
Discovery Communications LLC 5.20% 09/20/2047 0.23%
New York City Transitional Finance Authority Future Tax Secured Revenue 5.77% 08/01/2036 0.22%
RETL 2019-RVP 1.73% 03/15/2036 0.22%
TerraForm Power Operating LLC 5.00% 01/31/2028 0.22%
Mosaic Solar Loan Trust 2019-2 3.28% 09/20/2040 0.22%
AT&T Inc 3.65% 06/01/2051 0.22%
Bank of America Corp 3.59% 07/21/2028 0.22%
Citigroup Inc 1.68% 05/15/2024 0.21%
Fannie Mae-Aces 3.03% 09/25/2027 0.21%
HP Inc 3.40% 06/17/2030 0.21%
Owens Corning 3.95% 08/15/2029 0.21%
Bank of America NA 3.34% 01/25/2023 0.20%
Bank of America Corp 2.68% 06/19/2041 0.20%
Bank of America Corp 3.50% 05/17/2022 0.20%
Oportun Funding VIII LLC 3.61% 03/08/2024 0.20%
United States Small Business Administration 2.88% 05/01/2037 0.20%
BlueHub Loan Fund Inc 3.10% 01/01/2030 0.19%
Bank of America Corp 2.46% 10/22/2025 0.19%
Avangrid Inc 3.80% 06/01/2029 0.19%
SBA Tower Trust 3.72% 04/11/2023 0.19%
AT&T Inc 4.30% 02/15/2030 0.19%
Sonic Capital LLC 3.85% 01/20/2050 0.19%
CVS Health Corp 3.00% 08/15/2026 0.19%
BX Commercial Mortgage Trust 2019-XL 1.10% 10/15/2036 0.18%
Fannie Mae Pool - BM3990 4.00% 03/01/2048 0.18%
Asian Development Bank 3.13% 09/26/2028 0.18%
Bank of America Corp 3.55% 03/05/2024 0.18%
Los Angeles Unified School District/CA 5.75% 07/01/2034 0.18%
Bank of Nova Scotia 2.38% 01/18/2023 0.18%
Freddie Mac Multifamily Structured Pass Through Certificates 3.80% 06/25/2028 0.17%
Fannie Mae-Aces 1.44% 10/25/2029 0.17%
Becton Dickinson and Co 1.18% 12/29/2020 0.17%
CVS Health Corp 4.30% 03/25/2028 0.17%
Jabil Inc 3.95% 01/12/2028 0.17%
Jabil Inc 4.70% 09/15/2022 0.17%
Jabil Inc 3.60% 01/15/2030 0.17%
Motel 6 Trust 2017-MTL6 1.58% 08/15/2034 0.17%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.68% 03/25/2030 0.17%
Affiliated Managers Group Inc 3.30% 06/15/2030 0.17%
BANK OF AMERICA CORP SR UNSECURED 05/24 VAR 1.49% 05/19/2024 0.17%
SpringCastle Funding Asset-Backed Notes 2019-A 3.20% 05/27/2036 0.17%
Discover Financial Services 6.13% 12/31/2099 0.17%
City of New York NY 5.21% 10/01/2031 0.17%
LG Chem Ltd 3.25% 10/15/2024 0.16%
JPMorgan Chase & Co 3.80% 07/23/2024 0.16%
Morgan Stanley Capital I Trust 2019-BPR 1.58% 05/15/2036 0.16%
Enel Finance International NV 2.65% 09/10/2024 0.16%
BankUnited Inc 5.13% 06/11/2030 0.16%
SolarCity LMC Series III LLC 4.02% 07/20/2044 0.15%
FOCUS Brands Funding LLC 3.86% 04/30/2047 0.15%
Tesla Auto Lease Trust 2018-B 3.71% 08/20/2021 0.15%
Fannie Mae Connecticut Avenue Securities 2.78% 05/25/2024 0.15%
Morgan Stanley Capital I Trust 2017-CLS 0.88% 11/15/2034 0.15%
Synovus Bank/Columbus GA 2.29% 02/10/2023 0.15%
Vantage Data Centers Issuer LLC 3.19% 07/15/2044 0.15%
Fannie Mae-Aces 3.44% 06/25/2028 0.15%
Truist Financial Corp 5.10% 12/31/2099 0.15%
Fannie Mae Connecticut Avenue Securities 5.08% 11/25/2024 0.15%
Freddie Mac Structured Agency Credit Risk Debt Notes 3.43% 05/25/2025 0.14%
Commonwealth of Massachusetts 3.28% 06/01/2046 0.14%
Planet Fitness Master Issuer LLC 4.26% 09/05/2048 0.14%
Delta Air Lines Inc 7.38% 01/15/2026 0.14%
Westinghouse Air Brake Technologies Corp 1.61% 09/15/2021 0.14%
Australia & New Zealand Banking Group Ltd 2.95% 07/22/2030 0.13%
DRIVEN BRANDS FUNDING LLC 5.22% 07/20/2045 0.13%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.84% 11/05/2032 0.13%
Tapestry Inc 4.13% 07/15/2027 0.13%
Ford Foundation 2.42% 06/01/2050 0.12%
United States International Development Finance Corp 3.22% 09/15/2029 0.12%
United States International Development Finance Corp 3.52% 09/20/2032 0.12%
CVS Pass-Through Trust 6.04% 12/10/2028 0.12%
Bank of Nova Scotia 1.63% 05/01/2023 0.12%
Stifel Financial Corp 4.00% 05/15/2030 0.12%
PPD 3.50% 08/18/2022 0.12%
California Health Facilities Financing Authority 2.36% 06/01/2026 0.12%
Jack in the Box Funding LLC 3.98% 08/25/2049 0.12%
WFLD 2014-MONT Mortgage Trust 3.88% 08/10/2031 0.12%
T-Mobile USA Inc 2.55% 02/15/2031 0.12%
American Water Capital Corp 2.95% 09/01/2027 0.11%
Citigroup Inc 3.14% 01/24/2023 0.11%
EPR Properties 3.75% 08/15/2029 0.11%
DENTSPLY SIRONA Inc 3.25% 06/01/2030 0.11%
Seagate HDD Cayman 4.09% 06/01/2029 0.11%
Xylem Inc/NY 2.25% 01/30/2031 0.11%
Macy's Retail Holdings Inc 2.88% 02/15/2023 0.11%
Ashtead Capital Inc 4.25% 11/01/2029 0.11%
AT&T Inc 4.50% 03/09/2048 0.11%
Citigroup Inc 2.75% 04/25/2022 0.11%
Freddie Mac STACR Remic Trust 2020-DNA2 0.93% 02/25/2050 0.11%
Fannie Mae Pool - AN1909 2.68% 07/01/2026 0.11%
American Airlines 2013-2 Class B Pass Through Trust 5.60% 07/15/2020 0.11%
NextEra Energy Operating Partners LP 4.25% 09/15/2024 0.11%
Conn's Receivables Funding 2019-B LLC 2.66% 06/17/2024 0.10%
California Health Facilities Financing Authority 2.53% 06/01/2028 0.10%
Lloyds Banking Group PLC 2.44% 02/05/2026 0.10%
TES 2017-1 LLC 4.33% 10/20/2047 0.10%
Multifamily Connecticut Avenue Securities Trust 2020-01 3.93% 03/25/2050 0.10%
AT&T Inc 4.90% 06/15/2042 0.10%
State of Connecticut Special Tax Revenue 5.46% 11/01/2030 0.10%
Fannie Mae Connecticut Avenue Securities 5.43% 10/25/2023 0.10%
DXC Technology Co 4.00% 04/15/2023 0.10%
Fannie Mae Pool - AN1879 2.65% 06/01/2026 0.10%
Connecticut Avenue Securities Trust 2020-R01 0.98% 01/25/2040 0.10%
Freddie Mac Structured Agency Credit Risk Debt Notes 1.23% 07/25/2030 0.10%
Element Rail Leasing I LLC 4.41% 04/19/2044 0.10%
Freddie Mac STACR Trust 2019-DNA4 2.13% 10/25/2049 0.10%
ExteNet LLC 2019-1 3.20% 07/26/2049 0.10%
Mosaic Solar Loan Trust 2019-1 4.37% 12/21/2043 0.10%
Citigroup Inc 3.11% 04/08/2026 0.10%
Vantage Data Centers Issuer LLC 4.07% 02/16/2043 0.10%
Fannie Mae Connecticut Avenue Securities 3.18% 07/25/2024 0.09%
Alliance Data Systems Corp 4.75% 12/15/2024 0.09%
Nationwide Building Society 3.96% 07/18/2030 0.09%
Nordstrom Inc 5.00% 01/15/2044 0.09%
MidAmerican Energy Co 4.25% 07/15/2049 0.09%
Connecticut Avenue Securities Trust 2018-R07 2.58% 04/25/2031 0.09%
DXC Technology Co 4.75% 04/15/2027 0.09%
TerraForm Power Operating LLC 4.75% 01/15/2030 0.09%
Fannie Mae-Aces 2.94% 04/25/2029 0.09%
Prosper Marketplace Issuance Trust Series 2018-2 3.96% 10/15/2024 0.09%
United States Treasury Note/Bond 1.63% 10/15/2020 0.09%
United States Treasury Note/Bond 1.75% 10/31/2020 0.09%
FedEx Corp 4.55% 04/01/2046 0.09%
SolarCity LMC Series I LLC 4.80% 11/20/2038 0.09%
City & County of San Francisco CA 3.92% 06/15/2039 0.09%
BX Commercial Mortgage Trust 2019-XL 1.26% 10/15/2036 0.09%
Conservation Fund A Nonprofit Corp 3.47% 12/15/2029 0.09%
Fannie Mae Grantor Trust 2017-T1 2.90% 06/25/2027 0.08%
Digital Realty Trust LP 4.75% 10/01/2025 0.08%
United States Dollar 0.08%
California Health Facilities Financing Authority 2.48% 06/01/2027 0.08%
Public Service Co of Colorado 3.70% 06/15/2028 0.08%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.84% 11/05/2032 0.08%
National Australia Bank Ltd/New York 3.63% 06/20/2023 0.08%
Ford Motor Credit Co LLC 2.19% 10/12/2021 0.08%
Capital One Financial Corp 1.48% 01/30/2023 0.08%
Fannie Mae Pool - BM5673 3.50% 11/01/2048 0.08%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.50% 09/15/2023 0.08%
Nordstrom Inc 4.38% 04/01/2030 0.08%
DXC Technology Co 4.13% 04/15/2025 0.08%
Commonwealth Bank of Australia 2.50% 09/18/2022 0.08%
Valmont Industries Inc 5.25% 10/01/2054 0.08%
Cushman Wakefield 2.93% 08/21/2025 0.08%
Jersey Mike's Funding 4.43% 02/15/2050 0.08%
Discover Bank 4.68% 08/09/2028 0.08%
Sunrun Callisto Issuer 2015-1 LLC 5.38% 07/20/2045 0.08%
Hardee's Funding LLC 4.25% 06/20/2048 0.08%
LG Chem Ltd 3.63% 04/15/2029 0.08%
Fannie Mae Connecticut Avenue Securities 2.83% 02/25/2030 0.08%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.77% 06/10/2027 0.08%
United States Department of Housing and Urban Development 2.74% 08/01/2025 0.07%
Macquarie Bank Ltd 3.62% 06/03/2030 0.07%
Digital Realty Trust LP 3.95% 07/01/2022 0.07%
Crown Castle Towers LLC 3.66% 05/15/2025 0.07%
Nacional Financiera SNC 3.38% 11/05/2020 0.07%
AG Issuer LLC 6.25% 03/01/2028 0.07%
OneMain Financial Issuance Trust 2017-1 2.37% 09/14/2032 0.07%
American Airlines 2015-2 Class B Pass Through Trust 4.40% 09/22/2023 0.07%
SITE Centers Corp 3.63% 02/01/2025 0.07%
SMBC Aviation Capital Finance DAC 2.65% 07/15/2021 0.07%
Freddie Mac Structured Agency Credit Risk Debt Notes 1.98% 07/25/2030 0.07%
United States Department of Housing and Urban Development 3.59% 08/01/2037 0.07%
Morgan Stanley 2.42% 10/24/2023 0.07%
United States Department of Housing and Urban Development 2.67% 08/01/2024 0.07%
United States Department of Housing and Urban Development 3.44% 08/01/2034 0.07%
Arch Capital Group Ltd 3.64% 06/30/2050 0.07%
Magna International Inc 2.45% 06/15/2030 0.07%
NBCUniversal Media LLC 4.45% 01/15/2043 0.07%
Seagate HDD Cayman 4.88% 03/01/2024 0.07%
Discover Bank 2.70% 02/06/2030 0.07%
United States Treasury Inflation Indexed Bonds 0.63% 04/15/2023 0.07%
Fannie Mae Connecticut Avenue Securities 3.08% 07/25/2024 0.07%
Welltower Inc 2.75% 01/15/2031 0.07%
Toorak Mortgage Corp 2020-1 Ltd 2.73% 03/25/2023 0.07%
Planet Fitness Master Issuer LLC 3.86% 12/05/2049 0.07%
Morgan Stanley 4.00% 07/23/2025 0.07%
Becton Dickinson and Co 2.89% 06/06/2022 0.07%
MidAmerican Energy Co 3.15% 04/15/2050 0.07%
NIAGARA MOHAWK POWER SR UNSECURED 144A 06/30 1.96 1.96% 06/27/2030 0.07%
JPMorgan Chase & Co 2.74% 10/15/2030 0.07%
Standard Chartered PLC 6.00% 12/31/2099 0.07%
Brookfield Property Partners LP 5.75% 12/31/2049 0.06%
Ford Motor Credit Co LLC 1.64% 08/03/2022 0.06%
California Health Facilities Financing Authority 2.98% 06/01/2033 0.06%
Macy's Retail Holdings Inc 3.88% 01/15/2022 0.06%
Capital One Financial Corp 3.30% 10/30/2024 0.06%
Commonwealth Bank of Australia 3.61% 09/12/2034 0.06%
Freddie Mac Multifamily Structured Pass Through Certificates 3.34% 04/25/2028 0.06%
Brookfield Property Partners LP 6.38% 12/31/2049 0.06%
Bank of America Corp 3.97% 02/07/2030 0.06%
Sunrun Atlas Issuer 2019-2 LLC 3.61% 02/01/2055 0.06%
Small Business Lending Trust 2019-A 2.85% 07/15/2026 0.06%
Centene Corp 4.25% 12/15/2027 0.06%
Epicor 3.43% 06/01/2022 0.06%
CGMS Commercial Mortgage Trust 2017-MDDR 2.43% 07/15/2030 0.06%
Ziggo 2.68% 04/30/2028 0.06%
Capital One Financial Corp 4.20% 10/29/2025 0.06%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.84% 11/05/2032 0.06%
California Health Facilities Financing Authority 2.58% 06/01/2029 0.06%
Small Business Lending Trust 2020-A 2.62% 12/15/2026 0.06%
Connecticut Avenue Securities Trust 2019-R03 2.33% 09/25/2031 0.06%
Morgan Stanley Capital I Trust 2019-BPR 2.28% 05/15/2036 0.06%
Cemex SAB de CV 7.38% 06/05/2027 0.06%
Citizens Bank NA/Providence RI 2.55% 05/13/2021 0.06%
Centene Corp 3.38% 02/15/2030 0.06%
NuStar Energy LP 7.63% 12/31/2049 0.06%
Hyland Software, Inc. 4.00% 07/01/2024 0.06%
UniCredit SpA 5.46% 06/30/2035 0.06%
Aflac Inc 3.60% 04/01/2030 0.06%
Conn's Receivables Funding 2019-A LLC 4.36% 10/16/2023 0.06%
Ford Motor Credit Co LLC 4.14% 02/15/2023 0.06%
Seagate HDD Cayman 5.75% 12/01/2034 0.06%
Yara International ASA 3.15% 06/04/2030 0.06%
Banco Santander SA 1.45% 02/23/2023 0.06%
Consolidated Edison Co of New York Inc 3.35% 04/01/2030 0.05%
JPMorgan Chase & Co 2.96% 05/13/2031 0.05%
Sunrun Xanadu Issuer 2019-1 LLC 3.98% 06/30/2054 0.05%
Fannie Mae Connecticut Avenue Securities 4.43% 04/25/2029 0.05%
Connecticut Avenue Securities Trust 2019-R05 2.18% 07/25/2039 0.05%
Ford Motor Credit Co LLC 3.09% 01/09/2023 0.05%
Ford Motor Credit Co LLC 2.18% 04/05/2021 0.05%
District of Columbia Water & Sewer Authority 4.81% 10/01/2114 0.05%
SolarCity LMC Series II LLC 4.59% 04/20/2044 0.05%
Change Healthcare 3.50% 03/01/2024 0.05%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.50% 07/15/2025 0.05%
Ameriprise Financial Inc 3.00% 04/02/2025 0.05%
Motel 6 Trust 2017-MTL6 2.33% 08/15/2034 0.05%
Narragansett Bay Commission 2.09% 09/01/2030 0.05%
Tesla Auto Lease Trust 2019-A 2.20% 11/21/2022 0.05%
Citizens Financial Group Inc 2.38% 07/28/2021 0.05%
Asurion 3.17% 11/03/2023 0.05%
Fannie Mae Connecticut Avenue Securities 2.38% 01/25/2030 0.05%
Stack Infrastructure Issuer LLC 3.08% 10/25/2044 0.05%
Western Digital Corp 4.75% 02/15/2026 0.05%
Adams Outdoor Advertising LP 4.81% 11/15/2048 0.05%
Marsh & McLennan Cos Inc 1.51% 12/29/2021 0.05%
United States Treasury Note/Bond 2.00% 02/15/2050 0.05%
Freddie Mac STACR Trust 2019-HQA2 2.23% 04/25/2049 0.04%
Sempra Energy 4.88% 12/31/2099 0.04%
Synovus Financial Corp 3.13% 11/01/2022 0.04%
American Airlines 2016-1 Class B Pass Through Trust 5.25% 01/15/2024 0.04%
Tesla Auto Lease Trust 2019-A 2.13% 04/20/2022 0.04%
Citigroup Inc 1.39% 12/08/2021 0.04%
Discovery Communications LLC 3.63% 05/15/2030 0.04%
Avant Loans Funding Trust 2018-A 4.79% 05/15/2024 0.04%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.13% 07/03/2023 0.04%
United States Department of Housing and Urban Development 3.49% 08/01/2035 0.04%
DRIVEN BRANDS FUNDING LLC 6.13% 07/20/2046 0.04%
Fannie Mae Connecticut Avenue Securities 2.78% 05/25/2024 0.04%
United States Department of Housing and Urban Development 2.55% 08/01/2022 0.04%
Narragansett Bay Commission 2.18% 09/01/2031 0.04%
Focus Brands Funding LLC FOCUS 2017-1A 5.09% 04/30/2047 0.04%
InSite Issuer LLC 2.88% 11/15/2046 0.04%
OneMain Financial Issuance Trust 2016-1 4.57% 02/20/2029 0.04%
Narragansett Bay Commission 2.34% 09/01/2033 0.04%
Willis Engine Structured Trust V 4.21% 03/15/2045 0.04%
Avolon TLB Borrower 1 (US) LLC 2.50% 01/15/2025 0.04%
Owens Corning 4.30% 07/15/2047 0.04%
Conn's Receivables Funding 2019-A LLC 3.40% 10/16/2023 0.04%
Conn's Receivables Funding 2019-B LLC 3.62% 06/17/2024 0.04%
Capital One Financial Corp 2.60% 05/11/2023 0.04%
Narragansett Bay Commission 2.26% 09/01/2032 0.04%
International Finance Corp 7.50% 05/09/2022 0.04%
CVS Health Corp 2.63% 08/15/2024 0.03%
Bank of America Corp 2.29% 10/21/2022 0.03%
Attachmate / Micro Focus 2.68% 06/21/2024 0.03%
Macy's Retail Holdings Inc 3.63% 06/01/2024 0.03%
Radian Group Inc 4.88% 03/15/2027 0.03%
RETL 2019-RVP 1.33% 03/15/2036 0.03%
United States Treasury Note/Bond 0.63% 05/15/2030 0.03%
Fannie Mae-Aces 2.89% 02/25/2027 0.03%
Capital One Financial Corp 1.21% 10/30/2020 0.03%
HAT Holdings I LLC / HAT Holdings II LLC 5.25% 07/15/2024 0.03%
Sunnova Sol Issuer LLC 3.35% 02/01/2055 0.03%
Freddie Mac Stacr Remic Trust 2020-DNA1 0.88% 01/25/2050 0.03%
Connecticut Avenue Securities Trust 2019-R02 2.48% 08/25/2031 0.03%
Mosaic Solar Loan Trust 2020-1 3.10% 04/20/2046 0.03%
Mosaic Solar Loan Trust 2020-1 2.10% 04/20/2046 0.03%
Toorak Mortgage Corp 2018-1 Ltd 4.34% 08/25/2021 0.03%
Discover Financial Services 3.95% 11/06/2024 0.03%
Marlette Funding Trust 2018-3 4.63% 09/15/2028 0.03%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.43% 06/10/2027 0.03%
CenturyLink, Inc. 2.43% 03/15/2027 0.03%
Dell International LLC / EMC Corp 5.88% 06/15/2021 0.03%
Iron Mountain Inc 5.00% 07/15/2028 0.02%
DB Master Finance LLC 4.03% 11/20/2047 0.02%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.93% 06/10/2027 0.02%
Morgan Stanley Capital I Trust 2019-BPR 3.23% 05/15/2036 0.02%
Sprint Corp 7.25% 09/15/2021 0.02%
WESTERN DIGITAL CORP COMPANY GUAR 02/24 1.5 1.50% 02/01/2024 0.02%
DRIVEN BRANDS FUNDING LLC 3.98% 10/20/2049 0.02%
SolarWinds Holdings, Inc. 2.93% 02/05/2024 0.02%
DRB Prime Student Loan Trust 2016-B 2.89% 06/25/2040 0.02%
American Airlines 2013-1 Class B Pass Through Trust 5.63% 01/15/2021 0.02%
Freddie Mac STACR Trust 2019-DNA2 2.63% 03/25/2049 0.02%
United States Department of Housing and Urban Development 2.62% 08/01/2023 0.02%
Jabil Inc 5.63% 12/15/2020 0.02%
Level 3 Financing Inc. 1.93% 03/01/2027 0.02%
Macy's Retail Holdings Inc 3.45% 01/15/2021 0.02%
Planet Fitness Master Issuer LLC 4.67% 09/05/2048 0.02%
Bombardier Recreational Products, Inc. 2.18% 05/24/2027 0.02%
Freddie Mac STACR 2019-HQA3 2.03% 09/25/2049 0.02%
Aptiv PLC 5.40% 03/15/2049 0.02%
Motel 6 Trust 2017-MTL6 3.43% 08/15/2034 0.02%
Connecticut Avenue Securities Trust 2019-R06 0.93% 09/25/2039 0.02%
Marriott International Inc/MD 0.95% 12/01/2020 0.02%
FedEx Corp 4.10% 02/01/2045 0.02%
Valmont Industries Inc 5.00% 10/01/2044 0.02%
Radian Group Inc 6.63% 03/15/2025 0.02%
AP Moller - Maersk A/S 4.50% 06/20/2029 0.02%
Owens Corning 4.40% 01/30/2048 0.01%
Avis Budget Rental Car Funding AESOP LLC 2.50% 07/20/2021 0.01%
Multifamily Connecticut Avenue Securities Trust 2019-01 3.43% 10/15/2049 0.01%
Go Daddy 1.93% 02/15/2024 0.01%
Cargo Aircraft Management Inc 4.75% 02/01/2028 0.01%
Smithfield Foods Inc 5.20% 04/01/2029 0.01%
Bank of Montreal 3.80% 12/15/2032 0.01%
Motel 6 Trust 2017-MTL6 1.37% 08/15/2034 0.01%
Newmark Group Inc 6.13% 11/15/2023 0.01%
CVS Health Corp 1.03% 03/09/2021 0.01%
Freddie Mac STACR REMIC Trust 2020-HQA1 0.93% 01/25/2050 0.01%
Prosper Marketplace Issuance Trust Series 2017-1 5.80% 06/15/2023 0.01%
CLUB Credit Trust 2017-P2 3.56% 01/15/2024 0.01%
Centene Corp 4.63% 12/15/2029 0.01%
Extended Stay America 2.18% 09/18/2026 0.01%
Spruce ABS Trust 2016-E1 4.32% 06/15/2028 0.01%
United States Treasury Note/Bond 2.63% 02/15/2029 0.01%
Synovus Financial Corp 5.90% 02/07/2029 0.01%
RenewFund Receivables Trust 2015-1 3.51% 04/15/2025 0.01%
DRIVEN BRANDS FUNDING LLC 4.74% 04/20/2048 0.01%
Hewlett Packard Enterprise Co 2.09% 10/05/2021 0.01%
ExteNet LLC 2019-1 4.14% 07/26/2049 0.01%
Fannie Mae Connecticut Avenue Securities 2.18% 03/25/2031 0.01%
HAT Holdings I LLC / HAT Holdings II LLC 6.00% 04/15/2025 0.01%
InSite Issuer LLC 6.41% 11/15/2046 0.01%
Element Rail Leasing I LLC 2.30% 04/19/2044 0.01%
Attachmate / Micro Focus 2.68% 06/21/2024 0.00%
Oceaneering International Inc 4.65% 11/15/2024 0.00%
Conn's Receivables Funding 2018-A LLC 3.25% 01/15/2023 0.00%
Conn's Receivables Funding 2018-A LLC 4.65% 01/15/2023 0.00%
Ingram Micro Inc 5.45% 12/15/2024 0.00%
Freddie Mac Structured Agency Credit Risk Debt Notes 5.27% 06/25/2050 0.00%
Freddie Mac Structured Agency Credit Risk Debt Notes 3.17% 06/25/2050 0.00%
Avant Loans Funding Trust 2018-A 3.95% 12/15/2022 0.00%
Credit Acceptance Auto Loan Trust 2017-2 2.55% 02/17/2026 0.00%
Macy's Inc 8.38% 06/15/2025 0.00%
Tesla Auto Lease Trust 2019-A 2.01% 12/18/2020 0.00%
T-Mobile US Inc 0.00% 07/27/2020 0.00%
AT&T Inc 2.30% 06/01/2027 0.00%
Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1 2.26% 03/15/2028 0.00%
Avant Loans Funding Trust 2019-A 3.48% 07/15/2022 0.00%
Avant Loans Funding Trust 2019-B 2.72% 10/15/2026 0.00%
Consumer Loan Underlying Bond Credit Trust 2019-P1 2.94% 07/15/2026 0.00%
Enterprise Fleet Financing LLC 2.13% 05/22/2023 0.00%