Ordinary Index Rebalancing in the Solactive US Preferred Share Select Index | July 2020

In the ordinary rebalance the following composition will be implemented effective open 09.07.2020:

AEL 6 5/8 PERP
AFG 5 1/8 12/15/59
AIR LEASE CORPORATION CUM PERP PFD REGISTERED SHS SERIES A
ALGONQUIN POWER & UTILITIES CORP CONTINGENT CONVERTIBLE NOTES 2019-01-07-79 GLOBAL SER 2019-A FIXED/FLOATING RATE
ALGONQUIN POWER & UTILITIES CORP. CONTINGENT CONVERTIBLE NOTES 2018-17.10.78 GLOBAL SERIES 2018-A FIXED/FLOATING RATE
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO DEPOSITARY SHS REPR 1/1000TH NON-CUM RED PERP PFD REGISTERED SHS SER A
American Financial Group Inc (New) 6 % Debentures 2015-15.11.55
AMERICAN FINANCIAL GROUP INC. 5.875 % DEBENTURES 2019-30.03.59 GLOBAL
AMERICAN HOMES 4 RENT 5.875% CUM RED PERP PFD REGISTERED SHS SERIES F
AMERICAN HOMES 4 RENT 6 1/2% CUM RED PERP PFD SHS OF BENEF INTEREST SERIES D
AMERICAN HOMES 4 RENT 6 7/20% CUM RED PERP PFD SHS OF BENEF INTEREST SERIES E
AMERICAN HOMES 4 RENT 6.25 % CUM CONV RED PERP PFD REGISTERED SHS OF BENEF INT SERIES H
AMERICAN INTERNATIONAL GROUP INC DEPOSITARY SHS REPR 1/1000TH 5.85 % NON-CUM RED PERP PFD RG SHS SER A
AMG 5 .875 03/30/59
APOLLO GLOBAL MANAGEMENT LLC NON CUM RED PFD REGISTERED SHS SERIES A
ARCH CAPITAL GROUP LTD
Arch Capital Group Ltd Deposit Shs Repr 1/1000th 5.45 % Non-Cum Pfd Shs Series F
Ares Capital Corp 6 7/8 % Notes 2007-15.4.47 Global
ARES MANAGEMENT CORP
ASB 5 5/8 PERP
Aspen Insurance Holdings Ltd 5.625 % Non-Cum Perp Pfd Shs
ASPEN INSURANCE HOLDINGS LTD 5.95 % NON-CUM PERP PREF SHS
ASPEN INSURANCE HOLDINGS LTD DEPOSITARY SHS REPR 1/1000TH 5.625 % NON-CUM RED PERP PFD REGISTERED SH
AT&T Inc 5.625% Notes 2018-01.08.67 Global
ATH 6 3/8 PERP
ATHENE HOLDING LTD DEPOSITARY SHS REPR 1/1000TH NON-CUM RED PERP PFD REGISTERED SHS SER A
ATHENE HOLDING LTD. DEPOSITARY SHS REPR 1/1000TH NON-CUM RED PERP PFD REGISTERED SHS CLASS B
AXIS CAPITAL HOLDINGS LTD
BANCORPSOUTH INC NON-CUM RED PFD REGISTERED SHS SERIES A
Merrill Lynch Capital Trust I 6.45 % Trust Pfd Secs 2006-15.12.66 Based on 6.45% ICONs 66 Merrill Lynch
Bank of America Corp Deposit Shs Repr 1/1.000th Non-Cum Pfd Shs Series -EE-
Bank of America Corp Deposit Shs Repr 1/1000th Non-Cum Pfd Shs Series -CC-
BANK OF AMERICA CORP DEPOSIT SHS REPR 1/1000TH NON-CUM RED PERP PFD SHS SERIES GG
BANK OF AMERICA CORP DEPOSITORY SHS REPR 1/1000TH NON-CUM PERP RED PFD REGISTERED SHS SER -HH-
BRIGHTHOUSE FINANCIAL INC
BROOKFIELD PROPERTY PARTNERS LP
BROOKFIELD PROPERTY PARTNERS LP 6.375 % CUM RED PERP PFD UNITS A SERIES 2
BROOKFIELD PROPERTY PARTNERS LP 6.5% CUM RED PERP PFD PARTNERSHIP UNITS A SERIES 1
CAPITAL ONE FINANCIAL CORP
CAPITAL ONE FINANCIAL CORP
Capital One Financial Corp Deposit Shs Repr 1/40th 5.20 % Non-Cum Perp Pfd Shs Series G
Capital One Financial Corp Deposit Shs Repr 1/40th 6% Non-Cum Pfd Shs Series H
Capital One Financial Corp Deposit Shs Repr 1/40th 6.20 % Non-Cum Perp Pfd Shs Series F
CIT GROUP INC. 5.625 % NON-CUM RED PERP REGISTERED PFD SHS SERIES B
Citigroup Capital XIII Tr Pfd Secs 2010-30.10.40 Global Fltg Rt
Citigroup Inc Deposit Shs Repr 1/1000th Non-Cum Perp Pfd Shs Series K
Citigroup Inc Deposit Shs Repr 1/100th 7 1/8 Non-Cum Perp Pfd Shs Series J
CITIZENS FINANCIAL GROUP INC
CITIZENS FINANCIAL GROUP INC DEPOSITARY SHS REPR 1/40TH NON-CUM PERP RED PFD REGISTERED SHS SERIES D
CMS ENERGY CORP 5.875 % NOTES 2019-01.03.79 GLOBAL
CRESTWOOD EQUITY PARTNERS LP 9.25 % PREFERRED PARTNERSHIP UNITS 144A
DCP MIDSTREAM LP CONV RED PERP CUM PFD UNITS SERIES B
DCP MIDSTREAM LP CUM RED PERP PFD REGISTERED SHS SERIES C
DIGITAL REALTY TRUST INC
DIGITAL REALTY TRUST INC 5.85 % CUM CONV RED PERP PFD REGISTERED SHS SERIES K
DIGITAL REALTY TRUST INC 6.625% Cum Red Perp Pfd Shs Series C
DILLARDS CAPITAL TRUST I 7 1/2 % CAP SECS 1998-1.8.38 BASED ON 7.5% SUBORD DEBS 38 DILLARDS
DIVERSIFIED HEALTHCARE TRUST
DIVERSIFIED HEALTHCARE TRUST
DLR 6.35 12/31/49
DTE ENERGY CO 5 3/8 % DEBENTURES 2016-01.06.76 SERIES 2016 B
DTE ENERGY CO 5.25 % DEBENTURES 2017-01.12.77 GLOBAL
DTE ENERGY CO 6 % DEBENTURES 2016-15.12.76 SERIES F
DUKE ENERGY CORP DEPOSITARY SHS REPR 1/1000TH CUM RED PERP PFD REGISTERED SH SERIES A
EBAY INC 6 % NOTES 2016-1.2.56
EIX 5.1 12/31/49
ENERGY TRANSFER OPERATING LP CUM RED PERP PFD UNITS SERIES E
ENERGY TRANSFER PARTNERS LP CUM RED PERP PFD REGISTERED UNITS SERIES C
ENERGY TRANSFER PARTNERS LP CUM RED PERP PFD UNITS SERIES D
ENSTAR GROUP LIMITED DEPOSIT SHS REPR 1/1000TH NON-CUM RED PFD REGISTERED SHS SERIES D
ENSTAR GROUP LTD DEPOSITARY SHS REPR 1/1000TH 7 % NON-CUM RED PERP PFD RG SERIES E
EPR PROPERTIES 5.75 % CUM CONV PERP RED PFD REGISTERED SHS SERIES G
EQUITABLE HOLDINGS INC
FHN 6 1/2 PERP
Fifth Third Bancorp Deposit Shs Repr 1/1000th Non-Cum Perp Pfd Shs Series I
FORD MOTOR CO 6 % NOTES 2019-01.12.59 GLOBAL
FORD MOTOR COMPANY 6.2 % NOTES 2019-01.06.59 GLOBAL
GMAC Capital Trust I Trust Pfd Secs 2011-15.2.40 Gtd Series 2 Fltg Rt
Goldman Sachs Group Inc Deposit Shs Repr 1/1000th 6.30 % Non-Cum Pfd Shs Series N
GOLDMAN SACHS GROUP INC DEPOSIT SHS REPR 1/1000TH NON-CUM PFD SHS SERIES K
GOLDMAN SACHS GROUP INC. DEPOSIT SHS REPR 1/1000TH 5 1/2 % NON-CUM PERP PFD SHS SERIES J
Hartford Financial Services Group Inc Debentures 2012-15.4.42 Jr Subord Fltg Rt
HARTFORD FINANCIAL SERVICES GROUP INC DEPOSITORY SHS REPR 1/1000TH 6 % NON-CUM RED PFD REGISTERED SHS SERIES G
HIGHLAND INCOME FUND 5.375 % CUM RED PFD REGISTERED SHS SERIES A
HSBC 6.2 12/31/49
Huntington Bancshares Inc Deposit Shs Repr 1/40th Non-Cum Perp Pfd Shs Series D
JPM 6.1 12/31/49
JPM 6.15 12/31/49
JPMORGAN CHASE & CO DEPOSITARY SHS REPR 1/400TH NON-CUM PERP RED PFD REGISTERED SHSSERIES -EE-
KEYCORP DEPOSIT SHS REPR 1/40TH NON-CUM PERP PFD REGISTERED SHS SERIES E
KEYCORP DEPOSITORY SHARES REP 1/40TH NON-CUM PERP PFD REGISTERED SHS SERIES F
Legg Mason Inc 5.45 % Notes 2016-15.09.56
Legg Mason Inc. 6 3/8 % Notes 2016-15.3.56
MET LIFE INC. DEPOSIT SHS REPR 1/1000TH 5.625 % NON-CUM PERP RED PFD SHS SERIES E
MORGAN STANLEY DEPOSIT SHS REPR 1/1000TH FLT RATE NON CUM PFD SHS SERIES – A-
MORGAN STANLEY DEPOSIT SHS REPR 1/1000TH NON-CUM PFD REGISTERED SHS SERIES K
Morgan Stanley Deposit Shs Repr 1/1000th Non-Cum Pfd Shs Series E
Morgan Stanley Deposit Shs Repr 1/1000th Non-Cum Pfd Shs Series F
Morgan Stanley Deposit Shs Repr 1/1000th Non-Cum Pfd Shs Series I
Navient Corporation 6% Senior Notes due December 15 2043
NEXTERA ENERGY CAPITAL HOLDINGS INC 5.25 % DEBENTURES 2016-01.06.76 GTD SERIES K
NISOURCE INC INC DEPOSITARY SHS REPR 1/1000TH CUM RED PERP PFD RG SHS SERIES B
NUSTAR ENERGY LP CUM CONV PERP RED PFD REGISTERED SHS SERIES C
NuStar Energy LP Cum Red Perp Pfd Units Series A
NUSTAR ENERGY LP CUM RED PERP PFD UNITS SERIES B
Nustar Logistics LP Notes 2013-15.1.43 Gtd Subord Fltg Rt
OAKTREE CAPITAL GROUP LLC NON CUM RED PERP PFD REGISTERED UNITS SERIES A
OFFICE PROPERTIES INCOME TRUST 5 7/8 % Notes 2016-01.05.46
PARTNERRE LTD
PARTNERRE LTD
PARTNERRE LTD 6 1/2 % CUM RED PFD SHS SERIES G
PBI 6.7 03/07/43
PNC 5 .375 12/31/49
PPL 5.9 04/30/73
Prospect Capital Corp 6 1/4 % Notes 2015-15.6.24
PRU 5 .75 12/15/52
PRUDENTIAL FINANCIAL INC 5.625% BONDS 2018-15.08.58
PRUDENTIAL FINANCIAL INC. 5.7 % SUBORDINATED NOTES 2013-15.3.53 JR SUBORD
PRUFIN 6 .5 12/31/49
PRUFIN 6 .75 12/31/49
PS Business Parks Inc Deposit Shs Repr 1/1000 5.25% Cum Registered Pfd Shs Series X
PSA 5.4 12/31/49
QVC INC 6.25 % NOTES 2019-26.11.68 GTD GLOBAL
QVC INC 6.375 % NOTES 2018-13.09.67 GTD GLOBAL
Qwest Corp 6 1/2 % Notes 2016-01.09.56
Qwest Corp 6 1/8 % Notes 2013-1.6.53 Sr
Qwest Corp 6 5/8 % Notes 2015-15.9.55
Qwest Corp 6 7/8 % Notes 2014-1.10.54 Sr
QWEST CORP 6.75 % NOTES 2017-15.06.57 GLOBAL
Qwest Corp 7 % Notes 2016-1.2.56
REGIONS FINANCIAL CORP
Regions Financial Corp Deposit Shs Repr 1/40th 6 3/8 % Non Cum Perp Pfd Ser A
Regions Financial Corp Deposit Shs Repr 1/40th Non-Cum Perp Pfd Shs Series B
REINSURANCE GROUP AMERICA INC DEBENTURES 2012-15.9.42 SUB FLTG RT
REINSURANCE GROUP AMERICA INC DEBENTURES 2016-15.06.56 FIXED/FLOATING RATE
RENAISSANCERE HOLDINGS LTD. 5.375 % PREF SERIES E
RENAISSANCERE HOLDINGS LTD. DEPOSIT SHS REPS 1/1000TH NON-CUM RED PERP PFD SHS SERIES F
SCE TRUST III TRUST PREFERENCE SECURITY 2014-WITHOUT FIXED MATURITY GTD ON PREF SHS SER H FLTG RT
SCE TRUST V CUM TRUST PREFERRED SECS SERIES K
SCE TRUST VI 5% CUM RED PFD SECS SERIES L
SCHW 5.95 12/31/49
SCHW 6 12/31/49
SEMPRA ENERGY 5.75 % NOTES 2019-01-07-79 GLOBAL
SF 6 1/8 PERP
SITE CENTERS CORP
SITE CENTERS CORP DEPOSIT SHS REPR 1/20TH 6.375 % CUM RED PFD REGISTERED SHS A
SL GREEN REALTY CORP
SOUTH JERSEY INDUSTRIES INC 5.625 % NOTES 2019-16.09.79 GLOBAL
SPIRE INC DEPOSITARY SHS REPR 1/1000TH CUM RED PERP PFD REGISTERED SH SERIES A
SPIRIT REALTY CAPITAL INC 6 % CUM CONV PERP RED PFD REGISTERED SHS SERIES A
STATE STREET CORP DEPOSIT SHS REPR 1/4000TH NON-CUM PERP PFD SHS SERIES D
Stifel Financial Corp Deposit Shs Repr 1/1000th Non-Cum Pfd Shs Series A
STIFEL FINANCIAL CORP. DEPOSITARY SHS REPR 1/1000TH 6.25 % NON CUM PFD REGISTERED SHS SERIES B
SVB FINANCIAL GROUP
SYNCHRONY FINANCIAL DEPOSITARY SHS REPR 1/40TH NON-CUM PERP RED SHS SER A
SYNOVUS FINANCIAL CORP NON-CUM RED PERP PFD REGISTERED SHS SERIES D
SYNOVUS FINANCIAL CORP NON-CUM RED PERP PFD REGISTERED SHS SERIES E
T 5 PERP
Targa Resources Partners LP Cum Red Perp Pfd Unit Series A
Telephone And Data Systems Inc 5 7/8 % Notes 2012-1.12.61 Sr
Telephone And Data Systems Inc 6 7/8 % Notes 2010-15.11.59 Sr
Telephone And Data Systems Inc 7 % Notes 2011-15.3.60 Sr
Torchmark Corp 6 1/8 % Debentures 2016-15.06.56
TRITON INTERNATIONAL LTD 7.375 % CUM CONV RED PERP PFD REGISTERED SHS SERIES C
TRITON INTERNATIONAL LTD 8% CONV CUM RED PERP PFD REGISTERED SHS SERIES B
TRST FNANC H D/D
TRTN 6 7/8 PERP
United States Cellular Corp 6.95 % Notes 2011-17.5.60 Sr
United States Cellular Corp 7 1/4 % Notes 2014-1.12.63 Sr
United States Cellular Corp 7 1/4 % Notes 2015-1.12.64
UNUM GROUP 6.25 % NOTES 2018-15.06.58 GLOBAL
US BANCORP DEPOSIT SHS REPR 1/1000TH NON CUM PERP PFD SHS SERIES-F
VEREIT INC PR F
VORNADO REALTY TRUST
VORNADO REALTY TRUST 5.4 % CUM RED PFD SERIES L
VORNADO REALTY TRUST CUM PERP RED PFD REGISTERED SHS SERIES M
VOYA FINANCIAL INC DEPOSITARY SHS REPR 1/40TH RATE RESET NON-CUM PFD REGISTERED SHS SERIES B
W. R. BERKLEY CORPORATION 5.7 % DEBENTURES 2018-30.03.58 GLOBAL
WCC 10 5/8 PERP
WELLS FARGO & CO DEPOSIT SHS A REPR 1/1000TH 5.625% RED NON-CUM PFD REG SHS A SER Y
Wells Fargo & Co Deposit Shs Repr 1/1000th 6 5/8 % Non-Cum Perp Pfd Shs A Series R
WELLS FARGO & COMPANY DEPOSIT SHS REPR 1/1000TH 5 1/2 % NON-CUM PERP PFD SHS A SERIES X
WELLS FARGO & COMPANY DEPOSIT SHS REPR 1/1000TH 5 7/10 % NON-CUM PFD SHS A SERIES W
WELLS FARGO & COMPANY DEPOSIT SHS REPR 1/1000TH 5.85 % NON-CUM PERP PFD SHS A SERIES Q
WFC 5 .25 12/31/49
WFC 6 12/31/49
WINTRUST FINANCIAL CORP
WR Berkley Corp 5 5/8 % Debentures 2013-30.4.53 Sub
WR Berkley Corp 5.9 % Debentures 2016-1.3.56