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Portfolio Holdings1,2 as of May 31, 2019

Holding Coupon Rate Maturity Date % of Net Assets
United States Treasury Note/Bond 1.00% 08/31/2019 5.98%
Citigroup Inc 3.66% 12/08/2021 4.08%
Credit Acceptance Auto Loan Trust 2017-2 2.55% 02/17/2026 3.19%
Morgan Stanley Capital I Trust 2017-CLS 3.14% 11/15/2034 2.50%
Becton Dickinson and Co 3.48% 12/29/2020 2.45%
Sierra Timeshare 2014-3 Receivables Funding LLC 2.80% 10/20/2031 2.44%
Fannie Mae Connecticut Avenue Securities 5.33% 07/25/2024 2.33%
OneMain Financial Issuance Trust 2016-1 3.66% 02/20/2029 2.30%
Goldman Sachs Group Inc 3.34% 12/27/2020 2.01%
Bank of America Corp 3.25% 07/21/2021 2.01%
Ford Motor Credit Co LLC 3.39% 06/12/2020 2.01%
Ford Motor Credit Co LLC 3.50% 11/04/2019 2.00%
Avis Budget Rental Car Funding AESOP LLC 2.50% 02/20/2021 2.00%
Enterprise Fleet Financing LLC 2.13% 05/22/2023 1.97%
DXC Technology Co 3.58% 03/01/2021 1.93%
Invitation Homes 2017-SFR2 Trust 3.28% 12/17/2036 1.90%
Fannie Mae Connecticut Avenue Securities 5.43% 07/25/2024 1.78%
Springleaf Funding Trust 2016-A 2.90% 11/15/2029 1.76%
Prosper Marketplace Issuance Trust Series 2018-2 3.35% 10/15/2024 1.69%
RETL 2019-RVP 3.59% 03/15/2036 1.57%
Synchrony Financial 3.81% 02/03/2020 1.51%
Capital One Financial Corp 3.30% 05/12/2020 1.51%
Morgan Stanley 3.10% 02/10/2021 1.50%
Capital One Financial Corp 3.30% 01/30/2023 1.50%
Hertz Fleet Lease Funding LP 3.10% 04/10/2031 1.35%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.88% 07/25/2030 1.25%
Conn's Receivables Funding 2017-B LLC 4.52% 04/15/2021 1.23%
Hertz Fleet Lease Funding LP 2.13% 04/10/2031 1.20%
Fannie Mae Connecticut Avenue Securities 5.03% 05/25/2024 1.15%
Prosper Marketplace Issuance Trust Series 2017-1 3.48% 09/15/2023 1.15%
CNH Industrial Capital LLC 3.38% 07/15/2019 1.11%
WGL Holdings Inc 2.92% 11/29/2019 1.10%
OneMain Direct Auto Receivables Trust 2017-2 2.31% 12/14/2021 1.08%
Kraft Heinz Foods Co 3.12% 02/10/2021 1.06%
Bank of America Corp 3.77% 10/21/2022 1.02%
Athene Global Funding 3.83% 07/01/2022 1.01%
Springleaf Funding Trust 2015-B 3.48% 05/15/2028 1.01%
Becton Dickinson and Co 2.13% 06/06/2019 1.01%
Avis Budget Rental Car Funding AESOP LLC 3.22% 07/20/2021 1.00%
Freddie Mac STACR Trust 2019-DNA2 3.23% 03/25/2049 1.00%
Sofi Consumer Loan Program 2017-5 LLC 2.78% 09/25/2026 1.00%
NextGear Floorplan Master Owner Trust 2.19% 09/15/2021 1.00%
OneMain Financial Issuance Trust 2017-1 2.37% 09/14/2032 1.00%
Verizon Owner Trust 2016-1 1.46% 01/20/2021 0.99%
Ford Motor Credit Co LLC 0.00% 08/01/2019 0.99%
Invitation Homes 2018-SFR2 Trust 3.89% 06/17/2037 0.99%
Wendy's Funding LLC 4.08% 06/15/2045 0.99%
Prosper Marketplace Issuance Trust Series 2017-1 3.36% 11/15/2023 0.96%
CVS Health Corp 3.23% 03/09/2020 0.95%
United States Dollar 0.94%
Chesapeake Funding II LLC 1.88% 06/15/2028 0.92%
BBCMS Trust 2018-RRI 3.14% 02/15/2033 0.91%
Verizon Owner Trust 2016-2 1.68% 05/20/2021 0.89%
CONSUMER LOAN UNDERLYING BOND CREDIT TRUST 2017-P1 3.56% 09/15/2023 0.88%
Avant Loans Funding Trust 2018-B 3.42% 01/18/2022 0.82%
Avis Budget Rental Car Funding AESOP LLC 2.46% 07/20/2020 0.78%
Motel 6 Trust 2017-MTL6 3.36% 08/15/2034 0.68%
CVS Health Corp 3.32% 03/09/2021 0.66%
Lennar Corp 4.50% 11/15/2019 0.65%
Bank of America Corp 2.97% 01/23/2022 0.57%
Marriott International Inc/MD 3.24% 03/08/2021 0.51%
Marriott International Inc/MD 3.23% 12/01/2020 0.50%
Athene Global Funding 3.73% 04/20/2020 0.50%
Freddie Mac STACR Trust 2019-DNA1 3.38% 01/25/2049 0.50%
Avant Loans Funding Trust 2017-B 3.38% 04/15/2021 0.49%
Hewlett Packard Enterprise Co 3.32% 10/05/2021 0.48%
Tesla Auto Lease Trust 2018-B 3.71% 08/20/2021 0.47%
Verizon Communications Inc 3.62% 05/15/2025 0.44%
SpringCastle America Funding LLC 3.05% 04/25/2029 0.43%
Ally Financial Inc 4.13% 03/30/2020 0.41%
Synchrony Financial 3.00% 08/15/2019 0.41%
Bank of America Corp 3.39% 03/05/2024 0.40%
CVS Health Corp 3.13% 03/09/2020 0.38%
Goldman Sachs Group Inc 3.69% 05/15/2026 0.38%
Marlette Funding Trust 2018-1 2.61% 03/15/2028 0.37%
Volvo Financial Equipment LLC Series 2018-1 2.26% 09/15/2020 0.37%
Teva Pharmaceutical Finance Netherlands III BV 1.70% 07/19/2019 0.36%
Citigroup Inc 3.77% 08/02/2021 0.36%
Verizon Communications Inc 3.61% 03/16/2022 0.34%
Wabtec Corp 3.91% 09/15/2021 0.33%
JPMorgan Chase & Co 3.48% 07/23/2024 0.31%
Conagra Brands Inc 3.34% 10/22/2020 0.31%
Hyundai Capital America 3.53% 07/08/2021 0.30%
Oscar US Funding X LLC 3.10% 04/11/2022 0.30%
Morgan Stanley Capital I Trust 2019-BPR 3.90% 05/15/2036 0.30%
Tesla Auto Lease Trust 2018-A 2.32% 12/20/2019 0.26%
Fannie Mae Connecticut Avenue Securities 6.83% 01/25/2024 0.24%
Avant Loans Funding Trust 2016-C 8.83% 08/15/2022 0.20%
Bellemeade Re Ltd 6.73% 07/25/2025 0.19%
Fannie Mae Connecticut Avenue Securities 2.98% 01/25/2030 0.16%
Marsh & McLennan Cos Inc 3.80% 12/29/2021 0.15%
Freddie Mac Structured Agency Credit Risk Debt Notes 3.82% 05/25/2048 0.10%
OneMain Financial Issuance Trust 2016-2 4.10% 03/20/2028 0.04%