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Portfolio Holdings1,2 as of Jul 31, 2018

Holding Coupon Rate Maturity Date % of Net Assets
Citigroup Inc 3.39% 12/08/2021 4.08%
Prosper Marketplace Issuance Trust Series 2017-1 3.48% 09/15/2023 3.15%
Becton Dickinson and Co 3.21% 12/29/2020 3.07%
Avis Budget Rental Car Funding AESOP LLC 2.97% 02/20/2020 3.00%
Ally Financial Inc 3.50% 01/27/2019 2.74%
Fannie Mae Connecticut Avenue Securities 4.96% 07/25/2024 2.74%
Morgan Stanley 3.16% 02/14/2020 2.52%
DXC Technology Co 3.25% 03/01/2021 2.51%
Morgan Stanley Capital I Trust 2017-CLS 2.77% 11/15/2034 2.50%
Verizon Owner Trust 2016-1 1.42% 01/20/2021 2.49%
OneMain Financial Issuance Trust 2016-2 4.10% 03/20/2028 2.41%
Sierra Timeshare 2014-1 Receivables Funding LLC 2.42% 03/20/2030 2.13%
Ford Motor Credit Co LLC 3.29% 11/04/2019 2.02%
AT&T Inc 3.29% 07/15/2021 2.02%
Ford Motor Credit Co LLC 3.12% 06/12/2020 2.02%
Goldman Sachs Group Inc 3.07% 12/27/2020 2.01%
Bank of America Corp 3.01% 07/21/2021 2.01%
Invitation Homes 2017-SFR2 Trust 2.92% 12/17/2036 1.99%
OneMain Direct Auto Receivables Trust 2017-2 2.31% 12/14/2021 1.99%
Fannie Mae Connecticut Avenue Securities 5.06% 07/25/2024 1.97%
Synchrony Financial 2.60% 01/15/2019 1.75%
Springleaf Funding Trust 2016-A 2.90% 11/15/2029 1.74%
Avant Loans Funding Trust 2016-C 8.83% 08/15/2022 1.54%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.75% 05/15/2019 1.52%
Capital One Financial Corp 3.12% 05/12/2020 1.52%
Dell International LLC / EMC Corp 3.48% 06/01/2019 1.51%
Morgan Stanley 2.90% 02/10/2021 1.51%
Avant Loans Funding Trust 2017-B 3.38% 04/15/2021 1.50%
Capital One Financial Corp 3.06% 01/30/2023 1.49%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.51% 07/25/2030 1.34%
Avis Budget Rental Car Funding AESOP LLC 2.46% 07/20/2020 1.24%
Prosper Marketplace Issuance Trust Series 2017-1 2.36% 11/15/2023 1.21%
Marlette Funding Trust 2018-1 2.61% 03/15/2028 1.19%
Fannie Mae Connecticut Avenue Securities 4.66% 05/25/2024 1.17%
Bellemeade Re Ltd 6.36% 07/25/2025 1.15%
Bank of America Corp 3.11% 03/05/2024 1.10%
Kraft Heinz Foods Co 2.92% 02/10/2021 1.07%
CLUB Credit Trust 2017-P1 2.42% 09/15/2023 1.06%
BBCMS Trust 2018-RRI 2.77% 02/15/2033 1.05%
Bank of America Corp 3.53% 10/21/2022 1.02%
Kraft Heinz Foods Co 2.79% 08/09/2019 1.01%
Progress Residential 2016-SFR1 Trust 4.82% 09/17/2033 1.00%
Progress Residential 2016-SFR1 Trust 4.57% 09/17/2033 1.00%
OneMain Financial Issuance Trust 2015-2 3.10% 07/18/2025 1.00%
Invitation Homes 2018-SFR2 Trust 3.52% 06/17/2037 1.00%
NextGear Floorplan Master Owner Trust NFMOT 2015-2A 2.38% 10/15/2020 1.00%
Becton Dickinson and Co 2.13% 06/06/2019 0.99%
Enterprise Fleet Financing LLC 2.13% 05/22/2023 0.99%
Verizon Owner Trust 2016-1 1.46% 01/20/2021 0.98%
CVS Health Corp 2.96% 03/09/2020 0.95%
OneMain Financial Issuance Trust 2015-1 3.19% 03/18/2026 0.93%
Hertz Fleet Lease Funding LP 2.13% 04/10/2031 0.92%
Motel 6 Trust 2017-MTL6 2.99% 08/15/2034 0.75%
Volvo Financial Equipment LLC Series 2018-1 2.26% 09/15/2020 0.75%
Lennar Corp 4.50% 11/15/2019 0.67%
RETL 2018-RVP 3.17% 03/15/2033 0.64%
CNH Industrial Capital LLC 3.38% 07/15/2019 0.60%
Bank of America Corp 2.73% 01/23/2022 0.57%
Tesla Auto Lease Trust 2018-A 2.32% 12/20/2019 0.56%
RETL 2018-RVP 3.82% 03/15/2033 0.55%
Taco Bell Funding LLC 3.83% 05/25/2046 0.55%
Prosper Marketplace Issuance Trust Series 2017-1 2.56% 06/15/2023 0.53%
Athene Global Funding 3.57% 07/01/2022 0.51%
Realogy Group LLC / Realogy Co-Issuer Corp 4.50% 04/15/2019 0.51%
Verizon Communications Inc 3.44% 05/15/2025 0.45%
CVS Health Corp 3.05% 03/09/2021 0.44%
CVS Health Corp 3.13% 03/09/2020 0.38%
Goldman Sachs Group Inc 3.49% 05/15/2026 0.38%
Verizon Communications Inc 3.33% 03/16/2022 0.34%
CIT Group Inc 3.88% 02/19/2019 0.34%
Avis Budget Rental Car Funding AESOP LLC 1.92% 09/20/2019 0.33%
JPMorgan Chase & Co 3.24% 07/23/2024 0.31%
JPMorgan Chase & Co 5.00% 12/29/2049 0.30%
Hyundai Capital America 3.26% 07/08/2021 0.30%
Microchip Technology Inc 4.33% 06/01/2023 0.25%
Fannie Mae Connecticut Avenue Securities 6.46% 01/25/2024 0.25%
Sofi Professional Loan Program 2016-E LLC 1.63% 01/25/2036 0.22%
Dell International LLC / EMC Corp 4.42% 06/15/2021 0.20%
Freddie Mac Structured Agency Credit Risk Debt Notes 3.82% 05/25/2048 0.12%
Teva Pharmaceutical Finance Netherlands III BV 1.70% 07/19/2019 0.04%
Westpac Banking Corp 3.05% 06/28/2022 -0.00%
United States Dollar -0.75%