lord abbett short duration income ucits - full holdings · jp morgan chase commercial mortgage...

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AS OF MARCH 31, 2020

Lord Abbett Short Duration Income UCITS - Full Holdings

Name of Security Coupon Rate % Maturity % of Total Portfolio

Boeing Co 0.00% 02/06/2022 0.99% AT&T, Inc. 3.07% 06/12/2024 0.76% BB-UBS Trust 3.43% 11/05/2036 0.65% Santander Drive Auto Receivables Trust 2018-4 3.56% 07/15/2024 0.64% JP Morgan Chase Commercial Mortgage Securities Tru 2.93% 09/05/2032 0.63% GMF Floorplan Owner Revolving Trust 2.13% 07/15/2022 0.62% GMF Floorplan Owner Revolving Trust 3.13% 03/15/2023 0.60% JP Morgan Chase Commercial Mortgage Securities Tru 1.70% 06/15/2032 0.59% Santander Drive Auto Receivables Trust 2018-2 3.35% 07/17/2023 0.55% CSMC Trust 3.30% 09/15/2037 0.53% Ford Credit Floorplan Master Owner Trust A 2.16% 09/15/2022 0.52% Drive Auto Receivables Trust 2018-2 4.14% 08/15/2024 0.52% Ally Master Owner Trust 2.04% 06/15/2022 0.48% Smithfield Foods, Inc. 0.00% 04/22/2020 0.48% World Financial Network Credit Card Master Trust 3.46% 07/15/2025 0.47% Bank of The West Auto Trust 2018-1 3.59% 12/15/2023 0.46% Abe Investment Holdings, Inc. 2.90% 11/04/2022 0.45% RPI Finance Trust 2.63% 02/07/2025 0.44% GS Mortgage Securities Corp Trust 2017-SLP 3.42% 10/10/2032 0.43% Atrium Hotel Portfolio Trust 2017-ATRM 1.63% 12/15/2036 0.43% Exeter Automobile Receivables Trust 2018-3 3.71% 06/15/2023 0.42% World Financial Network Credit Card Master Trust 2.03% 04/15/2025 0.41% Drive Auto Receivables Trust 3.66% 11/15/2024 0.41% COMM 2015-3BP Mortgage Trust 3.18% 02/10/2035 0.41% CFCRE Commercial Mortgage Trust 2018-TAN 4.24% 02/15/2033 0.41% Dell International LLC / EMC Corp. 5.45% 06/15/2023 0.40% Imperial Tobacco Finance plc 3.13% 07/26/2024 0.38% Citigroup Commercial Mortgage Trust 3.52% 05/10/2035 0.38% Newell Rubbermaid, Inc. 3.85% 04/01/2023 0.38% KKR CLO 18 Ltd 3.10% 07/18/2030 0.37% Energy Transfer Operating LP 5.88% 01/15/2024 0.37% American Honda Finance Corp. 0.00% 04/02/2020 0.37% VNO Mortgage Trust 3.00% 11/15/2030 0.36% Reckitt Benckiser Treasury Services PLC 2.49% 06/24/2022 0.33% LYB Americas Finance Co 3.45% 03/29/2022 0.33% Equinix, Inc. 5.38% 05/15/2027 0.33% Drive Auto Receivables Trust 4.09% 01/15/2026 0.32% Wells Fargo Commercial Mortgage Trust 2014-LC16 3.82% 08/15/2050 0.32% Las Vegas Sands Corp. 3.20% 08/08/2024 0.32% CHT 2017-COSMO Mortgage Trust 1.63% 11/15/2036 0.32% World Financial Network Credit Card Master Trust 2.12% 03/15/2024 0.32% UBS AG 7.63% 08/17/2022 0.31% NextGear Floorplan Master Owner Trust 3.69% 10/15/2023 0.31% MPLX L.P. 2.99% 09/09/2022 0.31% Enterprise Fleet Financing LLC 2.36% 05/20/2023 0.31% Ascentium Equipment Receivables 2017-2 Trust 2.31% 12/10/2021 0.31% World Omni Automobile Lease Securitization Trust 2 3.19% 12/15/2021 0.30% Cheniere Corpus Christi Holdings LLC 7.00% 06/30/2024 0.30% AmeriCredit Automobile Receivables Trust 2016-2 3.65% 05/09/2022 0.30% Ford Credit Auto Owner Trust 1.73% 03/15/2022 0.29% General Motors Financial Co., Inc. 0.00% 04/20/2020 0.29% Nielsen Finance LLC (VNU, Inc.) 3.83% 10/04/2023 0.29% Syngenta Wilmington, Inc. 0.00% 06/05/2020 0.29% JP Morgan Chase Commercial Mortgage Securities Tru 3.91% 05/05/2030 0.29%

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JPMBB Commercial Mortgage Securities Trust 4.08% 02/15/2047 0.29% Hewlett Packard Enterprise Co. 2.76% 10/05/2021 0.29% Sprint Communications, Inc. 3.50% 02/02/2024 0.28% Avolon Holdings Funding Ltd 5.25% 05/15/2024 0.28% CHT 2017-COSMO Mortgage Trust 2.20% 11/15/2036 0.28% Venture XXIV CLO Ltd 3.87% 10/20/2028 0.28% Avis Budget Rental Car Funding 2.63% 12/20/2021 0.28% COMM 2015-LC21 Mortgage Trust 3.71% 07/10/2048 0.28% Morgan Stanley Capital I Trust 2014-150E 3.91% 09/09/2032 0.27% CSMC Trust 3.95% 09/15/2037 0.27% General Motors Financial Co., Inc. 0.00% 04/01/2020 0.27% NextGear Floorplan Master Owner Trust 2.54% 04/18/2022 0.27% DBWF 2018-AMXP Mortgage Trust 3.75% 05/05/2035 0.27% CityLine Commercial Mortgage Trust 2016-CLNE 2.78% 11/10/2031 0.26% OZLM Ltd. 3.01% 10/17/2029 0.26% Drive Auto Receivables Trust 4.30% 09/16/2024 0.26% Continental Resources, Inc. 5.00% 09/15/2022 0.26% Citigroup Commercial Mortgage Trust 3.25% 05/10/2035 0.26% Valeant Pharmaceuticals International, Inc. 7.00% 03/15/2024 0.25% Santander Drive Auto Receivables Trust 2017-1 3.17% 04/17/2023 0.25% Vistra Operations Co LLC 3.55% 07/15/2024 0.25% Atrium IX 2.85% 05/28/2030 0.25% AREIT 2018-CRE2 Trust 1.68% 11/14/2035 0.25% JP Morgan Chase Commercial Mortgage Securities Tru 4.25% 07/05/2033 0.24% GS Mortgage Securities Corp II Series 2005-ROCK 5.37% 05/03/2032 0.24% Citigroup Commercial Mortgage Trust 3.02% 09/10/2045 0.24% SLIDE 2018-FUN 2.25% 06/15/2031 0.24% UBS-Barclays Commercial Mortgage Trust 3.65% 03/10/2046 0.24% Nissan Motor Acceptance Corp. 1.83% 09/21/2021 0.24% J.P. Morgan Chase Commercial Mortgage Securities T 4.01% 10/05/2031 0.24% Schlumberger Holdings Corp. 3.75% 05/01/2024 0.24% Dominion Resources, Inc. 3.07% 08/15/2024 0.23% DTE Energy Co. 2.53% 10/01/2024 0.23% Ally Financial, Inc. 5.13% 09/30/2024 0.23% Otis Worldwide Corp 2.09% 04/05/2023 0.23% Bayer US Finance II LLC 3.88% 12/15/2023 0.23% Drive Auto Receivables Trust 2018-5 4.30% 04/15/2026 0.23% J.P. Morgan Chase Commercial Mortgage Securities T 2.84% 10/15/2032 0.23% Ford Credit Auto Owner Trust 2015-REV2 2.44% 01/15/2027 0.23% COMM Mortgage Trust 3.84% 09/10/2047 0.22% Citigroup, Inc. 4.40% 06/10/2025 0.22% NextGear Floorplan Master Owner Trust 2.56% 10/17/2022 0.22% GS Mortgage Securities Corp. II 3.01% 12/10/2030 0.22% Hudsons Bay Simon JV Trust 4.15% 08/05/2034 0.22% GS Mortgage Securities Corp Trust 2018-HULA 1.62% 07/15/2025 0.22% Scientific Games International, Inc. 4.25% 08/14/2024 0.22% CHT 2017-COSMO Mortgage Trust 2.10% 11/15/2036 0.22% COMM 2015-LC21 Mortgage Trust 3.45% 07/10/2048 0.22% CEOC, LLC (aka Caesars Entertainment Operating Company) 4.06% 10/07/2024 0.21% Hyundai Capital America 3.40% 06/20/2024 0.21% Occidental Petroleum Corp. 2.96% 08/13/2021 0.21% COMM Mortgage Trust 3.64% 12/10/2047 0.21% Cheniere Corpus Christi Holdings LLC 5.88% 03/31/2025 0.21% NBCUniversal Enterprise, Inc. 5.25% 06/19/2099 0.21% CNH Capital LLC 4.20% 01/15/2024 0.21% BAT Capital Corp 3.22% 08/15/2024 0.21% International Lease Finance Corp. 8.63% 01/15/2022 0.21% Goldman Sachs Group, Inc. 2.71% 10/31/2022 0.21% CCG Receivables Trust 2018-1 2.50% 06/16/2025 0.21%

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Planet Fitness Master Issuer LLC 4.67% 09/05/2048 0.21% Ford Motor Credit Co. LLC 2.98% 08/03/2022 0.21% ZF North America Capital, Inc. 4.75% 04/29/2025 0.21% TCF Auto Receivables Owner Trust 2016-PT1 4.20% 04/15/2024 0.21% General Motors Financial Co., Inc. 0.00% 04/21/2020 0.21% TCF Auto Receivables Owner Trust 2016-1 3.50% 07/17/2023 0.21% JPMorgan Chase & Co. 2.66% 04/23/2024 0.20% Park Aerospace Holdings Ltd 5.50% 02/15/2024 0.20% Panera Bread Company 2.75% 07/18/2022 0.20% Hyundai Capital America 3.00% 06/20/2022 0.20% Cedar Funding Ltd. 3.04% 07/23/2030 0.20% Diamondback Energy, Inc. 5.38% 05/31/2025 0.19% VEREIT Operating Partnership L.P. 4.60% 02/06/2024 0.19% Drive Auto Receivables Trust 2018-2 3.63% 08/15/2024 0.19% Morgan Stanley Capital I Trust 2015-420 3.73% 10/12/2050 0.19% Cardinal Health, Inc. 3.08% 06/15/2024 0.19% Caterpillar Financial Services Corp. 2.42% 05/15/2023 0.19% Las Vegas Sands Corp. 2.90% 06/25/2025 0.19% Hempstead II CLO Ltd 3.01% 08/10/2029 0.19% Equinix, Inc. 5.88% 01/15/2026 0.19% SoFi Professional Loan Program 2017-E LLC 1.86% 11/26/2040 0.19% Aviation Capital Group Corp. 3.88% 05/01/2023 0.19% Florida Power & Light Co. 2.31% 05/06/2022 0.19% Viper Energy Partners LP 5.38% 11/01/2027 0.19% Hilton USA Trust 2016-SFP 2.83% 11/05/2035 0.19% Acadia Healthcare Co., Inc. 5.13% 07/01/2022 0.19% CenturyLink, Inc. 2.99% 01/28/2025 0.19% Daimler Finance North America LLC 0.00% 04/13/2020 0.18% Anglo American Capital plc 3.63% 09/11/2024 0.18% Hyundai Auto Receivables Trust 2017-A 2.53% 11/15/2023 0.18% GS Mortgage Securities Corp. II 3.41% 12/10/2030 0.18% UBS Commercial Mortgage Trust 2018-C8 3.71% 02/15/2051 0.18% CIFC Funding 2014 Ltd 2.92% 01/18/2031 0.18% SLIDE 2018-FUN 1.60% 06/15/2031 0.18% Constellation Brands, Inc. 2.61% 11/15/2021 0.18% COMM 2017-PANW Mortgage Trust 3.93% 10/10/2029 0.18% Invitation Homes, Inc. 3.59% 02/06/2022 0.18% Ford Motor Credit Co. LLC 5.58% 03/18/2024 0.17% NGPL Pipeco LLC 4.38% 08/15/2022 0.17% Drive Auto Receivables Trust 2017-2 5.27% 11/15/2024 0.17% Flowserve Corp. 4.00% 11/15/2023 0.17% Glencore Funding LLC 4.13% 05/30/2023 0.17% Owens Corning 4.20% 12/01/2024 0.17% Daimler Finance North America LLC 1.75% 03/10/2023 0.17% COMM 2015-DC1 Mortgage Trust 3.08% 02/10/2048 0.17% Energy Transfer Equity, L.P. 2.76% 10/17/2022 0.17% BankUnited, Inc. 4.88% 11/17/2025 0.17% Ford Motor Credit Co. LLC 5.88% 08/02/2021 0.17% Santander Drive Auto Receivables Trust 2016-3 4.29% 02/15/2024 0.17% Becton, Dickinson & Co. 2.92% 06/06/2022 0.17% Synchrony Credit Card Master Note Trust 2.19% 06/15/2023 0.17% Carnival Corp. 0.00% 09/04/2020 0.17% CNO Financial Group, Inc. 5.25% 05/30/2025 0.16% Stars Group Holdings BV 4.95% 07/10/2025 0.16% ENI SpA 4.00% 09/12/2023 0.16% BX Commercial Mortgage Trust 2018-BIOA 1.38% 03/15/2037 0.16% Leucadia National Corp. 5.50% 10/18/2023 0.16% DBGS 2018-BIOD Mortgage Trust 1.51% 05/15/2035 0.16% VEREIT Operating Partnership L.P. 4.63% 11/01/2025 0.16%

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Jamestown CLO X Ltd 3.69% 07/17/2029 0.16% Oracle Corp. 2.50% 04/01/2025 0.16% Citigroup, Inc. 2.63% 10/27/2022 0.16% COMM Mortgage Trust 3.90% 07/10/2050 0.16% Bayer US Finance II LLC 2.90% 12/15/2023 0.16% Crown Castle Int'l Corp. 3.60% 06/21/2024 0.16% GS Mortgage Securities Trust 4.24% 08/10/2046 0.16% Lloyds Bank plc 6.50% 09/14/2020 0.16% Bayer US Finance II LLC 4.25% 12/15/2025 0.16% Citizens Bank N.A. 2.73% 05/26/2022 0.16% Solera Finance, Inc. 10.50% 03/01/2024 0.15% BWAY Mortgage Trust 3.45% 03/10/2033 0.15% Cigna Corp 2.55% 09/17/2021 0.15% NRG Energy, Inc. 3.75% 06/15/2024 0.15% LSTAR Commercial Mortgage 2.78% 03/10/2050 0.15% Citigroup, Inc. 3.88% 03/26/2025 0.15% CPUK Finance Ltd 4.25% 08/28/2022 0.15% PVH Corp. 0.00% 05/19/2020 0.15% Reliance Holdings USA, Inc. 5.40% 02/14/2022 0.15% UBS AG Registered Shares 5.13% 05/15/2024 0.15% Baidu, Inc. 4.38% 05/14/2024 0.15% Americredit Automobile Receivables Trust 2016-4 2.74% 12/08/2022 0.14% First National Master Note Trust 2017-2 1.14% 10/16/2023 0.14% Midwest Connector Capital Co LLC 3.90% 04/01/2024 0.14% Barclays Dryrock Issuance Trust 2017-1 1.03% 03/15/2023 0.14% Synchrony Credit Card Master Note Trust 2.21% 05/15/2024 0.14% Boeing Co. 0.00% 10/29/2020 0.14% JP Morgan Chase Commercial Mortgage Securities Tru 3.43% 06/10/2027 0.14% Bank of America Corp. 4.00% 01/22/2025 0.14% LCCM Mortgage Trust 3.90% 05/15/2031 0.14% Enel Finance International N.V. 4.25% 09/14/2023 0.14% Citigroup, Inc. 3.35% 04/24/2025 0.14% Palisades Center Trust 4.00% 04/13/2033 0.14% Glencore Finance Canada Ltd. 4.25% 10/25/2022 0.14% BBCMS Trust 3.76% 09/05/2032 0.14% Bank of America Corp. 4.20% 08/26/2024 0.14% PTL Finance Corp. 3.45% 07/01/2024 0.14% Steele Creek CLO 2015-1 Ltd 2.96% 05/21/2029 0.14% Universal Health Services, Inc. 4.75% 08/01/2022 0.14% COMM 2012-CCRE3 Mortgage Trust 3.92% 10/15/2045 0.14% TransAlta Corp. 4.50% 11/15/2022 0.13% Danske Bank A/S 5.38% 01/12/2024 0.13% PPL WEM Ltd./Western Power Distribution Ltd. 5.38% 05/01/2021 0.13% MPLX L.P. 2.79% 09/09/2021 0.13% Cardinal Health, Inc. 3.50% 11/15/2024 0.13% HCA, Inc. 5.00% 03/15/2024 0.13% World Financial Network Credit Card Master Trust 3.55% 08/15/2025 0.13% CSMC Trust 2017-LSTK 2.76% 04/05/2033 0.13% MPLX L.P. 6.25% 10/15/2022 0.13% Motel 6 Trust 2017-MTL6 3.95% 08/15/2034 0.13% Vulcan Materials Co. 2.23% 03/01/2021 0.13% Give & Go Prepared Foods 5.93% 07/29/2023 0.13% General Motors Financial Co., Inc. 3.70% 05/09/2023 0.13% Cardinal Health, Inc. 2.66% 06/15/2022 0.13% Westlake Automobile Receivables Trust 2018-2 4.00% 01/16/2024 0.13% Royal Caribbean Cruises Ltd. 5.25% 11/15/2022 0.13% Drive Auto Receivables Trust 2017-2 3.49% 09/15/2023 0.13% LCCM Mortgage Trust 3.59% 05/15/2031 0.13% One Market Plaza Trust 2017-1MKT 4.02% 02/10/2032 0.13%

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MPLX L.P. 6.38% 05/01/2024 0.13% J.P. Morgan Chase Commercial Mortgage Securities T 3.73% 01/05/2031 0.12% AbbVie, Inc. 2.54% 11/21/2022 0.12% Ally Financial, Inc. 3.88% 05/21/2024 0.12% Oaktree CLO 2014-1 3.00% 05/13/2029 0.12% BAMLL Commercial Mortgage Securities Trust 2013-WB 3.53% 03/10/2037 0.12% GS Mortgage Securities Trust 3.56% 04/10/2031 0.12% Morgan Stanley Bank of America Merrill Lynch Trust 3.28% 10/15/2030 0.12% MEG Energy Corp. 6.50% 01/15/2025 0.12% Concho Resources, Inc. 4.38% 01/15/2025 0.12% J.P. Morgan Chase Commercial Mortgage Securities T 2.80% 10/05/2031 0.12% Broadcom Inc 2.92% 11/04/2024 0.12% Gold Fields Orogen Holding BVI Ltd. 4.88% 10/07/2020 0.12% CNH Industrial NV 4.50% 08/15/2023 0.12% Drive Auto Receivables Trust 5.30% 07/15/2024 0.12% Wells Fargo Commercial Mortgage Trust 2017-HSDB 1.65% 12/13/2031 0.12% Park Aerospace Holdings Ltd 4.50% 03/15/2023 0.12% Uber Technologies Inc 7.50% 11/01/2023 0.12% Nissan Motor Acceptance Corp. 3.88% 09/21/2023 0.12% Citibank Credit Card Issuance Trust 2.19% 11/20/2023 0.12% Carnival Corp. 3.95% 10/15/2020 0.12% Drive Auto Receivables Trust 3.72% 09/16/2024 0.12% Drive Auto Receivables Trust 2018-1 3.22% 03/15/2023 0.12% Valeant Pharmaceuticals International, Inc. 6.13% 04/15/2025 0.12% DuPont de Nemours Inc 4.21% 11/15/2023 0.11% Wells Fargo Commercial Mortgage Trust 2015-NXS3 3.35% 09/15/2057 0.11% American Honda Finance Corp. 0.00% 04/03/2020 0.11% Jaguar Holding Company I, LLC (fka Jaguar Holding Company I) (aka Pharmaceutical Product Development, LLC) 3.50% 08/18/2022 0.11% Hewlett Packard Enterprise Co. 2.57% 03/12/2021 0.11% Diamond Resorts Owner Trust 2018-1 3.70% 01/21/2031 0.11% Sabine Pass Liquefaction LLC 5.75% 05/15/2024 0.11% SL Green Operating Partnership L.P. 3.25% 10/15/2022 0.11% JPMorgan Chase & Co. 3.88% 09/10/2024 0.11% Hasbro, Inc. 3.00% 11/19/2024 0.11% CNAC HK Finbridge Co Ltd 3.50% 07/19/2022 0.11% UBS-Barclays Commercial Mortgage Trust 3.24% 04/10/2046 0.11% Motel 6 Trust 2017-MTL6 2.85% 08/15/2034 0.11% American Airlines, Inc. 2.94% 04/28/2023 0.11% Golden Credit Card Trust 2.62% 01/15/2023 0.11% Charter Communications, Inc. CL A 4.32% 03/31/2023 0.11% Eastman Chemical Co. 0.00% 04/13/2020 0.11% Citigroup Commercial Mortgage Trust 3.52% 05/10/2035 0.11% Intesa Sanpaolo SpA 6.50% 02/24/2021 0.11% Hudsons Bay Simon JV Trust 3.91% 08/05/2034 0.11% NextEra Energy Capital Holdings, Inc. 2.63% 02/25/2022 0.11% Ausgrid Finance Pty Ltd 3.85% 05/01/2023 0.11% TCF Auto Receivables Owner Trust 2015-2 4.24% 08/15/2022 0.11% Goldman Sachs Group, Inc. 3.27% 09/29/2025 0.11% Spirit AeroSystems, Inc. 3.95% 06/15/2023 0.11% Tencent Holdings Ltd. 2.89% 04/11/2024 0.11% MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.) 7.66% 08/13/2021 0.11% General Motors Financial Co., Inc. 5.10% 01/17/2024 0.11% Occidental Petroleum Corp. 3.14% 08/15/2022 0.11% Fresenius Medical Care US Finance II, Inc. 5.88% 01/31/2022 0.11% Smithfield Foods, Inc. 2.65% 10/03/2021 0.11% Nissan Motor Acceptance Corp. 2.65% 09/28/2022 0.11% COMM Mortgage Trust 3.82% 06/10/2047 0.11% TPG Real Estate Finance 2018-FL2 Issuer LTD 2.79% 11/15/2037 0.11% Morgan Stanley Bank of America Merrill Lynch Trust 3.44% 08/15/2047 0.11%

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VNO Mortgage Trust 3.34% 11/15/2030 0.11% JPMBB Commercial Mortgage Securities Trust 2014-C2 3.80% 09/15/2047 0.11% Enel Finance International N.V. 2.88% 05/25/2022 0.11% Morgan Stanley 3.34% 10/24/2023 0.11% Enel Finance International N.V. 2.65% 09/10/2024 0.11% Acadia Healthcare Co., Inc. 5.63% 02/15/2023 0.11% British Telecommunications plc 4.50% 12/04/2023 0.11% Wells Fargo Commercial Mortgage Trust 2015-C26 3.58% 02/15/2048 0.10% Bayer US Finance II LLC 2.58% 06/25/2021 0.10% DBGS 2018-BIOD Mortgage Trust 0.21% 10/15/2051 0.10% AmeriCredit Automobile Receivables Trust 2017-2 2.40% 05/18/2022 0.10% Nissan Motor Acceptance Corp. 2.60% 09/28/2022 0.10% American Honda Finance Corp. 0.00% 04/01/2020 0.10% GS Mortgage Securities Trust 2015-GC28 3.40% 02/10/2048 0.10% MPLX L.P. 5.25% 01/15/2025 0.10% Origin Energy Finance Ltd. 5.45% 10/14/2021 0.10% eBay, Inc. 1.90% 03/11/2025 0.10% Orec 2018-CRE1 Ltd 1.88% 06/15/2036 0.10% Bank of Ireland Group PLC 4.50% 11/25/2023 0.10% Steel Dynamics, Inc. 5.50% 10/01/2024 0.10% Brixmor Operating Partnership L.P. 3.65% 06/15/2024 0.10% Genesys Telecommunications Laboratories Inc/Greene 10.00% 11/30/2024 0.10% Highwoods Realty L.P. 3.63% 01/15/2023 0.10% Westlake Automobile Receivables Trust 2018-1 2.92% 05/15/2023 0.10% Sprint Communications, Inc. 4.00% 02/02/2024 0.10% FREMF 2015-K721 Mortgage Trust 3.57% 11/25/2047 0.10% Wabtec Corp. 4.15% 03/15/2024 0.10% M/I Homes, Inc. 5.63% 08/01/2025 0.10% WEA Finance LLC 3.75% 09/17/2024 0.10% Omega Healthcare Investors, Inc. 4.38% 08/01/2023 0.10% Illinois, IL 4.95% 06/01/2023 0.10% Avolon Holdings Funding Ltd 5.13% 10/01/2023 0.10% Tenneco Inc. 3.99% 06/18/2025 0.10% Greystone Commercial Real Estate Notes 2018-HC1 Lt 3.21% 09/15/2028 0.09% Anglo American Capital plc 4.13% 09/27/2022 0.09% Citibank Credit Card Issuance Trust 2.88% 01/23/2023 0.09% BBVA Bancomer SA 6.75% 09/30/2022 0.09% Consolidated Edison, Inc. 0.00% 04/14/2020 0.09% American Electric Power Co., Inc. 0.00% 04/16/2020 0.09% Johnson Controls International plc 0.00% 04/24/2020 0.09% Bayer US Finance LLC 3.38% 10/08/2024 0.09% Public Service Enterprise Group, Inc. 0.00% 05/11/2020 0.09% Jersey Central Power & Light Co. 4.70% 04/01/2024 0.09% Covanta Holding Corp. 5.88% 07/01/2025 0.09% D.R. Horton, Inc. 5.75% 08/15/2023 0.09% Wells Fargo Commercial Mortgage Trust 3.54% 12/15/2048 0.09% DBWF 2018-GLKS Mortgage Trust 1.78% 12/19/2030 0.09% Syngenta Wilmington, Inc. 0.00% 06/02/2020 0.09% NXP BV / NXP Funding LLC 3.88% 09/01/2022 0.09% FREMF 2011-KAIV Mortgage Trust 4.94% 06/25/2046 0.09% Walgreen Co. 0.00% 07/24/2020 0.09% ZF North America Capital, Inc. 4.00% 04/29/2020 0.09% Carnival Corp. 0.00% 09/03/2020 0.09% Natixis Commercial Mortgage Securities Trust 2018- 3.79% 11/15/2032 0.09% ABN Amro Bank NV 6.25% 04/27/2022 0.09% CSMC Trust 2017-MOON 3.20% 07/10/2034 0.09% IMT Trust 2017-APTS 3.48% 06/15/2034 0.09% Becton, Dickinson & Co. 2.84% 12/29/2020 0.09% Nissan Motor Acceptance Corp. 1.26% 03/15/2021 0.09%

OF 24


Cimarex Energy Co. 4.38% 06/01/2024 0.09% FirstEnergy Corp. 0.00% 09/11/2021 0.09% UBS Group AG 3.13% 05/23/2023 0.09% Wells Fargo & Co. 2.16% 02/11/2026 0.09% Delphi Corp. 4.15% 03/15/2024 0.09% Bank of The West Auto Trust 2014-1 2.11% 01/15/2023 0.09% KKR Clo 17 Ltd 3.17% 04/15/2029 0.09% Barclays Bank plc 10.18% 06/12/2021 0.09% Fiat Chrysler Automobiles N.V. 4.50% 04/15/2020 0.09% ONEOK, Inc. 3.65% 11/19/2021 0.09% Nationstar Mortgage Holdings, Inc. 8.13% 07/15/2023 0.09% Sophia LP / Sophia Finance, Inc. 9.00% 09/30/2023 0.09% AstraZeneca plc 2.51% 06/10/2022 0.09% PTL Finance Corp. 2.70% 11/01/2024 0.08% Branch Banking & Trust Co. 1.50% 03/10/2025 0.08% DLL 2018-1 LLC 3.27% 04/17/2026 0.08% Bank of America Corp. 2.46% 10/22/2025 0.08% Palisades Center Trust 4.74% 04/13/2033 0.08% Citigroup, Inc. 2.28% 06/01/2024 0.08% Valeant Pharmaceuticals International, Inc. 6.50% 03/15/2022 0.08% Bermuda Government International Bond 4.14% 01/03/2023 0.08% GS Mortgage Securities Corp Trust 2017-STAY 1.55% 07/15/2032 0.08% West CLO 2014-2 Ltd 2.71% 01/16/2027 0.08% Southern Star Central Corp. 5.13% 07/15/2022 0.08% Mountain View CLO X Ltd 3.20% 10/13/2027 0.08% Danske Bank A/S 2.75% 09/17/2020 0.08% One Market Plaza Trust 2017-1MKT 3.61% 02/10/2032 0.08% Kenya Government International Bond 6.88% 06/24/2024 0.08% Santander Drive Auto Receivables Trust 2017-1 5.05% 07/15/2024 0.08% Magnolia Oil & Gas Operating LLC / Magnolia Oil & 6.00% 08/01/2026 0.08% Morgan Stanley Bank of America Merrill Lynch Trust 4.15% 08/15/2046 0.08% Toronto-Dominion Bank 2.44% 12/01/2022 0.08% Bank of America Corp. 3.95% 04/21/2025 0.08% NXP BV / NXP Funding LLC 4.13% 06/01/2021 0.08% LTF Merger Sub, Inc. 8.50% 06/15/2023 0.08% Synchrony Credit Card Master Note Trust 1.93% 06/15/2023 0.08% Standard Chartered plc 4.25% 01/20/2023 0.08% CGRBS Commercial Mortgage Trust 3.37% 03/13/2035 0.08% Weibo Corp. 1.25% 11/15/2022 0.08% UBS-Barclays Commercial Mortgage Trust 3.53% 05/10/2063 0.08% Syngenta Wilmington, Inc. 0.00% 05/29/2020 0.08% American Airlines, Inc. 2.70% 12/14/2023 0.07% CSAIL 2018-C14 Commercial Mortgage Trust 4.26% 11/15/2051 0.07% DPL, Inc. 7.25% 10/15/2021 0.07% Drive Auto Receivables Trust 2017-3 3.53% 12/15/2023 0.07% Sprint Communications, Inc. 7.00% 08/15/2020 0.07% DuPont de Nemours Inc 0.00% 05/04/2020 0.07% Charter Communications Operating LLC 3.58% 07/23/2020 0.07% Prima Capital CRE Securitization 4.50% 12/24/2050 0.07% Citizens Financial Group, Inc. 4.15% 09/28/2022 0.07% United Air Lines, Inc. (fka Continental Airlines, 4.27% 04/01/2024 0.07% Mountain View CLO X Ltd 2.67% 10/13/2027 0.07% International Lease Finance Corp. 8.25% 12/15/2020 0.07% Constellation Brands, Inc. 3.54% 11/01/2021 0.07% Nutrien Ltd 3.38% 03/15/2025 0.07% LCM XXIV Ltd 3.13% 03/20/2030 0.07% LSTAR Commercial Mortgage 4.50% 03/10/2050 0.07% Seven Generations Energy Ltd. 6.88% 06/30/2023 0.07% Walgreen Co. 3.80% 11/18/2024 0.07%

OF 24


Capital One NA/Mclean VA 2.72% 08/08/2022 0.07% UBS Commercial Mortgage Trust 3.40% 05/10/2045 0.07% AmeriCredit Automobile Receivables Trust 2016-3 2.71% 09/08/2022 0.07% US Foods, Inc. 2.74% 06/15/2023 0.07% Wells Fargo & Co. 3.16% 10/31/2023 0.07% Cigna Corp 2.89% 07/15/2023 0.07% DISH DBS Corp. 5.13% 05/01/2020 0.07% Bermuda Government International Bond 4.85% 02/06/2024 0.07% BWay Holding Company 5.08% 04/03/2024 0.07% Energy Transfer Operating LP 4.25% 03/15/2023 0.07% Santander Drive Auto Receivables Trust 2017-2 3.49% 07/17/2023 0.07% MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.) 10.91% 08/13/2022 0.07% Avolon Holdings Funding Ltd 5.50% 01/15/2023 0.07% Nexteer Automotive Group Ltd. 5.88% 11/15/2021 0.07% JP Morgan Chase Commercial Mortgage Securities Tru 1.90% 04/15/2031 0.07% Vodafone Group plc 2.99% 01/16/2024 0.07% Toyota Motor Credit Corp. 2.90% 03/30/2023 0.07% American Airlines Group, Inc. 3.75% 03/01/2025 0.07% Drive Auto Receivables Trust 2018-5 3.99% 01/15/2025 0.07% H&E Equipment Services, Inc. 5.63% 09/01/2025 0.07% Sysco Corp. 5.65% 04/01/2025 0.07% Santander Drive Auto Receivables Trust 2018-5 3.52% 12/15/2022 0.07% Cigna Corp 3.25% 04/15/2025 0.07% Continental Resources, Inc. 4.50% 04/15/2023 0.07% Arconic Inc 5.13% 10/01/2024 0.07% Occidental Petroleum Corp. 2.70% 08/15/2022 0.07% Daimler Finance North America LLC 3.65% 02/22/2024 0.07% World Financial Network Credit Card Master Trust 2.31% 08/15/2024 0.07% Palmer Square Loan Funding 2018-1 Ltd 2.43% 04/15/2026 0.07% Catholic Health Initiatives 2.76% 10/01/2024 0.07% CNH Capital LLC 4.38% 04/05/2022 0.07% Delta Air Lines, Inc. 2.60% 12/04/2020 0.07% RBS Commercial Funding Inc 2013-SMV Trust 3.26% 03/11/2031 0.07% Towd Point Asset Trust 2018-SL1 2.23% 01/25/2046 0.07% SL Green Realty Corp. 4.50% 12/01/2022 0.07% Comm 2013-GAM 3.37% 02/10/2028 0.07% General Motors Financial Co., Inc. 3.95% 04/13/2024 0.07% Evergy Inc 2.45% 09/15/2024 0.07% Turkiye Vakiflar Bankasi Tao 5.25% 02/05/2025 0.07% Capital Auto Receivables Asset Trust 2018-2 3.27% 06/20/2023 0.07% West Town Mall Trust 2017-KNOX 3.82% 07/05/2030 0.07% Macquarie Group Ltd. 4.15% 03/27/2024 0.07% BanColombia SA 3.00% 01/29/2025 0.06% Citigroup, Inc. 4.05% 07/30/2022 0.06% Calpine Corp. 5.75% 01/15/2025 0.06% Petroleos Mexicanos 4.25% 01/15/2025 0.06% Capital Auto Receivables Asset Trust 2018-1 2.79% 01/20/2022 0.06% Nissan Master Owner Trust Receivables 1.13% 04/18/2022 0.06% Range Resources Corp. 5.00% 08/15/2022 0.06% CCRESG Commercial Mortgage Trust 2016-HEAT 4.11% 04/10/2029 0.06% Murphy Oil Corp. 6.88% 08/15/2024 0.06% Danske Bank A/S 3.00% 09/20/2022 0.06% Goldman Sachs Group, Inc. 3.05% 04/26/2022 0.06% Occidental Petroleum Corp. 2.90% 08/15/2024 0.06% Hyundai Auto Receivables Trust 2016-B 2.19% 11/15/2022 0.06% FNB Corp. 2.20% 02/24/2023 0.06% SL Green Realty Corp 3.50% 03/31/2023 0.06% COMM Mortgage Trust 3.80% 08/10/2047 0.06% Occidental Petroleum Corp. 6.95% 07/01/2024 0.06%

OF 24


COMM 2017-PANW Mortgage Trust 3.24% 10/10/2029 0.06% WFRBS Commercial Mortgage Trust 2012-C9 2.87% 11/15/2045 0.06% WhiteHorse VIII Ltd 3.21% 05/01/2026 0.06% BX Trust 2017-SLCT 2.75% 07/15/2034 0.06% Morgan Stanley 3.15% 01/20/2022 0.06% Republic of Indonesia 4.45% 02/11/2024 0.06% JP Morgan Chase Commercial Mortgage Securities Tru 4.34% 05/05/2030 0.06% Cigna Corp 4.13% 11/15/2025 0.06% Nvent Finance Sarl 3.95% 04/15/2023 0.06% Aircastle Ltd. 4.40% 09/25/2023 0.06% Campbell Soup Co. 2.52% 03/15/2021 0.06% Texas Eastern Transmission L.P. 4.13% 12/01/2020 0.06% Navient Corp. 6.13% 03/25/2024 0.06% Glencore Funding LLC 0.00% 04/20/2020 0.06% ReadyCap Commercial Mortgage Trust 2018-4 3.39% 02/27/2051 0.06% National Fuel Gas Co. 4.90% 12/01/2021 0.06% CNAC HK Finbridge Co Ltd 4.13% 03/14/2021 0.06% DBWF 2018-AMXP Mortgage Trust 4.00% 05/05/2035 0.06% New Gold, Inc. 6.25% 11/15/2022 0.06% Citizens Bank N.A. 2.91% 03/29/2023 0.06% Ford Credit Auto Owner Trust 2016-REV2 2.03% 12/15/2027 0.06% EnCana Corp. 0.00% 04/02/2020 0.06% Resorts World Las Vegas LLC 0.00% 04/16/2024 0.06% JP Morgan Chase Commercial Mortgage Securities Tru 3.39% 09/05/2032 0.06% Hyundai Capital America 2.90% 09/18/2020 0.06% BAT Capital Corp 2.29% 08/14/2020 0.06% Citigroup, Inc. 2.90% 04/25/2022 0.06% Textainer Marine Containers VII Ltd 4.11% 07/20/2043 0.06% BBCMS 2018-TALL Mortgage Trust 3.14% 03/15/2037 0.06% Freeport-McMoRan, Inc. 4.55% 11/14/2024 0.06% UAL 2007-1 Pass Through Trust 6.64% 07/02/2022 0.06% Western Gas Partners L.P. 2.70% 01/13/2023 0.06% DBWF 2018-GLKS Mortgage Trust 2.50% 12/19/2030 0.06% ZF North America Capital, Inc. 4.50% 04/29/2022 0.06% Diamondback Energy, Inc. 2.88% 12/01/2024 0.06% J.P. Morgan Chase Commercial Mortgage Securities T 3.39% 06/05/2032 0.06% Matador Resources Co. 5.88% 09/15/2026 0.06% Bahamas Government International Bond 5.75% 01/16/2024 0.06% ENI SpA 4.15% 10/01/2020 0.06% BBCMS 2018-TALL Mortgage Trust 1.43% 03/15/2037 0.06% Morgan Stanley Capital I Trust 3.69% 08/11/2033 0.06% Danske Bank A/S 5.00% 01/12/2022 0.05% Citigroup, Inc. 5.50% 09/13/2025 0.05% Phillips 66 2.52% 02/26/2021 0.05% UBS-BAMLL Trust 3.66% 06/10/2030 0.05% Albertsons Cos Inc / Safeway Inc / New Albertsons 5.75% 03/15/2025 0.05% Arbor Realty Collateralized Loan Obligation 2017-F 1.69% 12/15/2027 0.05% BANK 2018-BNK15 0.42% 11/15/2061 0.05% GRACE Mortgage Trust 3.37% 06/10/2028 0.05% Master Credit Card Trust II Series 2018-1 1.41% 07/21/2024 0.05% Morgan Stanley Capital I Trust 3.47% 08/11/2033 0.05% Goldman Sachs Group, Inc. 2.91% 06/05/2023 0.05% Tyson Foods, Inc. 0.00% 04/01/2020 0.05% Ford Credit Auto Owner Trust 2017-REV2 2.36% 03/15/2029 0.05% Suncor Energy Ventures Corp 9.40% 09/01/2021 0.05% Anchorage Capital CLO 4-R Ltd 2.85% 01/28/2031 0.05% WFLD 2014-MONT Mortgage Trust 3.75% 08/10/2031 0.05% Daimler Finance North America LLC 2.70% 06/14/2024 0.05% Fresenius US Finance II, Inc. 4.25% 02/01/2021 0.05%

OF 24


Watco Cos. LLC / Watco Finance Corp. 6.38% 04/01/2023 0.05% Macquarie Bank Ltd. 6.63% 04/07/2021 0.05% BAMLL Trust 4.42% 07/11/2033 0.05% ABN Amro Bank NV 4.75% 07/28/2025 0.05% Aventura Mall Trust 3.74% 12/05/2032 0.05% US Airways Class B Pass Through Trust 5.38% 11/15/2021 0.05% Volkswagen Group of America Finance LLC 2.84% 11/12/2021 0.05% SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC 2.05% 01/25/2041 0.05% BDS 2018-FL2 1.75% 08/15/2035 0.05% Golden Credit Card Trust 1.98% 04/15/2022 0.05% Seven Generations Energy Ltd. 6.75% 05/01/2023 0.05% BAT International Finance plc 0.00% 04/03/2020 0.05% Zions Bancorp NA 3.35% 03/04/2022 0.05% Universal Health Services, Inc. 5.00% 06/01/2026 0.05% Synovus Financial Corp. 3.13% 11/01/2022 0.05% General Motors Financial Co., Inc. 2.90% 02/26/2025 0.05% IHeart Communications, Inc. 6.38% 05/01/2026 0.05% Intesa Sanpaolo SpA 5.02% 06/26/2024 0.05% Seminole Tribe of Florida 4.33% 07/08/2024 0.05% Bain Capital Credit CLO 2017-1 3.07% 07/20/2030 0.05% CenterPoint Energy, Inc. 2.50% 09/01/2024 0.05% J.P. Morgan Chase Commercial Mortgage SecuritiesTr 2.68% 11/15/2035 0.05% Kemper Corp. 4.35% 02/15/2025 0.05% Citigroup, Inc. 2.88% 07/24/2023 0.05% Greenko Mauritius Ltd 6.25% 02/21/2023 0.05% SCF Equipment Leasing 2018-1 LLC 3.63% 10/20/2024 0.05% Simmons Foods, Inc. 7.75% 01/15/2024 0.05% Chesapeake Funding II LLC 2.12% 11/15/2029 0.05% American Express Co. 2.57% 02/27/2023 0.05% ONEOK, Inc. 7.50% 09/01/2023 0.05% Fresenius Medical Care US Finance, Inc. 5.75% 02/15/2021 0.05% COMM Mortgage Trust 3.98% 05/10/2047 0.05% Fresenius Medical Care US Finance II, Inc. 4.75% 10/15/2024 0.05% CSMC Trust 2017-MOON 3.20% 07/10/2034 0.05% National Oilwell Varco, Inc. 2.60% 12/01/2022 0.05% Celanese US Holdings LLC 5.88% 06/15/2021 0.05% Steel Dynamics, Inc. 4.13% 09/15/2025 0.05% COMM Mortgage Trust 3.10% 03/10/2046 0.05% Hudsons Bay Simon JV Trust 4.47% 08/05/2034 0.05% AmeriCredit Automobile Receivables Trust 2017-2 2.97% 03/20/2023 0.05% CNH Capital LLC 4.88% 04/01/2021 0.05% CCRESG Commercial Mortgage Trust 2016-HEAT 4.92% 04/10/2029 0.05% Associated Bank NA/Green Bay WI 3.50% 08/13/2021 0.05% GATX Corp. 3.90% 03/30/2023 0.05% AmeriCredit Automobile Receivables 2016-1 3.59% 02/08/2022 0.05% BB-UBS Trust 2.89% 06/05/2030 0.05% FirstEnergy Transmission LLC 4.35% 01/15/2025 0.05% Morgan Stanley 2.72% 07/22/2025 0.05% AIB Group PLC 4.26% 04/10/2025 0.05% World Omni Select Auto Trust 2018-1 4.13% 01/15/2025 0.05% Lukoil International Finance BV 6.13% 11/09/2020 0.05% Anglo American Capital plc 4.13% 04/15/2021 0.05% Chesapeake Funding II LLC 1.91% 08/15/2029 0.05% Amur Equipment Finance Receivables VI LLC 3.89% 07/20/2022 0.05% California Republic Auto Receivables Trust 2018-1 3.14% 08/15/2022 0.05% DLL Securitization Trust 2017-A 2.43% 11/17/2025 0.05% People's United Financial, Inc. 3.65% 12/06/2022 0.05% Dell Technologies Inc Class V 3.74% 09/12/2025 0.05% Financial & Risk US Hold 5.73% 10/01/2025 0.05%

OF 24


MPH Acquisition Holdings LLC 4.20% 06/07/2023 0.05% BX Trust 2017-SLCT 3.85% 07/15/2034 0.05% COMM Mortgage Trust 3.98% 08/10/2050 0.05% Drive Auto Receivables Trust 2017-1 5.17% 09/16/2024 0.05% Sempra Energy 2.50% 01/15/2021 0.05% Ford Motor Co 3.34% 12/31/2022 0.05% JP Morgan Chase Commercial Mortgage Securities Tru 3.62% 09/05/2032 0.05% JP Morgan Chase Commercial Mortgage Securities Tru 0.38% 07/05/2033 0.05% Steel Dynamics, Inc. 5.00% 12/15/2026 0.05% IHS Markit Ltd 4.13% 08/01/2023 0.05% Dollar Tree, Inc. 2.70% 04/17/2020 0.05% Hewlett-Packard Co. 0.00% 04/13/2020 0.05% McCormick & Co., Inc. 0.00% 04/20/2020 0.05% Ford Motor Credit Co. LLC 3.09% 01/09/2023 0.05% Ford Motor Credit Co. LLC 2.13% 09/24/2020 0.05% Oasis Petroleum, Inc. 6.88% 03/15/2022 0.05% Parsley Energy LLC 5.25% 08/15/2025 0.05% Turkiye Vakiflar Bankasi Tao 5.63% 05/30/2022 0.05% GS Mortgage Securities Trust 5.65% 01/10/2045 0.05% Country Garden Holdings Co. Ltd. 7.13% 01/27/2022 0.05% ASB Bank Ltd 3.75% 06/14/2023 0.05% Kinross Gold Corp. 5.95% 03/15/2024 0.05% Swedbank AB 2.80% 03/14/2022 0.05% Thacher Park CLO Ltd. 2.98% 10/20/2026 0.05% Dominion Resources, Inc. 4.10% 04/01/2021 0.05% Adani Ports & Special Economic Zone Ltd 3.38% 07/24/2024 0.05% Ingles Markets, Inc. 5.75% 06/15/2023 0.05% UBS-Barclays Commercial Mortgage Trust 3.09% 08/10/2049 0.05% Commercial Mortgage Pass Through Certificates 3.40% 10/05/2030 0.05% Bayer US Finance II LLC 3.50% 06/25/2021 0.04% Kilroy Realty L.P. 3.45% 12/15/2024 0.04% HD Supply Inc. 5.58% 08/01/2024 0.04% Petroleos Mexicanos 5.50% 01/21/2021 0.04% Marvell Technology Group 3.71% 06/04/2021 0.04% Callon Petroleum Co. 6.25% 04/15/2023 0.04% AmeriCredit Automobile Receivables Trust 2016-2 2.87% 11/08/2021 0.04% JBS USA LLC/JBS USA Finance, Inc. 5.88% 07/15/2024 0.04% Salem Fields CLO Ltd 2016-2 3.49% 10/25/2028 0.04% Williams Scotsman International Inc 7.88% 12/15/2022 0.04% Hess Corp. 3.50% 07/15/2024 0.04% Midwest Connector Capital Co LLC 3.63% 04/01/2022 0.04% Air Canada Class A Pass Through Certificates 4.13% 05/15/2025 0.04% Synchrony Credit Card Master Note Trust 2.82% 10/15/2025 0.04% JP Morgan Chase Commercial Mortgage Securities Tru 5.35% 07/05/2033 0.04% UBS-Barclays Commercial Mortgage Trust 3.18% 03/10/2046 0.04% Navient Corp. 5.88% 10/25/2024 0.04% McCormick & Co., Inc. 0.00% 04/09/2020 0.04% Compass Bank 2.50% 08/27/2024 0.04% Nissan Motor Acceptance Corp. 2.74% 01/13/2022 0.04% Equitable Holdings Inc 3.90% 04/20/2023 0.04% Anchorage Capital CLO 3-R Ltd 2.85% 01/28/2031 0.04% Trimble Navigation Ltd. 4.15% 06/15/2023 0.04% Jamestown CLO VII Ltd. 2.62% 07/25/2027 0.04% Viterra, Inc. 5.95% 08/01/2020 0.04% DBWF 2018-AMXP Mortgage Trust 3.83% 05/05/2035 0.04% UBS-Barclays Commercial Mortgage Trust 2.85% 12/10/2045 0.04% Macquarie Group Ltd. 3.19% 11/28/2023 0.04% Comision Federal de Electricidad 4.88% 01/15/2024 0.04% POSCO 2.38% 11/12/2022 0.04%

OF 24


Peachtree Corners Funding Trust 3.98% 02/15/2025 0.04% World Omni Auto Receivables Trust 2018-D 3.67% 12/16/2024 0.04% Wells Fargo & Co. 3.05% 01/24/2023 0.04% General Motors Financial Co., Inc. 3.15% 06/30/2022 0.04% Muthoot Finance Ltd 4.40% 09/02/2023 0.04% Hilton Orlando Trust 2018-ORL 1.47% 12/15/2034 0.04% Weibo Corp. 3.50% 07/05/2024 0.04% JP Morgan Chase Commercial Mortgage Securities Tru 4.95% 07/05/2033 0.04% GS Mortgage Securities Trust 2014-GC22 3.86% 06/10/2047 0.04% Madison Avenue Trust 4.03% 10/12/2032 0.04% Select Medical Corp. 6.25% 08/15/2026 0.04% Spirit AeroSystems, Inc. 2.69% 06/15/2021 0.04% Ford Motor Credit Co. LLC 2.84% 08/03/2022 0.04% Muthoot Finance Ltd 6.13% 10/31/2022 0.04% Spectra Energy Partners L.P. 4.60% 06/15/2021 0.04% Syngenta Finance NV 3.93% 04/23/2021 0.04% Standard Chartered Bank Hong Kong Ltd 5.88% 06/24/2020 0.04% Enel Finance International N.V. 2.75% 04/06/2023 0.04% Capital One Multi-Asset Execution Trust 1.10% 03/15/2023 0.04% JP Morgan Chase Commercial Mortgage Securities Tru 2.33% 07/05/2033 0.04% Viking Cruises Ltd. 6.25% 05/15/2025 0.04% American Airlines, Inc. 2.71% 06/27/2025 0.04% Assurant, Inc. 4.20% 09/27/2023 0.04% CIT Group, Inc. 4.75% 02/16/2024 0.04% Republic of Costa Rica 4.25% 01/26/2023 0.04% Arbor Realty Commercial Real Estate Notes 2018-FL1 1.85% 06/15/2028 0.04% Caesars Resort Collection, LLC 3.74% 12/23/2024 0.04% NOVA Chemicals Corp. 5.25% 08/01/2023 0.04% State Street Corp. 2.83% 03/30/2023 0.04% Marathon Petroleum Corp. 5.38% 10/01/2022 0.04% Jamestown CLO VII Ltd. 3.09% 07/25/2027 0.04% OCP CLO 2016-12 Ltd 3.42% 10/18/2028 0.04% Palmer Square Loan Funding 2018-1 Ltd 2.88% 04/15/2026 0.04% Reynolds American, Inc. 4.85% 09/15/2023 0.04% Prima Capital CRE Securitization Ltd. 5.00% 10/24/2035 0.04% COMM 2014-LC15 Mortgage Trust 4.01% 04/10/2047 0.04% World Financial Network Credit Card Master Trust 2.55% 06/17/2024 0.04% Halcyon Loan Advisors Funding 2017-2 Ltd 3.54% 01/17/2030 0.04% Texas Gas Transmission LLC 4.50% 02/01/2021 0.04% Romania 4.88% 01/22/2024 0.04% Walgreen Co. 3.10% 09/15/2022 0.04% PPL Capital Funding, Inc. 3.95% 03/15/2024 0.04% Aircastle Ltd. 5.00% 04/01/2023 0.04% Credit Suisse Group Funding Guernsey Ltd. 4.29% 04/16/2021 0.04% Continental Resources, Inc. 3.80% 06/01/2024 0.04% NextEra Energy Capital Holdings, Inc. 2.46% 08/28/2021 0.04% Jabil, Inc. 0.00% 05/01/2020 0.04% Morgan Stanley 5.00% 11/24/2025 0.04% Benefit Street Partners CLO III Ltd 3.62% 07/20/2029 0.04% AmeriCredit Automobile Receivables Trust 2017-4 2.36% 12/19/2022 0.04% Husky Energy, Inc. 4.00% 04/15/2024 0.04% Santander Drive Auto Receivables Trust 2018-3 3.29% 10/17/2022 0.04% Aircastle Ltd. 5.50% 02/15/2022 0.04% JP Morgan Chase Commercial Mortgage Securities Tru 2.00% 06/15/2032 0.04% Wells Fargo Commercial Mortgage Trust 2018-C47 4.36% 09/15/2061 0.04% UBS-Barclays Commercial Mortgage Trust 2.79% 12/10/2045 0.04% CSMC 2017-HD Trust 1.65% 02/15/2031 0.04% Enterprise Development Authority/The 12.00% 07/15/2024 0.04% Unisys Corp. 10.75% 04/15/2022 0.04%

OF 24


Univision Communications Inc. 3.75% 03/15/2024 0.04% Barclays Dryrock Issuance Trust 1.03% 07/15/2024 0.04% GS Mortgage Securities Trust 5.39% 08/10/2044 0.04% QEP Resources, Inc. 6.88% 03/01/2021 0.04% Joseph T Ryerson & Son, Inc. 11.00% 05/15/2022 0.04% Atrium Hotel Portfolio Trust 2017-ATRM 2.20% 12/15/2036 0.03% SLC Student Loan Trust 2008-1 2.34% 12/15/2032 0.03% Turkiye Vakiflar Bankasi Tao 5.75% 01/30/2023 0.03% Bayer US Finance II LLC 2.75% 07/15/2021 0.03% AmeriCredit Automobile Receivables Trust 2017-4 2.04% 07/18/2022 0.03% BX Trust 2018-BILT 1.50% 05/15/2030 0.03% Smithfield Foods, Inc. 3.35% 02/01/2022 0.03% Oaktree CLO Ltd. 2.67% 10/20/2027 0.03% Hyundai Capital Services, Inc. 3.00% 08/29/2022 0.03% JP Morgan Chase Commercial Mortgage Securities Tru 4.55% 07/05/2033 0.03% Americold LLC Trust 4.95% 01/14/2029 0.03% HMH Trust 2017-NSS 3.06% 07/05/2031 0.03% Statoil ASA 7.88% 12/09/2022 0.03% AstraZeneca plc 2.57% 08/17/2023 0.03% CPS Auto Receivables Trust 2017-B 5.75% 12/15/2023 0.03% GATX Corp. 4.35% 02/15/2024 0.03% Aventura Mall Trust 3.74% 12/05/2032 0.03% BBCMS 2017-DELC Mortgage Trust 1.55% 08/15/2036 0.03% Phillips 66 2.75% 04/15/2020 0.03% AIB Group PLC 4.75% 10/12/2023 0.03% Avery Point CLO Ltd. 2.82% 07/17/2026 0.03% Verizon Communications, Inc. 3.01% 05/15/2025 0.03% Dryden XXV Senior Loan Fund 3.18% 10/15/2027 0.03% Kilroy Realty L.P. 4.38% 10/01/2025 0.03% Natixis Commercial Mortgage Securities Trust 2018- 3.79% 11/15/2032 0.03% KazMunayGas National Co. 3.88% 04/19/2022 0.03% Park Aerospace Holdings Ltd 5.25% 08/15/2022 0.03% JP Morgan Chase Commercial Mortgage Securities Tru 2.83% 10/15/2045 0.03% Morgan Stanley Capital I Trust 3.77% 03/15/2045 0.03% Laredo Petroleum Holdings, Inc. 9.50% 01/15/2025 0.03% SM Energy Co. 6.13% 11/15/2022 0.03% GS Mortgage Securities Corp Trust 2017-GPTX 3.10% 05/10/2034 0.03% American Airlines Class B Pass Through Trust 5.60% 07/15/2020 0.03% BXP Trust 2017-CQHP 1.55% 11/15/2034 0.03% WFRBS Commercial Mortgage Trust 3.31% 03/15/2045 0.03% Parsley Energy LLC 5.38% 01/15/2025 0.03% Scientific Games International, Inc. 6.63% 05/15/2021 0.03% CPG Merger Sub LLC 8.00% 10/01/2021 0.03% Cardinal Health, Inc. 3.20% 06/15/2022 0.03% Dell International LLC / EMC Corp 5.88% 06/15/2021 0.03% FREED ABS TRUST 2018-2 3.99% 10/20/2025 0.03% Halcyon Loan Advisors Funding Ltd. 2.87% 07/25/2027 0.03% Diamond Resorts Owner Trust 2018-1 4.19% 01/21/2031 0.03% PPL Capital Funding, Inc. 3.50% 12/01/2022 0.03% WFRBS Commercial Mortgage Trust 5.34% 03/15/2044 0.03% Hudson Pacific Properties 4.14% 04/01/2022 0.03% Syngenta Finance NV 3.70% 04/24/2020 0.03% GS Mortgage Securities Trust 2014-GC22 4.11% 06/10/2047 0.03% Advanced Disposal Services, Inc. 2.89% 11/10/2023 0.03% PPL Capital Funding, Inc. 3.40% 06/01/2023 0.03% HSBC Holdings plc 4.25% 03/14/2024 0.03% Bombardier, Inc. 8.75% 12/01/2021 0.03% Hyundai Capital America 2.71% 04/03/2020 0.03% Imperial Tobacco Finance plc 2.95% 07/21/2020 0.03%

OF 24


World Financial Network Credit Card Master Trust 3.95% 08/15/2025 0.03% Foursight Capital Automobile Receivables Trust 201 4.19% 11/15/2023 0.03% Foursight Capital Automobile Receivables Trust 201 5.56% 01/16/2024 0.03% RBS Commercial Funding Inc 2013-GSP Trust 3.83% 01/15/2032 0.03% Spectra Energy Partners L.P. 2.59% 06/05/2020 0.03% E*TRADE Financial Corp. 2.95% 08/24/2022 0.03% Santander Holdings USA, Inc. 3.50% 06/07/2024 0.03% INFOR US, Inc. 6.50% 05/15/2022 0.03% Zimmer Biomet Holdings, Inc. 2.65% 03/19/2021 0.03% OCP CLO 2015-9 Ltd 3.18% 07/15/2027 0.03% Healthcare Trust of America Holdings LP 3.70% 04/15/2023 0.03% JPMBB Commercial Mortgage Securities Trust 4.00% 04/15/2047 0.03% Wabtec Corp. 4.38% 08/15/2023 0.03% Anglo American Capital plc 3.75% 04/10/2022 0.03% JP Morgan Chase Commercial Mortgage Securities Tru 3.77% 06/10/2027 0.03% Daimler Finance North America LLC 2.41% 11/05/2021 0.03% Daimler Finance North America LLC 2.30% 05/04/2021 0.03% Marathon Petroleum Corp. 5.13% 04/01/2024 0.03% BMW Finance NV 2.50% 08/12/2022 0.03% Centene Corp. 5.38% 06/01/2026 0.03% COMM 2013-CCRE9 Mortgage Trust 4.02% 07/10/2045 0.03% CSMC Trust 0.55% 09/15/2037 0.03% Global Aircraft Leasing Co Ltd 6.50% 09/15/2024 0.03% Ford Motor Credit Co. LLC 5.60% 01/07/2022 0.03% OCP CLO 2015-10 Ltd 3.09% 10/26/2027 0.03% Greystone Commercial Real Estate Notes 2018-HC1 Lt 3.81% 09/15/2028 0.03% Mercer Field II CLO Ltd 3.16% 04/15/2029 0.03% Glencore Funding LLC 4.63% 04/29/2024 0.03% JP Morgan Chase Commercial Mortgage Securities Tru 2.30% 06/15/2032 0.03% Ovintiv Inc 0.00% 04/01/2020 0.03% GLP Financing, LLC 3.52% 04/28/2021 0.03% Pelabuhan Indonesia III Persero PT 4.50% 05/02/2023 0.03% XPO Logistics, Inc. 6.50% 06/15/2022 0.03% CHT 2017-COSMO Mortgage Trust 2.95% 11/15/2036 0.03% Prima Capital CRE Securitization Ltd. 2.55% 08/24/2049 0.03% Exeter Automobile Receivables Trust 2017-3 2.81% 09/15/2022 0.03% DBUBS Mortgage Trust 4.54% 07/10/2044 0.03% Eldorado Resorts, Inc. 4.55% 04/17/2024 0.03% GS Mortgage Securities Corp. II 2.95% 11/05/2034 0.03% SABIC Capital II BV 4.00% 10/10/2023 0.03% Westlake Automobile Receivables Trust 2018-3 2.98% 01/18/2022 0.03% Energen Corp. 4.63% 09/01/2021 0.03% ConAgra Brands, Inc. 2.51% 10/09/2020 0.03% A10 Bridge Asset Financing LLC 3.30% 05/15/2036 0.03% J.P. Morgan Chase Commercial Mortgage Securities T 3.55% 10/05/2031 0.03% Hilton Grand Vacations Borrower 3.64% 11/28/2023 0.03% Stericycle Inc 0.00% 11/17/2022 0.03% Mosaic Co. 3.25% 11/15/2022 0.03% Motel 6 Trust 2017-MTL6 2.10% 08/15/2034 0.03% NextGear Floorplan Master Owner Trust 4.01% 10/15/2023 0.03% Williams Scotsman International Inc 6.88% 08/15/2023 0.03% Digital Realty Trust L.P. 4.75% 10/01/2025 0.03% Dollar Tree, Inc. 4.00% 05/15/2025 0.03% LSTAR Commercial Mortgage Trust 2016-4 0.60% 03/10/2049 0.03% BX Trust 2018-GW 1.50% 05/15/2035 0.03% West Town Mall Trust 2017-KNOX 4.32% 07/05/2030 0.03% COMM Mortgage Trust 3.53% 08/10/2047 0.03% HT Global IT Solutions Holdings Ltd 7.00% 07/14/2021 0.03% Nordea Bank Abp 4.25% 09/21/2022 0.03%

OF 24


Wabtec Corp. 3.19% 09/15/2021 0.03% Jefferies Group LLC 6.88% 04/15/2021 0.03% Manitowoc Foodservice, Inc. 9.50% 02/15/2024 0.03% Santander Drive Auto Receivables Trust 2018-3 3.51% 08/15/2023 0.03% Hyundai Capital America 3.25% 09/20/2022 0.03% Palmer Square Loan Funding 2018-5 Ltd 3.22% 01/20/2027 0.03% GS Mortgage Securities Trust 4.77% 11/10/2029 0.03% Synchrony Credit Card Master Note Trust 2.55% 05/15/2024 0.03% KOC Holding AS 5.25% 03/15/2023 0.02% Reynolds Group Hldgs, Inc. 3.74% 02/05/2023 0.02% Akbank TAS 5.00% 10/24/2022 0.02% Invesco Finance Ltd. 3.13% 11/30/2022 0.02% AES Corp. 4.88% 05/15/2023 0.02% CIT Group, Inc. 4.13% 03/09/2021 0.02% Wells Fargo Commercial Mortgage Trust 2017-SMP 1.45% 12/15/2034 0.02% Ally Financial, Inc. 4.25% 04/15/2021 0.02% Australia & New Zealand Banking Group Ltd. 4.50% 03/19/2024 0.02% Hilton Orlando Trust 2018-ORL 2.40% 12/15/2034 0.02% Wells Fargo Commercial Mortgage Trust 2018-C48 4.22% 01/15/2052 0.02% AmeriCredit Automobile Receivables Trust 2017-3 2.24% 06/19/2023 0.02% DuPont de Nemours Inc 2.80% 11/15/2023 0.02% General Electric Co. 4.65% 10/17/2021 0.02% Halcyon Loan Advisors Funding Ltd. 3.44% 07/25/2027 0.02% Shea Homes LP / Shea Homes Funding Corp. 6.13% 04/01/2025 0.02% Imperial Tobacco Finance plc 3.75% 07/21/2022 0.02% Synovus Bank/Columbus GA 2.29% 02/10/2023 0.02% WFRBS Commercial Mortgage Trust 3.56% 03/15/2048 0.02% M&T Bank Corp. 2.62% 07/26/2023 0.02% Delos Finance Sarl 4.08% 10/06/2023 0.02% Sunoco Logistics Partners L.P. 4.40% 04/01/2021 0.02% AerCap Ireland Capital Ltd. 3.95% 02/01/2022 0.02% Hudsons Bay Simon JV Trust 4.67% 08/05/2034 0.02% BBVA Bancomer SA 6.50% 03/10/2021 0.02% RP Crown Parent LLC 7.38% 10/15/2024 0.02% Weyerhaeuser Co. 4.63% 09/15/2023 0.02% West Town Mall Trust 2017-KNOX 4.35% 07/05/2030 0.02% Acadia Healthcare Co., Inc. 6.13% 03/15/2021 0.02% Mountain Hawk III CLO Ltd. 3.02% 04/18/2025 0.02% Pentair Finance SA 3.15% 09/15/2022 0.02% Healthcare Realty Trust, Inc. 3.75% 04/15/2023 0.02% SCANA Corp. 6.25% 04/01/2020 0.02% HMH Trust 2017-NSS 3.34% 07/05/2031 0.02% Madison Park Funding XVI Ltd 3.72% 04/20/2026 0.02% J.P. Morgan Chase Commercial Mortgage Securities T 3.79% 06/05/2032 0.02% Transocean Sentry Ltd 5.38% 05/15/2023 0.02% Aston Martin Capital Holdings Ltd 6.50% 04/15/2022 0.02% COMM Mortgage Trust 3.22% 12/10/2045 0.02% Discover Bank 3.35% 02/06/2023 0.02% GS Mortgage Securities Corp Trust 2017-GPTX 2.86% 05/10/2034 0.02% Flagship Credit Auto Trust 2017-3 2.59% 07/15/2022 0.02% Triumph Group, Inc. 5.25% 06/01/2022 0.02% HMH Trust 2017-NSS 4.72% 07/05/2031 0.02% Studio City Co Ltd 7.25% 11/30/2021 0.02% Federal Home Loan Mortgage Corp. 4.17% 06/01/2041 0.02% DBUBS Mortgage Trust 4.93% 05/10/2044 0.02% Ford Motor Credit Co. LLC 3.81% 01/09/2024 0.02% TCF Auto Receivables Owner Trust 2016-1 2.32% 06/15/2022 0.02% BBCMS Trust 2015-MSQ 3.59% 09/15/2032 0.02% Motel 6 Trust 2017-MTL6 4.95% 08/15/2034 0.02%

OF 24


DLL Securitization Trust 2017-A 2.14% 12/15/2021 0.02% Duqesne Light Holdings, Inc. 6.40% 09/15/2020 0.02% OCP CLO 2015-9 Ltd 2.63% 07/15/2027 0.02% Healthcare Realty Trust, Inc. 3.88% 05/01/2025 0.02% Bank of The West Auto Trust 2014-1 2.33% 09/15/2023 0.02% Americredit Automobile Receivables Trust 2016-4 1.83% 12/08/2021 0.02% BX Trust 2017-APPL 3.85% 07/15/2034 0.02% Aircastle Ltd. 7.63% 04/15/2020 0.02% Fresenius Medical Care US Finance II, Inc. 4.13% 10/15/2020 0.02% The Royal Bank of Scotland Group PLC 6.13% 12/15/2022 0.02% Goldman Sachs Group, Inc. 5.75% 01/24/2022 0.02% J.P. Morgan Chase Commercial Mortgage Securities T 4.01% 10/05/2031 0.02% JP Morgan Chase Commercial Mortgage Securities Tru 3.80% 06/10/2027 0.02% Arconic Inc 5.40% 04/15/2021 0.02% GS Mortgage Securities Corp. II 3.46% 12/10/2030 0.02% Government National Mortgage Association 2.60% 10/16/2057 0.02% American Airlines Class B Pass Through Trust 4.38% 10/01/2022 0.02% Boral Finance Pty Ltd 3.00% 11/01/2022 0.02% Chesapeake Funding II LLC 1.99% 05/15/2029 0.02% DTE Energy Co. 3.50% 06/01/2024 0.02% JP Morgan Chase Commercial Mortgage Securities Tru 3.80% 06/10/2027 0.02% Sri Lanka (Democratic Socialist Republic of) 5.75% 04/18/2023 0.02% CSMC Trust 2017-PFHP 1.65% 12/15/2030 0.02% Rock-Tenn Co. 4.00% 03/01/2023 0.02% MVW Owner Trust 2017-1 2.42% 12/20/2034 0.02% Citigroup, Inc. 2.89% 07/24/2023 0.02% ONEOK Partners L.P. 4.90% 03/15/2025 0.02% Westgate Resorts 2018-1 LLC 3.38% 12/20/2031 0.02% GS Mortgage Securities Corp Trust 2017-STAY 2.65% 07/15/2032 0.02% Santander Drive Auto Receivables Trust 2017-2 2.79% 08/15/2022 0.02% BB-UBS Trust 3.47% 06/05/2030 0.02% Schaeffler Verwaltung Zwei GmbH 4.75% 09/15/2026 0.02% Wells Fargo Commercial Mortgage Trust 4.39% 11/15/2043 0.02% Irvine Core Office Trust 3.17% 05/15/2048 0.02% Kinder Morgan, Inc. 3.28% 01/15/2023 0.02% Mosaic Co. 3.75% 11/15/2021 0.02% Eclipse Resources Corp. 8.88% 07/15/2023 0.02% Sempra Energy 2.34% 03/15/2021 0.02% McDonald's Corp. 2.37% 10/28/2021 0.02% Morgan Stanley Bank of America Merrill Lynch Trust 3.48% 05/15/2048 0.02% COMM Mortgage Trust 3.90% 03/10/2031 0.02% JP Morgan Chase Commercial Mortgage Securities Tru 2.60% 04/15/2031 0.02% West Town Mall Trust 2017-KNOX 4.35% 07/05/2030 0.02% COMM Mortgage Trust 3.21% 03/10/2046 0.02% Drive Auto Receivables Trust 4.53% 08/15/2023 0.02% EnCana Corp. 0.00% 04/09/2020 0.02% AOA 2015-1177 Mortgage Trust 2.96% 12/13/2029 0.02% Springleaf Funding Trust 2016-A 2.90% 11/15/2029 0.02% KREF 2018-FL1 Ltd 1.71% 06/15/2036 0.02% Bowman Park CLO Ltd. 2.86% 11/23/2025 0.02% GS Mortgage Securities Trust 3.78% 11/10/2029 0.02% National Fuel Gas Co. 3.75% 03/01/2023 0.02% Air Lease Corp. 4.25% 02/01/2024 0.02% JPMBB Commercial Mortgage Securities Trust 2015-C3 3.36% 11/15/2048 0.02% BDS 2018-FL1 2.52% 01/15/2035 0.02% 3M Co. 2.65% 04/15/2025 0.02% Perusahaan Penerbit SBSN Indonesia III 3.75% 03/01/2023 0.02% Popular, Inc. 6.13% 09/14/2023 0.02% Bancorp Commercial Mortgage 2018-CRE3 Trust/The 1.55% 01/15/2033 0.02%

OF 24


BX Trust 2018-GW 2.47% 05/15/2035 0.02% Range Resources Corp. 5.00% 03/15/2023 0.02% JPMCC Commercial Mortgage Securities Trust 2017-JP 1.07% 09/15/2050 0.02% WFRBS Commercial Mortgage Trust 2012-C10 2.88% 12/15/2045 0.02% CarMax Auto Owner Trust 2017-3 2.72% 05/15/2023 0.02% CommScope, Inc. 5.50% 03/01/2024 0.02% Wells Fargo Commercial Mortgage Trust 2017-SMP 1.70% 12/15/2034 0.02% Williams Cos., Inc. 4.50% 11/15/2023 0.02% Wells Fargo Commercial Mortgage Trust 2015-C26 2.99% 02/15/2048 0.02% SCF Equipment Leasing 2017-2 LLC 3.41% 12/20/2023 0.02% OCI NV 6.63% 04/15/2023 0.02% Huntington Ingalls Industries, Inc. 5.00% 11/15/2025 0.02% HMH Trust 2017-NSS 3.79% 07/05/2031 0.02% Illinois, IL 6.13% 07/01/2021 0.02% Government National Mortgage Association 2.60% 08/16/2051 0.02% J.P. Morgan Chase Commercial Mortgage Securities T 4.04% 06/05/2032 0.02% Aviation Capital Group Corp. 2.88% 01/20/2022 0.02% Goldman Sachs Group, Inc. 5.25% 07/27/2021 0.02% Harvest Operations Corp. 4.20% 06/01/2023 0.02% Hyundai Capital America 3.45% 03/12/2021 0.02% Sound Point Clo XV Ltd 3.56% 01/23/2029 0.02% COMM Mortgage Trust 1.87% 04/12/2035 0.02% COMM Mortgage Trust 3.61% 06/10/2046 0.02% Park Aerospace Holdings Ltd 3.63% 03/15/2021 0.02% Hilcorp Energy L.P. / Hilcorp Finance Co. 5.00% 12/01/2024 0.02% Texas Eastern Transmission L.P. 2.80% 10/15/2022 0.02% Drive Auto Receivables Trust 4.16% 05/15/2024 0.02% NBK SPC Ltd. 2.75% 05/30/2022 0.02% Brown & Brown, Inc. 4.20% 09/15/2024 0.02% WFRBS Commercial Mortgage Trust 4.75% 06/15/2045 0.02% BBCMS Trust 2.47% 03/10/2036 0.02% Ryder System, Inc. 3.65% 03/18/2024 0.02% LMREC 2015-CRE, Inc. 3.18% 02/22/2032 0.02% EPR Properties 5.25% 07/15/2023 0.02% CSMC 2017-HD Trust 4.35% 02/15/2031 0.02% MMC Norilsk Nickel OJSC via MMC Finance Ltd. 4.10% 04/11/2023 0.02% Morgan Stanley Bank of America Merrill Lynch Trust 2.92% 02/15/2046 0.02% CSMC Trust 2017-PFHP 2.30% 12/15/2030 0.01% Puget Energy, Inc. 5.63% 07/15/2022 0.01% DAE Funding LLC 4.00% 08/01/2020 0.01% National Fuel Gas Co. 7.40% 03/30/2023 0.01% Aventura Mall Trust 3.74% 12/05/2032 0.01% SLIDE 2018-FUN 2.55% 06/15/2031 0.01% Trimble Navigation Ltd. 4.75% 12/01/2024 0.01% Laureate Education, Inc. 8.25% 05/01/2025 0.01% Navient Corp. 5.50% 01/25/2023 0.01% Halliburton Co. 3.80% 11/15/2025 0.01% Southern Copper Corp. 5.38% 04/16/2020 0.01% Bank of America Corp. 2.94% 04/24/2023 0.01% Capital Auto Receivables Asset Trust 2017-1 2.22% 03/21/2022 0.01% CarMax Auto Owner Trust 2017-3 2.44% 02/15/2023 0.01% Commercial Mortgage Pass Through Certificates 2.15% 10/05/2030 0.01% Daimler Finance North America LLC 3.35% 02/22/2023 0.01% WFRBS Commercial Mortgage Trust 0.45% 09/15/2057 0.01% CSMC Trust 2017-MOON 3.20% 07/10/2034 0.01% Numericable Group S.A. 7.38% 05/01/2026 0.01% Oceaneering International, Inc. 4.65% 11/15/2024 0.01% Hyundai Capital America 3.00% 06/20/2022 0.01% Santander UK Group Holdings plc 3.37% 01/05/2024 0.01%

OF 24


Stericycle Inc 3.08% 11/17/2022 0.01% MGIC Investment Corp. 5.75% 08/15/2023 0.01% MSCG Trust 4.18% 11/15/2034 0.01% D.R. Horton, Inc. 4.38% 09/15/2022 0.01% Energy Transfer Partners LP / Regency Energy Finan 4.50% 11/01/2023 0.01% Aviation Capital Group Corp. 2.86% 06/01/2021 0.01% Federal National Mortgage Assoc. 2.70% 12/01/2045 0.01% Citizens Bank N.A. 2.63% 02/14/2022 0.01% JP Morgan Chase Commercial Mortgage Securities Tru 3.00% 04/15/2031 0.01% Morgan Stanley Capital Barclays Bank Trust 2016-MA 2.82% 09/13/2031 0.01% JP Morgan Chase Commercial Mortgage Securities Tru 5.07% 11/15/2043 0.01% Wyndham Worldwide Corp. 5.63% 03/01/2021 0.01% Capitol Investment Merger Sub 2 LLC 10.00% 08/01/2024 0.01% Daimler Finance North America LLC 2.59% 02/15/2022 0.01% World Omni Select Auto Trust 2018-1 3.68% 07/15/2023 0.01% BX Trust 2018-BILT 2.47% 05/15/2030 0.01% Nissan Motor Acceptance Corp. 3.45% 03/15/2023 0.01% WFRBS Commercial Mortgage Trust 2012-C9 4.54% 11/15/2045 0.01% General Mills, Inc. 2.54% 04/16/2021 0.01% J.P. Morgan Chase Commercial Mortgage SecuritiesTr 3.01% 11/15/2035 0.01% J.P. Morgan Chase Commercial Mortgage Securities T 0.53% 06/05/2032 0.01% Anthem, Inc. 3.50% 08/15/2024 0.01% CSAIL 2016-C5 Commercial Mortgage Trust 0.11% 11/15/2048 0.01% Duqesne Light Holdings, Inc. 5.90% 12/01/2021 0.01% ConAgra Brands, Inc. 2.55% 10/22/2020 0.01% UBS-BAMLL Trust 4.24% 06/10/2030 0.01% Federal Home Loan Mortgage Corp. 3.13% 11/01/2043 0.01% Ready Capital Mortgage Financing 2018-Fl2 LLC 1.80% 06/25/2035 0.01% Targa Resources Partners L.P. 4.25% 11/15/2023 0.01% First Investors Auto Owner Trust 2018-2 4.03% 01/15/2025 0.01% Drive Auto Receivables Trust 4.18% 03/15/2024 0.01% Santander Drive Auto Receivables Trust 2017-3 2.76% 12/15/2022 0.01% Syngenta Finance NV 4.44% 04/24/2023 0.01% MARB BondCo PLC 7.00% 03/15/2024 0.01% Commonwealth Bank of Australia 4.50% 12/09/2025 0.01% Occidental Petroleum Corp. 4.85% 03/15/2021 0.01% Macquarie Bank Ltd. 4.88% 06/10/2025 0.01% Morgan Stanley 2.73% 07/22/2022 0.01% CSMC Trust 2017-LSTK 3.03% 04/05/2033 0.01% UBS-Citigroup Commercial Mortgage Trust 3.60% 01/10/2045 0.01% Citigroup Commercial Mortgage Trust 2018-B2 3.79% 03/10/2051 0.01% Ladder Capital Commercial Mortgage 2013-GCP Mortga 3.57% 02/15/2036 0.01% COMM Mortgage Trust 0.10% 09/10/2047 0.01% CSMC 2017-HD Trust 3.20% 02/15/2031 0.01% UBS Group AG 2.86% 08/15/2023 0.01% WFRBS Commercial Mortgage Trust 0.81% 09/15/2057 0.01% Manufacturers & Traders Trust Co 2.82% 12/28/2020 0.01% CarMax Auto Owner Trust 1.60% 06/15/2022 0.01% CSMC 2017-HD Trust 2.05% 02/15/2031 0.01% Florida Gas Transmission Co., LLC 3.88% 07/15/2022 0.01% Wells Fargo Commercial Mortgage Trust 4.22% 07/15/2046 0.01% Carmax Auto Owner Trust 1.60% 01/18/2022 0.01% DBWF 2018-GLKS Mortgage Trust 2.10% 12/19/2030 0.01% Federal National Mortgage Assoc. 2.95% 05/01/2042 0.01% Univision Communications, Inc. 5.13% 05/15/2023 0.01% First Investors Auto Owner Trust 2018-1 3.51% 05/15/2023 0.01% Celanese US Holdings LLC 4.63% 11/15/2022 0.01% J.P. Morgan Chase Commercial Mortgage SecuritiesTr 3.36% 11/15/2035 0.01% Adani Ports & Special Economic Zone Ltd 3.95% 01/19/2022 0.01%

OF 24


SLIDE 2018-FUN 1.95% 06/15/2031 0.01% Kinross Gold Corp. 5.13% 09/01/2021 0.01% AerCap Ireland Capital Ltd. 4.88% 01/16/2024 0.01% Constellation Brands, Inc. 4.75% 11/15/2024 0.01% Morgan Stanley Bank of America Merrill Lynch Trust 1.40% 11/15/2049 0.01% Morgan Stanley Capital I Trust 2015-UBS8 3.63% 12/15/2048 0.01% Baltimore Gas & Electric Co. 0.00% 04/01/2020 0.01% ERP Operating L.P. 0.00% 04/01/2020 0.01% JP Morgan Chase Commercial Mortgage Securities Tru 3.03% 07/05/2033 0.01% Air Canada 2015-1 Class B Pass Through Trust 3.88% 03/15/2023 0.01% CNA Financial Corp. 7.25% 11/15/2023 0.01% GS Mortgage Securities Corp Trust 2017-485l 0.11% 02/10/2037 0.01% JP Morgan Chase Commercial Mortgage Securities Tru 3.63% 07/05/2033 0.01% Wells Fargo Commercial Mortgage Trust 3.56% 09/15/2048 0.01% Ctrip.com International Ltd. 1.00% 07/01/2020 0.01% GS Mortgage Securities Corp Trust 2017-STAY 1.80% 07/15/2032 0.01% Drive Auto Receivables Trust 3.72% 10/17/2022 0.01% OneMain Financial Issuance Trust 2018-2 3.57% 03/14/2033 0.01% TCF Auto Receivables Owner Trust 2016-1 2.03% 02/15/2022 0.01% Csail Commercial Mortgage Trust 3.22% 06/15/2057 0.01% GS Mortgage Securities Trust 2.64% 11/10/2029 0.01% World Omni Auto Receivables Trust 2017-A 1.93% 09/15/2022 0.01% Commercial Mortgage Trust 5.51% 07/10/2038 0.01% COMM Mortgage Trust 5.89% 07/10/2046 0.01% Columbia Cent CLO 27 Ltd 3.39% 10/25/2028 0.01% West Town Mall Trust 2017-KNOX 0.38% 07/05/2030 0.01% Level 3 Financing, Inc. 5.38% 01/15/2024 0.01% Willis North America, Inc. 3.60% 05/15/2024 0.01% Brixmor Operating Partnership L.P. 2.96% 02/01/2022 0.01% Energy Transfer Partners LP / Regency Energy Finan 5.00% 10/01/2022 0.01% Capital Auto Receivables Asset Trust 2018-2 3.02% 02/22/2021 0.01% Ford Motor Credit Co. LLC 3.22% 01/09/2022 0.01% Wells Fargo Commercial Mortgage Trust 5.57% 11/15/2043 0.01% SLIDE 2018-FUN 0.98% 12/15/2020 0.01% Unum Group 4.00% 03/15/2024 0.01% CPS Auto Receivables Trust 2017-D 3.73% 09/15/2023 0.01% DDR Corp. 3.63% 02/01/2025 0.01% Reynolds Group Issuer, Inc. 7.00% 07/15/2024 0.01% CSMC Trust 2017-LSTK 3.33% 04/05/2033 0.01% Tampa Electric Co. 5.40% 05/15/2021 0.01% T-Mobile USA, Inc. 6.38% 03/01/2025 0.01% Helmerich & Payne, Inc. 4.65% 03/15/2025 0.01% MSCG Trust 5.21% 11/15/2034 0.01% Blue Cube Spinco, Inc. 9.75% 10/15/2023 0.01% Wells Fargo Commercial Mortgage Trust 3.40% 06/15/2048 0.01% NXP BV / NXP Funding LLC 4.63% 06/01/2023 0.01% Bill Barrett Corp. 7.00% 10/15/2022 0.01% DBUBS Mortgage Trust 4.93% 05/10/2044 0.01% JMC Steel Group 9.88% 06/15/2023 0.01% Mosaic Co. 4.25% 11/15/2023 0.01% CSMC Trust 2017-MOON 3.20% 07/10/2034 0.01% Equifax, Inc. 2.78% 08/15/2021 0.01% Palisades Center Trust 2.71% 04/13/2033 0.01% COMM 2016-COR1 Mortgage Trust 2.50% 10/10/2049 0.01% CSC Holdings LLC 10.88% 10/15/2025 0.01% Federal National Mortgage Assoc. 3.68% 01/01/2042 0.01% Federal National Mortgage Assoc. 2.92% 06/01/2042 0.01% People's United Bank 4.00% 07/15/2024 0.01% FREMF Mortgage Trust 3.49% 04/25/2046 0.01%

OF 24


Studio City Co Ltd 7.25% 11/30/2021 0.01% First Investors Auto Owner Trust 2018-2 4.28% 01/15/2025 0.01% DBWF Mortgage Trust 3.00% 06/10/2034 0.01% PTL Finance Corp. 3.90% 02/01/2024 0.01% FX USD/GBP 06/20 0.00% 06/09/2020 0.01% GS Mortgage Securities Trust 4.74% 05/10/2045 0.01% GS Mortgage Securities Trust 1.65% 05/10/2049 0.01% WFRBS Commercial Mortgage Trust 0.64% 08/15/2047 0.01% CSMC Trust 2016-NXSR 0.11% 12/15/2049 0.01% Santander Drive Auto Receivables Trust 2016-1 4.02% 04/15/2022 0.01% JPMBB Commercial Mortgage Securities Trust 2013-C1 4.13% 08/15/2046 0.01% Kennedy-Wilson Inc 5.88% 04/01/2024 0.01% Martin Marietta Materials, Inc. 2.55% 05/22/2020 0.01% Avid Automobile Receivables Trust 2018-1 2.84% 08/15/2023 0.01% Seneca Park CLO Ltd. 2.96% 07/17/2026 0.01% MSCG Trust 2.61% 06/07/2035 0.01% Eldorado Resorts, Inc. 7.00% 08/01/2023 0.01% GS Mortgage Securities Corp Trust 2017-STAY 2.05% 07/15/2032 0.01% IDEX Corp. 4.20% 12/15/2021 0.01% Kraft Heinz Foods Co. 2.55% 08/10/2022 0.01% US Airways Class B Pass Through Trust 6.75% 06/03/2021 0.01% Callon Petroleum Co. 6.13% 10/01/2024 0.01% COMM 2012-CCRE3 Mortgage Trust 3.42% 10/15/2045 0.01% GS Mortgage Securities Trust 2.06% 04/10/2031 0.01% PSEG Power LLC 4.15% 09/15/2021 0.01% CFCRE Commercial Mortgage Trust 5.74% 12/15/2047 0.01% Ingersoll-Rand Luxembourg Finance SA 3.55% 11/01/2024 0.01% Essex Portfolio LP 3.38% 01/15/2023 0.01% BBCMS Trust 3.82% 09/05/2032 0.01% Newell Rubbermaid, Inc. 4.70% 08/15/2020 0.01% GS Mortgage Securities Corp Trust 2016-RENT 4.07% 02/10/2029 0.01% JP Morgan Chase Commercial Mortgage Securities Tru 3.82% 04/15/2031 0.01% United Airlines 2014-1 Class B Pass Through Trust 4.75% 04/11/2022 0.01% Morgan Stanley Capital I Trust 3.35% 07/13/2029 0.01% American Airlines Class B Pass Through Trust 5.63% 01/15/2021 0.01% California Republic Auto Receivables Trust 2015-4 3.73% 11/15/2021 0.01% CSMC Trust 2017-LSTK 3.23% 04/05/2033 0.01% JP Morgan Chase Commercial Mortgage Securities Tru 4.82% 05/15/2045 0.01% Sysco Corp. 2.60% 06/12/2022 0.01% Dell International LLC / EMC Corp. 4.00% 07/15/2024 0.01% Williams Cos., Inc. 7.88% 09/01/2021 0.01% American Energy-Permian Basin LLC 12.00% 10/01/2024 0.01% J.P. Morgan Chase Commercial Mortgage SecuritiesTr 3.66% 11/15/2035 0.01% Morgan Stanley Capital Barclays Bank Trust 2016-MA 2.48% 09/13/2031 0.01% COMM 2013-CCRE9 Mortgage Trust 4.22% 07/10/2045 0.01% CSAIL 2016-C6 Commercial Mortgage Trust 1.90% 01/15/2049 0.01% ReadyCap Commercial Mortgage Trust 2015-SBC2 3.80% 06/25/2055 0.01% Morgan Stanley Bank of America Merrill Lynch Trust 2.12% 10/15/2030 0.01% Wells Fargo Commercial Mortgage Trust 3.28% 02/15/2048 0.01% Air Canada 2015-2 Class B Pass Through Trust 5.00% 12/15/2023 0.01% Occidental Petroleum Corp. 2.60% 04/15/2022 0.01% J.P. Morgan Chase Commercial Mortgage Securities T 3.20% 10/05/2031 0.01% Shops at Crystals Trust 0.20% 07/05/2036 0.01% Continental Credit Card 2016-1 11.33% 01/15/2025 0.01% WPX Energy, Inc. 5.25% 10/15/2027 0.01% COMM Mortgage Trust 1.01% 08/10/2047 0.01% WFRBS Commercial Mortgage Trust 0.57% 10/15/2057 0.01% VeriSign, Inc. 4.63% 05/01/2023 0.01% WFRBS Commercial Mortgage Trust 4.87% 02/15/2044 0.01%

OF 24


Illinois, IL 6.20% 07/01/2021 0.01% Brandywine Operating Partnership L.P. 4.10% 10/01/2024 0.01% Range Resources Corp. 5.88% 07/01/2022 0.01% CFCRE Commercial Mortgage Trust 2016-C6 1.14% 11/10/2049 0.01% D.R. Horton, Inc. 4.75% 02/15/2023 0.01% Government National Mortgage Association 0.73% 08/16/2054 0.01% Highwoods Realty L.P. 3.20% 06/15/2021 0.01% Volkswagen Group of America Finance LLC 2.67% 11/13/2020 0.01% Morgan Stanley Bank of America Merrill Lynch Trust 0.60% 07/15/2050 0.01% COMM 2016-GCT Mortgage Trust 3.46% 08/10/2029 0.01% Equate Petrochemical BV 3.00% 03/03/2022 0.01% Jacobs Entertainment, Inc. 7.88% 02/01/2024 0.01% DBWF 2016-85T Mortgage Trust 0.01% 12/10/2036 0.01% Flagship Credit Auto Trust 2017-4 2.07% 04/15/2022 0.01% General Electric Co. 3.38% 03/11/2024 0.01% Government National Mortgage Association 2.90% 03/16/2055 0.01% TCF Auto Receivables Owner Trust 2016-PT1 1.93% 06/15/2022 0.01% TCF Auto Receivables Owner Trust 2016-1 2.51% 09/15/2022 0.01% Westgate Resorts LLC 3.50% 12/20/2028 0.01% Chaparral Energy, Inc. 8.75% 07/15/2023 0.01% Lincoln National Corp. 4.20% 03/15/2022 0.01% Citigroup Commercial Mortgage Trust 2.94% 02/10/2048 0.01% Federal National Mortgage Assoc. 2.82% 10/01/2045 0.01% UBS-Barclays Commercial Mortgage Trust 3.35% 03/10/2046 0.01% WFRBS Commercial Mortgage Trust 0.31% 10/15/2057 0.01% BX Trust 2017-SLCT 2.10% 07/15/2034 0.01% California Republic Auto Receivables Trust 2016-1 2.24% 10/15/2021 0.01% Kinetic Concepts, Inc. / KCI USA, Inc. 12.50% 11/01/2021 0.01% Sunoco Logistics Partners L.P. 3.45% 01/15/2023 0.01% BWAY 2015-1740 Mortgage Trust 2.92% 01/10/2035 0.01% COMM 2016-GCT Mortgage Trust 0.78% 08/10/2029 0.00% Federal National Mortgage Assoc. 3.66% 06/01/2038 0.00% Federal Home Loan Mortgage Corp. 0.18% 11/25/2026 0.00% Wells Fargo Commercial Mortgage Trust 2014-LC16 3.55% 08/15/2050 0.00% Ascentium Equipment Receivables 2017-1 Trust 2.29% 06/10/2021 0.00% GE Capital International Funding Co. 2.34% 11/15/2020 0.00% Federal National Mortgage Assoc. 2.66% 12/01/2045 0.00% LMREC 2015-CRE, Inc. 1.91% 02/22/2032 0.00% Government National Mortgage Association 2.75% 09/16/2046 0.00% MSCG Trust 3.35% 11/15/2034 0.00% BB-UBS Trust 3.47% 06/05/2030 0.00% CIT Group, Inc. 5.00% 08/15/2022 0.00% Citigroup Commercial Mortgage Trust 2015-GC35 0.85% 11/10/2048 0.00% COMM 2016-GCT Mortgage Trust 3.46% 08/10/2029 0.00% CFCRE Commercial Mortgage Trust 2016-C7 0.73% 12/10/2054 0.00% COMM Mortgage Trust 0.05% 10/10/2047 0.00% Government National Mortgage Association 2.90% 08/16/2055 0.00% Citigroup Commercial Mortgage Trust 1.18% 05/10/2047 0.00% Diamond Resorts Owner Trust 3.08% 11/20/2028 0.00% JP Morgan Chase Commercial Mortgage Securities Tru 3.70% 06/15/2035 0.00% UTEX Industries 5.00% 05/22/2021 0.00% Morgan Stanley Capital I Trust 2016-UB11 0.99% 08/15/2049 0.00% Government National Mortgage Association 2.33% 01/16/2046 0.00% Government National Mortgage Association 2.20% 02/16/2045 0.00% Government National Mortgage Association 3.00% 01/16/2048 0.00% CSAIL Commercial Mortgage Trust 3.16% 11/15/2048 0.00% J.P. Morgan Chase Commercial Mortgage Securities T 0.02% 01/05/2031 0.00% Federal National Mortgage Assoc. 4.23% 10/01/2036 0.00% Wells Fargo Commercial Mortgage Trust 2016-BNK1 1.76% 08/15/2049 0.00%

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Conn's Receivables Funding 2018-A LLC 3.25% 01/15/2023 0.00% Federal Home Loan Mortgage Corp. 1.31% 03/25/2023 0.00% Banc of America Commercial Mortgage Trust 2016-UBS 1.96% 07/15/2049 0.00% Federal National Mortgage Assoc. 4.36% 08/01/2041 0.00% JP Morgan Chase Commercial Mortgage Securities Tru 0.73% 12/15/2049 0.00% Federal National Mortgage Assoc. 3.95% 01/01/2041 0.00% Government National Mortgage Association 1.04% 12/16/2054 0.00% GS Mortgage Securities Corp Trust 2012-ALOHA 4.13% 04/10/2034 0.00% Titan International, Inc. 6.50% 11/30/2023 0.00% Federal Home Loan Mortgage Corp. 4.38% 06/01/2042 0.00% DBUBS Mortgage Trust 5.00% 07/10/2044 0.00% Government National Mortgage Association 3.05% 01/16/2049 0.00% WFRBS Commercial Mortgage Trust 2013-C15 3.88% 08/15/2046 0.00% LSTAR Commercial Mortgage Trust 2016-4 1.84% 03/10/2049 0.00% JPMBB Commercial Mortgage Securities Trust 2015-C2 2.77% 10/15/2048 0.00% Morgan Stanley Capital I Trust 3.45% 08/05/2034 0.00% Morgan Stanley Capital I Trust 0.09% 07/13/2029 0.00% General Electric Co. 3.00% 04/15/2023 0.00% Government National Mortgage Association 0.87% 06/16/2054 0.00% TechnipFMC PLC 3.45% 10/01/2022 0.00% Citigroup Commercial Mortgage Trust 2016-GC36 1.27% 02/10/2049 0.00% Federal National Mortgage Assoc. 3.95% 12/01/2040 0.00% Springleaf Finance Corp. 7.75% 10/01/2021 0.00% JPMBB Commercial Mortgage Securities Trust 3.67% 04/15/2047 0.00% Capital Auto Receivables Asset Trust 2017-1 2.02% 08/20/2021 0.00% TCF Auto Receivables Owner Trust 2015-2 3.75% 12/15/2021 0.00% Assurant, Inc. 3.20% 03/26/2021 0.00% California Republic Auto Receivables Trust 2016-2 1.83% 12/15/2021 0.00% Irvine Core Office Trust 2.07% 05/15/2048 0.00% CarMax Auto Owner Trust 1.40% 08/15/2021 0.00% Citigroup Commercial Mortgage Trust 1.35% 02/10/2048 0.00% FX GBP/USD 06/20 0.00% 06/09/2020 0.00% Cherrywood SB Commercial Mortgage Loan Trust 2016- 3.73% 03/25/2049 0.00% Government National Mortgage Association 0.25% 03/16/2056 0.00% J.P. Morgan Chase Commercial Mortgage Securities 0.85% 11/15/2047 0.00% WFRBS Commercial Mortgage Trust 1.19% 05/15/2045 0.00% Americold LLC Trust 3.85% 01/14/2029 0.00% COMM Mortgage Trust 0.87% 09/10/2047 0.00% COMM Mortgage Trust 0.66% 07/10/2050 0.00% Government National Mortgage Association 2.50% 03/16/2049 0.00% CD 2016-CD1 Mortgage Trust 1.40% 08/10/2049 0.00% Wells Fargo Commercial Mortgage Trust 0.63% 06/15/2048 0.00% Morgan Stanley Bank of America Merrill Lynch Trust 1.00% 12/15/2047 0.00% Continental Airlines 2012-1 Class B Pass Thru Trus 6.25% 04/11/2020 0.00% Federal National Mortgage Assoc. 3.99% 12/01/2040 0.00% Federal National Mortgage Assoc. 4.09% 08/01/2037 0.00% Comm Mortgage Trust 0.87% 12/10/2047 0.00% UTEX Industries 8.25% 05/22/2022 0.00% COMM Mortgage Trust 3.05% 10/15/2031 0.00% J.P. Morgan Chase Commercial Mortgage Securities T 1.21% 10/05/2031 0.00% JPMBB Commercial Mortgage Securities Trust 0.51% 07/15/2048 0.00% DRB Prime Student Loan Trust 3.20% 01/25/2040 0.00% Federal National Mortgage Assoc. 3.93% 04/01/2040 0.00% Engs Commercial Finance Trust 2.63% 02/22/2022 0.00% Federal Home Loan Mortgage Corp. 3.99% 04/01/2037 0.00% JPMBB Commercial Mortgage Securities Trust 0.92% 11/15/2047 0.00% JPMBB Commercial Mortgage Securities Trust 0.74% 05/15/2048 0.00% Gulfstream Natural Gas System LLC 4.60% 09/15/2025 0.00% Citigroup Commercial Mortgage Trust 0.22% 07/10/2047 0.00%

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Federal National Mortgage Assoc. 4.07% 10/01/2040 0.00% Federal National Mortgage Assoc. 4.21% 09/01/2036 0.00% GS Mortgage Securities Trust 3.85% 12/10/2043 0.00% Doncasters US Finance LLC (Doncasters US LLC) 0.50% 03/31/2025 0.00% Federal National Mortgage Assoc. 4.26% 10/01/2036 0.00% BBCMS Trust 0.20% 09/10/2028 0.00% J.P. Morgan Chase Commercial Mortgage Securities T 0.66% 10/05/2031 0.00% JPMBB Commercial Mortgage Securities Trust 0.28% 04/15/2047 0.00% CPS Auto Receivables Trust 2017-D 2.43% 01/18/2022 0.00% DBWF Mortgage Trust 0.42% 06/10/2034 0.00% JPMBB Commercial Mortgage Securities Trust 3.05% 04/15/2047 0.00% JPMBB Commercial Mortgage Securities Trust 0.75% 04/15/2047 0.00% WFRBS Commercial Mortgage Trust 0.96% 05/15/2047 0.00% OneMain Financial Issuance Trust 2016-1A 3.66% 02/20/2029 0.00% JP Morgan Chase Commercial Mortgage Securities Tru 0.14% 09/05/2032 0.00% Foursight Capital Automobile Receivables Trust 201 2.87% 10/15/2021 0.00% Government National Mortgage Association 2.20% 04/16/2047 0.00% WFRBS Commercial Mortgage Trust 0.57% 05/15/2047 0.00% BX Trust 2017-SLCT 0.00% 07/15/2022 0.00% GS Mortgage Securities Corp Trust 2017-STAY 0.00% 07/15/2032 0.00% JP Morgan Chase Commercial Mortgage Securities Tru 0.38% 06/10/2027 0.00% JP Morgan Chase Commercial Mortgage Securities Tru 0.03% 06/10/2027 0.00% Templar Energy LLC 0.00% - 0.00% US 5YR NOTE (CBT) JUN20 0.00% 07/06/2020 0.00% US 2YR NOTE (CBT) JUN20 0.00% 07/06/2020 0.00%

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